Prof. Erik VanMarcke
E-403 -- x8-5896 -- evm@princeton.edu
website: www.princeton.edu/evm
Research Interests
Engineering risk assessment. Applied probability, stochastic
systems and random fields. Natural hazards and system vulnerability
modeling. Structural, geotechnical, earthquake and wind engineering.
Random vibration. Structural safety. Optimization and decision
analysis. Financial risk. Quantum origins: stochastic cosmology and
cosmogony.
Topics for Junior Independent Work/ Senior Thesis
- Risk assessment/management for:
- civil infrastructure systems (e.g, dams, bridges,
"lifelines")
- environmental problems (e.g, radon, hydrocarbons)
- multiple hazards, natural or man-made
- Financial risk assessment/management related to:
- insurance to protect against catastrophic hazards
- securitization of catastrophe insurance
- capital investment
- modeling fluctuations of stock prices, interest rates, etc.
- characterizing complexity
- Earthquake and wind engineering, with focus on:
- annual exceedance probabilities and their uncertainties
- damage and economic losses
- spatial variation and coherency
- characterizing input motions and structural response
- design criteria, reliability-based (optimum) design
- Probabilistic characterization of material properties, in
particular:
- site characterization (e.g., for geoenvironmental
assessment)
- modeling the void phase of soil
- stochastic modeling of deterioration
- spatial variability and correlation; optimizing data
acquisition
- Statistics
- modeling correlation of "genetic origin"
- errors in polls (accounting for such correlation)
- estimation and inference for "non-random samples"
- probing a new family of probability distributions
- Applied random fields
- simulation, extreme values, scale effects
- parameter estimation, optimum sampling
- stochastic finite element analysis
- novel applications (e.g., in economics, cosmogony: see
below)
- Stochastic cosmology; see related
website (www. princeton.edu/evm/qocs.html)
- modeling quantum-scale uncertainty
- simulating the early-universe density fluctuations
- estimating cosmological parameters
- predicting (evolving) properties of different classes of
cosmic objects
- designing tests to validate (or negate) the quantum-origins
theory