A recursive dimension-reduction method for high-dimensional reliability analysis with rare failure event

A new dimension-reduction method (DRM), called ’subset active subspace method (SASM)’, is proposed to compute small failure probabilities encountered in high-dimensional reliability analysis of engineering systems. The basic idea is to introduce a recursive procedure to improve the efficiency, accuracy and applicability of the conventional active subspace method (ASM). For the reliability problems with a rare event, SASM firstly transfers the...