International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP) (12th : 2015)

Dimension reduction methods for reliability problems Breitung, Karl


In reliability problems in high dimensional spaces it is important to identify the essential structure of the problem. Which variables can be neglected and which not? Here statistical dimension reduction methods help to simplify the complexity of structures. FORM/SORM can be seen as early example of dimension reduction concepts. Since these approaches do not rely on the smoothness properties of the limit state functions, they can be applied also for problems with noise. Three such methods are described. Further an approach giving the SORM factor as a ratio of small surface areas is outlined.

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