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The Maximum Entropy Principle has its development between the years 1844 and 1906, with the publications of the results obtained by the Boltzmann’s Transport Equation and the Bolstzmann’s H Theorem, whose objectives were to determine the temporal variation from a probability distribution function, furthermore the characterization of a metric to the Boltzmann’s Transport Equation. However, under the possibility to extend the concept of entropy to physical systems, Shannon has employed Boltzmann’s jobs research to the search of the measurement of entropy, which would characterize the probability distribution of a random variable. In that sense, this job are dedicated to the theoretical formalization about the principle and its properties from Shannon’s work, aiming to characterize its formulas and hence its validity and effectiveness in the characterization of the probability densities for the application in engineering problems. In that way, it will be highlighted all the theoretical developments to the characterization of the essential mathematical relations of the Maximum Principle of Entropy aiming its applicability to dynamic systems in general and yet show how the mathematic of probability is present in such various types application, especially in those concerned to mechanical engineering.

Estudo Numérico-computacional do Método da Entropia Máxima na Análise de Incertezas Paramétricas de Sistemas em Engenharia