Hybrid multiplicative dimension reduction method for uncertainty analysis of engineering structures

Haihe Li, Pan Wang, Qi Chang, Changcong Zhou and Zhufeng Yue

Journal of Risk and Reliability, 2021, vol. 235, issue 1, 144-155

Abstract: For uncertainty analysis of high-dimensional complex engineering problems, this article proposes a hybrid multiplicative dimension reduction method based on the existent multiplicative dimension reduction method. It uses the multiplicative dimension reduction method to approximate the original high-dimensional performance function which is sufficiently smooth and has a small high-order derivative as the product of a series of one-dimensional functions, and then uses this approximation to calculate the statistical moments of the function. Then the variance-based global sensitivity index is employed to identify the important variables, and the identified important variables are subjected to bivariate decomposition approximation. Combined with the univariate multiplicative dimension reduction method, the hybrid decomposition approximation is obtained. Compared with the existing method, the proposed method is more accurate than the univariate decomposition approximation when used for uncertainty analysis of engineering models and needs less computational efforts than the bivariate decomposition. In the end, a numerical example and two engineering applications are tested to verify the effectiveness of the proposed method.

Keywords: Multiplicative dimension reduction method; uncertainty analysis; statistical moments; sensitivity index; dimension reduction (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:sae:risrel:v:235:y:2021:i:1:p:144-155

DOI: 10.1177/1748006X20929973

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