UNIVERSITY0FLIVERP00L

DEPARTMENT OF CIVIL

Wave Loading

ENGINEERING

on Offshore

A Probabilistic

Structures:

Approach

Thesis submitted
in accordance. with
the requirements
of the, University
of Liverpool
for the degree of Doctor in Philosophy

by
R. Burrows,

B. Eng.

May, 1982

ST

COPY

AVAILA

Variable print quality

i
SUMMARY

The objective
the structural
type,

response

to the loading

lifetime

here is

of the work presented

a description

of the steel

lattice

by the random waves experienced

during

structures,

of offshore

induced

to develop

of

in the ocean.

of exposure

is restricted
to structures
which do not respond dynamically
loading.
The main emphasis of the approach is the
to the induced fluid

Application

necessity

for

retention

of the non-linearity

analysis

for

these

drag are
where the effects
of fluid
theory is adopted as the most appropriate
and the description
of loading is developed

to the problem

approach

the known statistics

sea state)

of loading

is

Morison's

using

climate,

representing
of interest.

the complete

of the probabilistic

The long-term

Equation.

by convolution

then obtained

(representing

wave field

of the short-term

stationary

The behaviour

in the

structures

Probability

significant.

of the loading

of this

population

a
description
the wave

model with

of sea states

at the site

which does not account

model,

from

for

the

intermittency
in
loading
the
currents
or
of
of
uni-directional
presence
in terms of the probability
distributions
the splash zone, is investigated
of load,
extreme

which

in form,

is non-Gaussian
Various

peak variates.

and the significance

component of loading is demonstrated
loading

produced

by spectral

estimate

extreme

chosen for

description

loading

description

conditions.

term properties.

It

is

a model employing
to those

equivalent

shown to considerably

elevation

are also

with

of the spectral

undermodel

and the form of treatment

demonstrated

and the problem

of

of structural
response, based on linear
is developed from that of individual
member

of the'statistics

Convolution

peak and

is discussed.

of the structure,
in terms

results

The significance

description

The probabilistic

yielding

of the surface

requirements

computational

by comparison

which

wave loads.

of the wave climate

behaviour

mechanism,
analysis,

narrow-band

are
member and spa state conditions
drag
of the non-linear
of full
retention

considered

a linearised

and its

with

of the wave field

the wave climate

is the probabilistic

for

short-term

again, produces

properties

the long-

of response,

either

ii
Or internal

displacements

which are of most direct

stresses,

than individual

rather

in the design

value

member loading
and first

fatigue

against

failure.

excursion
I

In the model it

is necessary

to idealise

the distributed

by lumped load components at a finite

the structure

loading

on

number of locations.

are distributed

These elemental

random loads

each other
varying degrees

and the probabilistic

with

fluid

in space but are correlated

procedure fully
accounts for the

The computational
of this
of correlation.
requirements
to investigate
simple
and it has proved practicable
model are considerable
systems of only two load components due to runtime limitationsv
However,

from this

response

is

statistical

response

variate

is

distribution

the probability

of

form as that
defined

of the underlying
by its second and fourth

for these statistics

moments and expressions
are developed,
again in terms of the statistics

a computational

still

on system complexity

ceiling

shown that

for

the

of the

wave field.

short-term
There is

it

of the same non-Gaussian

is fully
This distribution

loading.,
order

study

imposed.

Using 30-minute

problem
dependent

run times

with

this

approach

upon the run-time

imposing

limitations

on the ICL 1906S computer

at

However,
systems of up to 35 load components can be analysed.
to the model has yet to be realised
and as a
refinement
an important
for
the
the
systems exceeding 12
of
present
model
accuracy
consequence
load components is uncertain.
Liverpool,

Finally,
test

application

structures

the results

under

of the model is demonstrated

the action

are compared with

of short-term

those

obtained

for

a number of simple

sea state
using

conditions

time-series

and

simulation.

iii
ACKNOWLEDGMENTS

The author

would like

Mr. R. G. Tickell,
and co-investigators
guidance'throughout
The contribution
two years
Finally,
their

to thank his

Professor
P. Holmes and
supervisor
both colleagues
in the Department of Civil
Engineering
in the OSFLAG 5 Research Project,
for their help and
the course

of study

of the Department

leading

of Industry

on the OSFLAG S Research Contract

thanks
diligence

are also

due to Christine

in producing

the typescript

is

Thesis.

to this
in funding
greatly

the author

for

appreciated.

Cope and Barbara

Cotgreave

for

and drawings.

tI

-1

iv
CONTENTS

Page

SUMMARY

ACKNOWLEDGEMENTS
vi

NOTATION

CHAPTERONE

INTRODUCTION

CHAPTERTWO

THEORYDESCRIBING WAVE LOADING AND ITS

PREDICTION

CHAPTERTHREE

CHAPTERFOUR

2.1

Wave Induced Loading

Cylindrical
Members

on Submerged Rigid

10

2.2

Theories

Waves

14

2.3

Prediction
Waves

of Periodic
of Loading

Induced

by Random

18

PROBABILISTIC WAVE LOADING ON SINGLE MEMBERS

in the Wave
Properties

3.1

The Effect
of Non-linearity
Loading on its Probabilistic

3.2

Effect
of the Choice of Wave Spectra
Load Prediction

3.3

Comparison of Narrow Band Models,

Types Ill and 121, for Long-term Peak
Wave Load Prediction

66

3.4

Prediction

73

3.5

Computational
Considerations;
Use of
Quadrature Methods for Run-time
Minimisation
and a Technique of Hand
Calculation

on

of Extreme Wave Loads

48
55

80

THE ROLE OF WAVECLIMATE IN THE PREDICTION OF

LONG-TERMWAVE LOADING
4.1

Suppression
the Data

4.2

The Need to Extrapolate

Data

4.3

A Method

4.4

Estimation
Distributions
of Long-term
Covering
Of 111/3 from Measurements
a
One-year
Period
at the Famita Location

of

of Seasonal

Wave Climate

Fluctuations

in

118

Wave Climate

120

Extrapolation

123
124

Page

CHAPTERFOUR

THE ROLE OF WAVE CLIMATE IN THE PREDICTION OF

LONG-TERMWAVE LOADING (Continued)

CHAPTER FIVE

4. S

The Effect
of Wave Climate
on Long-term Distributions
Height and Wave Loading

4.6

Limitations
of the Wave Climate
Techniques
polation

Extrapolation
of Wave
Extra-

133

138

ANALYSIS OF STRUCTURAL RESPONSE

PROBABILISTIC

158

5.1

Introduction

5.2

Multi-variate

5.3

Response of
Components

5.4

Second

5.5

Long-term
Probability
Distributions
Peak and Extreme Response

5.6

Application
Structures

pdf.

of

Systems

and Fourth

of

the

159

Response

of

162

Two Load

Moments

Methods

of

Response

to

of

Typical

173
193
194

CHAPTERSIX

CONCLUSIONS

236

CHAPTERSEVEN

RECOMMENDATIONS

240

REFERENCES

243

APPENDIX ONE

ANALYSIS OF RANDOMVARIABLES

250

APPENDIX TWO

CONSTRUCTION AND USE OF PROBABILITY

APPENDIX THREE

EXTENSION OF SCATTER DIAGRAMS COVERING SIX

PAPERS

WINTER MONTHS TO REPRESENT 'ONE-YEAR'S'

269

278

WAVE

CLIMATE

APPENDIX FOUR

OF FIT TEST ON THE

CHI-SQUARE GOODNESS

287

PROBABILITY DISTRIBUTION OF SIGNIFICANT

WAVEHEIGHT

APPENDIX FIVE

IX.
IX
IX.
EXPANSION OF E{X.
jlXk3

APPENDIX SIX

LIST
COMPUTERPROGRAMS

XL31

291

295

"I

vi
NOTATION

The following
differs

notation
parameters

comprehensive for
in the Appendices (notably

notation

are defined

in isolation

is

where they

first

the main text

Appendices

I and II)
may be read

and the text

appear

Where

only.

from the main report.

Eq. (5.4.23)
of conditional
expectations,
in Gaussian Quadrature, Eq. (5.6.1)
abscissa coefficients
in Pierson-Moskowitz spectrum,
constant coefficient
Eq. (2.3.23)

aij, a2

coefficients

a
A

or constant in Weibull
Appendix Two only
A'

standardised

[A]

transformation

Ak

coefficients

A
r

distribution,

Eq. (2.3.13)

wave amplitude,
matrix,

Chapter Four and

Eq. (5.2.7)

of Chebyshev-Hermite

quadrature,
to flow,
perpendicular

member area projected

of conditional

coefficients

constant coefficient
Eq. (2.3.23)

B
Je
C.
ii
{c

coefficients

expectations,

in Pierson-Moskowitz

of Chebyshev-Laguerre
of [M], Eq. (5.3.2)

co-factors

Eq. (2-1-1)

Eq. (5.4.37)
spectrum,

quadrature

of conditional

vector of coefficients
Eq. (5.4.42)

Eq. (3-5-1)

expectations,

function

cdf

cumulative

distribution

cD

'Morisons'

drag coefficient

cm

'Morisons'

inertia

water

diameter

structural

Det

determinant

exp

exponential

Ef I

expected value operator, see Appendix One

long-term mean rate of zero-up crossings of force,
peak model, Section 3.3

E{N+ (0)
E{n+(O)

coefficient

depth
of cylindrical

member

damage, Eq. (2.3.62)

type 1

IH1/3il

mean rate of zero-upcrossing

E[N+IHI/3il
0
El -)- E23

abbreviations

for

expectations,

of swl. under sea state HI/3j

Section

5.4

vii
f

linearised
Y

f(

'Morison'

wave force,

function

wave force

FD

drag component of force

F
DN

drag component of force

Eq. (2.1.3)

F
Dx
{F
e
F
i
F
F

F
Dz

FD
y

normal

component of force

inertia
component of force
Eq. (2.1.7)

Fx, Fyj

Fz

normal

components of F in co-ordinate

g(

gravitational
function

functions

wave height

Hi/3

height
Hs ; 'significant'
wave
-;
(1/3) of waves
largest

H
rms
H
j
Hn

'root

weighting

variable

annual

to member axis,

directions
components of FDN in co-ordinate
Eq. (5.2.7)
vector of nodal forces,
force components
inertia

IN

to member axis,

directions

acceleration
of d, L and H in Stokes

mean square'

Chebyshev-Hermite

Wave Theories

- average

wave number,

polynomial

kD

27r/L or variable,
drag coefficient,
Eq. (2.3.46)

kj

inertia

[K]

structural

variable
log

coefficient,

natural

stiffness

period

Section

SA

Eq. (2.3.46)
Eq. (5.2.8)

matrix,

logarithm

wave length

LD

time

duration

(years)

wave length

Lo

deep water

integer

mi

i-th moment of spectrum

00 .
w1S TITI(w) dw

of

= YffH--21
Eq. (5.6.1)
Gaussian Quadrature,

maximum sea state intensity

of Tr year return
sea state intensity

variable

height

of wave height

value

coefficients,

max
IT
r
i

kn;

Eq. (3.1.2)

/27r
gT
=

constant

-patrJLx of crost-covariances
Eq. (3.3.6)

of surface

elevation

, (cross- correlations).

viii
M

n-th

n
M(t)

order

bending

statistical

moment

moment, Section

5.6.1

MPPV

most probable

integer

N,

number of waves per year

N+ (Y)

rate of up-crossing
Eq. (2.3.58)

N(HI/3i,

Tzj)

peak (extreme)value,

Section

3.4.1

constant
of level

y with

positive

total
number of peaks in sea state
of exposure, te, Eq. (3.4.12)

P(

probability

density

function

pdf.

probability

density

function

PH(

Pierson-Holmes

P(

cumulative

P
H(
P
Pi
P
P2
P
EP(
P/H

Pierson-Holmes

(i,

j)

slope,
during

Eq. (2.3.47)

pdf,

distribution

function,

c df,

see Appendix

1, Eq. (2.3.58)

cdf.

of positive

peak values,

type

cdf.

of positive

peak values,

type 2, Eq. (2.3.60)

cdf.

of extreme values,

Eq. (2.3.70)

'Pierson-Holmes'
Pierson-Moskowitz

spectrum

defined

through

HI/3

P-M(T )
Z
P-M(DNV)

Pierson-Moskowitz

spectrum

defined

through

Det Norske Veritas

spectrum

Q(a)

CO
Z (X) dX

Q(t)

shear force,

r;

correlation

XIX2

RXiXj (T)

cross-correlation
and xj with time

function
lag T
between

cross-correlation

wave steepness

swl.

still

S(

spectral

IS]

'influence'

S
S
1P ij
t

influence
time

te

period

wave period

mean zero-upcrossing

water

One

see Appendix

coefficient,

random variable

; Rij
1j
ixjl

modification

z
to Pierson-Moskowitz

Section 5.6.1

r. v.

Rx

One

cdf.

P-M(HI/3)

period

parameter,

between random variables

xi
Eq.

and xj

(T = 0),

Section

(3.2.2)

level

density

function

or flexibility
or flexibility

matrix,

Eq. (5.2.9)

coefficients

of exposure
or time

duration,

Appendix

wave period,

One

Eq. (2.3.22)

xi
2.3.5

ix
Tz-1

'long-term

Tr

'return

horizontal
direction

mean period

component of water
of wave advance

water

Uw

wind speed

vertical

,= dv/dt

vertical

particle

component of water

number of occurrences

instantaneous

EEW..
all ij
all

W(HI/si)

in

velocity

particle

velocity

component of water particle

acceleration
instantaneous
resultant
velocity
vector normal to axis
of inclined
member

member volume

particle

acceleration

V_
0
VR
Ij

Eq. (2.3.32)

period'

du/dt,

VN

factor',

resultant

velocity

vector

in scatter

diagram

_+V2
/U-2

class

(i,

j)

1]

TZ
E

Eq. (4.6)

wij,

horizontal

cartesian
Section

or variable,

3.4
Appendix

or random variable
X(t)

random variable

Xf

fetch

X1

mean-zero Gaussian
Eq. (5.2.2)

horizontal

vertical
sea bed
1
':

Eq. (S. 2.9)

measured +ve upwards from

co-ordinate

L
(y2l
2,

{_
XP

in Jonswap Spectrum,

coefficient

Eq. (3.2.12)

Eq. (2.3.53)

kurtosis,

yp

random variable
in Jonswap Spectrum,
coefficient

Z(. )

dirac

spectral
water

of u, fi,

One

responses,

cartesian

functions

co-ordinate

Appendix

of nodal

Eq. (3.2.1S)

random variables,

cartesian

or random variable,
vector

One

in Jonswap Spectrum,

length

{yj

co-ordinate

delta

function

band width,
surface

Eq. (3.2.12)

elevation

Appendix
relative

One, Section
to still

1.2.2-3
water

level
:I

ol

x
of advance of wave component in 3-D random sea
vector
angle of inclination
of instantaneous
velocity
in x-z plane, Section 2.1.

direction
v

11

skewness

fluid

standard

a2

variance

ab

density
deviation

in Jonswap Spectrum,

coefficients

Eq. (3.2.12)

time-lag

random phase,
P

veld6ity

angle

X2

chi-square
angle

lj

x2

Eq. (2.3.1)
Section

potential,
of inclination,
of inclination,

mean-zero

value

frequency,

W
WO

g/U , Eq. (2.3.23)

w

W
P

at

C)

2.1.2

random variables,

Eq. (2.3.54)

of r. v. x

peak

of

Symbols

C)

Four

27r/T

wave

frequency

Appendix
Fig.

'Gaussian'

mean square

2.1.2

Fig.

distribution,

2.2

mean value
time derivative
second time derivative

Jonswap

Spectrum,

Eq.

(3.2.12)

-1CHAPTER0N

E-

INTRODUCTION

Current

exploitation

of oil

is

throughout

shelves

locations

and offshore

The North

the world.

Sea not

one of the most intense areas of activity

in this
at the present time, but is also subject to some of the most
environmental
As
conditions
encountered for such exploitation.

represents

respect
hostile

the available
technology
associated
with
in many areas
and gas has been found to be lacking
design of production
structural
platforms.
a result,

at the

aimed primarily

in coastal

and gas reserves

the continental

within
only

development

emphasis on offshore

The existing

of fixed

generation

production

the extraction
including
the

of oil

are founded

structures

on

the sea bed in water depths notionally

up to 200m. with legs supporting
a deck, located above the level of storm waves, which houses all
installed
Structures
in the North Sea
mechanical and electrical
plant.
at present

are either
lattice

are steel
bracing

of the

'jacket'

structures,

members of tubular

or

consisting
section,

'gravity'

types.
legs

of vertical

supported

by piles

The former
and cross-

driven

into

the

sea bed.
large
large

It

is

The gravity
structures
are usually
of reinforced
concrete,
diameter legs and a base designed to spread the loading over
for stability.
areas of the sea bed, relying
on bearing pressures

with

likely

of

production
facilities
into

even after

the development

including

structures,

water

structures

that

tethered

in relatively

shallower

The major

loads

upon these

motions

exerted

associated

over the sea surface,

'live'

(working)

oscillatory

buoyant

'new generation'

platforms

and sub-sea

inevitably
be required
which will
as'exploration
ventures
depths in excess of 200m, the present generation
of fixed
be employed as new fields
will
still
are discovered
and

exploited

particle

of the

these

loadings.

wave loading

by semi-empirical

with
being

waters.
fixed

structures

from the

the passage of wind generated

far

in excess of potential

The mechanism giving

is not fully
understood

formulae.

result

These differ'in

rise

to this

waves
wind or
random

and must be expressed"

form between t,he two types, -

for

the generally
small diameter members associated
with
both viscous drag and inertia
steel platforms
effects
are significant
whilst
on the larger diameter legs of concrete gravity
the
structures,
of structure,

drag effects

are negligible.
installed

Structures
exposure

offshore

30 or more years

of possibly

the facility.
loading

They must not only

but must also
from the stress

encountered
resulting

reversals

have been installed

for

Gulf

of Mexico and the majority

design lifetimes
their
without

However,
depths

these

hurricanes

tropical
five

seas of only
conditions

or six

design

current

methods for

where sea states

shallower

intensity,

water

Sea and are subject

North

the most potentially

of

in the area about once every

the success
limited

are of a much increased

design

of the structural

to the adequacy of

assurance

at Northern

structures

distress.

from the chance occurrence

resulting

area offers

over

of structural

at generally

moderate

Consequently,

in this

of platforms

in the

in the oilfields

signs

which tend to recur

years.

waves per year.

have endured the wave loading

significant

the

the passage of each

million

many years

of

fatigue

against
with

1SOm. of the Northern

than the typical

to wind generated
dangerous loading

of five

are located

structures

wave likely

associated

life

to resist
to be

strong

integrity

their

retain

of

periods

on the design

be sufficiently

may be of the order

wave, when there

Platforms

depending

by the passage of the largest

exerted

for

loads

these

must resist

North

Sea locations

with

the possibility

severity,

of waves in excess of 30m. in height.

In the Northern

gas fields
of*their
already

the

design

of the Southern
design

against

on subjective

a single

Sea for

longer

calmer

has been

installed

periods,

and shallower

in the

but still
waters

short
have

of damage from fatigue.

shown signs

typical'procedure

waves or from fatigue

a number of'structures

North

for

been installed

of damage resulting

and no evidence

in relatively

lives,

The methods of structural

relying

lives

In contrast,

have only

structures

of individual

loading

to date.

reported

Sea fixed

of their

a small-part
from either

North

design

procedures

employed to date
for

the estimation

is, to check the structure

design

for

wave chosen to-reprqsent

are largely

deterministic

of wave loading..

strength

The

and stability,

the most severe

loading

The form of this

anticipated.

condition

bears

sinusoidal,

little

lifetime

the structure's

even if

the risk

fully

envisaged

Fatigue

problems

current

techniques

were not
for

to those

assumptions
relationship

assumed to represent

in the real

fairly

until

and

recently

damage make similar

Typically,

the

is
based
height
wave
range and
regular
under several idealised

stress

of the structure

height

waves of different

with

associated

the entire

frequency

frequency

of occurrence
of wave heights

distribution

sea.
to be the case that

is proved

Sea fulfill

their

functions

more thorough

of wave load

techniques

realistic

and physically

of damage no quantifiable
be feasible
until
will

overdesign

structural

of possible

North

of the Northern

waters

any sign

without

based on the current

structures

in the hostile

methods and installed

indication

of the associated

of exceedence

load prediction.

to extreme

applied

on space frame analysis

design

exceeded during

being

loading

of fatigue

the estimation

between the required

it

no reliable

permits

of this

waves in

large

is known.

wave height

Even if

such a technique

to be made of the risks

assessment

approximately

to the form of real

resemblance

Furthermore,

random seas.

wave, being

must be of some concern since the

be
likely
to
financial
severe with
overdesign
are
of such
penalties
E100m.
in
of
costing
excess
platforms
single production

The information
and its
failure
excursion
range,

analyses

tions

associated

the realistic

resulting
However,

from the wave loading,

by the long-term
this

cannot

in terms

sinusoidal

waves.

preserve

regular

the randomness associated

of wave load and the resulting

or displacements.

would satisfy
favourable

with

first

these
since

it

can fully

in the above transformations,

ascertained

of a discrete
A thorough

analysis

responses,

Both probabilistic

account

for

from idealisa-

must
the

internal
as
such

method is

analyses

the most,

the non-linearities

due to the presence

of

to the description

and spectral

The former

each

number of

the waves throughout

structural

requirements.

distribution

of the wave field

from the description

transformations

stresses

wave

with
associated
necessary in fatigue

probability

be reliably

of the random sea surface

approximately

for

required

of exceedence,

risks

of extreme

estimation

analys-es and the number of cycles

may be provided

wave loading.

for

essential

loading,

stress

This

are developed.

prediction

of viscous

inherent
drag,,

-4-

yielding

the complete

Spectral

methods can only

loading

thus

probability

requiring

which cannot

a limited

yield

an approximation
the full

retain

of loading

structure

description

statistical
for

or response.

the probability

of the

structure

of the non-linearities.

effects

The behaviour

has been investigated

for
of the random wave field
by oceanographers,
today a
years, primarily
and there exists
depth of understanding
considerable
of its statistical
properties
structure,

probability

there

although

still

many

and

some significant

remain

in the mathematical
descriptions
of the phenomenon. The
in this field
most notable contributions
are summarised by Draperl.
limitations

Significant

advances in the description

made over the

on individual
using

various

Bretschneider

The probability
of loading
structure
members submerged beneath ocean waves has been developed
2,
3
by
Pierson
Holmes
Borgman
techniques
and
and
last

fifteen

have been

of random wave loading

years.

The allied

of the superimposition

effects

of

currents
onto the wave motion and the intermittency
of
loading experienced
by members located near the water surface within
506
investigated
by
However,
have
been
Tung
the splash zone
more recently
.
in
have
been
loading
limited
to
the
these
of
prediction
all
applications

unidirectional

of the water

over a period of several hours, when the random variation

stationary.
surface may be assumed to be statistically

An extension

of the above procedures

the short-term,

was proposed

by Holmes and Tickell

to account for the variations

of Liverpool
at the University
long-term
present in typical
wave climates
state intensity
follows
This technique
locations.
an analogous application
height

by Battje S7 and also

domain proposed

loading

on marine

Even incorporating
distributions
value.
response

vessels

The probability
at critical

at offshore
in the wave

in the prediction

of wave

by S6dinge.

the above extension,

of loading

in the sea

the long-term

probability

on single

members are of limited

distributions

of wave loading

locations

on complete

structures

practical

or structural
is

required

by the

Penzien9 hasgone some way towards solving

designe r.
the problem
using
'
load or
methods which yield the frequency spectra of total
spectral
into a number of load components, a
idealised
response for structures
procedure

which may also

account

for

the presence, of dynamic response.

-5-

as discussed

However,
for

previously,

of the loading

the non-linearity
descriptions

required

for

mechanism,

fully

to the

which may be of

where the non-linear

In these

account

when transformed

domain,

structures

drag are significant.

viscous

methods cannot

in the probability

importance

considerable

spectral

of

effects

which apply to most

from the
type, it can be inferred
structures
of the steel lattice
2
description
loading
the
of
to retain
on single members that failure
in considerable
non-linearities
may result
of the loading
underestimation
situations,

or response.
In view of the above comments the major

improvement of current
i)

loading

the extension

in general,

research

Fluid

Department

of Industry

Loading

The group identified

(later

(formerly

the National

lines,

from applications

and into

wave loading

Government and the Offshore

topics
Physical

to the Department
and the National
Laboratory)

many of the projects

although

and

Group (OSFLAG) was formed by the

transferred

ten research

the main contractor

other

Advisory

to

structures.

these

along

of

wave climate

techniques

probabilistic

by the British

was identified

Structures

Institute

of the long-term

members to complete

further

distributions

probability

wave load distributions;

of these

on single
The need for

descriptions

with

the long-term

yield
ii)

of the short-term

the

design are:

methods of structural

the combination

for

pre-requisites

of Energy).
Maritime

were appointed

as

by

were undertaken

organisations.

In October

1974 the author

OSFLAG 5 project
Liverpool,
forming

awarded to Professor

the research
the bulk

undertaken

of the contents

OSFLAG 5 research

members of offshore
probabilistic

Holmes at the University

by the author
of this

description

structures

descriptions

was stated

as a Research Assistant

Thesis.

programme was to provide

or probabilistic

statistical

problem

was appointed

under

of
contract

The objective

of the

a method of calculating
of

long-term

based on short-term

of wave conditions.

in the original

this

on the

wave loading

a
on

and long-term
The background

OSFLAG 5 proposal,

as follows:

to the

-6'Regulations
integrity
concerning the long-term
of offshore
be subjected
to wave action over several
structures
which will
tens of years are of obvious importance.
For such regulations
,
in
design computations
and
corresponding
a unified
method is
imposed
loading conditions
to estimate the lifetime
required
by waves.
For particular
the load on a member can be
wave conditions
based on a single wave - said to
estimated by computations
based on the
represent
a given sea state - or by calculations
probabilistic
properties
of that sea state,
using known
between wave kinematics
relationships
and load and accepting
the limitations
thereof.
The former method leads to a deterministic
description
of the
load, the latter
distribution
to a probability
of the load
which has been shown to give good agreement with measurements
in the Gulf of Mexico and the North Sea.
descriptions
It is then possible
to accumulate 'short-term'
based on the second method given above according
to 'long-term'
is in need of further
Although this behaviour
wave behaviour.
it is considered
that the Weibull probability
research,
distribution
for wave heights
forms a viable basis on which
predictions
of long-term
wave loading can be based.
There is an urgent need to formalise
this computational
loading on a single member in terms of magnitude
process giving
and number of cycles per annum.
This computation
then needs to be extended to entire
structures.
This is a significantly-more-complex
problem because of the
between wave lengths and structural
spatial
relationships
for dealing with such
Techniques are available
geometry.
loading of complex
and the problem of cyclic
correlations
is of such importance as to warrant an investigation
structures
design procedures. '
of their use, leading to viable
This

theoretical,

computer

in the drag/inertia
two parts;
single

regime

elements

the methods to include

This

Thesis

on steel

involving

the first

structural

based project

describes

lattice

estimation

at loading

aimed primarily

was split

structures

of the long-term

and the second part

involving

loading

into
on

an extension

of

complete structures.
the results

of work undertaken

by the author

on

Some of the material included here has been presented

the above topic.
10-20
within the OSFLAGreport and associated reports and publications
The study has involved no physical experimentation,
although some
is made to both model scale and full-scale
wave load and
The remainder of this Chapter
response measurements taken by others.
summarises the contents of the Thesis.

reference

-7Two develops

Chapter

description

the background

of long-term

mode121 which

is

accepted,

It

sections

with

proceeds

an

wave load

'Morison'

semi-empirical,

to short

applicable

to the probabilistic

relevant

random wave loading.

of the, generally

outline

theory

with

of submerged, objects

dimensions

such that viscous drag and inertial

are significant.
effects
followed
by a brief
outline
of the most commonly employed wave
for relatively
deep water conditions,
of the
which are typical

is

This

theories
for

sites
Airy
for

offshore

or first

installations

the description

of the particle

summarised,

the particle

through

'Morison'

kinematics
model.

reviewed
Both short

and long-term

beneath

estimation

is discussed.

identified

and the case is made for

Spectral

techniques.

loading

for

is

in

prediction
long-term

first

are then developed

values
field

through

first

order

design

methods are

for

in this

Models yielding

analyses.

the

peak and extreme

of the wave

structure

the Morison

of load

the purposes

of wave load and its

involving

transformations

wave load

methods are considered

from the probability

are

non-deterministic

more rigorous

and fatigue

distributions

probability

of the wave field

shown to be favourable

excursion

of

model are presented.

deterministic

in these

and probabilistic

and the latter

respect

the wave loading

of the waves is

descriptions

Limitations

waves are

regular

of the orientation

to the direction

summarised and the use of such information

theories

amplitude

of which define

statistical

(or

The linear

finite

motions

to the Morison

and modifications

Sea.

The significance

members in relation

cylindrical

and Stokes'

wave theory

order)

the

in the North

loading

model and

wave theory.

The theoretical,

procedures

described

in Chapter

Two form the basis

of

the work described herein and are almost entirely

the results
of
from the references
as may be inferred
made
previous work by others,
the text.

within

Three describes

Chapter
in-the

of. the

loading

and as proposed
leads

distributions

probability

mechanism,

diameter

members, typiqal

for

and it

inherent

in some probabilistic,

to a considerable

of work carried
long-term

of loading

and discussed

are presented

values
tion

of the techniques

application

Long-term

the results

and its

peak and extreme

demonstrated

linearisa-

that

speqtral

techniques,

approaches'to

simplify

analysis'

extreme

structures,,

wave load prediction.

in existing

underestimation-of
of steel

is

out by the author

loading

for

where the, effects

small
of

-8drag are predominant.

viscous

used to describe

models,

spectral

is

load prediction
implementation
these

investigated.

also

hand-computation

wave field,

Computing
techniques

to exceed the facilities

on the wave
for

requirements

are considered

the

and since

in most design

available

is

procedure

theoretical

of various.

the short-term

of the probabilistic

are likel*Y

a useful

The significance

offices

outlined.

of the wave climate data used as

The basic requirement that the data
should cover a complete number of years, preferably
greater than one'
The need for extrapolation
year, is identified.
of the measured climate,
to account for severe sea states not experienced, before incorporation
Chapter Four examines the significance
input to the probabilistic
analyses.

in the long-term wave load computations is discussed.

A method of
is proposed, based on the fitting
wave
extrapolation
of the significant
distribution.
height recordings from the data to a theoretical
probability
Chapter

Five

members to entire
structural
large

the probability

extends

are idealised

number of individual,

extension,
limitations,
therefore,
members.

supported

the second and fourth

probability

are developed

tions,

structure.

the

long-term

wave climate

in the same way as applied

The results

of these

procedures

of structural

load or structural

total

response

loading,

as the elemental

data,

of model and prototype

for
moments are required

Mathematical

probability

is

due to computer

but the simplest

all

expressions

in terms of the known statistics

short-term

resulting

statistical

This

than two load components and is,

structure

from analysis

of a

the wave climate

shown to be impractical,

systems of greater
inadequate
for modelling
However, by assuming that

postulation

or associated

random load components.

conditions-where

for

the same probability

possess

with

is

stationary,

loading

on single

from the combination

to result

correlated,

to-short-term

applied

statistically

this

where the total

structures

responses

from application

theory

distributions
to yield

are applied

only

definition
these

of

moments

and the
of the wave field
of load may be convoluted

long-term

to loading

for

probability

distribu-

on single elemental members.,

to idealised
systems of load

and are compared

components to demonstrate the use of the techniques
from
time-series
techniques.
simulation
those
mathematical
obtained
with
for the estimation
statistical
The computing requirements
of the short-term
this
the
although
using
approach
probability
considerable
still
are
moments
be
determined.
35
load
for,
to
components
may
systems-up
structure

-9Chapter

Six contains

and Chapter

a summary of the conclusions

Seven presents

recommendations

for

drawn from the research

future

work.

a comment should be made on the form of computation used in this

In the course of the research reported herein a large nuber of
study.
computer programs were developed by the author and it would be impractical
details
here.
Consequently,
to include listings
the
no
of
programs
other than program names (see Appendix Six) are given in the Thesis.
A document22 containing the listings
of all programs has been compiled
Finally,

Multiple comment statements are included to obviate the

separately.
need for detailed flow charting. ' Fortran IV programming language was
used throughout for operation on the ICL 1906S computer at the
University
of Liverpool and the ICL CDC7600 computer at the University
of Manchester Regional Computer Centre.

lo
-

CHAPTERTW0
MEORY

DESCRIBING WAVE LOADING AND ITS

PREDICTION

WAVE INDUCED LOADING ON SUBMERGED

RIGID CYLINDRICAL MEMBERS

2.1

structural

of the work described herein

analysis of the steel lattice,

structures

against

Application

for

wave loading,

which

the diameters

of the majority

than 20% of the largest

members are less

of the cylindrical

for the
is intended primarily
or jacket, type of offshore
wavelengths

Under these circumstances the loading is in the drag/

to be encountered.
inertia
regime as demonstrated in Fig. 2.1.1 taken from Hogben2S.
The most generally
drag/inertia
loading
is

regime

on vertical

exerted
water
particle

in the

of loading
into

1.
by
Morison
et af
members

and is based on the assumption

ocean wave
The method

the total

that

force

to the sum of a drag component due to the

component due to the water
and an inertia
the two forces being assumed to develop without

is equal

fluid
velocity

particle

the estimation

from an investigation

has developed
cylindrical

semi-empirical
by the

method for

accepted

acceleration,

interaction.

force

The horizontal

F-F+F=
D12Dr0

may thus be expressed

CpA
-L

ulul

by 'Morison's

Equation'

as:

+ CM PV fl

inertia
drag
FI
FD
the
are
and
components, respectively;
and
where
velocity;
component of the water particle
u is the horizontal
iuis the horizontal
A=
the water particle
of
component
dt
acceleration;
V0 is

the volume of the member;

Ar is

the area projected

p is

the fluid

density;

CD and CM are empirical

The water, particle

in the flow field
absence.
kinematics

-It

is

perpendicular

to u;

and
drag and inertia

coefficients.

would be present
its
in
location
the
the
the
at
of
centroid
of
member
in these,
that spatial
assumed in Eq. (2.1.1)
variations
kinematics

are negligible

u and 6 are the values

over the space taken

that

up by-the

member.

The

11
-

direction
to
is
included
the
preserve.
of the drag component
modulus sign
of loading which is a function of velocity
squared.
The absolute validity

of the linear

components in Eq. (2.1.1)

is open to question

Wiege 124, the underlying

assumptions

action

being

therefore,

effects,

as discussed by
the derivation
of the inertia

for

by the presence-of

component are-violated

of the two force

combination

since,

However,

significant.

inter-

of drag,

the effects

from an
in

of view the model may be deemed to be satisfactory,

the absence of a more precise model, in applications
to wave loading
since it has been shown to yield reasonable results.
engineering

In their

point

on vertical

Little

fluid

strictly

(2.1.2)
to the loading

around non-vertical
to a short

only

have assumed that

some writers

section

mechanism resulting
members, Eq. (2.1.1)

of a vertical

in any particular

the load

members lying
author
oil

in a plane

in association

production

principle,

platform.

parallel

with

his
This

to the wave crests

18

colleagues
representation

for

follows

in

by the

to a North

Sea

the cross-flow

in agreement

orii entation

may

inclined

was developed

application

recommended by Ilogben et a 127, and is

work by Borgman2e on members of arbitrary

motions

mechanism for

of the loading

representation

being

direction

using only the components of the water particle

25,26 as may be implied from Eq. (2.1.1).
direction
,

A more thorough

from

member, although

be derived
that

load per

+p

motion

applicable

which the total

the loading

only with
horizontal

2C6

has been given

attention

wave-induced

7rD

jul

CpDu
D4m

et al were concerned

members for

cylindrical
is:

length

unit

work Morison

original

with

with

respect

previous
to the

waves.
Consider
the water

a unit
surface

length

section

at location

of cylindrical
(xO, yo,

zo),

member submerged beneath

as shown in Fig.

2.1.2.

The'

is horizontal
to the y
the member is inclined
plane
and
-y
angle
at
an
.;
Regular long-crested
axis in the y-z plane.
waves are assumed to advance',
,
in the positive
x-direction.

12 istant
At a particular
of time the resultant
vector at location
velocity
(xo, yo, zo) will
be inclined
at an angle 0v to the horiz. ontal,
as
in Fig. 2.1.2,
indicated
where E) varies between 0 and 27Tduring the
v
Furthermore,
the resultant
giving
passage of each wave.
velocity
vector,
is out of phase with the resultant
rise to the drag component of loading,
component of loading,
giving rise to the inertial
force at any instant
must be evaluated using vector

vector,

acceleration

and thus the total

of these

addition

two components.

friction

drag will

to the total

and the total

essentially

by the pressure

the direction

of VN (the

acts

normal

difference
in

to the member axis

component of the resultant

normal

may,,

water-particle

VR) and may be written:

velocity

F=
DN

[U2

pCD
-1
2D

The drag components

(V

F=F
Dy

sin
DN

in the co-ordinate

loading

only

significant

pCD
2D

sin =-F

in a plane

2
7TD
(CI) 2+(,
c
4
M[

Fp
IN

Reducing this

vlv(u2 + (U COS )21C6S2*

pC
2D4m

Fy =-F

P-

way if

it

to the member axis

normal

COS ) 2] 1/2

Z"

is

assumed

are

(2.1.7)

components in the co-ordinate directions

drag force gives the components of the total

Du I V(U2

bvl 1/42
tan

(2.1.5)

(2.1.6)

in a similar

as:

(2.1.4)

force to its

adding the appropriate

Fx

are:

tan
Dy

may be estimated

accelerations
29 yielding:
,

directions

ulv"u2 + (v cosfl

cos

F
sin
'
-F
DN
Dz
The inertia

(2.1.3)

Cos

pCDD
F
Cos
=F
Dx
DN

that

it

Consequently,

the cylinder.

of skin
force

be negligible

then be assumed to be determined

across

27
the contribution
regimes

flow

in the super and post-critical

(V

(V

COS

COS. )21

+p

2C
7TD

2
7rD

P4-

CL

*]
CM

and
force

(2.1.8)

Cos

(2.3.9)
(2,140)

13
member =

For a vertical
FY = Fz = 0.

still

plane

perpendicular

to the member axis

the

condition

of the cross-flow
is rotating
velocity-vector

to the wave fronts

normal

with

to the application

water-particle

in a vertical

to Eq. (2.1.2)

case of the general

special

subject

the resultant

since

principle

in this

Note that

member is

vertical

900 and Fx simplifies

is

and, therefore,
and troughs

under wave crests

only.

a horizontal

to the wave
member with its axis parallel
crests represents a condition in which the resultant
rotating velocity
vector is always perpendicular to the member axis, obviating the need to
0 and Fx
For such a member
apply the cross-flow principle.
to:
simplifies
In contrast,

1: - -1
x2D4m
A similar

Du IVu-2--+--v-yI+p

expression

Eqs.

the values
if

equation
Although

in this

a larger

Fy is

the roles

zero.

a horizontal

of CD is

value

but with

loading

situation

of CM may be the same for

member using
former
in
the
required

are to be predicted.

the same forces

the above procedure

U. S. Army Coastal

the vertical

Obviously,

and (2.1.11)

(2.1.1)

for

exists

of u and v reversed.
Whilst

2C
7rD

Engineering

28
27
by
Hogben
Borgman
the
and
supported
,
Research Centre 30 indicate
that from

is

of the crosswith application

associated
work the expressions
experimental
They suggest instead the use of
flow principle
may not be conservative.
and acceleration
the actual resultant
velocity
magnitudes in the direction
using the cross-flow
of the normal to the member axis in applications
in
is
it
the
As
these
recommended
of
uncertainties
a
result
principle.
Manual30 that the force per unit length on an inclined
Shore Protection
member be taken

cylindrical

vertical

equivalent
It
tion

is probably
outlined

by appropriate
re-emphasised
developed

loading

so far

would prove

acceptable

of CM and CD*
the basic loading

as combinations

are essentially

mechanism relying

per unit

length

on an

any of the methods of load estima-

to say that

choice
that

force

at the same location.

justifiable

above,

interaction,

pile

as the horizontal

At this

for

engineering

stage

it

should

applications
be

forms
model and the modified
of drag and inertia
components without

semi-empirical
on the choice

approximations

of CM and CD values

to the actual
to yield

a.

'14
reasonably
of this

by virtue

form,

engneering

behaviour.

loading

In view

in any of the models

available

the
of the empirical
coefficients,
to be of the
made by assuming the loading in any direction

approximations
Morison

flexibility

and the

uncertainty

considered,

to the actual

approximation

close

of the presence

developed

from Eq. (2.1.1),

may well

for

be acceptable

purposes.

has been directed

towards the evaluation
of CM and CD values
from
investigations
in recent years 27231
have suffered
However,
most
.
typical
scatter,
are in the
considerable
values for the coefficients
the
reflecting,
range 0.5-1. S for CD and 1.0-2. S for CM, possibly

Much effort

IInadequacies

in order

However,
thereby

and inaccuracies

reduce

models.

to use the methods of load prediction

the uncertainties,

with

and

correctly,

chosen in any

the coefficients

be compatible

should

application

of the wave and loading

the form of computation

adopted.

For example, if Morisori's

with Stokes, Sth order wave
equation together
loading on a horizontal
theory is to be used to estimate the vertical
CM and CD should ideally
correspond to
member, then the coefficients
obtained

values

from vertical

chosen should be the result

the coefficients
selected

not values

for

herein
In the work described
in detail,
the interpretation
for

loading

2.2

only

loading

being

in any direction

that

investiga-

of statistical

analyses

waves.

of -the Morison form is considered

Morison's
equation is applicable

on members of any member orientation

on the appropriate

conditional

deterministic

use with

members using

in non-deterministic

Similarly

the same wave and load models.

tions

on horizontal

load analysis

choice

of empirical

coefficients

CM and C
D*

THEORIES OF PERIODIC WAVES

There exist

a large

of periodic

motion
particular

water

number of wave theories

gravity

depth

waves,

some being

to their

Deepwater

than

others

by the depth of water in which they travel,

wavelength, L, as follows:
d/L > O.S

water 0.5 > d/L > 0.04

d/L <0.04
Shallow water
Intermediate

more suited

the form and

to

regions.

Waves may be classified

relative

which describe

d,,

is
-

in the work, described

Since,

and into,

towards,

tending

and the only

height
tion

finite

here,

motion

('long-crested'

are the linear

extent

on conditions
32
wave theories

Fig.

2.2.1

non-viscous

34

1880).

describing

water

the

waves of constant

to the direction

perpendicular

(Lamb",

wave theory

(Stokes

theories

amplitude

of oscillatory

and of infinite

be centred

will

the most applicable

system shown in

the co-ordinate

irrotational

attention

deep water

ones considered

194S) and the Stokes

Consider

here,

of propaga-

waves).

Linear wave theory and some finite

amplitude wave theories can be
developed by the introduction
0p such that the
of a velocity potential,
velocity
water particle
components at location (x. z) are given by:
U
with
i)
ii)

4p

,
Pand
v
Fx

(2.2.1)

az

the requirement'that:
(Laplace)

the continuity

equation;

(dynamical,

the energy

and

'Bernoulli')

equation,

for

are satisfied

the

body of the fluid.

the boundary

In addition,
i)
ii)

particles

it

does not prove

measure the accuracy

2.2.1

(first

that

order

the surface

the method only

height
elevation

where

surface

'goodness

of the theory

has been used to

of fit'
by Dean 32 and others.

Wave Theory

Linear

Linear

the free

to satisfy

possible
the

exactly,

conditions

surface,

must be atmospheric.

the pressure

boundary

are:

on the bed remain on the bed; and

in the free surface remain in the free

particles

In practice

to be satisfied

conditions

or Airy)

boundary
strictly

and of-small
at'location

wave theory

condition
being

applies

applicable

steepness.
x and time

makes the

For this
t is

at z=d

linearising
rather

assumption
than

to waves of infinitesimal
theory

the water

giVen by24:

surface

zd+

16
n (X, t)

(kx - wt)
cos
2

(2.2.2)

wave height

where H-

= wave number = 2ff/L

L= wave length
W= wave frequency = 2n/T
T= wave period
and
kd

gk tanh

w2=

(2.2.3)

d= water depth
g= gravitational
The water

acceleration.

kinematics

particle

The component

are:

velocities

U(x,

Z" t)

v (x 0z

t)

!i
=w 2

kz
cosh
Z:-- sEiU

(x,

,(X,

Z,

t)

Zu
=

-i -t

11
=w2

-!

=_W2

H
I

LV
Z,

t)

at

- wt)

(2.2.4)

s in (kx - wt)

(2.2.5)

cos(kx

kz
kd

sinh
.w!! 2 [
sinh

and the component accelerations

which

as follows.

are expressed

are:
kz

cosh

sinK kdl
sinh
sinh

are 90* out of phase with

kz
0

their

sin(kx

- wt)

(2.2.6)

cos(kx

- wt)

(2.2.7)

respective

velocity

components.

I
In deep water
the depth.

(d/L

For first

and symmetrical
shown that

2.2.2

about

the water

becoming circular
their

> 0.5)

original
Stokes!

order

wave theory

still

water

particles

in deep water,
position
Finite

become independent

the wave characteristics

level.

the surface

motion

Furthermore,

move in closed
as indicated

it

elliptical
in Fig-2.2.2,

is

of

sinusoidal

can be easily
orbits,
returning

to

at the end of each wave cycle.

Amplitude

Wave Theories

Iy
is expanded;
theories
the
amplitude wave
velocit
potential
24 which yields
described
by
form with
Wiegel
a
symmetrical
wave
as
.
larger
to the
and more peaky crests than troughs conforming more closely
In the finite

17
form of steep periodic

observed

gravity

from the passage of each wave are no longer

expressions

= Gi cos(kx

n(x,

t)

u(x.

z, t)

- wt)*G6

where G are functions

of d,

Sth order

2.2.3

Utility

of Linear

motions

of offshore

order

Linear

wave theory

to describe

of wave loading

estimation
values

of wave amplitude

theories

provide

and the velocity,

linear

on members

more accurate

acceleration
it

However,

theory.
and period

and

is

leads

answer than does neglecting

for the extra effort
the justification

30
suggested

from empirical

are obtained

of parameters

and

to greater

the non-linearities,
involved

in the

theories.

of large
only

steep waves,

be applied

kinematics

estimated_by
derived

about the choice

for
It

to still-water-level.
particle

for

has been compared with Stokes' Sth order theory

Ship Research Association 31 for elevations
up to the

the British

strictly

the final

about
uncertainty
hence questioning

- wt)
(2.2.8)

(2,2.9)

- wt)

are used extensively

of wave height

data the uncertainties

surface

36

(non-linear)

than can the

higher

cos 3(kx

5 terms are developed

With precise

order

when estimates

+ G3 cos 3(kx

L and H.

deterministic

structures.

fields,

- wt)

Wave Theory

of the wave profile,

pressure

effect.

+ G5 cosh(2kz),

- wt)

cosh(3kz)

solutions

for

the higher

estimates

cos(kx

approximation

The 3rd and Sth order

+ G2 cos 2(kx

form involving

of a similar

Stokes'

period

- wt)

G4
cosh(kz)
--

cos 2(kx

particle

resulting

35
3rd
the
in the following
of
order approximation
results
for surface elevation
and horizontal
velocity:

The solution

Expressions

orbits

but the particles

closed,

a gradual forward motion or 'mass transport'

exhibit

that

Particle

waves.

and total
linear

theory

linear

theory

waves of low steepness

was found that

the two theories

from the

the

although

the deviation

wave induced
differed
being

force

should

and at elevations
between the

on a typical

member,

by at most 10%, the values

larger.

by

up

18
Milgram 26 has stated

that

low steepmost ocean waves are of relatively

differences
between the surface profiles,
ness, for which the relative
and
presumably particle
motions, derived by the linear
and higher order
As a result
theories
are small.
of its reasonable approximation
to the
behaviour

waves of realistic
steepnesses the first
order theory
has become the basis for much of the wave loading work in ocean engineering.
The major advantage of linear
theory is that it is wholly linear
of regular

so that

any number of waves,

of any height,

can be

or direction,

period

Also, any
to form a realistic
added together
sea condition.
wave forces which are expressible
as linear
operations
on the sea
These properties
surface are given by the sum of the component forces.
form the basis of the non-deterministic
methods of wave load prediction
simply

discussed

2.3

later.

PREDICTION OF LOADING INDUCED BY RANDOMWAVES

so far

The theory

outlined

structural

members by particle

height

in various

Under these
value

of the surface

loading

of

exerted

on

waves of constant
form of the ocean surface is
regular

of differing

the variation

height

and

and period

of the surface

elevation

in

of a random nature.

it

conditions,

beneath

the actual

directions,

space and time being

the estimation

motions

Waves are short-crested

confused.
both

However,

and period.

travel

enables

is no longer

possible

to predict

accurately

the

elevation,

or associated
particle
motions,
at any
instant
point in space at a particular
of time, as is the case for
regular
waves, and the most complete description
of the phenomenon is
in terms of its

provided
2.3.11

Description

The usual
is

With reference

and phase.
expressed

the sea state

each having

waves,

as

properties.

of the Random Wave Field

method of describing

to consider

linear

statistical

the random behaviour

to consist

of the ocean surface

of an infinite

a random height,
to Eq. (2.2.2)

period,

sum of infinitesimal
direction

the surface

elevation

of advance
may be

37.

H
n(x, y, t), =

En
cos(k
2nnnnnn
n1

x cos 0+ky

sin. 0

-wtt

(2.3.. l

I
where x, y are orthogonal co-ordinate axes*in the. horizontal
-j',
plane-,,-,
is a-random phase-uniformly distributed
between 0 and 27r; and
0 is the direction
advance measured relative
to the x-axis.
of
n-

19
The wave height'

in each small
0, space:
w, and direction,
such that

(Aw AO) of the frequency,

element

rectangular

Hn, are distributed

components,

E
(AWAG)

(2.3.2)

s (W, 0) AwAG
nil

rectangle.
where the summation is over the whole of the infinitesimal
density
Snn (w, 0) is the bivariate
spectral
of the sea surface
0. The summation may be interpreted
at frequency w(> 0) and direction
the variance

for a confused sea obtained by

elevations
of travel
wave components with frequency and direction
density,
(Aw AG) centred at point (w, 0).
The spectral

of the sea surface

of all

addition

in the rectangle

describes,

therefore,

the distribution

of the total

over the (w, 0) space.

elevation
to the variance
area is proportional

surface
unit

S (w, 0) can also

TiTi
energy.
If

the spectral
that

and noting

kn and wn are related

Eq. (2.3.1)

of wave

a particular

sea state,

Eq. (2.2.3),

the time

y) can be described

(x,

21T
W
(w,
O)AwAO
EE
cos(kx
vf2STITI
W=o 0=0

for

In a similar

manner expressions
to Eqs. (2.2.4)
reference

Although

then

using

as:

n (X, Y, t)

with

through

at location

elevation

as the wave energy per

is known for

function

density

Also

of the

variance

of the sea surface

to represent
the distribution

be considered

in surface

variation

as

ky

sin

0-

wt

(2.3.3)

the particle

can be developed

motions

(2.2.7).

to

distribution

the directional

cos 0+

of the waves is a significant

has
directional
description
the
the
spectrum
of
ocean
waves,
of
of the
as a result
partly
not been widely used in design computations,
37
Theoretical
lack of reliable
models have been developed
measurements.
feature

and the subject

However,
tion

since

is

most measurements

in the 0 domain,

spectrum

much attention

receiving
it

is

S (w) in engineering
nTI

at the present

of wave climate

common practice
applications,

do not

to consider

time.

include

informa-

the uni-directional

where:

21r
(W) =ES

Snn

0=0

(w,
TITI

0)

AO

(2,3,4. )

20
-
-

This approximation'assumes all waves to be long-crested in the predominant

in that direction,
yielding,
a more severe condition as a
wave direction
result of the concentration of energy at each frequency component from
Eq. (2.3.4).
Using this
follows,

Only the long-crested

is considered herein.

situation

model the motion of the random wave field

using Eqs. (2.2.3)-(2.2.7):

may be expressed

as

co
V2S (w) Aw cos(kx
=E
Tin
W=o
00
kz
cash
Ew
U(XO Z, t)
U i(2S
n(x,

and

t)

sinh

W=O

S (W)
uu I
is

(w)

nn

Aw cos(kx

E- v12S (W)
cos(kx
uu
W=U
2
kz
cosh
(W)
Sylyl
sinh kdl

and

the horizontal

velocity

particle

(2.3.5)

- wt

- wt +

(2.3.6)

wt +

(2.3.7)
density.

spectral

Similarly:
00

'(Xlzit)
W=0

kz
cosh
2
V2S
(uj) Aw sin(kx
63 'Iln-hkd
TITI

(2.3.8)

- wt +

00

=E
v2S66(w) AW sin(kx
W=0
(w)
S
where 61a
Expressions

.2

cosh kz
sinh kdl12

kinematics

for

particle
the same way with (cosh kz)
2.3.2

Statistical

2.3.2.1

STITI (W)

- wt +
= W2 S

uu

in the vertical

replaced

and Probabilistic

by (sinh

(2.3.9)

(W)

direction

follow

in

kz).

of the Random Sea Surface

Properties

Short-term

In the short-term,

over a period

of several

hours,

the sea state

intensity

be
Under
be
these conditions
the surface
to
constant.
assumed
can
in
form
it
is
be
the
that
and
shown
of constant
can
spectrum
elevation
as Aw --O, by the central
is statistically
surface elevation
limit

limit

Gaussian probability

following
stationary
a mean-zero
38.
(A summary of statistical
and*
in Appendix One).

probabilistic

distribution

concepts

is

given

theorem,

the randomly

varying

21
density

The probability
Appendix

function

(pdf. ) Of rl is,,

(see Eq. (I. 32),

One) :
f-

(TO =1
P

-xp

Yr2-TrcrT,
Ebil

where

11
("
2

-7A

(2.3.10)

cin

value

mean

-0=

of

(2.3,11)

Ti

GO

2=

(W) dw
Tlyl

EQTJ -S

ti

- variance

of

and
is

Furthermore,
the water

the expected

value

operator

reference

to Eqs.

(2.3.6)

with

with

random variables
respective

kinematics

particle

between n and the particle

distributed

kinematics

Gaussian

of the linear

as a result

output,

Gaussian

that

given

input

which can be easily

a property

r2T

to linear
proved.

above still-

_C2)1/2

x2
-

+
_C
Y)
2

--P(-

X(1_C2)1/2

a2

'K2
exp(-

exp(- -) da
(2.3.13)

9=
nmax/anor nmin/aTI
where
and

c=

bandwidth

spectral

For a narrow

band spectrum,

(see Section

c=0

1.2.2.3,

Appendix

and:

X2

exp (which

is

a Rayleigh

For a wideband

(see Section

pdf.

c=1

spectrum,
X2

p(X) =1
1

/27

exp(-

which is a Gaussian pdf.

to

transformations

The pdf. of wave amplitude, i. e., the heights of the crests

39
below,
level
be
troughs
water
and
may
expressed as : X(,
P(X) =

that

clear

obtained as the area beneath their

functions.,
both by analogy
This follows

the above comments and also

systems produces

are also

is

variances

density

spectral

(2.3.9),
it
mean-zero Gaussian

and:

1.3.1.6,

Appendix

One).

One).

22
-

Spectra can be considered to be of narrow band if the

is
over which the ordinates of SnTI(w) are significant
than the central frequency within the band. Although
spectra are not narrow band in this sense, results for

frequency width
less
substantially
most ocean wave
a narrow band

for engineering purposes when primarily

follows from the
This proposition
concerned with extremal stat i5tiCS26.
the statistics
work of Ochi4O, who investigated
of extreme wave amplitudes,
dependence on c in the range 0<c<0.8.,
which showed that there was little
This range includes nearly all sea spectra 26 as demonstrated for the
spectrum are still

applicable

in the North

'Famital
wave environment
Saetre 42

41
Driver
and
and

Sea by Draper

Employing the narrow band model, the pdf. of wave height, H, defined as
between two successive upcrossings of the mean-water-level,
Nax
11
mid
is a Rayleigh pdf. given by
H
4a

(H)

exp[-

H.
-8

(2.3.14)

Ti

and the mean wave height

is:

Iff = 42-Trcr
TI
also

wave height

the root-mean-square
VE-THT' =2

H=
rms

and the average

HH
i/n

height

p(H)

1/3
4H
HI/ 37

4a

(2.3.16)

of the highest

logarithm;

- erf

(1/n)-th

of the waves,

H
1/n'

rx-nn)]

is 39 :
(2.3.17)

and

function

wave height

The significant
HH

ZI a
TI

-(l
[41--nn + 11 r7,
2
rms

where Yn is the natural

erf is the error

may be shown to be:

corresponds

to a value

3, hence:

(2.3.18).

TI
)t42

(2.3.19),

23
f

distribution

and the cumulative

Appendix One) is:

P(H) =1-

Hl'/s

(see Section

cdf.

1.3.1.2,

2H2
31
Rj

exp[-

Eq. (2.3.12)

Substituting

function,

(2.3.20)

into

(2.3.18):

rmo

(2.3.21)

where mo is the zeroth moment of the surface

Section 1.2.2.2, Appendix One).
wave height

The significant

is

one parameter

short-term

behaviour

of the ocean surface

of surface

elevation

records.
is

the wave intensity

The other

Tz = 21r

the

used to characterise

and is obtained

from analysis
defining

commonly used parameter

the mean zero-upcrossing

of the mean number of still-water-level

by
(see
Section
slope,
given
positive

spectrum (see

elevation

TZ, the reciprocal

period,

crossings
1.3.4.2,

time with

per unit

Appendix

One):

A2 a

12
m

(2.3.22)

(W).
S
is
the
of
second
moment
m2
where
nn
The probabilistic
those

for

of wave period,

properties

wave height,

of T2 being

the pdf.

T, are more complex than

found to be Rayleigh,

and

used in practice.

are little

HI/3

The parameters
and spectral

and Tz are sufficient

descriptions

of short-term

to define

both

sea states

using

the probabilistic
the most

description
The
of TI
models.
probabilistic
existing
employed
commonly
is
(2.3.10)-(2.3.12)
Eqs.
the one parameter mean-zero
through
obtained
Gaussian process

Moskowitz

spe CtrUM43, obtained

may usually

from analysis

range of wind speeds,

Uw. as,. ''
9

The spectral

For example,

number of measured spectra

particular

(2.3.18).

sea surface

or Tz or both parameters.

of HI/3

speed,

by an using

of the wind driven

functions

large

defined

may be expressed

be defined

in terms

the much used Pierson-

by curve

for-fullydeveloped

density

fitting
sea states

as a function

of a
over

of wind

24
A-f!
A24
= -,

(w)

S
TITI

B[(40) 1

expl-

(2.3.23)

where A=0.0081
B=0.74
WO = g/u

w
(2.3.21)

Eqs.

and applying

is

parameters

sea state

2U
w2A
and

27rU
w

z9
2.3.2.2

formed.

(2.3.24)
1/4

(2.3.25)

description

of wave intensities

statistical
Long-term

'one-year'
for

taken

Each record

of 111/3 and Tz, together

values

yielding

analysis

hours.

the distribution

months or

are often

elevation
three

every

six

a sample from a short-term

to represent

considered

of typically

of surface

durations

15 minute

describes

of the wave climate

over periods

Recordings

durations.

can thereby

other

be

sea state,

stationary
with

approxi-

significant

parameters.
data

is often

represented

histogram,

or bivariate

of HI/3

values

between wind speed and

Long-term

The long-term

mately

link

the

1/2

(k-d

and (2.3.22)

giving

and Tz fell

in the

form of a scatter

the proportion

within

certain

of the time

classes,

diagram,

for

which

the
2.3.1.

as shown in Fig.

taken in the
obtained from wave recordings,
shows results
between
from
October,
1969 and
operation,
one
winter's
manner,
above
March, 1970, by shipborne wave recorder placed on m. v. 'Famital,
a

This

figure

Norwegian

rescue

and meteorological
North

2.3.2,, in the Northern

Fig.

2.3.1

is

a prediction

month summer period

diagram.

of a corresponding

extension
Four,

Also

a predicted

Famita

computations

scatter

described

included

diagram

scatter

of the wave climate

the one-year

long-term

as shown in Fig.

stationed.

Sea in 73m. of water.

and a summation yielding

The need for

in
Chapter
expounded
in
input
all
used as

vessel

in

for

a six-

one-year

scatter

description

is

diagram-being
herein.

25 2.3.2.3

distribution

The long-term

(see Appendix

distribution

The marginal
the bivariate

of HI/3

pdf.

wave height

of significant
One) of HI/3

is obtained

from

and Tz as:

co
p(HI/3)
and

HI/3
f
0

P(HI/3)

dT

Tz)

p(HI/3,

(2.3.26)

d1lip

p(HI/3)

(2.3.27)

form of the scatter

In the di. screte

diagram,

of the i-th
AHI/3 = class width of HI/3

I/si

= mid-point

- mid-point

zj
AT
z=
w
ij

class

of the j-th

class

j=1,

...,

diagram

class

(i,

j)

as:

Imnm

2=ZZw..
this

interval,

in the scatter

may now be approximated

since

in

of Tz

width

AHI/3

However,

class interval,

= number of occurrences

Eq. (2.3.27)

we have:

i=l

/ ZSw..
13 i=l j=i

j=i

expression

(2.3.28)

13

an incorrect

assigns

of 1.0 to

probability

the upper limit

of HI/3 in the wave data, preventing
from being
on probability
plotted
paper, a standard
in Appendix Two, where:
as described
applied,

data

the upper-most

class

is

modification

Ali 1/31mnm

wij /(

P(Hl/

EZ
i=l j=j

j=i
This

enables

data points

all

effect

on the cumulative

points

when the total

to be plotted

probabilities

w
ij

and has an insignificant

associated

number of occurrences

(2.3.29)

with

in the

the other

scatter

data
is

diagram

large.

2.3.2.4

Eq. (2.3.20)

but

through

as a conditional

P(HIHI/3,

since
Hi/3

is

this

and T

it

conditional

exp[-

2-

wave height

wave height,

H, is

on the sea state

is more correct

(See Appendix

cdf.

Tz)

of individual

of individual

distribution

The short-term
defined

distribution

The long-term

to re-write

by

given
intensityl

the equation

One);
H2
3

(2.3. -O)

26
-

distribution

The long-term

7
derived
by
Battjes
as
as a
of the above short-term Rayleigh distributions:

may be obtained,

weighted sum, or convolution,

-

ff

P (H) -1

by Tz for

the transformation
into

diagram,

TZ)

}
2
dIIi/3
expf:-_
Hi,,
/ ay

d1ij/3

dT

dTz

(2.3.31)

(2.3.32)

each short-term

Of 111/3, Tz reflects

condition

in converting

necessary

time,

by the scatter

given

number of waves.
form,

In discrete

2
11

Tz

..

p(HI'/3.
__
T
'
0z

The division

p(III/3,

_7T
T

where Tz-

Tz)

Eq. (2.31)

becomes:

nH2MW
[exp{

P(H)

2 ----i
HI/311

; l
Tzj

(2.3.33)

nmW.
.
13
ET
i=1 zj

where TZ-1

(2.3.34)

The
This cdf. is plotted for the Famita wave climate in Fig. 2.3.3.
plot is made on Weibull paper and it is clear that the tail of the
indicating
is reasonably straight
distribution
that the cdf. of H may be
approximated quite well by the theoretical
follows with reference to Appendix Two.

The 'design
design

wave' approach

The objective

failure,

to ensure
to occur

is

during

structural

to design

methods the random behaviour

waves is

and the greatest

passage of the

of a single

largest

wave.

This

load is
wave is

ocean

first

excursion

the greatest

of the loading

assumed to result

load

induced

by

from the

then assumed to take

wave, having the characteristics

waves of the same height and period.

'regular'

the

in the wave environment.

of exposure

a period

against

members can resist

In deterministic
ignored

Limitations

and their

members submerged beneath

of the method is
that

which

the most commonly used method for

and structural

of structures

waves.
likely

distribution,

Methods of Wave Load Prediction

Deterministic

2.3.3

Weibull

the form

developed for the

Wave kinematics'
motion of regular
developed using an appropriate wave theory', as outlined"
are, therefore,
in Section 2.2, yield ing wave loading on structural
elements using
,
If the structure is modelled as comprising of. a
Morison's equation.
large number of loaded elements a quasistatic
structural
analysis may'be

27
-

imposed
loads and moments, internal
total
to
estimate
performed
deformations, etc.
and structural

'design'

wave is

of the design

The height

Tr,

period,

return

of a wave which is
*Since wave data
in Tr years.

magnitude

50 or 100 years.

typically

the height

chosen to correspond

often

equalled

wave height

covering

Long-term

'one-year'

represents

from measurements
distribution
the long-term

using
in the previous

Fig.

using

2.3.3

section.

data the 50 year

Famita wave climate

be estimated

could

This

or exceeded on average only once

is not available,
the
such periods

possibly
covering much shorter periods,
heights
introduced
individual
wave
as
of
from the

to a certain

must be extrapolated

of the wave height

For example,

stresses

as follows:
T

mean number of waves per second

lSll

Z_

Nj= 4.76S x 106

Number of waves per year,

Number of waves in 50 years

23.8 x 106
1x
0*9999999958
Prob (H 4 Hso) = P(Hso) =1
23.8
105'
from
figure,
26m.
H50
the
=
extrapolating
and

It
risk

in the design

must be appreciated

of any design

the adoption

with

associated

wave method that

there

wave height

is

always

(or design

is
larger
than the
there
that
a
a
wave
possibility
as
return
design wave will
occur during the period of exposure of the structure.
It can be shown that if all waves are assumed to be independent and if N
for
design
in
then
the
structure
a
of
one
year
of
waves
number
represents
Tr)

period,

life

L years,

that

the probability

the largest

wave will

exceed the

is:
H
Tr ,

design'wave,

LXNI
Prob(H

and since

(Tr x Ni)

Prob (H
max

be large:

will

[expi-

H1Tr
1-

the design

For example,

if

the structure

Is design

of the design

(2.3.35)

(1 -1
(Tr--xNi))

>H)=1Tr
max

expf-

return

lifetime

wave height

being

1
(Tr- -xNI)

LxNi
11

(2.3.36)

Tr
period

Tr was' chosen to be equal

there would be greater

exceeded.

than

to,

a 63% chance

28
-

from an assessment of the

proceed, therefore,
of failure,
substitution
of which in Eq. (2.3.36)
period to be used as a basis for design.

Design should generally

maximumtolerable risk
would yield the return

the height

Having determined

of the design wave it remains to estimate a

The usual approach appears to be
with it.

to be associated

wave period

to choose a wave profile

of near maximum steepness,
as measured by the
being expressible
in
the latter
ratio of wave height to wave length,
,
waves, for example through Eq. (2.2.3)
terms of wave period for regular
for

linear

Theoretically,

wave theory.
1/7 although

approximately

analysis

the maximum wave steepness is

44
data
by
indicates
Howard
of wave

of 1/12.

limit

As a general
height,

it

is often

in wave period

reduction

is only

this

in design

rule

true

strictly

for

for

assumed that,

increases

the induced

members located

close

wave

a given

loading.

However,

to the water

surface

decay of the water particle

kinematics
with
of the hyperbolic
is demonstrated by the author in reference
20, for
This effect

as a result
depth.

deep water
design

it

on all

members.

In view of the above comments, the inherent

the design

exceedencel
It does not
the

regarding

follow

of assessing

taking

into

sufficiently.

100-year

the

and structural

account

all

the current
strong

existing

must

of wave height

'wave load exceedencel.

necessarily

yield

a more acceptable

required.

method

behaviour

probabilistic

is

response

design

to resist

To obtain

structure

mechanism there

wave will

long-term

non-linearities

gained with

or

design

load or stress.

from the probability

From experience
appear that

the

of failure

risks

the wave loading

developed

that

design

1100-yearl

of failure'

the loading

of the form of

from a 'risk

the transformation
to a 'risk

criterion

to maximise

loading

the

on some members of

idealisation

of the

wave and the non-linearity

be some doubt

loading

would not have the optimum period

a structure,

Hence, although

wave theory.

in the maximum induced

wave may result

other

linear

and using

conditions

This

of

must be

of the random wave environment

in the transformations.

offshore

methods yield
the extreme

installations,
structures

loads

imposed.

it

would

which are
Unfortunately,,

the
in the absence of the more rigorous
probabilistic
analyses,
by
departure
designs,
between
the
the"
the
measured
as
of
efficiency

'- 29 design

accepted

failure,

and the risk

associated

the

with

assessment, is unknown.
members, following

of structural

periods

to

of exposure

induced

by the passage of millions

of waves, is of
to the designers
A thorough
of steel lattice
structures.
loads

the oscillating
concern

great

risk

loading

deterministic
Fatigue

z
of failure

description
for transformaof the peak loading distribution,
probabilistic
is essential
for fatigue
tion into the stress range distribution,
analysis,
45
by
described
Lin
later.
In the absence of probabilistic
and outlined
as
deterministic
design rules,
descriptions
of load or stress,
and more
methodS46 , have been developed,
by the development
of which need to be investigated

more thorough

recently

performance

for

analyses

probabilistic

in the previous

From the discussion

loading

the non-linear

of

situation.

Methods of Wave Load Prediction

Non-deterministic

2.3.4

the

spectral

it

Section

is

clear

deterministic

that

describe random wave loading for

methods cannot be used to adequately
design.
Random phenomena may be most thoroughly
described
structural
using

their

statistical
(in

analyses

simulation

domain)

frequency

in association

properties
the time

domain),

or probabilistic

summarised in Appendix

One and dealt

Simulation

considered

techniques,

demanding in computer
for

run times

to short-term

application

analysis

of structures

although
for
rigid

it

(in

with

in detail

briefly

which

and consequently

such effects

respond

many marine
are thought

(in

the amplitude

the

domain)

Five,

are only

Spectral

are extremely
feasible
really

techniques

have the

can be applied

they

to

to the wave loading 9P48

structures

are relatively

to be negligible.

The advantage of the probabilistic

approach is that first
excursion
design involve
damage analyses for structural
fatigue
the use of
probabilistic
results

of spectral

parameters
However,

descriptions

of load or response.

analyses

must be transposed

Consequently,
to yield

probability
necessary to define the relevant
(linear)
techniques
spectral
can only
existing

second order statistical

while the probabilistic.

as

by Bendat and Pierso 147.

in Chapter

dynamically

time history

either

analyses

analyses

methods in that

would appear that

which

spectral

conditions.

over probabilistic

advantage

with

and

the

the statistical
distributions.
develop

the

moment, or variance of mean zero processes',

description
loading of the Morison
of non-linear

30
-I

form' requires
later.

knowledge of up to the fourth

moments higher

Statistical

order moment, as described

than the second order may only be obtained

by extension of the concepts to include higher

techniques
50.
492
For example, the bispectrum would be related to the
order spectra
third order statistical
to the fourth moment.
moment and the trispectrum
in
However, although higher order spectra have received some attention
52
behaviours',
far
from
being
to
they
ship
are
applications
,
well understood for inclusion in design procedures.
sufficiently
using spectral

imposed by analysis based on first

with the limitations
order spectra, the usual design procedure is to derive the spectrum of
The
load or response and compute the corresponding variances.

Consequently,

structure of load or response are then assumed to be

probability
Gaussian distributed
and hence may be fully defined by their variance
indirectly
implies
is
This
behaviour
the
assumption
mean-zero.
when
that the loading mechanism can be linearised
which will be shown in the
following

underestimate the loading,

where the effects of drag are significant.

Chapter to considerably

under conditions

or response,

forms the most complete and

analysis
reasons probabilistic
for
installations
design of offshore
direct
approach for the structural
drag/
is
insignificant
is
loading
dynamic
the
and
within
response
which
inertia
regime.
For these

2.3.5

Statistical
Kinematics

The short-term
locations

loading,

are required

Morison's

In Section

developed

of the Water Particle

Beneath Random Waves

properties

from a description

Properties

and Probabilistic

of water

particle

as an intermediate

of the ocean surface

as explained

earlier

kinematics
step

at particular

in the transformation

to the description
using

linear

of wave

wave theory

and

equation.
2.3.2.1

it

was demonstrated

that

the particle

kinematics,

u,

location are all mean-zero Gaussian

v and -, at a particular
iandom variables,
defined by their variances which are
distributed
functions.
density
beneath
their
the
respective
spectral
areas
as
obtained

31

The relationship
for

between certain

the development

of the kinematics

pairs

of the probability

More generally,

p4irs

of the kinematics

at different

considering

where the probabilistic

domain,

is

when

required

in Chapter

covered

of

Five,

of the sum of a number of single

investigation.

properties
is under

load components

'Morison'

the behaviour

space locations

loading

the multi-variate

in the following

describing

the relationship

for

of wave load,

structure

example between u and fj or v and ir, as demonstrated

Section.

are required

The cross-covariance
expressions are of prime importance in this respect
degenerate
for
to
the
these
cross-correlation
meanexpressions
although
functions relating
zero variables (see Appendix One). The correlation
kinematics at location (xi, zj) to those at
the value of particle
location (X2j Z2) measured T. time units later have been derived by
53
from expressions of the form of Eqs. (2.3.6) and (2.3.8), as
Foster
,
follows:
(T)

UIU2

(-

=R

u2ul

Co
2
=fwS
0

(w)
liT1

dw.

U2(t

kz,

cosh

kZ2

cosh
sinh? kd

COS(k(XI

- X2)

+ WT)
(2.3.37)

Co
f w2 S

(T)
R
U1V2

= E{ul(t)

T)

(w)

cosh
dw.

kzi

kz2

sinh
sinh2 kd

sin(k(xl

+ WT)

X2)

(2.3.38)
RV1U2

(T)

W2

(T)
R
V1V2

inh
kz,
s
cosh
S
(w)
dw.
1111
sinh2 kd

Co
f W2 S (w)
1111
0

sinh
dw.

kz, sinh
sinh2 kd

kZ2

sin(k(xl

X2)

WT)

(Z. 3.39)
kz2
cos(k(xi

- X2)

+ WT)

(2.3.40)

Also:

RU114

(T)

R.

(T)

UIV2

and

a2
=3T

(T)
R.
UI12

5-T

[ Ru

(T)

(2.3.41)

IV2

[R

(2.3.42)

u IV2

etc.
The cross-correlation,

or values

are required

in probability

T=0,

For kinematics
correlations

at a single
degenerate

point

as follows,

function

of the cross-correlation

at

analysis.
(i. e.,

xi

omitting

' X2v I '

Z2) the cross-

the subscripts:

32

R2;
uu

Rv=

uvvu,

2;
R2
a.
u

cf

(2.3.43)

and
RR.
w

uv

-R.

uu

the two velocity

which shows that

Methods for

Probabilistic

Structural

Associated

at a point

(see Appendix

kinematics

and acceleration

velocity

components

independent

and hence statistically

2.3.6

vv

(2.3.44)

in either

are uncorrelated

One) as are the

direction.

co-ordinate

the Prediction

of Wave Load and

Response

The prediction
of wave loading considered herein is restricted,
as
form
in
Section
2.1,
loading
'Morison'
to
the
mechanisms
on
of
mentioned
do
dynamically
and will be limited for
not
respond
which
members

Eq. (2.1.2),

Thus, restating

in the horizontal

of loading,

convenienceto a treatment
from long-crested waves.

the horizontal

direction

load per unit

only,

length

of

is:
member
kI ii +kD

2
7TD
CM P
4D

where k
The effects

(2.3.45)

ulul

zone are not

and the intermittency

currents

of uni-directional

in the splash

(2.3.46)

kICpD
- 2D

and

included

here,

but

are discussed

of loading
in the

OSFLAG reportslop".
Short-term

2.3.6.1

the statistical

In the short-term
Section

2.3.2.1,

particle
Probability

all

distribution

follow

6.
and
u

mean-zero

of the basic

to Eq. (2.3.4S)

memory non-linear
process involving
variables

remain

of H1/3 and Tz as discussed in

in
the surface elevation
the
variations
and
random

kinematics

With reference

of the wave field

on the values

conditional

constant,

properties

it

transformation
the statistically
The probability

is

Gaussian

force

the

of the mean-zero

structure

distributions.

probability

variate

seen that

stationary

and

loading

is

bivariate

and independent

a zeroGau3sian
random

of F may be*obtained

from

I-

33 -

the biVariate

(u. A) by applying

of

pdf.

(see Sections

random variables

1.3.2.9

the method of transformation

and 1.3.3.1,

Appendix

of

II

One),

yielding:
00

PH (F)

where

6=

- 21T K
(F -kD

1uu

-CO
from

ulul)/k,

.2

[--T
2- CT +I c.
uu

exp[Iuu

(2.3.47)

du

(2.3.45).

Eq.

The above expr ession was developed by Holmes and Tickel 154, the pdf.
,
in a different
form by Pierson and
having been derived previously
'HolmeS2 both expressions
integration
for solution.
requiring
numerical
,
3
by
developed
Borgman
An alternative
was
which involves
expression
functions'.
'parabolic
tabulated
cylinder

The pdf.

by Eq. (2.3.47)

given

or P/H, distribution.

Pierson/Holmes,

and is

herein

work reported

moments being

statistical

order

a mean-zero

Solving

lie,

= 3k I

function

symmetrical

with

odd

all

is

fully

(2.3.48)

odd integer
defined

by its

second and fourth

2+

3k

D2au4

l8k

%.

(2.3.49)

2k2a.

2a4+

105k 4a8

IDuuDu

(2.3.50)

the Above equations:

/4
2
1
3M2 1

78CFU8

D.

M2 -

k2

expressions

and inertia
records
2.
Holmes
of

n=

44+

M4

These

of much of the

moments:

=k12

M4

to as the

zero:

be shown later,

statistical
M2

forms the basis

It

Mn = E{F"I I=0

and, as will

be referred

hereafter

will

3k

D2

1/2
CrU4]

(2.3.52)

can be used

coefficients
of

(2.3.51)

surface

in

for

the, statistical

Morison's

elevation

evaluation

of

the

drag

from analysis
CM-and C
DI
by Pierson
as described
and

equation,

and force,

III

34
2
is
M2
M4
to
Of

The ratio

M4/M2

Gaussian form,

There

is

(2.3.53)

may be used to measure-the departure

the value 0=3.0.
which t4es

This parameter

Standardised

loading

or

further

on the

in

since

should

is,

where

T)---1[1 27T

for

applicable

the

applies

pdf.

be considered

E{y

Tz}

2 JHI/3,

describes

that

2-

cy

to

TzI

be conditional

to

, Ij

a2

(2.3.54)

dj

14

the mechanism giving

mean-zero

is plotted
17, prepared

(2.3.56)

(2.3. S7)

Gaussian

to y where 1P, and 2 are

rise

Clearly,

random variables.

AE_ u and 2 =k0.

DI

pdf.

from Reference

either

short-term

Tz J)2 11/4

by its
of y is defined
1"1/3,
{y4
TzI,
E
respectively.
and

the

The P/H'distiibution
taken

-00

3cr

wave load y=F,

when considering
E{y2lHi/3,

22

(Y2 }HI/3,
3(E
78

Tz}-

independent

statistically

apparent

to

14117
becomes
y
:

random variable

f exp{

67
cr.,

2=
ll
1

Eq. (2.3.54)

appropriate

(2.3.55)

E{y4 I'l/s,

cr2

therefore,

111

2 '2 Y-

2=

a proposition

directly

co

PHz(yIHI/3,

load5s,

wave

It

show a

response

and TZ.

form Eq. (2.3.47)

In standardised

the

of

form

Also,
it

structural

Five.

a general

conditions

Of H1/3

that

of p,, (F) from the

pdf.

of

Chapter

variables.

sea state
values

to

in

P/H pdf.

response

stationary

distributions

behaviour

the

represent

the Pierson/Holmes

the

that

evidence

to be investigated
to

for

notation

probabilistic

similar

0, and measures

of the pdf.

the peakiness
0'

to as the kurtosis,

referred

second

in the standardised
by the author

It

and fourth

is

also

moments,

form in Fig.

on Gaussian paper

2.3.4,
such

(note
3.0)
line
that
Gaussian
plots
as
a
straight
the
pdf.
that
Ifil/3,
2
demonstrates
how
Tz').
This
the probability
E{y
clearly
E
graph
a2
,
be
by
Gaussian
high,
levels
y
can
underestimated
of
of,
of occurrence
assumptions.

35
distribution

Probability

of peak values

following

of random variables

the

P/H 2df.

it

In design applications

is the probabilistic
descriptions
of the peak
and extreme values of either load or response, rather than the basic
Pistributions
that are of most importance.
variite,
of peak values may
be transformed into the pdf. s of stress range required in fatigue analyses
to check the long-term integrity
of structures
and they also form the
input to the distribution
of extreme values necessary for the assessment
excursion failure.
of risk of first
distributions

The peak and extreme

loading,

generally
loading

where the

inertial,

wave loading

In the past

process

to facilitate

extreme

loading.

However,

under-estimationIz,

as will

variables
Appendix
y having

investigations
these

into

cross-sectional

wave
area

by S6dinge.

conditions
form,

where drag

to an equivalent
the distribution

for

Gaussian
of peak and

may lead to considerable

in Chapter Three.

assumptions

be demonstrated

the probability
structure
of the peaks of random
is given by Lin 45 and Bendat 56 and is summarised in Section 1.3.4
being presented below for variables
One, the important
results
a narrow band spectrum.
covering

The narrow

band assumption

be reasonably

well

from analysis
For the narrow

wave loading

the sea surface

y is

often

considered

2.3.2.1.

This

as the input

to

data.

band (type-1)

process,

peak values
Tz)=,

acting

would appear to

to be narrow banded, as
5
is
by
115
Ticke
proposition
supported

(see Section

I -

1.3.4,

Appendix

One)

(maxima) is:

E[N+(Y)IHI/3,,
Ppl(YIHI/3,

or response

since

of prototype

of positive

for

founded

the system generating

discussed in Section

the cdf.

Morison

has been linearised

are significant,

linear

have been investigated

long-term

of the non-linear

effects

The theory

2.1.1,

see Fig.
by Ochi4 0 and for

conditions

short-term

distributed

to members of large

applicable
is

of Gaussian

E{N+(O)IHI/3,

Tz

(2.3.58)

36
-I
co
TZI -f

E{N+'(Y)IHI/3,
JHI/3,
E{N+(O)
and
level,

If

y=0,

TzI

with

is

JH1/3,

p(y,

0z

the expected

T)

rate

termed

the type-2
PH(YIHI/3,

p2

(YIHI/s,

TZ)

(1.82),
from
Eq.
and,

The great

Appendix

a simplified

peak cdf:
T

Z)
TZ)

Tz)

(2.3.60)

Co
f

2 approximation

is

effort

for

Fig.

2.3.5

plot

which

2.3.5

of Fig.

show similar

its

(0 = 3.0)

fatigue

The expected

are discussed

expressed,

E{OIHI/3,

following

in

2.3.4.

since

In the case

the narrow-band

the Rayleigh

pdf.

damage

value
for

has peak values

paper

The

of y is made in

to Fig.

characteristics

1 approach,

evaluation.

peak distributions

are made on Rayleigh

the plots

Gaussian process
Expected

of the type-2

represents

the type

over

densities

it

that

merits of these two approaches

performance and relative
in Reference 12.
Chapter Three and have been reported
A standardised

(2.3.61)

Tz)

P(IHip,

in computational

the P/H probability

only

independent

one:

IHI/3,
('y
PH

reducti6

considerable

PH(o IHI/3,

of the type

advantage

requiring

=1-

E{N+(*)1H1/s,
y

of the mean

slope.

positive

results,

(2.3.59)

of up-crossing

y and 1( are assumed to be statistically

expression

of damage per unit

the type

Tz

time,

2 peak distribution,

c-1

+
E[N (0) Ifil/3,

D', associated
6P45
as
:

with

y may be

CO
TzIfYb

-00

Pp2 (-Y1111/3, Tz)

dy

(2.3.62)

b
the characteristics
representing
of the
are constants
and
c-1
where
fatigue
to the Palmgremmaterial
according
of the structural
properties
57
for the expected damage represents
Miner criterion
of
unity
value
.A
the failure
condition.
i

37
Long-term

2.3.6.2

Basic variate
The long-term

cdf.

of y is

distributions

with

the long-term

bivariate

of

pdf.
(

p (y)

(H

of the short-tirm

data,

wave climate

in the

form of a

Tz):

1/3'

00

(ylill/3,

=ffPH
00

For the discrete

nmw
P(Y) -EE
i=l j=i
nm
where w=EEW
i=l j=l

TZ)

diagram

scatter

becomes, with

equation

by convolution

obtained

reference

[PH(YIH1/3i,

P(Iil/j,

Tz)

d111/3 dT

representation
to Section

Tzj)

(2.3.63)

of wave climatethis
2.3.2.3:

(2.3.64)

ij

Peak variate
Convolution

of short-term

peak cdf. s with

described

the same manner as previously

2.3.2.4.

Section
into

In this

the number of cycle

for

follows,

the type

domains is provided

E{N+(0)1H1/3,

ff
(y1H1/3,
Pp2
Tz)
'2
00
CoCo
E{N+(0)IHI/3,
T1
where E(N+(0)1 =ff
00ZZZ
supported

surface

by S6dinge,

the mean zero-crossing

given

elevation
E[N+(O)IHI/3,

by E{N+(O)IHI/3,

domain

Tz) as

2 process:

p
p2(Y)

by assuming that

from the time

case the transformation

00 00

An approximation,

the wave climate proceeds in

for individual
wave height in

TZ)

TZ1

E(N+(0)1

= 1/Tz

dT

(2.3.65)

reduces

by the reciprocal

TZ) dHI/3

T )-dH, /3 dT

p(H1/3,

rate

p(H1/3.

the computational

of y is

of Tz,

(2.3.66)

effort

the same as that

for

thus:

(2.3.67)

II

and
E{N+(O)}

=Tz -1

The wave climate

weightings

those

the convolution

applied'in

are,

to
assumed to be identical
of wave heights
and. for discrete
wavetherefore,

data: '

climate

Ii
$1.4

$
$ $.

- 38 -

nmW.
E

P
p2(y)
The implications

of this

El
j=

a
T ].:
T
zj
zj

IPp2 (yIHI/3i,

(2.3.69)

are discussed

approximation

in Chapter

Three.

Extreme variate
The distribution

of extreme

values

may be derived
of Gumbe158.

by
the theory
the
applying
peaks
of
independent,
be
the cdf.
to
assumed
N peaks is
p

This

given

from the distribution

If

peaks of y are
or extreme value In
all

of the greatest

by:

[pp
(Y) ]N
=
EP(Y)
may be used to assess the risk

distribution

of y during

level

particular

passage of N cycles
Expected

for

in

short-term

fatigue

to the
equivalent
failure
analyses.
excursion

first

damage per unit

with the wave climate

may be convoluted
damage in time t:
long-term

time

to produce

given

by Eq. (2.3.62)

the estimate

CO00
E{D'I=

E{DjIII/3,

tff

TzI p(HI/3,

TZ) dIII/3

00
A less
using
strictly

of a

of exposure

a period

application

of exceedence

Damage

Fatigue

The expected

(2.3.70)

dT

of mean

(2.3.71)

but more convenient

representation
may be obtained
long-term
which is not
peak pdf. in the basic damage formula5s,

justifiable
the

applicable

to the non-stationary

long-term

behaviour:

00
EJD'J= t E[N+(O)l

c-1

YbP

p2(y)

dy

(2.3.72)

FIG. 2.1.1.

LOADING. REGIMES F-OR CYLINDRICAL

MEMBERS'AT FREE SURFACE IN DEEPWATER
UNDER LINEAR WAVES Cm 2-0,, Cd 0-6

20

\. I#,

I,

WAVE
HEIGRY 3
METERS2
1.0

L
1.1

BRACING-

JACKET STRUCTURES
LEGS

8-5

"23&1
10
20 )o #ASO 100
DIAMETER METERS

FIG. 2.1.2.,

INSTANTANEOUS WATER PARTICLE VELOCITY

VECTORS AT THE CENTROID OFA SHORT
SECTION OF CYLINDRICAL MEMBER INCLINED
IN A PLANE PERPENDICULAR TO THE WAVE
MOTION.

ZA
v -16stantansous
vertical velocity
component.

%kb

VR \FU2'.v2-1
Instantaneous
000000'O'/ resultant water

particle velocity
vector,
(,3;0rY0.
Zo)

V
I\N

u- Instantaneous
horizontal
velocity
component

Aj-

I.

II...

I,

,:-;."

41
I

FIG. 2.2.1. DEFINITION OF TERMS - ELEMENTARY,

SINUSOIDAL, PROGRESSIVE WAVE.

I
Direction

Propagation

of

Length

Crest
st ill Wter,
L'evel
--F-

S.
W.

*
*'<Trough

V,

Water
Depth
d

U,U

(X, Z)

NOTE
I: uv- Water particle velocity components
Water particle acceleration
I
components

ed

-x

FIG. 2.2.2.

WATER PARTICLE
DISPLACEMENTS
FROM
MEAN POSITION
FOR SHALLOW-WATER
AND
DEEPWATER
WAVES FOR FIRST ORDER WAVE

TH50RY.

2A

S.W.L.

S.WL.
I ---

KoSitioh

PA

D,

Orbits
1 Elliptical
I
A0B

-,

Z,

0,

CircularOrbits
A

u
if

Bed z =o

Bed z0
0o

0
u0uo
Shallow-water
wave
or
Transitional
wave
-water
d<I

V=o
Deepwater
d

;;,
L2

wave
I

42
-

II

a
wa
I.u0

IL

CY

c4

'A

2i u
0:

tn
th

*0

in
m

PN Co

e4 0

Ix

W0
30-

rx

An
Z

CO

, .

CO

in
Ia:

0q

WW

U.

In
in

>i

cr

M,

%0

,q

C)
W
z
0up
w
CL
04

ef
z

C4

CO

IN

at
cc
w
(L

CV in
N

co

tot In

m -

r%

04

p: cr
,a

IN

Cb
U?

>-

C4

wo

in

10

",

"

kI
1

W.

Ol

w
ul

U)

cv

"I

(y),

z0
=)

w
w

W9
C01
-3
40
-n
0

I
C4
1 01
I ol 'n

C7
0 45
qb
w
IL

-1

C4

i...

0,

"1 1 iz r%
It
911 co
I
in 'T X

in mto

47610 -

lw
<

C4

CM

cc

AI
0
'o

in

in 1-I

I-I

N -M a U?

16

I, le

43-

FIG. 2.3-2.

RESCUE AND WEATHERSHIP

m1V "FAMITA
AT LOCATION 57" 301 N, 3*00'E.,

60'
59
Wick
58*
7Aba-,

FAM
FAMITA

57
rdoon

KI
DK
D
je
ja
EE
bb
a

55

53

58*

GB

54*

Traschalling Blk
t .04

52*

1*

VS

S
45j5

VS

ISV

VSV

ViVV*
"V

V
p "V'
VV

"5

Sh0S$'V

5
? VV

VVVSVt

VVVVS

VS
I

SV

N,

44,

woo
go

II

0
z

k-

RLW

I -- -I-

D
m

CL
I. -

J
u

Ljr
-,

(TIVOS 001)

40 to

Wt

co ID

(ku) H $JLHO13H3 AVM

%A6

'A

4S

FIG. 2.3.4. `STANDARDISED

CUMULATIVE

PIERSON/.

HOLMES

DISTRIBUTION
(c df 's), PM

FUNCTIONS

N
6.0

% " , Ll-,

5- 5

o
.,

5-0

4-5.

4-0

3-5

b
b
%. 0

ca

3.-0

2-5

10-3

10-4

(a)
8.0
- 1111

10-5
0?

O)t\(o 46

2-0

i-5

7-5

1-0

70

0-5

-5 -4
,

-3

-2

ti I It HJ.1
10-6
7Y.
10-5
10-4
104
-02
-002
-01
-05
-1
PROBABILITY OF EXCEEDENCE

ON

46

7rrrriTr.!l

CL

1111i1111111il
III I iijill 1HUM: 9!

: Go
0

C3

CE
u

CAI
Z0

ck:
site

VL
w
w

D -. i
U-

rsi

--

-d3S
>
-

I--j

Z,
0z

PO

V)

cr.

>
I
=I

(A

Z
a
W

w0
a:

'0

-0

IN
c

LLJ
W

41

4
,)

><

w
W
> LL
0

4,n

fIfII
Ii

-I

Co

<
0

7: :i 2
- CO 0

E
IiII

:,

-1

In

tl:l

4w,

CP
C\i

r-C\j

13 U
C
Cl

to >,

CL

4., 0

to

in

C3a-

Wp-

%-

2
U
C
3-

w
W>

. 0. 0
-D
=,

-j

2w

LL
Lq
0 C L
'n

-it $fill
-,
Ln

cm.

if,

Cm

allVaNVIS

4, -on

-'r;

sm

Ln

9,. do NOUVIA30

cm

' TISVIM

(13SIOUVONVIS

o
21
0.! 0
>&n

47

969,
roll 1qC96: IIIm
4

C9,9.
J.

-L

LL
LO

0-

LO

is-sgo
tail,

1z

-,

13

",

-I:

La

=. U.U1w W11w all.

111

U")

Lc)

LO

04

..

ol(,
*C

ql.
e

O-VO.
E%

110000
0
1111
IN in niq M,

111190.

.........
ea9z

111111111 III
lift lll!lfl 11111

U. 0o

Lo
d)

o
6)

U) o
Cb Cb

to
r.

0
t

U)

tb

48 CHAPT
PROBABILISTIC

E'R

WAVE LOADING ON SINGLE MEMBERS

investigation

In the following

into

of cylindrical

members application

'splash-zone',

or region

is,

therefore,

The effects

of surface

and is

by the author

restricted

to locations

wave activity.

Within

the wave field

that

This

of uni-directionl

is

considered

loading

in Reference 11.
reported
a number of inadequacies
were found in existing

study

and are also

now been resolved

by the author

Before

it

proceeding

this

be emphasised

should

made in this

predictions

Chapter

is

restriction

and his

are for

in all

that,

the

the splash
and the
has been

effect

A further
to act

on still

on, the random wave

have also been considered

currents
fluid

11.

sections
beneath

of the time

in Reference

reported

and the resulting

characteristics

for

is

length

on unit

a proportion
of an intermittent
nature.

examined by the author

imposed
is
restriction
water.

wave loading

submerged for

zone members are only

loading

THREE

colleagues
that

the

In this

latter

which have
59
Liverpool.
at
theory

long-term

comparison

the computations

wave load

purposes

only.

The reason

herein,

performed

is assumed to be represented
by the Famita
the long-, term wave climate
diagrams of Fig. 2.3.1.
In Chapter Four it will
be shown that
scatter
for the prediction
of extreme events it is necessary to extrapolate
the
into long-term
descriptions
to convolution
wave climate prior
of wave
and wave load.

height

of wave load presented

the

For this
in the

'one-yeariprobability

load which recurs,

reason
following
(the

level

or is

exceeded,

distributions

most of the long-term

sections

probability

on average

will

be truncated

associated

with

at
a wave

once per year).

THE EFFECT OF NON-LINEARITY IN THE WAVE LOADING ON ITS PROBABILISTIC

3.1

DDnDPDTTPC

The objective
the

of this

long, term. probability

loading,

given

is

Section

to investigate

distributions

by the P/H pdf..,

loading

mechanism,

typical.

Member and sea state

which yields

the departures

between

'Morison'
of the non-linear
wave.
Eq. (2.3-47),
and a linearisation
of the
for
a Gaussian pdf. of wave loading,

conditions.

49
Linearised
past

have been applied

methods of analysis
for

by Naval Architects

the response

as indicated

are also

applied,

analysis

techniques9

925.

in Section

Procedures

for

of ships
2.3.4,

in the

satisfactorily

to ocean waves 0 They

in linear
spectral

the prediction

of the extreme

are well established

of Gaussian random variables
and are
in'load
by
for
prediction
use
virtue
of their
relative
attractive
83.40.
is,
desirable
It
therefore,
to demonstrate the necessity
simplicity

values

of including

or otherwise
certain

conditions.

3.1.1

The Linearised

in the procedures

the non-linearities

Wave Loading Mechanism

wave load expression, Eq. (2.3.45),

as shown by Borgmanr2oby the supposition that:
'Morison'

The basic

under

may be linearised

/58
uJul = U(al i7)
u
which

results

tical

sense.

from minimisation

may now be expressed

The force

kIA+kD

Clearly,

of the

this

as:
(3.1.2)

over-estimates

it

In the short-term,

f follows

when u is

of the Gaussian

and the pdf.

P( f)

7r

(T
u

4+k

the Gaussian
variables

12

CrCL2

is:

Z2-7r a

xp{-

f2
,
fl

the

when u is

loading

small

large.

both mean-zero and are statistically

defined by H1/3 and Tz, we obtain:

a2=8
f

in a statis-

au u

approximation

kb

error

/8

and underestimates

combination

'mean-square'

pdf.

since

Also,
u and 6.
independent,
for

it

is now a linear
since

u and d are

a sea state

(3.1.3)

so
-

distributions

The long-term

linearised

of this

loading
manner as described for the non-linear
Eqs. (3.1.3) and (3.1.4) are strictly
conditional
and Tz.
Methods of Computation

3.1.2

was developed-for
distributions

of the wave climate.

diagram
'one-year'
scatter

tion

The program is

Six

for

of both

the computation

of non-linear

wave loading
In all
for

essentially-a

in the same
in Section 2.3.6.2 where
on the values of HI/3

and Range of Conditions

Computer program OSF2 (see Appendix

a list

using

of computer

programs)

in Fig.

representa-

herein

2.3.1

of an existing

probability

diagram

a scatter
considered

given

refinement

Considered

and long-term

short

applications

Famita

follow

loading

the
been used.

has

developed

program

based on the original

Pierson/Holmes
for the wave
expression
2
to in Section 2.3.6.1
load pdf.
and, it has been presented in
referred
documented form in Reference 10.

by others

Computer program OSF3 was developed

in form to OSF2 but with

similar

term *P/H pdf.

replaced

In both procedures

by the Gaussian

the surface

linearised

the

for

the algorithm

been documented in Reference

has also

being

of the short-

estimation

Eq. (3.1.4).

pdf,

it

loading,

This program

10.

spectrum

elevation

describing

the sea

form given in Eq. (2.3.23)

of the Pierson-Moskowitz
in terms of Hi/3 through Eq. (2.3.24).
This is the model most
is

intensity

state

for

defined

in
different
The
the
current
practice.
effects
of
use
of
adopted
often
distributions
forms on the long-term
of loading are investigated
spectral
in the following

section.

have been carried

out for four typical
member diameters
) at various depths of immersion
below the water
(0.5,1.0,2.0,5.0m.

Computations

in 150m. of water.

surface

the locations

of existing

in water

To avoid

the effects

This

here.
surface
data

offshore

of intermittency

a minimum depth
represents

variation

depth

water

structures

depth have been briefly

increase

lsplash-zonel,

This

greater

although

with

that

the effects

at
of an

considered.

of 7.5m. has been considered

3 standard

under the most intense

and hence, the, member will

comparable

of member submergence in the

of immersion
than

is

deviations

condition

be submerged for

of, the water

present
greater

in, the famita,

than

99.7% of the.

51
-

time,, under this

and for practically

all the time under the less
which predominate in the wave climate.

sea state

severe sea conditions

The majority

have been performed

computations

these
of CM - 2.0 and CD "0.
to in Section 2.1.
range referred

coefficients
acceptable

being

values

The effect

with

within

Morison
the

of change in the

been investigated.

has also

coefficients

Conditions

Short-term,

3.1.3

loading

of the

between load predictions

from the non-linear
The departures
and linearised
6r
in
sea states present in the Famita data are demonstrated
methods
Figs.

3.1.1

and 3.1.2.

With reference
linearised,

procedure
2]

[aF2_af

and (3.1.3)

= (37T - 8) KD2

clu

it

is

the

by:

4 /7T

(3.1.5)

loading.

of the non-linear

variance

.
appare nt that
of loading

the variance

underestimates

M2 is ihe

where aF2

(2.3.49)

to Eqs.

is shown in Fig. 3.1.1.

The
The magnitude of this underestimation
increases
defined by HI/3 here,
as the sea state intensity,
effect
increases
and as member diameters and depths of immersion decreases.
This

from the increased

results

in the loading

loading

dependent
of 10%.
is only

equations

However,

Cr

of 3.0.

For the most drag

seen to be in excess

long-term

4+

l8k

J2

2 cr

k2

{78/(3

+
-D

is

from Fig.

3k

deviation

of load

3.1.1.

loading

(2.3.53),
4+
(1

k22

Cy.
U

standard

The non-linear

by Eqs.

given

(k

3+

circumstances.

method the Gaussian

has a kurtosis
a-z2

in the

variation

of kurtosis

3k J4

to the drag component

the underestimation

considered

For the linearised

pdf.

these

as may be inferred

marginal

by a value

under

attached

weighting

is

represented

loading
(2.3.49)

105k

in Fig.

following
and'(2.3.50)

3.1.2

the P/H
as:

48

CY 4)2

)21

(3.1.6)

52 -

Hence, for inertia

dominated loadin. & k2IuDu cr .2 >> k2

cr

0
and
-+ 3.0
For

drag

dominated

kD2au4

loadinj

>> k12a62

and a -o-,11.67
it

can be seen that for the sea state and member conditions
in excess of eight are obtained.
The
considered here values of kurtosis
kurtosis
measures the importance of the drag component of loading and
increases
under the same conditions
which were shown above to increase the
3.1.2

From Fig.

of load variance

underestimation

of the differences

The significance

from the two procedures

with

reference

to Fig.

2.3.4

loading

may be represented

below the line

root

deviation

For example,

for

under a sea state

same conditions
The departures

Fig.

to 0=3.0
3.1.1,

the appropriate

with

line

with

is
reduced

ordinates

by an amount given

of

value

distribution

loading

wave

of non-linear

by the square

the underestimation

representing

of

of load.

a 0.5m.
with

diameter

member at a depth

= 9.3m.

HI/3

of immersion

the linearisation

of 7.5m.

underestimates

41% and
of exceedence of 10-3 by approximately
increasing
of 10-4 by 50%, the underestimate
at
rapidly

lower probabilities

basic

obtained

at a probability

at a probability

linear

the cdf.

by the straight

from Fig.

the standard

loading

The linearised

corresponding

of the values

figure

by the curve

figure

on this

represented

and kurtosis

of wave loading

On this

3.1.2.

model.

may be appreciated
P/H cdf. for
shows the standardised

which

of kurtosis.

values

from Fig.

in variance

on predictions

various
kurtosis

in the linearised

the underestimate

is

13% at the

between the distributions

and linearised
loading

For a 2.0m.

of exceedence.

procedures

member under the

from the non-

characteristics

of exceedence

level.

10-4 probability

of peak loading

show similar

at low probabilities

diameter

with

to the

reference

to

L3.5.

However,

at probabilities

linearised

procedures

of exceedence
predict

loads

greater

in excess

than

about 0.02

of those

the

from the non-linear

53
-

This behaviour
method, the effect increasing as the kurtosis increases.
implies that linearisation
of the loading overestimates fatigue damage
associated with the small waves.
Conditions

Long-term

3.1.4

The long-term

cdf-s

for

variate

the basic

is,

-attention

therefore,

For the situation

P(F)

P (F)
p2

For the

s'ince

the conditions
present
is the long-term
on the figure

(3.1.8)

for
being

in the

long-term

different
given

observed
long-term

for

are plotted

in the Famita wave climate.

cdf.

from convoluto Eq. (3.1.8).

according

resulting

cdf. s of both non-linear

member conditions,

in Reference

10.

in the short-term

properties.

by

are replaced

loading

by the wave climate

show the

(3.1.7)

E
I j=l

cdf. s of peak non-linear

values

to:

reduce

densities
method the P/H probability
values in Eqs. (3.1.7)
and (3.1.8).
short-term

by HI/3

Z-

the characteristics

In Fig.

and

a more

These plots

demonstrate

properties

of loading

for

the smallest

3.1.4

there is only a
are most pronounced,
member where drag effects
between the peak loads predicted
difference
at low levels of

(or high probabilities

diameter

and (L. 3.69)

PH (OIHI/3i)

presentation

marginal

are defined

conditions

IT

analyses-an4

variate.

m W..
nm
Z -LIP *WZW.

PH (FI111/3j)

peak loading

are retained

load

to 3.1.6

3.1.4

diameter

on this

(2.3.64)

Eqs.

[P (F1H1/3i)

of the short-term

linearised

that

here,

and extreme. value

member for

Superimposed

detailed

fatigue

in both

concentrated

=E1
i=l

3.1.3

a typical

Figs.

'type 21 peak
the narrow-band
is of-most practical
value in

linearised

the Gaussian
In Fig.

for

where the short-term

as considered

only,

(2.3.69)

from Eq. (2.3.64)

are obtained

of peak values

input

forming-the

design,

tion

and Eq.

The distribution

variate.

loading

of non-linear

the differences

the drag effects

exceedence the
For example,

of exceedence).

For members of

larger

from Figs.

3.1.5

tend to zero as apparent

are less

linearised

at a probability

significant.

method considerably
of 2.2 x 10-7,

At low probabilities
underestimates
corresponding

to 3.1.6
of

the loading..
to the

lone-,,

54
-

is
the
underestimation
approximately 48%, 40% and 15%
condition,
year,
for the O. S, 1.0 and 2.0m. diameter members, there being negligible
differences in the case of the S. 0m. diameter member.
of the loading

Linearisation
costs

by virtue

of run-time

results

in considerable

requirements

in computing

saving

10% of those

of approximately

for

follows
because
loading
This
the
computations.
non-linear
required
the basic loading pdf. is Gaussian in the short-term
and hence its values
from Eq. (3.1.4),
loadwhereas for non-linear
can be obtained directly,
Eq. (2.3.47),

ing the P/H pdf.,

requires

integration

numerical

its

for

solution.

Variation

3.1.5
Fig. 3.1.7

in Morison Coefficients
of changes in the Morison

shows the effect

member at an immersion

1.0m. diameter,

of 15.0m.

for

coefficients

The pairs

of coefficients
(2.0, O. S), (1.5,

(2.0,1.0),
C
CM
are
and
respectively,
considered
D'
these values being representative
1.0) and (1.5,0.5),
of a range of
From the distributions
design values.
method it is
of the non-linear
in
is
drag
the
that
critical,
changes
coefficient
at extreme values
clear
for

the inertia
linearised

being

coefficient
method,

significant

in the

lower

the changes in drag coefficient

range.

are less

due to the suppression

of the drag term under
velocities.
which produce high particle
expected,

as

critical,

the large

waves

in Water Depth

Variation

3.1.6

In the

for

in water depth from 150m. to-250m. has been considered

probability
the 0.5 and S. 0m. diameter members. At the 'one-year'
in the non-linear
load
reduction
this change causes only a slight
(1.1,1.5,1.9%)
(0.3,0.4,0.7%),
and
approximately
of
predictions

An increase

at depths

respectively,
indicates
water'

that

the majority

and suggests

presented

of immersion

also

in subsequent

of

(7.5,1S.

of sea conditions
that

the results

sections

for

considered

presented

the 150m. water

to depths of water in excess of 150m.

).

0,22.5m.

This

were in

here,
depth,

level

'deep-

and those
are applicable

55
1

3.2

EFFECr OF THE CHOICE OF WAVE SPECTRAON LOAD PREDICTION

The objective of this Section is to demonstrate how the choice of

of surface elevation affects
spectral form describing the variation
of long-term wave loading.
prediction
Models Considered

Spectral

3.2.1

investigated

The wave spectra

fitting

here are all

based on the Pierson-Moskowitz

the general shape of which is

in Eq. (2.3.23),

defined

(P-M) spectrum
shown in Fig.

the

3.2.1.

This

measured spectra

was developed

spectrum

from fully

developed

as an 'average'

wind generated

curve

sea states

basic
P-M
In
limited
the
wind
speeds.
existing
range
of
practise
a
over
for
description
is
the
the
accepted
model
of shortmost
widely
spectrum
in non-deterministic
Although other
analyses.
term sea conditions
62
for
by
Neumann",
Darbyshire
forms
exist,
example those given
spectral
63
in engineering
little
they
and
applications
are
used
and Bretschneider
,
been omitted here.
have, therefore,
Pierson-Moskowitz

Basic

3.2.1.1

in its

The spectrum,
in Fig.

sea state,
reference

a scatter

is

a function

of wind speed Uw as shown

of the spectral

moments, Uw

the short-term
parameters used to describe
With
Hi/3 and Tz, through Eqs. (2.3.24)
and (2.3.25).
it is evident that Uw may be derived from
to these equations
to the statistical

Consequently,

or Tz.

Hi/3

either

form,

from the properties

However,

3.2.1.

is related

basic

spectra

diagram,

for

any particular
class in this

a single

representing
PM spectra
distinct
the values

of Hi/3

(2.3.25).

For this

with

developed
and Tz yield
condition,

wave climate

data

in the

form of

short-term
diagram,

sea state condition,

in general be two
there will

from the characterising

parameters

the same wind speed in Eqs.

111/3 and Tz are related

unless

(2.3.24)

and

as follows:

21T2 HI/3
2
zg
Tz

This

(A7r) 1/2
A113

3-55

relationship,

sea states
In practice,
characteristic,

if

superimposed

the actual
sea states
scatter

(3.2.1)

in S. I. units

surface
deviate

on Fig.

2.3.1, 'should

be satisfied
is

all

of the P-M form.,

elevation

spectrum

from this

theoretical

form yielding

relationship

between HI/3

in the bi-variate

for

the
"
Tj.
and

56 -

Definink
to

'characteristic'

the

a deep water

wave length,

HI/3/1.56T

Eq. (3.2.1),

wave steepness,
s, to be the
2/27r,
we obtain:
-Lo = gT z

z2

represents

present

of seven stations

the steepness

limit

to lie

exceeding these limits.

for the Famita location
be satisfied
recordings

majority
will
Eq.

steepnesses

(3.2.1).

diagram

much lower

based

classes

wind

on Tz will

whilst

1/11.6.
Battjes

would appear to also

2.3.1.

to Fig.

reference

the observation
that
diagrams from any offshore
than

speed

those

required

predictions

on average

7 found

infrequent

only

is

in scatter

Consequently,

with

These constants

of the above discussion

represent

Isles,

1/16 and 1/20,

with

is

diagram

scatter
the British

around

between

of the data points

of 1/19.67

a wave steepness

in the Famita

From analysis

The significance

lil/3

of

(3.2.2)

therefore,

the maximum value

ratio

exceed

the vast
location

to satisfy

for

short-term

the

values

scatter

predicted

by HI/3*

purposes it

is essential to obtain a unique spectrum for

each class of the scatter diagram to enable the generation of long-term
descriptions
of surface elevation or the resulting
wave load variations.
For practical

is

One approach to this problem

HI/3 or Tz for the definition

to consider

only

one of the parameters

of each sea state condition

spectra
yielding
(TZ).
(HI/3)
P-M
in
Such
P-M
to
or
an
approach
was
as
applied
referred
to be the most
the previous
section,
using the former,
and is considered
from
the comments made above it is likely
choice,
although,
appropriate
to underestimate
discussed below.

sea state

severity

relative

to the

latter

procedure,

as

An alternative
to the above procedures,
the basic P-M model,
which retains
(2.3.24)
(2.3.25)
function
to
Eqs.
the
yield
and
wind
speed
a
of
as
uses
the ratio

of Hi/3

1/4
3B
IT

U=-=

and Tz

TTz

IA

The surface
which permits

spectrum

HI/3

Hi/a
24.32

(3.2.3)

now becomes a two parameter

a more complete

description

function

of HI/s

of the wave climate

and Tz

to be

57
t

developed from the scatter diagram. This approach, would appear to have
ion since the same spectrum is predicted from,
lit tle physical justificat
'
for example, a sea state with HI/3 = 4.0m. and Tz = S. Osecs. as from
HI/a = 8.0m, TZ = 10secs. Consequently, it is not pursued further here.
of the adoption of any of the above P-M models in
in Fig. 3.2.2 showing the cdf.
to the others is illustrated

The implication
preference

tion

is

it

From the figure

the P-M (T

for

the use of Tz for

that

clear

from Eq. (Z. 3.34)

diagrams

wind speed devel9ped from the Famita scatter

for the P-M (HI/3) approach and Eq. (2.3.25)

of

approach.
z)
descripwave climate

by the other
wind speeds in excess of those predicted
Furthermore,
sea state intensity
may be measured by the

predicts

methods.

by the area under

given
of surface elevation
the P-M spectrum is obtained from Eqs.

variances

cr
fill

procedures

as:

ir-

magnified

are considerably

descriptions

for

(3.2.4)

from the above

in wind speed predictions

departures

Consequently,

and (2.3.23)

which

uW

Ag 2Z=0.00274
4B wo

2=

(2.3.12)

(w),

intensity

of sea state

in the resulting
which

statistical
into

form the input

wave loading

computations.
to the Pierson-Moskowitz

DNV modification

3.2.1.2

the complete

utilise

design

in their

Det Norske VeritaS64

wave climate

information

HI/3

(to)
Snn
It

is

(w)
11TI

where'a

---87rl-

-5

&
27-T
-]

exp{-

to compare this

instructive

by expressing

[.
TZ T?

both

spectra

ab
= 7, - expl-

for

structures

the description

of wave
referred

f. Tzw.1

(3.2.5)

IT L2 iT j

function

with

the basic

P-M expression

in the form:
(3.2.6)

-,,,41

and b are constants

the same shape.

offshore

to the P-M spectrum',

by
recommending a modification
conditions
by:
(DNV),
P-M
here
given
to
as
2

for

rules

spectrum

thus

demonstrating

that, both

spectra

are-of

sa
-

firstly

Concentrating

on the argument of the exponent,

for the P-M

expression:
4

B wo4=B

(3.2.7)

-UFL--r
w

from Eq. (2.3.25):

and substituting

41

B, B7r

P]
E27f

2jr
UP]

:F

(3.2.8)

zz

This

expression

Constant

identical

is

to the value

given

in P-M (DNV).

a, in P-M (DNV) is:

coefficient,
2
3

a=[1.4Tr
T4
z
Substituting

again
2
HI/3

(3.2.9)

from Eq. (2.3.25)

Tz:

B4

(3.2.10)

U-,
w
for

and substituting

for

from Eq. (2.3.24)

HI/3

yields:

Ag 2

which
It

is

(3.2.11)

in the P-M spectrum.

the coefficient

be inferred

may, therefore,

P-M spectrum

when the values

that

P-M (DNV) is

identical

of H1/3 and Tz satisfy

to the basic

Eq. (3.2.1).

It

can

densities,
be easily
shown that the spectral
and hence the values
',
(DNV)
be
from
less
P-M
than those derived from P-M (Tz) for
a,,
will
of
diagram
for
the
scatter
within
which the significant
wave height
classes
Eq. (3.2.1).
Since this condition
is less than that satisfying
on the
also

value

of H1/3 is

earlier,

it

for

satisfied

follows

that

the majority

the P-M (DNV) approach

sea state

intensities

less

3.2.1.3,

JONSWAPspectrum

severe

as discussed

of the classes,
will

than P-M (T z ) but

on average
greater

predict

than P-M

(lil/3)-

65,66
demonstrated
the existance
The JONSWAPprogram of research
of a
in
from
departure
the
the P-M form for fetch
shape
spectral
significan
,t
from situations
This conditi. on results
limited
sea states.
where the
generating

wind has not blown over. a sufficent

distance

for

the'fully

59

to be reached.

developed

state

contained

in each frequency

further

to the equilibrium

return

fetch

seas the energy

a maximum 'equilibrium'

wave steepnesses

causing

value,

wave breaking

and

condition.

dependence a modification

To account

for

developed,

the main characteristic

3.2.1.

in
Fig.
shown
as

developed

band possesses

increases

input

energy

In fully

of which

to the P-M spectrum

is

The JONSWAPspectrum

was

an enhanced spectral
is

a five

peak,
function,,

parameter

as:

expressible

ag

(W) =
TIT1

WS

-4

exp

I]y

(w-wD)
exp [- 2a26)p

(3.2.12)

aa if W4 wp
7 ab 'fW " bjp
Wp is the frequency at the spectral

where a=
and

the term in square brackets

In Eq. (3.2.12)
by the inclusion
describe

of a variable

is

the P-M spectrum

A
67
range

a replacing

equilibrium

is unchanged

function
the
exponential
of
density:
P-M spectral
4B
wp=W0 (t=)

parameter

in Phillips

'constant'

the

peak

since

0.0081

dependent,

of the

1/4

[= 0.88wo)

(3.2.13)

the shape of the spectral

y, cr and Cr describe
pab
These were found to show no definite
trend
in Fig. 3.2.1.
65:
in fetch and, constant values are recommended

The remaining

to

The argument

by differentiation

Parameters

cr = 0.07;

3.3;

modified

the best

estimates

the JONSWAPspectrum
being 65

gXf -0*33

(2iTg
U

with

-21

variation

(3.2.14)

Crb '3()'09
defining

parameters

peak as shown

are fetch

(3.2.1S)

.pWw
and'
Xf

9.076{g

-0.22

-1
U1117,
w

'distance
in
direction
fetc,
the
sea
open
of
x
where
=
f,
.
available for wave generation.

(3.2.116)

of the wind

60 -

here wave climate description

In the engineering applications
of interest
includes the variation
of Hi/3 and Tz only, no information covering wind
fetches
being
However, the JONSW,
AP
available.
corresponding
and
speeds
form can be included

spectral

obtained as ,., a,, regression

in the procedures using a relationship

fit to data 68 :

W, 22.036

5.78(HI/3[

Using this

2ff
IPT-1

the value

through

'referred
value of HI/3

for,, a given

Eq. (3.2.17)

satisfy

is

(2.3.18))

which

developed

in

this

HI/3

is

value

i)

of

initial

ii)
iii)

V)

if

if

11-

agreement
for

study

for

below.

as explained

is

iterative

of a and wp must be obtained

the spectrum,

beneath
with

the

specification

(w),
TITI
original
of

producing

using

Eqs.

since

which
an

(2.3.12)

and

The algorithm

value.

the

each short-

spectrum

for

llpp_M.

here

a given

as follows:

of peak frequency,

from Eqs.

s ctrum
4cYTIT,

(3.2.13)

and integrate

4 0.01,

, pp_M is

0Wp=1.
and (2.3.24);

spectrum

to

2.
Cr
nn I

obtain

satisfactory

since

it

yields

an

HI/31
1% of the true value;
estimate of Hi/3 within
(iv) not satisfied
obtain a second estimate
of peak frequency
(assuming a to remain un-changed):
from Eq. (3.2.17)

ww[

repeat

4crTITI

4.072

(v)

until

P1

p2

vi)

can be generated

as JONSWAP(HI/3),

specify

area

(3.2.17)

et from Eq. (3.2.17);

calculate
calculate

iv)

in

the

estimate

obtained

values

and which

(from

HI/s

of

estimate

of HI/3

to hereafter

The procedure,

(yp))

0.2981n
-

the JONSWAPspectrum

expression

term sea state

(1.0

(i)

to

convergence

is

achieved.

to Fig. 3.2.1 the JONSWAPspectrum derived in this way

With reference
less
from
P-M
to
the
corresponding
speed
spectrum
a
wind
result
will
than that

developed

the additional
of a departs

directly

from the P-M (H1/3)

approach,

by virtue

beneath
the spectral
peak, unless the value
contained
area
from A =, 0.0081'when the reverse may be true.
considerably

is,
to show that, the JONSWAPspectral,,,
the
comment
above
of
frequency
in
domain
bodily
the
to, the
be,
relative
shifted
may

The purpose
densities
significant

of

frequency,

range in the equivalent

P-M (HI/3)

spectra.

61
-

By analogy to the comments made with respect to the P-M spectrum a similar
formulated
for
be
JONSWAP
based
the
spectrum
could
on Tz
procedure
in
However,
the absence of an equivalent expression of
rather
Tz to a and wP based on data analysis
the form of Eq. (3.2-17) relating
impractical
is
is
and
not considered further.
such an approach
than Hip.

from Surface

Transformatibns

3.2.2

input

Wave' field

in the Section

beneath

the respective
of Eqs. (2.3.7)

tions

'deep-water'

depth

conditions.
15m/s. for

With reference
P-M spectra

Furthermore,
are likely

Although

considered

wave properties

for

water
Fig.

the splash

zone,

of this

Chapter,

shifted

to a higher

since
for

of

portion

a negligible

frequency

'deep-water,

between 80 and 95% of sea

on wind speed, most
as suggested in Section

'deep-water'

3.1.6.

'deep-water'

transfer

functions.

sketched

purposes

and their

use in

for

demonstration

provides

an appreciation

here the transfer

all

inline

with

will

correspond

of the process

of

are convergent.

frequency

range than'those

decay in magnitude

are greater

approximately
are below'w'=

than

for

functions

for

elevations

the comments made 'at the beginning

functions

most peak frequencies

velocity

the

constraint

the

from consideration

functions

(or

between S (w) and S (w) and S,,, (w).

uu
nn

transformation

Excluding

3.2.2

'deep-water,

wind speeds up to about

energy

outside

of w=0.45

representing
for

of

conditions

depths,

3.2.1

this

limit

'deep-water'

the most severe

are sufficient
with

conjunction

within

this

here are

3.2.3

little

from Fig.

since
to satisfy

to intermediate
in Fig.

is

there

the

by a frequency

3.2.1,

to Fig.

of n) contained

variance

conditions

than

of w greater

3.2.3.

herein

in the figure

radians/sec,

as the area

are obtained

in Fig.

considered

values

states

the

from S (w) by the transformann

for
functions
Examples of the transfer

are sketched

represented

range.

takes

developed

and (2.3.9).

d/L = 0.5 is

the total

loading

of

These variances

3.1.
spectra,

conditions

150m. water

For the

Kinematics

2,
the variances
of %2 and a,,
estimates
of water
in Eq. (2.3.47)
as described
and
and acceleration,

velocity

discussed

to Particle

description

to the probabilistic

form of short-term
particle,

Elevation

Those for
for

velocity.

exponentially,

with

1.0 the magnitude

acceleration

are

acceleration
The
depth

and

of the peaks

due to the W2 multiplie-A

k.

62
-

in magnitudes combined with the significant

frequency
2
between
to
a2 and (;. with
a varying relationship
shift gives rise
uu
immersion
depth
in
and also wind speed as the significant
of
change
frequency range of S (w) varies with Uw as demonstrated by the plot of
TITi
the P-M peak frequencies, wp, on Fi g. 3.2.3.

This departure

made in Section

From thecomments

and with

of u and fj cause

in the variances

variation

3.1,

reference

to Eq. (3.1.6),

changes in the relative

drag
inertia
loading
the
and
components thereby modifying
of
magnitudes
A
through change in kurtosis.
the form of the loading distribution
into the significance
investigation
detailed
of changes in wind speed and
,
between
drag
inertia
loading
the
relationship
on
and
elevation
member
here.
illustrated
However,
is
these
pursued
are
not
effects
components
in the following

wave load prediction.

forms on long-term

spectral

from Different

Wave Load Predictions

3.2.3

The results

described

P-M (HI/3),

OSF4 for

of the use of the different

of the consequences

account

here

were

P-M (Tz),

obtained
OSF8 for

Spectral

from

computer

P-M (DNV),

Models
programs

OS10 for

OSF2 for

P-M (Hi/3,

Tz)

JONSWAP (111/3)-

and OS22 for

OSF2
in
is
based
Section
3.1
on
which
was
used
and
are
programs
being in the algorithms
documented in Reference 10, the only differences

All

S (w) for each short-term

condition
considered
and the weightnn
for
in
longthe
these
to
conditions
wave
climate
convolution
applied

defining
ings

term predictions.
Program OSF2 in its
short-term
for

being

conditions

wave loading

identical

documented form conforms

convol ution
P (F),

for

is

P-M (T

z)

m
E , [{l

j=j

PH(FIT

and long-term

the JONSWAPOil/3)

approach.

approach,
convolution
An
The

as:

11
w

Z3 11E.
Tzj
p701T
H

zj

only

(3.1.7, ) and (3.1.8).

by analogy

follows

[P (FIT
)E
H
zj
i=l

and
p, (F)
p2

for

followed

mnw..

E
-a

by HI/3

the form of Eqs.

taking

procedure

defined

to the P-M (HI/3)

(3.2.18)

'n

W'.
11]
'w

(3.2.19)

63

where the short-term

on, only

conditional

distribution

of

the value

of T

loading

is defined

by,

and hence

In the P-M (DNV) approach short-term conditions are defined in terms of

both H,
and TZ and consequently each class of the scatter diagram
'long-term
the
cdf. s'of wave loading are
represents a unique sea state and
'
(2.3.64)
from
Eqs.
(2.3.69).
the
general
expressions,
and
obtained
The variances

of velocity

at a 7.5m. depth

and acceleration

of immersion

to the PrM (HI/3)',

sea state according
were studied for each short-term
P-M (T '), P-M (DNV) and JONSWAP(H1/3) approaches.
The first
observation
z
in
from the study was that the JONSWAP(HI/s)
approach yields
variances
for'all
but the lower intensity
sea states.
close agreement with P-M (HI/3)
This

is not unexpected

ing to Y=3.3,

takes

variation

a value

HI/3.

with

following

Therefore,

the area of the P-M spectral

spectrum

is

equivalent

magnitude

similar
Fig.

3.2.1,

and both

implies

that

frequency
for

the

exists
and 3.2.3.

transfer

both

of the transfer
density

variations

spectra

variances

the resulting

spectral

of wp for

this

will

in area is of a

reduction

in the peak enhancement,

be close

Fig.

of u and CLwill
falls

are,

frequencies.

and the departures

3.2.3,

be small
within

therefore,

in

the peak

unless

the region

This latter
close to the peak of S (w).
nTI
iower intensity
sea states,
with reference

The transformations

for

to that

the same range of

cover

functions,

functions

from the

the same range of

cover

approaches

the JONSWAP

to 0.005

JONSWAP(111/3) will

will

in the transfer

frequencies

if

little

the comments made in Section

of A=0.0081

However,

correspond-

showing

shape generating

to the area contained

the value

P-M (HI/3)

This

by the ratio

P-M spectrum.

0.005

of approximately

3.2.1.3,

reduced

of a from Eq. (3.2.17)

the value

since

of significant
condition
to Fig s. 3.2.1

more sensitive

to

in S (W) due to the rapid variation

the magnitude of the
Mi
functions'in
this vicinity
and consequently
more significant

departures

in a2 and C1.2 result

uu

from the two approaches.

2
in
the estimates
The measure of agreement,
Of (J and' a CI from P-M (HI/3)
U2
in
the
JONSWAP'(HI/3)-was
also'reflected
values of variance
and
and
,
'diameter
both
loading
O.
Sm.
S.
0m.
kurtosis
on
wave
and
of short-term
loading
in
Figs. 3.2.4 and
long-term
'The
of
peak
plotted
s
cdf.
members.
3.2.5

also

retain

the agreement

than St., ' JONSWAP(HI/3)

-resulting

with

load predictions

in the higher'values.

differing
-

by less

64
(HI/3)
Having compared -JONSWAP.,

P-M (HI/3)

with

to compare the remaining-approach

appropriate

it

is

convenient

from

the results

with

and

firstly

on P-M (T ) an impression
of the
.
z
in place of P-M (HI/3)
of its, adoption in wave load prediction
effects
In
of the wind, speed predictions
may be obtained from the distribution
The plots in this figure
Fig. 3.2.3.
show that more severe conditions
P-M (HI/a).

for

Concentrating

the long-term
loading

to the waves.

since

-This

is

cdf. s as shown in Figs.

is less'significant
predictions
P-M-(T

Use of

P-M (DNV) in

values

of

HI/3

in

force

the

deviation

between
The departure
and 3.2.5.
for large diameter members as a result
For the 0.5m. member
Of drag effects.

is reduced

place

P-M (111/3)

of

and higher

variance

diagram.

force,

included

in

estimate

from

the

underestimating

level

of

in

the S. 0m.

to 24%.

scatter

of

and more drag

probability
peak forces at the 'one-year'
by more than 77% whilst
from P-M (Hi/1)
for

excess of those
figure
this
member

to a

3.2.4

insignificancq

) predicts
z

leads

members are correspondingly

smaller with respect
illustrated,
in the corresponding
long-term
wave

load

the rIelative

This

result

larger

of generally

prediction
dependent

from P-M (T ).
z
waves yielding
greater

wave climate

is

found

values

This

results

Figs.

3.2.4

to

lower

produce

of

kurtosis

in

the

for

most

long-term

of

classes

standard
P-M (DNV)

and 3.2.5,

from

by about

9% in

P-M (HI/3)

mean

both

cases

of

diameter.
member
distribution

of peak loading on the O. Sm. diameter

increase
in
kurtosis
in'Fig.,
3.2.4
the
slight
combined with the
member
from
P-M
(DNV)
in
produces a cdf. showing only
variance
reduction
slight
for
P-M
(HI/3).
from
departure'
However, for the 5.0m.
that
marginal
From the

long-term

diameter

member, Fig.

P-M (DNV) predicting

the

'one-year'

drag dominated

Gaussian

loading

probability

level.

and inertia

dominated

conditions.
limit,

Small

is more significant
12% greater

approximately

by the changes brought

primarily
loading

3.2. S, the departure.

about

in kurtosis
takes

for

the 5.0m.

significant

change in the shape of the cdf..

high

kurtosis,

tail

of the'distribution.,

on the other

hand,

in the. region
3.0,

the value

shortrterm

skewness of-the

in behaviour

at

between

is probably
caused
in the kurtosis
of the short-term

here by all

sea states

P-M (HI/3)

conditions

increases

where the, kurtosis

difference

This

than

with

of the.

represented'

diameter

iesulting

member, -cause-a,,
in an increas; ed'

Tor, conditions

of initially

reprA, ente, d by pany of the sea states

65

for the O..5m. di a.meter member, changes in kurtosis

of a-similar
'
'
.
in Fig.
hav6 only a marginal effct
on the, cd.f. as illustrated
3. '2.4

Assessment

Critical

Of the'models

most reliable,
design.

This

are favoured

only

they

since

2.3.4.

Models

hose, based on short-term

considered

in terms Of HI/3

of the Spectral

magnitude

sea state

description

are considered

to be the

for use in wave load prediction

in engineering
and acceptable
by the following
statement is justified
comments.

Models of this. form are in general, use for the prediction

of the
long-term distributions
of individual
wave height as demonstrated
representing the Rayleigh cdf.
in Section 2.3.2.4 by Eq. (2.3,30),
This short-term
wave height defined. by HI/3 only.
2
in
be
terms of cr using
expressed
cdf., could equally well
Ti
Eq. (2.3.14) developed from the surface spectrum defined by TZ, Jn
Furthermore,
the manner of that applied in the P-M (Tz) approach.
of short-term

it
load
to
the
the
may.
results
of
wave
prediction
with reference
be presumed that such a technique would considerably increase the
in
description
heights.
However,
the
wave
climate
predicted wave
little
from
has
domain
Tz
the
received
attention
and
marginal
for
the
techniques
performance
of
existing
apparently satisfactory
based
description
HI/3
height-prediction
the
of
on
marginal
wave
be
it
loading
that
the
surmised
predictions
of
wave
may
climate
wave
based on P-M (Tz) are probably
2.

over-conservative.

data, in the form of the

the wave climate
In many applications
be
be
inadequate
for
diagram,
t9
considered
may
reliable
scatter
to be made, necessitating
long-term
an extrapolation
predictions
the data.
required
with

any degree

of confidence

has,

of HI/3

from extensive
for

is

the P-M (DNV) procedure,

for

Much effort
tion

in the bivariate

Such an extrapolation

with

using

attempts

model its

to mathematically
As a result,

extrapolation

in the HI/3

wave climate
developed,
As discussed

in detail

of knowledge.

state

to the long-term

analysis.

data

Tz domain,

HI/3,

too complex to be attempted

the present

been directed

however,

of

acceptable

distribubehaviour
procedures

domain have been

in Chapter

Four.

No such

long-term
description
Tz
been
has
the
and
of
on
placed.
emphasis
be
little
placed on data extrapolationsin
could
thus
reliability
in
the
of
wave
analysis
program
climate
the absence of, an extensive
Tz domain..

66

Additional
I

computational

procedures over that

required

the greater

a result'of

effort

is required for the P-M (DNV)

for P-M (HI/3) or JONSWAP'(til/3) as

number of short-term

sea state

conditions

in the

long-term
convolutions,
considered
as may be deduced from
in comparison with Eqs. (3.1.7)
the form of Eqs. (2.3.64)
and (2.3.69)
'(3.1.8).
The computer run-times
and
required
are directly
proporto the number of short-term
conditions
and thus if P-M M1/3)
(HI/3)
16 units
JONSWAP
72
then P-M (DNV) requires
represent
and
This considerable
only 10,, units.
units while P-M (Tz) requires
tional

in computing costs and the reasonable

measure of agreement
for drag dependent members cast
between P-M (DNV) and P-M (HI/3)
increase

doubts

of the use of P-M (DNV) for

on the practicality

such

circumstances.
From the results

presented

it

load predictions

resulting

from the P-M (HI/3)

for

sufficiently

small

acceptable.

However,

engineering

practice

both
since

approaches
this

in wave

and JONSWAP(HI/3)

to be considered

the P-M form is

at present,

the differences

that

would appear

as being

are
equally
in

the most commonly applied

is used as the basis

of all

remaining computations.
3.3

COMPARISON OF NARROW-BAND MODELS TYPES 1 AND 2 FOR LONG-TERM PEAK

WAVE LOAD PREDICTION

The 'type

11 and 'type

were introduced
Section 1.3.4.
exist
ftype

21 models

in Section

for

2.3.6.1

narrow-band

peak wave load prediction

and are derived

in Appendix

One,

11 model accounts for the correlation

that may
t, whilst
between load, F, and its first
time derivative,
the
independence between these two random
21 model assumes statistical
The 'type

variables.
The great

disadvantage

far
demands
effort
on
computational
makes
for
impractical
itself
extensive
yielding
tions.

However,

results

predicted

the distributions'of
1.3.4.3,

Section
covering

11 model is

in excess

of the

it

that

'type

21 model

usage in engineering
applicait is instructive
between
to investigate
the deviations
Tickel 15 5 has recently
from the two models.
compared

the above models with a wide-band model (see

Appendix One) for the short-term
peak wave loading

a practical

in the range 3.34-Z, type

'type

of the more rigorous

21 model predicts

range of loading
From these
lower

non-linearity,

results

forces

than

it
the

described

was found that

'type

by kurtosis,

the simple

11 model,

which

in

'

67
-

turn was in close agreement with the wide-band model. The level of
kurtosis,
increases
being negligible
in the lower
with
underestimation
range but representing values of up to approximately 30% at some
for
Nevertheless,
the most non-linear
situations.
probability
Tickell shows that the 'type 21 model for structural
response resulting
from wave loading compares favourably with observed values, as will be
further demonstrated in Chapter Five.
levels

of this

The purpose

is to extend

section

band models from the short-term

the foregoing

All
it

have been made with

applications
in this

simplifications

the

the implications

conditions.

'type

21 model and

of the inherent
long-term

model on the

preferred

of the narrow

to long-term

wave environment

here to illustrate

is intended

the comparison

peak wave load

distributions.
of the Short-term

Derivation

3.3.1

Iheshort-term
Eq. (2.3.58)

of Peak Loading

peak load may be expressed,

of narrow-band

cdf.

Type 1 cdf.

from

as:
E{N+(F)IHI/3,

p (FIHI/3,
pl

TZ
(3.3.1)

TZ)1
E{N+(0)1H1/39

and

Co
Tzl,

E{N+(F)jH1/3,

=f

fp(F,

PIHI/3,

zi 1
TZ)

dP

(3.3.2)

is

of

the mean rate

of F and

The bi-variate

pdf.

From Morison's

equation,
it +kD

of the force

upcrossing

may be derived

level,

F.

as follows:

Eq. (2.3.45):

ulul

hence:
4-F
dt

k+
I

2k

(3.3.3)

Dlull

U=
dti/dt.
where
Using the method of Appendix
and defining

arbitrary

known probqbility,
Appendix

One)

variable

One, Section.
ys = u),

domain of u, 6'and

obtain:
we
,

1,3.2.9
to enable

u (equivalent

(with

yj

E F; Y2

transformation
to xj,

from the

X2. X3 in

68
-*
-

(3.3.4)

U) = P(U'p A, u)/k I

p(F.
and integrating

out u:
00

p (F,

1
fp
(u,
= -C j1 -00

t)

for

Substituting

p (F,

--

3/2

(21T)

with

R
uu

= cr
u

R..

a.

uu

R
= cy
u
uu

(w)

=fS

u
2

[M]-l

(U) ] du

(3.3.6)

_go

R....
uu

00

-f

ful

-R..
uu
0

R.
uu
0

uu

fexp[-

of cross-covariances

R
uu
0

kinematics

of particle

00

k12 Vt-e-tTM]

M=
a)
(u.
Q.
where
[M] is the matrix

pdf.

1.3.3.1:

11T

t)

(3.3.5)

Gaussian

the trivariate

One, Section

from Appendix

Ct, U) du

dw

0 uu
00
1S
(w) dw

co
fW2.

0
co ,

0
00

a6

(w) dw

ijil

W4

uu

(w) dw

S (w) dw
uu

(3.3.7)

and
S (W) is
uu
Det [M] =
is

obtained
2

2 ((1
cl.uuu

the determinant

Expanding

from Eq. (2.3.7).

Cr

4)

[M].

of

the argument

substituting

of the exponential

function

in Eq.

(3.3.6)

and

in Eq. (3.3.2):
IHI/3,

EW(F)

Co
fFf

1
zi 1

(21T)3/2 kI 2VbetTMI

00
exp[-

-co

(F
it
=
where
-kD ulul)/k,
2kD[ulfi)/k,
u=-

2.

(kl,

U2

+ 213 U +

k22

k33

2)

du

69

jtl,

2/(Cr
Cr..
uuIuu

2/(a

y 13=

Cj.
14

P-22

1/CTjt 2

'

Cy

33ua

uuu

2/(CrU2

l
CT..

Cr..

4,).
Cr.

_ Cf.

%2

cr
t

4)

4)

are strictly

and the above variances

and T which define S

of Hip

on the values

conditional

(w).

TITI

Long-term

IType

For the dis, crete

scatter

3.3.2

2.3.6.2,

description

P (F) =EE
P1
i=l

may be obtained,

[P

j=l

and the mean rate

P1

(FIHI/3i,

to the procedure

according

zj

). E{N+(O)IHI/3i,

of force,

of zero-upcrossings

nm+

[E{N (0)IHI/3i,

=ZZ

of

between the

TII
zj

+
E[N (0)11,

IW

is

E{N+(O)ll
(3.3.9)
given. by:
(3.3.10)

zj

the departures

.1

lj]

T)

i=l j=l
Consequently,

the long-

of wave climate

as:

nmW.

E(N (0,

of

diagram

of peak loading

term cdf.
Section

11 cdf.

1
Peak Loading

'type

11 and 'type

21 models

peak wave load cdf. s given by Eqs. (3'. 3.9)

and (2.3.69)
difference
is
firstly
between
There
the
the short-term
two-fold.
are
investigated
by
Tickell,
distributions,
as
and secondly,
of more
peak
for

long-term

the difference

here,

concern

to the short-term

attached
latter

force

rates

for

given

by Eq. (3.3.8)

the rate

applied

herein

for

for

surface

for
the

from changes in the weighting

in the long-term
convolution.

between the estimates

in the procedures,
the
'type

'type

TZ).

between these

that

upcrossings,
It

The

of zero-upcrossing

namely E{N+(O)lHi/3,

Z)

11 model and the approximation,

21 model,

elevation

to here as E{n+(O)IHI/3,
the relationship

conditions

from the departure

arises

applied

resulting

is,

E{N+(O)IH1/3,

from Eq. (2.3.67),

therefore,

two estimates

Tz ))is

important

as well

distribution'from.
21
for
'type
the
upcrossing_. -rate
+
tO)
Hip,
TI
E{N
to
as
referred
Z

equal
refered

to investigate.

as the force
Eq. (2.3.61).

to

70
-,
Method of Computation

3.3.3

Computer program OSF6was developed for the prediction

of short and longterm distributions
of narrow band 'type 11 peak wave loading according
The program follows the same general form and
to the above'procedures.
In view of the findings
notation as program OSF2, referenced earlier.
(HI/3)
P-M
the
the
approach has been used and,
section,
of
previous
therefore,
short-term conditions are considered as a function of Hip
only.
is

Eq. (3.3.8)

in the computer

solved
In line

integration.

deviations

from zero to 8 standard

step numerical
OSF2, a range of force

used for

the procedure

with

by constant

routine

of the most severe

short-term

condition

To ensure stability
with 10 steps per standard deviation.
P
it
in
domains
found
integrations
the
the
u
and
was
numerical
of
limits
former
between
integrate
the
to
of :tSau with steps of
necessary
was considered

from zero to Sap with

O. lau and the latter

22+

4k

CIP

Cf

Duu

cr.

O. lap

step width,

where:

P is mean zero and random variables

since

u, 0 and fi, U are statistically

independent.

In consistency
the splash
immersion

with

as 7.5m.

frequency

However,

the estimate

conditions

the upper

here,

zone have been considered

taken

short-term

3.1 and 3.2 only

Sections

truncation

in the transformation

at this

as demonstrated

beneath

the minimum depth

with

location

of aU2 is

applied

member elevations

of

the most intense

in
to variation

under

sensitive

on S,,,, (w) due to the w6 multiplier

in Fig.

3.3.1.

This

arises

because moments of S (w) greater than the fourth

are diverg ent and at
TITI
,
in the transposition
locations
near the free surface the depth transforms
of particle

to the spectra

Under the most severe

a frequency
greater

truncation

than

for

convergence

from Fig.

3.2-3,

negligible

sea state

with

of 8wo yields

a truncation

the rapid

kinematics

do not
HI/3

= 9.3m,

it

this
is

behaviour.

found that

using

14%
of cr
approximately
u2
At greater
depths of immersion

estimates

at 2.75wo.

of the depth

restrict

transformations,

of the spectral
reduces the effect
in the computed variances.
difference

which may be deduced,

tails

and there

is'

71
3.3.1

Fig.

also

shows that

the spectral

truncation

has a marginal

effect

by a
on the estimate of 0.2 at the 7. Sm. depth of immersion, represented
u
from the above truncation
3% variation
for 111/3 = 9.3m.
Similarly,
points
in aU2 was found to be less than 0.5%.
departure
the corresponding
2P
departures
in
However, these
au
002 have no discernible
on the
effect
truncation
are not.
results
given in the preceding Sections and spectral
therefore,

for

significant

those

the 8. Owo upper truncation

situations,

being used throughout.

basis

There seems to be no rational

divergence

and in this

occurs

Section

on which to truncate
an upper

frequency

S (w) when
nn
at
cut-off

was chosen following

and error
a trial
depth
in
kurtosis
in
for
trend
to
a
consistent
retain
variation
procedure
indicated
This
immersion
to
still-water-level,
up
on Fig. 3.1.2.
of
but
is
be
justification
has
to
theoretical
considered
appropriate
no
value
(w)
but prevents
S
it
the
significant
spectral
mass
of
retains
since
nn
kinematics
'distortion'
of particle
which would result
of the variances
in both tile
from the transformed
spectra due to the probable inadequacies
2.75wa is adopted.

This value

S (w) and the first

nn
frequency range.

models for

theoretical
tions

in tile high

3.3.4

Results

order

wave theory

transforma-

of Computations

peak loading produced from the

shows the cdf. s of short-term
'type 11 and 'type 21 models for the most severe conditions
of wave load
diameter
by
depth
O.
Sm.
a
at
a
of
member
represented
non-linearity,
is 7.936.
From the plots
immersion of7.5m,
where,, the wave load kurtosis
3.3.2

Fig.

it

is

seen that

a high

levels

of load the two distributions

become

departure
in
between
load
the
predictions,
most
extreme
and
parallel
for
in
0.95
0.9
to
the
terms,
probabilities
occurs
region
of
percentage
behaviour
is
identical
by
30%.
This
to
that
the
of
shown
order
andis of
Tickell's

results".

are plotted
on Fig. 3.3.3 for both 0.5m.
depth
immersion.
7.5m.
For
diameter
2.0m.
the small
of
a
at
members
and
between
'type
21
11
'type
departures
the
short-term
cdf. s
the
and
member
in the long-term
descripfor the high intensity
sea states are retained

The long-term

tions.
loading,
indicated

peak distributions

decrease

The departures
there

being

only

and negligible

depth of immersion

small

with

differences

difference

reduces

reduction
for

the departures.

in the non-linearity
for the 2.0m. diameter

a 5.0m. member.

Increase

of
member
in the

72
-

for
The absence of any apparent departures between the two distributions
P
implies
dominated
loading
inertia
F
that
the
and
are statistically
independent which is to be expected since in the limit F is a function
t
U,
ii
6
function
independent.
is
6
of
and
and
a
are
statistically
only,
of
in the shortthe agreement also implies that the variations
have
term mean zero-upcrossing rates, E[N+(O)IH1/3)
and E(n+(O)IIII/3),
I
effect on the cdf. s.
negligible
Furthermore,

Short-term

mean zero-upcrossing

considered

here are plotted

tion

used in the

whilst

the values

values

of HI/3

values

The short-term

spectrum

can be obtained

eleva-

surface

by E{n+(O)II11/3)

by Efn+(O)IHI/3)p_M.

(or H1/3)

intensity

for

The values

are represented

for

FAMITA
given

The differences
from

of the real sea states

in more detail
in Section 3.2.
are seen to decrease

of EIN+(O)IHI/3)

values

range of conditions

from the departure

arise

I
and decrease

This

behaviour

of force

since

depth of immersion.
frequency

3.3.4.

P-M form as discussed

the theoretical

the entire

from the moments of the P-M spectra

obtained

are represented

between these

in sea state

on Fig.

21 procedures

'type

for

rates

from Eq. (1.71),

in both member diameter

can be understood
the estimates

Appendix

increase

with

by considering

of zero-upcrossing

and
the

rate

One, as:

F22

+1

E{N (O)IHI/31

-- TrTV

mo
mn

force
the
the
spectrum
and
second
of
zeroth
moments
m2
are
and
where mo
It is not necessary to develop the
Appendix One).
1.2.2.2,
(Section
as it

force

spectrum,
frequency
significant
shift

a positive
thereby

increasing

(to

is

to appreciate

sufficient

that

range covered by the spectrum

increasing
higher frequencies)

the zero-upcrossing

a shift

affects

rates

not been investigated

linearity
of
assumption
we obtain,

from Section

E[N+(O)IHI/3)

22

for

directly.

force

rate.

based on the

An estimate

of the loading
1.3.4.2,

7r crF

since

Appendix

E{N+(O)IHI/3).

the ratio
M2/mO and
frequency
The relevant

ii,
from
fj
deduced
be
that
the
of
spectra
of
and
u,
range can
from Figs. 3.2.1 and 3.2.3.
turn can be inferred

The zero-upcrossing

in the

'type

which

21 approach

in

have

has been made based on the

for

such a Gaussian

process

One:

(3.3.12)

73
has been evaluated

This expression

and is compared with

condition

the most non-linear

marginal.

between F and

'type

the

has negligible

on the

effect

value
might be expected that the correct
Eq. (2.3.61),
the non-linearity
which retains
it

between the two estimates

3.3-4,

to Fig.

Returning

considered
it

is

zero-upcrossing

rates

of E{N+(O)j111/3)
in the loading,

since

from

2,

lie

would

above.
that

evident
lies

zero-upcrossings

elevation

surface

loading

1, estimates
in Table 3.3.1.
it is seen that the difference
between the estimates
is
It may, therefore,
be inferred
dependence
that statistical

From the table

only

for

the Famita
the

within

estimate

'band'

of

of the force

for almost the entire

range of short-term
zero -upcrossing
conditions
,
demonstrating
the acceptability
of the simplifying
assumption in the
'type

21 approach.

intensity.

conditions

between the

'type

insensitive

to moderate

on the

effect

the

long-term

lowest

long-term

peak load distributions

changes in the short-term

load

model for

are

zero-upcrossing
practical

the minimum amount of computation

requiring

are in the

from the apparent coincidence

21 models for inertia
dominated loading

the most appropriate

and, therefore,

effort,

rates
is

application
namely

IHI/31-

EfTl+(O)

It

that

departures

previously,

11 and 'type

can be concluded

that

significant
which have negligible

As mentioned

distributions.

it

The only

should

be appreciated

that

interpretation

of the peak cdf. s does

with the model adopted for the upcrossing

slightly
rates as may be
deduced from the probabilities
assigned to the 'one exceedence per year'
in
indicated
Fig.
3.3.4.
However,
in load predictions
variation
condition
is unlikely
due to this effect
to be of significance.

vary

3.4

PREDICTION OF EXTREMEWAVE LOADS

first

Design against

excursion

probability

distributions

experienced

during

extreme

positive

the positive

(F)
EP

requires

of the extreme

the period

value

of exposure

peak wave loading

peak loading

the peak loads

failure

the consideration

may be obtained

from Eq. (2.3-70)

to be

of wave loading

of the structure.

under

directly

bf

The cdf.

of

from that

of

the assumption

that

are independent:
[P (F) 1
p

(3.4.1)

74
force

is
N
the number of
where

during

peaks expected

the period

of

exposure.
of exposure, te, we haVe, for a narrow-band

For a period

(3.4.2)

mean rate
where the long-term
(3.3.10).
from
Eq.
obtained
21 processes

For the

'type

surface

elevation

have been used,

is
Tz
-1
where

distributions

probability

to those

of wave loading

of the positive

values

is

real

in the previous

proceeding
are for

here is

in the

it

should

comparison

values

again

purposes

wave climate

in
excess of the period
period
in Chapter
discussed in detail
distributions

loading

of positive

Sections

form of the Famita

application'the

the long-term

and negative

peaks are

number of extrema.

of peak loading

from the distributions

study

of

value

(3.4.4)

the total

the extreme

be

will

= [P (F) 12N
p

(IFI)
EP

Section

Before

the

In many

the absolute

is

investigated

values

herein.

considered
it

analysis

excursion

2N
now represents
where
In this

and thus:

are symmetrical

peak and extreme

and thus, if the positive

required
independent,
(3.4.1)
be
Eq.
becomes:
to
assumed
which

of

rates

(2.3.34).

of negative

of first

applications

the zero-upcrossing
as discussed in Section 3.3,

is

(3.4.3)

distributions

Since the underlying

herein,

Tz- 1

in Eq.

defined

+
E[N (0)),

of force,

of zero-upcrossings

applied

+
Eiii (0) 1=te

N=te

force

11 process:

E{N+(O)li

Nte

identical

'type

derived
of this

from some of the models

Chapter.

be emphasised

that

the results
Wave climate
description

only.

diagrams

scatter
should

under

In this

of peak force

derived

it

used
In any

to cover

investigation,

study

of this

2.3.1.

of Fig.

be extrapolated

of exposure
Four.

are developed

is

previously

as

assumed that
represent

75
-

the complete long-term behaviour in the absence of the arbitrary

truncation at, the 'one-year' level applied in the foregoing graphical
presentations.
of the Wave Loading

Behaviour

3.4.1

3.1 to 3.3 in

of Extremes

the Prediction

distributions

The probability

Models of Sections

of extreme

wave load have been investigated

A summary of
a range of member diameters and depths of immersions.
diameter
5.0m.
Sm.
for
O.
the
and
members at a 7. Sm. depth of
the results
immersion is presented in Tables 3.4.1 and 3.4.2 and the pdf. s for the
in the
Variation
drag dominated condition
on Figs. 3.4.1.
are plotted
for

loading

of extreme

properties

due to change in depth

of immersion

or

behaviour
in
high
load
diameter
the
the
observed
regions
reflect
member
discussed
distributions
the
the
peak
variate
previously
and are,
of
of

omitted here.

therefore,

three

In the tables

of the properties
force

is associated

(a)

probability

distribution.

with

a different

probability

d PEP(F)
dF
expression

Each estimate
of being

of

exceeded in a

(MPPV) representing
the force at the
From Eq. (3.4.1)
the pdf. of extreme

(F)

as the solution

obtained

to:

d {p
(F) 1=
dF P

= 0, yielding

cannot

description

are as follows:

The estimates

dP (F)
EP
N-1
1pp
(F)
N[P
=
dF
p

is
the
mode
and

for

Peak Value

The Most Probable

(F)
PEP

are included

of its

(or
maxima) of the pdf.
mode
force is given by:

This

force

of extreme

of exposure.

period

partigular

levels

be solved

(N-1) [pp (F) 12/pp (F)

since

analytically

the mathematical

form

it
is
found
known
However,
(F)
that
Pp
(F)
explicitly.
not
are
and
pp
of
is,
in
force
surprisingly,
agreement with the
not
the mot probable peak
load prediction

abstracted

level.

probability
is given by'P
Substitution

This

from the cdf.

follows

(F - MPPV) -- 1
PN
into Eq. (3.4.1)

since

of peak loading
for

where N is
yields

F-

at the relevant,

MPPV.the peak probability

the number of waves.

P (F = MPPV) = exp(EP

1) = 0.3679

76
-

from
discrete
is
herein
for
both
the
this
satisfied
cdf.
s
computed
and
0.5 and 5.0m. diameter members at depths of immersion of 7.5,1S. 0 and
be
22.5m. With reference to Eq. (TI. 4), Appendix Two, it may, therefore,
implied

follow

the cdf. s of_extreme values

as demonstrated later.
that

t{F

The expected extreme force,

(b)

E{F

Co
f Fp.

MAX

and, therefore,

p(F)

therefore,
is

member in

taken

The periods

a load

In Table's

3.4.1

asithe

than

the value

lsix

that

'identical

environments,

quoted.

and previously

reported

months

summerland'six

months winter',

in conjunction

of

one

here,

considered

'one-yearl,

a level

'and 3.4.2

probability

exposed to statistically

greater

was applied

exposure

skewness of the

is

may be described

of exposure

each of which
Fig.
diagrams1in

it

exceeded.

which

12, are

(3.4.1)

to Fig.

100 members, all

sustain

Reference

due to the positive

to a

3.4.1.

a, of being

probability,

will

of the pdf,

I
corresponding

I
there is a high
apparent that
iIi
It is,
that the MPPV and E{F
estimates
willbe
exceeded.
MAX
i
desirable
to predict
an extreme value with only a small

probability

a=0.01

as:
(3.4.5)

of the MPPV value

With reference

(c)

MAX

the centroid

demonstrated in Fig.

pdf.

is obtained

dF

represents

in excess

force

the Gumbel distribution

with

the relevant

in

scatter

As a further1consideration
a period of
ased
i
has been investigated
on the 'one-year'

2.3.1.

of 50 years

data

set.
The distributions

of

to

conditions

I (HI/3

to

cause

for

those

identical

the

force-for

of

the

winter

six

< 5.4m. ) never

forces

peak

'extreme

sea

s ate

comparable

data
b ecause

monthperiod

reach

a magnitude

I
'one-year'

set

summer

intensities
with

are

sufficient
in

those

the

winter

distributions.

In Tables

3.4.1

and 3.4.2

'type

11 and 'type

force.

levels

correlation

it

21 narrow

is

band models

in the peak cdf. s.

between MPPV and the

-mentioned
above.
s
as
cdf.

seen that

This

is

between

te'departures

fo low the behaviour

as expectedlin

Ire! turn-period'
I

view

estimates

the

at high
of the

from the I peak

77
Instability

in the extreme

was experienced

force

11 model in the upper

'type

in the computations

covered

deviations

integrations

in Section

employed for

increase

required

deviations

as opposed to only

condition
the basic

of the integration

in the precision

range

and peak cdf. s. The

from the errors
inherent
in the
results
for the removal of P and u, as explained
the errors
could not be suppressed by

Unfortunately

3.3.

from zero to 15 standard

short-term

eight standard
in the computations
inaccuracy
numerical

from the

The force

range considered.

extended

the most intense

for

of force

pdf. s derived

(through

in step

reduction

covered) due to
and expansion of the range of the variables
limitations
thus further
emphasising the impracticality
computer run-time
of. the 'type 11 model.
lengths

forms in Sections 3.2 are also

to the spectral
The comments relating
in the extreme value statistics
as demonstrated here by
reflected
(DNV)
in
3.4.1
for
P-M
tables
the
approach.
and 3.4.2.
results
method of Section

The linearised

3.1 underestimates

extreme

values

with

I
by
MPPV
E{F
levels
the
the
to
procedure
at
and
non-linear
respect
MAX
in
Section 3.1.4.
in
the
quoted
with
values
close
agreement
amounts
These values were measured from the peak cdf. s and correspond to
approximately
However, it is
density

48% for

seen in Fig.

functions

the conditions
is

that

3.4.1

that

the

'one-year'

the linearised

wave climate.

method gives

method for
which are much narrower than the non-linear
The change in shape of the pdf.
where drag is important.

in the consideration

important

at the MPPV level

force

estimates
at the a=0.01
is 58%, a further
21% on
the under-estimation

3.4.1

From Table

level.

the 0.5m. member under

of

due to the extended

in the non-linear

tail

distributions.

3.4.2

Long-term

year'
effect

Force Distributions

between extreme

The agreement
data

Extreme

sets

implies

in the prediction

that

load estimates
lower

intensity

of extreme

From the Short-term

from the winter
sea states

(3.3.1)

into

narrow

(3.4.1):

band condition,

and 'one-

have negligible

values.

short-term
conditions
The significance
of particular
be assessed by expansion of Eq. (3.4.1)
as follows:
For the general

Extremes

substituting

on the extremes

from Eqs.

(3.3.9)

may

and

nm
p

78
E{N+(')IHI/3i,

Tzjl

E{N+(0)IHI/3i,

81
E{N+(0)1"1/3iTzj_I

IIN
w..

E{N+(0)}

71

(F)
EP

})

zj

N
1nmW.

E[N+(F) 1111/3i,T

1.0 -EE
E[N+(O)l i=l
In the study

high

of extremes

where the mean upcrossing

for the highest intensity

is much less
and is, therefore,

than the

in the pdf.

than the denominator

of extremes

long-term

mean

even smaller for the

follows
that the summation

it

Consequently,

(3.4.6)

are of primary importance,

+
level F, E{N (F)1111/3, Tz1.

sea state

be much less

will

range of forces

of threshold

rate

conditions.

in Eq. (3.4.6)

of force

levels

+
EIN (0)1,

rate,

zero-upcrossing
lower intensity

j=l

I _a
zj
w

for

the significant

and hence Eq. (3.4.6)

is

of the

form:

[1.0

(F)
EP

(3.4.7)

X]
by:

which may be approximated

[1.0

- X]

N-

[expf-

xl]

N.

expf-

(3.4.8)

Nxl

Using Eq. (3.4.2):

1-

p (F) = exp
EP

tei:
i=l

W.

[E{N+(F)IH1/3i,

zj

j=I

the product of all

represents

(3.4.9)

i, jw
[exp - t E{N+(F)IHI/3i,
H
e

all
all ij
I
JI[
where

nm

PW*
i*

TIw
zj

short-term

(3.4.10)

values of the

argument.
Rearranging

this

equation
all

(F) =
EP

where N(HI/3j,

using

Tt
zi

ij
11

N(lil/3i,

E{N+(F)IHI/3i
1.0 --

Eq. (3.4.8):

(3.4.11)
E{N+(O)IHI/3i,

E{N+(O)IHI/3i,

total

T}
zj

T
w'j

I-I
zj

zj

) during

(3.4.12)

number of peaks occurring

by (HI/3i,

Tzj)

period

in

sea state

oUexposure.

given

79
Hence:

, all

(F)
.p EP

ij
11

(FIHI/si.
EP

Z]

(3.4.13)

and
p

(FIHI/si,
EP

= [p (FIlli/3j,
p

zj)

distribution

The probability

zj)

as the product of the short-term

Furthermore,
as only high levels of force

with

Tzj)

value

of force

of the extreme

deviation

force

of

for

(3.4.14)

may thus

be

distributions.

extreme

expressed

the standard

N(Hj/sj,
I

are of interest
the highest

(large

intensity

compared
sea state)

be unity
for many of the lower intensity
Tz) will
of PEP(FIHI/3,
be
for
these
the
all
conditions
short-term
will
peaks
since
states
sea
For example, suppose in
lower than the thresholds
of force considered.

the value

the investigation
denoted by (Hi/3j,

pp (F

EMIN'

Fli/3j.

EP

(F)

zj

2.3.5

EP

21 process

'type

For the

11

for

and similarly

sea state

a particular

sea states

lesser

of

becomes:

(FIHI/3i,

extreme

(3.4.1S)

zj)

here and considering

considered

the short-term

approach,

for

)=1.0

hence Eq. (3.4.13)

intensity,

then
EMIN

Tzj):

from Fig.

as observed

F>F

of extremes,

distribution,

Eq.

the P-M (HI/3)

(3.4.14),

simplifies

to:
p

where

1-0

(FIHI/3i)

EP

N(HI/3i)

3.3.4.
Fig.
from
and
for the Famita data

PH

period

of exposure.

13
W

(3.4.17)

rate

associated

HI/3i

with

is:

=E

for

according

W**

j=l

the

m
Ew

W..
(y)/

j=l

Table

IE

the mean zero-upcrossing

E[Tl+(O)IHI/3i)

3.4.3

(3.4.16)

-(OIHI/3i)

Efn+(O)IHI/3i

Values. of N(HI/3)

P,H (F 111/3i)

N(HI/3i)

ij

i=l

zj

Famita, data

'one-year'

to Eqs.

(3.4-17)

The resulting

(3.4.18)
are derived

and (3.4.18)

short-term

witha,

in
one-year

pdf, s of extreme

peak force

- 80 member from Eq. (3.4.16)

on a 0.5m. diameter
for

in the range 4.5 to 9.3m.

HI/3

long-term
'one-year'

force

is

force

level

for

probability

.
of the short-term
on Fig.

for

cumulative

represents

force

the significant

the cumulative

considered,

3.4.2

and 3.4.3

it

distribution

long-term

of effectively

is

probability

level

of Figs.

range of the

probabilities

up to that
in
conditions

the short-term

From inspection

of

the pdf.

at each force

values

3.4.3.

at any level

beneath

distributions

For long-term

also plotted
is seen that

for

unity

sea states

= 4.5m. and below.

of Hi/a

on Gumbel paper

is plotted

3.4.3

implies

forces

the extreme

that

for

extreme

cdf. s since

addition
required

for

properties
which is not

fully

always

for

to estimate

derivation

intensity

does

this
of the

values

in

from the peak cdf. ) is

'

3.4.2

extreme

conditions

However,

of extreme

to be made from Figs.

the highest

of only

Two).

of the Gumbel distribution.

inadequate

is

of the cdf. s

and short-term

by the MPPV obtained

specification

observation

it

that

long

of the variance

an estimate

to the mode (given

An important

both

in the procedure

a simplification

not permit

and the straightness

(see Appendix

the Gumbel distribution

follow

3.5

based on the

period

distributions

these

and the cdf. s are plotted

the product

fact

a one-year

by the area contained

represented

-3.4.3

Fig.

for

wave climate.

The cumulative

Fig.

Also

peak force

of extreme

pdf.

in Fig. 3.4.2
are plotted
included
in the figuie, is the

the

from the

values

short-term

is

and 3.4.3

condition,

a concept

appreciated.

COMPUTATIONALCONSIDERATIONS: USE OF QUADRATURE

METHODSFOR RUNTIME MINIMISATION AND A TECHNIQUEOF HAND CALCULATION
Approximate

3.5.1

Sections

In the preceding
retention
considerable
integration

narrow

integration

of this

increase
required

in computation
for

(Eq.

solution
(2.3.47)),

method numerical

required
instability

effort

Methods

has been shown that

wave load equation
due to the numerical

of the probability
Furthermore,

if

is

considered

a further

(Eqs.

(3.3.1)

and (3.3.8)).

band peak load

is

it

Chapter

of the Morison

of the non-linearity

term wave loading

for

Using Quadrature

Integration

in the solutions

densities
the
level

'type

implies

of short11 model

of numerical

For this

are experienced

latter
in the

$1
-

of extreme values due to errors inherent in the constant step

of the discretisation
procedures employed, the sensitivity

prediction
integration

being limited

by computer run-time

As an attempt

to reduce

linear

limitations.

for the nonrun-time

requirements
methods and to improve the accuracy of computation

probabilistic

the computer

11 peak cdf. s, the viability

techniques
of using quadrature
(2.3.47)
integration
(3.3.8)
investigated.
Eqs.
of
and
was
approximate
of
formulae are of the 'Gaussian-liermitel
The relevant
quadrature
and
for

the

'type

'Gaussian-Laguerrel,

type S69.

Quadrature

For Gaussian-liermite
00
2n
f ef (x)

dx =ZAkf

the integral

is

the function

point

f(x)

is

approximated

of degree n.

for

Co
fx
0

Chebyshev-Laguerre

3.5.1.1

Eq.

polynomials

yields

of degree

where (x k' Ak) are

of the Chebyshev-liermite

an exact

PH (F)

where x=

can be expressed
1
=EAkf
fir

ulr2a

whenever

4(2n - 1).

(X

point

(3.5.2)

x
and coefficient,

respectively,

of

of degree n.

for
Application
solution
of Pierson-Holmes
of wave load, Eq. (2.3.47)

(2.3.47)

solution

Quadrature

dx =ZBZf
w-1

B. ) are the function

where (x,,

The quadrature

Gaussian-Laguerre

e-

(3.5.1)

respectively

as a polynomial

f (x)

(n)

by a summation of terms

and coefficient

expressible

Similarly

(X

k=l

_Co

polynomial

(n)

in the

(X
ci. k=l

probability

form of Eq. (3.5.1),

densities

yielding:
(3.5.3)

k)

1u

and

(x) - exp f-

(F
2k
2k Iu2 (r. 2D

%2

xllxl)21

(3.5.4)

For the computations performed herein, using the constant step procedure
developed by Pierson and Holmes and'summarised in Reference 2, a total of

82
-'
-

were considered in the numerical integration

and hence if
(3.5.3)
in
less
Eq.
than this are satisfactory
the quadrature
n
of
values
(run-times).
in
costs
computer
should produce savings
201 points

The values
n=

(x

of

for

Ak) are tabulated

k'
20 and some examples are given
of this

purposes
using

the, following

in Table

3. S. 1.

were computed for

values

study

of degree up to

polynomials

for

However,

the

up to n=

polynomials

42

relationships.

Chebyshev-Hermite

of degree n, "n(x)l

polynomials

are derived

by

from:

induction

Ho(x) =1
and
2xH

n-1

The function

points

coefficients

are given

{H
-d dx
n1_

(x)

xk

(n)

(3.5.5)

to the roots

correspond

of Hn (x)

and the

=0

by:

n+l

(n)

nIrTr
_2
(n)
M2
[- {H (x
dx
nk

(3.5.6)

from inclusion
The cdf. s of peak loading resulting
of the quadrature,
dragin
for
Fig.
3.
S.
OSF7,..
1
the
shown
are
most
program
using
computed
investigated.
The oscillations
dependent short-term
present
conditions
in the plots

illustrate

the numerical

integration.

Although

approximate
n it is evident

that

f(x)

cannot
to n=

of degree 83 corresponding
load kurtosis,
are reduced
immersion
H1/3,

conditions

effects

negligible,
in which

the
it
case

loading

42.

This
significance

of the exponent

may be exactly

wholly
fitted

The above comments may be illustrated

FjaF
where j is, for convenience,
From Eq. (3.1.6):

behaviour

in the
increase

decays with

in

by a polynomial

approximated

As drag effects,
and hence wave
in member diameter and depth of
intensity

is not

surprising

inertial,

these

since

to the second term in

In the

limit

and f(x)

by a polynomial
by considering
taken

in

decrease

through

attached

in Eq. (3.5.4).

being

inherent

be, accurately

by increase

diminish.

lead to, reduced

the argument

this

in sea state

or by reduction

these

instability

this

term is

becomes invariant
of degree

various

as an integer

force

constant.

1.

levels

83
Du
k

cr,,z

(3.5.7)

=8

in Eq. (3. S. 4):

and substituting

['l
f (x)

= expl-

For inertial,
is

yl
2

distributed,

for

therefore,

linearised

f(x)

significant
is

behaviour

over only

for

amplified

are distributed,

in excess of ten centred

therefore,

reasonable

3.5.2

values

3.5.2

of

reasonably
for

at x=0

of degree up to 83.

nomials

from Eq. (3. S. 1) may be

a narrow

to suppose that

in Fig.

f(x)

functions

larger

for

0=5.0

in the.

uniformly,

quadrature
for

However,

peaky functions

force

over

with

levels,

a range. of x

18.

n>

low levels

it

levels

at various

This
region of the x axis.
(n)
a.
for
Function points xk

is unlikely

that

is,

It

of force

the

I
app roximated

be accurately

might

is,

The quadrature

considered.

on Fig.

are plotted

values

the quadratures

and f(x)

0=3.0

and are seen to become more peaky at the high

(j)

of force

(3. S. 8)

by the procedure applied

method discussed in Section 3.1.

probabilistic

The functions

XJX

as represented

analytically,

performed

(j)

1) 211

the kurtosis

the integration

since

unnecessary

loading

of force

each level

[ 8

-2

/X-3
-
v/ 8-1

Gaussian

constant

taking

(j

:S] 1/4

by poly-

this

will

be

from the centre of the quadrathe high levels of force.

Thus errors
ture range representing
resulting
from the fitted
to increase
are likely
polynomials
as the force is
true

of the narrow

increased

yielding

the divergent

remote

From the above comments it

follows

in

distributions,

significant

long-term

for
the
s
cdf.
and
sufficiently
leads

to computer

about 70%.
oscillations
drag diminish
costs,

the most precise

accurate

for

run-time

in

oscillations
that

quadrature

over

in the cdf. s to acceptable

over that

quoted

above,

permit
for

are less

as demonstrated

larger

levels

in Fig.

3.5.3,

(n = 42) may well be

Use of this approximation

the constant

The degree n of the approximation

and may, therefore,

3. S. 1.

the instabilities

most applications.
savings

Fig.

step procedure

necessary
reduces

additional
diameter

to contain
as the effects

savings
members.

of
the
of

in computer

84
!-,
for

Application

3.5.1.2

Eqs.

wave loading,

'type

of the

solution
(3.3.1)

11 distribution

of peak

and (3.3.8

for solution of Eq. (3.3.8),

and hence
section, the formulation
Eq. (3.3.1) using quadrature is summarised. No attempt has been made here
in view of. the preference for
to employ this approximate integration
In this

'type 21 peak loading models, as expressed in Section

3.2.

into
in terms
be
a form expressible
rearranged
may
Gaussian-Hermite
quadrature,
and Gaussian-Laguerre
as:

Eq. (5.3.8)

mn

TZ11 2'

E{N+(F)IHI/3,

3/2 Y-3 3

(2Tr)

where x

(m)
(n)
(iq) (n)
f(xi
Aj.
Yg
t
(3.5.9)

EB
k-1
Z=1
Det [M]

of both

V2u
P-3 32

-2

"kEI
!
2-A]

f(x, y) = exp[-

2k

F2

2kl

A=

9,22

1/2

3xy2

33

2k

(F

ij

2kD2F2

D xlxll
kil

89-3 3[

DF2

x3kD
VPP3-3 1311

1XI +

k1211k

XII

Fix

4k

x2

[k12

89-33

1/2

2k

D2y
k2k2k,

2k

lyl/2

kll
tll
IfZ33
33

4k

D2

3/2
X3)

D4x6

kJ4

-F371

IXI
D34Fx3
X

In the constant
step
a=0.
quadrature

101 steps were used in integration

over the
and u domains.
integration
if sufficient
accuracy can be obtained with values of n
Consequently,

for
and

the Gaussian-Laguerre

and m such that:

nxm
then

savings

in computer

run-times

should

result.

85
by Hand Computation

Wave Load Prediction

3.5.2

of this

The object

is to illustrate

Section

and its

of the wave loading

distributions

how the

long-term

peak ('type

21) and extreme

developed
be
without
recourse to the complex computer
can
values
for
herein.
developed
The procedure,
the solution
routines,
reported
Reference 17, is based on the standardised
cdf. s of Pierson-Holmes
distributed
essential
although

in Figs.

random variables
computing facility

the derivation

for

each short-term

and 2.3.5.

a standard

and integration
condition

The only
hand calculator

scientific

desk top calculator

a programmable

for

is

2.3.4

in

be required
kinematics
of particle

would normally

of the spectra

The method is

consideTed.

by

described

follows.
as
an
example
of
means
Problem
To derive

the

'one-year'

wave climate

the surface

for

given

of basic

a one-year
in Fig.

in a 150m. depth

load,

period

peak load
in the

positive

of exposure

2.3.1,

member, 0.5m.

cylindrical

of a vertical
beneath

load,

extreme

and positive

distributions

long-term

on a unit length component

in diameter,
submerged 7.5m.

of water.

Assume
the wave force
with

CM=2.0;

the sea surface

Eqs. (2.3.23)

to be given

by Morison's

Equation,

CD = 1.0 and p= 103Kg/m3; and

spectrum is of the Pierson/Moskowitz
and (2.3.24)

defined

by 111/3 only

Eq. (2.3.4S),
form given

by

(P-M (H, /3)

approach).
Applying

and (ii)

(i)

in the manner described

in Section

2.3.6

for

each

the second and fourth moments of wave load

0
in
figures
2.3.4 and
the
aF
of
and
necessary
values
use
of
yield
which
in Table 3.4.3.
These values are included
2.3.5.
short-term

condition

The long-term

produces

distributions

of basic

and peak force

can be built

up

force
and carrying
of
values
out the summations
a range of
considering
by hand.
The wave climate weightings
for
in Eqs. (3.1.7)
and (3.1.8)
in
Table
3.4.3
in
these
given
and the short-term
are
equations
use
(FIHI/3)
Pp
(FIHI/3)
P
and
probabilities,,
H
2.3.5 for each force level considered.

are taken
In practice

from Figs.

2.3.4

and

the hand calculation

86
is

if

less

prone to error accumulation

indirectly
as, from Eq. (3.1.7):

n,

[[I

P(F) =E
j=l

mw
Ew
j-1

(Filli/si)).
PH
-

for, P (F) from Eq. (3.1.8).

p

and likewise
The probabilities
in Table 3.5.2

are computed,

of non-exceedence

and are shown to be in close

by computer.

obtained

and Pp (F) are evaluated

P(F)

The probability

This

is

further

of non-exceedence
2.3.5,

at three

agreement

illustrated

of three

levels

with

on Fig.

force

levels,

the values
3.1.3.
force

of extreme

are

Eq. (3.4.16)

from Table
and values of N(HI/3)
The computations
3.4.3.
are performed in Table 3.5.3 and again the
are in close agreement with those from the computer solution.
estimates
derived

using

Fig.

The precision of the hand computation procedure decreases for low levels
in
increase
force
the number of short-term
the
of
result
as
a
of
conditions

making significant

of which represents
2.3.4 and 2.3.5.
It

is anticipated

procedures

a possible

that

contributions
error

the primary

in
be
the prediction
would

to the probabilities,

in reading

application'of
of extreme

off

values

these
values

each

from Figs.

hand computation
for

use in first

A
the application
reservation
possible
regarding
analysis.
excursion
fatigue
is that it is the low
for
analysis
subsequent
to peak values
damage. In this range
levels of force which cause most fatigue
is
high
as most short-term
conditions
contribute
effort
computational
with

the possibility

of error

accumulation.

87
-

Ln
0
V-4

"4

W4

-4
00

P-4

CA
r4
P-4

Li
0

Z
0

Ln

z
0

ith

\0
00
m

qzr

Ln

Ln

Ln
r-A

C4

P.
t, )

0
P.

C4
0
P.

Lrb

44

t-

z
0
C4
u

00
(7b

r4

CN

88
6

TABLE
LEVELS OF EXTREME PEAK FORCE PER UNIT
CYLINDRICAL MEMBER;FAMITA
DEPTU OF

Period of
Exposure

One year
or
Si x Mont h s
Winter

Six Months
Summer

50 Year s
.

WAVE

LENGTH OF A

VERTICAL

CLIMATE, MEMBER DIAMETER 0.5m,

IMMERSION 7.5m, C,, t 2.01 CD v' l'o

Most
probable
peak
force
kN/m.

Expected
p eak
force
kN/m.

Peak Force
with 1%
of
probability
exceedance,
U/m.

Type 1
P-M (111/3)

4.05

4.1S

S. 80

Type 2
P-M (HI/3)

3.22

3AS

S. 02

Type 2: linearised
(HI/3)
P-M

1.70

1 74
.

2.09

Type 2,
P-M (DNV)

3.28

3.49

5.03

Type 1
P-M (HI/3)

1.50

1.60

2.20

Type 2
P-M (H1/3)

1.35

1.43

2.02

Type 2: linearised
P-M (HI/3)

0.87

0.90

1.07

Type 2
P-M (DNV)

1.33

1.42

2.01

Type 2
(HI/3)
P-M

4.71

4.95

6.57

Type 2: linearised
P-M (HI/3)

2.03

2.07

2.38

Type 2
P-M (DNV)

4.7S

4.95

6.57

Type of
probability
distribution

89
-

TABLE3.4.2
LEVELS OF EXTREME PEAK FORCE PER UNIT

LENGTH OF A

VERTICAL

CYLINDRICAL MEMBER;FAMZTA WAVE CLIMATEt MEMBER DIAMETER 5.0m,

DEPTH OF

Period of
Exposure

one Year
or
Six Months
Winter

IMMERSION 7.5m, CM = 2. Op D = 1.0,

Most
probable
peak
force
kN/m.

Expected
peak
force
kN/m.

Peak force
with 1%
of
probability
exceedance,
kN/m.

Type 1
P-M (HI/3)

94.9

98.1

115.7

Type 2
(HI/3)
P-M

94.9

97.6

11S. S

Type 2: linearised
(HI/3)
P-M

94.7

97.0

114.1

106.9

109.1

130.0

Type 1
(HI/3)
P-M

69.9

72.1

84.9

Type 2.
(H1/3)
P-M

69.9

71.9

84.6

Type 2: linearised
(HI/3)
P-M

69.8

71.8

84.6

Type 2
P-M (DNV)

70.9

73.1

87.2

Type 2
(HI/3)
P-M

112.5

114.7

131.2

Type 2 linearised
P-M (Hi/3)

112.3

113.5

128.9

Type 2
P-M (DNV)

127.3

129.3

147.8

Type of
probability
distribution

Type 2
P-M (DNV)

Six Months
Summer

So

Years

90
-

Ln

t ca
C
C

00%.

01

t-I

C4 tn

80
tn(14
01CA
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%D
P-4
Ln
%D
00m%0

Ln

r-4 M

cn

wt

NO

t4l

Ln

44
t4t t4 t t4

"4

L4

L4

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%0

tr

%o "4

"4

111r r

8
)-4
E-

0-%

tn
0

m
lt

kn

Rb

w
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cz

00
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14,00
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eq
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C4 00
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Ln c, 8P -4 MT
r4 Ln

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e4 eq V) tn m Irt "T
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C; (S (S C; (S C; cs (S 6 C;

0000C; C; C; C;

t-I

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to.

4)
cm m

c"

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cn

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xxxxxx
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................

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(n

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r"

M C14 V-4 o CA CA 00 00
M 00 r*- co -4 -. 4 mm
t1r) r- 00 r-4 00 r-4 r'l "

r"

mt "4
r4 r-4 Q
C71 Ln Q

(n Ln Ln c)r-

Ch D t4
co r,

Rt

Mm
Ln
"T
IRT
r4 e4 r-4 00
(71 "4
rl
14
r-4 "I V-4 r-4 "4 -4 4 r-I V-4 r-I 0 P-4 -4
C; C; C; C;
C; C; C; C; C; C; C;

V)

CZ

(S

CS

Ln 4
_;

C4

t') al Ln r-4t, m

CA

C4

t4

ti;

Ln 4 r, m
9

0;

C)
eml%

%-.o b4

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LL.

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4)
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91
TABLE
GAUSSIAN-HERMITE QUADRATURE FUNCTION POINTS AND COEFFICIENTS

xk

(n)

Ak

(n)

n1
0.00000

00000

00000

1.77245

38509

055

0.88622

692S4

S28

1.18163
0.29S40

S9006
897S1

037
S09

0.80491
(-1)0.81312

40900
83544

OSS
72S

0.94S30
0.39361
(-1)0.199S3

87204
93231
2420S

829
522
90S

0.61086
0.24013
(-1)0.33874
(-2)0.13436
(-S)0.76404

26337
86110
3944S
4S746
328SS

353
823
S48
781
233

O. S6410
0.41202
0.15848
(-1)0.30780
(-2)0.27780
(-3)0.10000
(-S)O. los9l
(-8)O. lS224

03087
86874
891S7
03387
68842
44412
lSS47
7S804

264
989
9S9
2SS
913
32S
711
2S4

n2
0.70710

67811

86548
n3

0.00000
1.22474

00000
48713

00000
91S89
n4

O. S2464
1.6SO68

76232
01238

7S290
8578S
n5

0.00000
0.95857
2.02018

00000
24646
28704

00000
13819
56086
n

0.34290
1.03661
1.7S668
2. S3273
3.4361S

13272
08297
36492
16742
91188

23705
89514
99882
32790
37738
n

0.00000
O. S6506
1.13611
1.71999
2.32S73
2.96716
3.6699S
4.49999

00000
95832
SS852
25751
24861
69279
03734
07073

(n)

(n)

The Ak
give only

10

0000
SSS8
1092
8649
7386
OS60
044S
0939

are symmetric
and xk
the values corresponding

IS

with respect to x=0

(n).
04
to
xk

and the tables

is the power of
before a value of a coefficient
A number in parenthesis
for example,
value must be multiplied;
10 by which the tabulated
is 0.08131
that the coefficient
(-1)0.8131
means
...
...

92 -

I-

TABLE2
LONG-TERM PROBABILITIES

OF NON-EXCEEDENCEOF VARIOUS LEVELS

OF FORCE* FOR B071i BASIC

AND PEAK VARIATE

Force = O. SkN.
HI/3

0.3
0.9
1. S
2.1
2.7
3.3

(a)
F
CrF

(b)

(c)

(d)

{1-(b))

P (FlHl/s)
ti

x(3) t

8.052

S. 6S6
4.433
3.65S'

1.0
9999999

.
0.999977

1.67xlO-e
2.93x

2.39xlO-

0.9971

2.22x

10-4

4.18xlO-

0.988

7. lSxlO-

0.972

8.2 SX10-4

4.5

2.678

0.9933

2.44 X10-4

S. 1

2.342

0.986

3.35xlO-

S. 7

2.069

0.978

2.63x

10-4

0.968

2.00xlO-

4
4

6.9

1.6S3

0.9S4

2.63xlO-

7.5

1.493

0.944

2.33x

10-4

8.1

1.355

0.932

7.07xlO-

8.7

1.237

0.922

1.62x

=2.08xlO-

10-4

9.36xlO-

0.910

J-P(F)=

COMP**

0.9998

0.9995
0.997S

1.13S

9.8SxlO-

0.9999994

10-6

3.102

1.842

=1.0

3.9'

9.3

x( 4 ) *

15.528

1.72 X10-4

6.3

(FIHI/3)

(e)
{1.0x(d))

0.9s

9.68xlO-

0.92

7. S4x 10-4

0.888

4.86x

0.86

5.2 9XIO-4

0.84

4.3SxlO-4

0.82S

1.42x

10-4

0.80

2.76x

10-4

0.77

1.17x

10-4

l-P

(F)= =5.493xlOp

P(F) = 99.79

P (F) = 99.45
p

P(F) = 99.80

Pp(F)

Column (3), Table 3.4.3

Column (4), Table 3.4.3
Values from Computer Routines

= 99.46

10-4

-93
0

TABLE
LONG-TERM PROBABILITIES

OF NON-EXCEEDENCEOF VARIOUS LEVELS

OF FORCE FOR B071i BASIC

AND PEAK VARIATE

Force = 1.5kN.
(d)
P (FIHI/3)

(e)
{1. Ox(d)1
x(4) *

!21.0

HI/3
F
CYF

0.3
0. >9

1.5
2.1

16.968

2.7

13.298

3.3

10.965

3.9

9.305

0.99999983

1.01

4.5

8.034

0.9999952

1.415X10-7

7.026

0.999955

8.708x

5.7

6.206

0.9998

1.886x1 0-6

6.3

5.527

0.9993s

2.82

6.9

4.959

0.9986

5.292x10-6

7.5

4.478

0.9977

6.256x

8.1

4.065

0.995

4.05

8.7

3.711

0.9921

1. o9 x10-5

9.3

3.404

0.989

5.61

1-p

COMP**

(F)

E=3.784x10-5

F (F)
- P

0.999962

Pp(F)

= 0.999961

Column (4), Table 3.4.3

Values from Computer Routines

x10-8

10-7

1X10-6

1()-6

Xl()-6

X, 0-6

94
-

TABLE3.5.2C
LONG-TERM PROBABILITIES

OF NON-EXCEEDENCEOF VARIOUS LEVELS

OF FORCE FOR BOTV BASIC

AND PEAK VARIATE

Force = 3. OkN.
HI/3

(a)
F
aF

(c)
(1 (b))

(b)
Jill
F
PH(
/ 3)

x(3)t

(d)

(e)
'x(4)*
{1.0-(d))

P
PI

0.3
0.9
1.5
2.1
2.7
3.3
3.9
4.5

16.069

5.1

14.052

5.7

12.412

6.3

11.053

6.9

9.917

7.5

8.95S

8.1

8.130

8.7

7.422

9.3

6.809

.
0

=1.0
.
.
.
.
.
.

99999987

8.0

X10-11

9999982

1.03

X10-8

999992

3.33

X10-8

999978

2.29

X10-8

99994

1.25

X10-7

99987

1.352x

1-P(F)=E=3.273

COMP**

=1.0.

X10-7

P(F)

= 0.99999967

P(F)

= 0.99999967

10-7

.
.
.
.
.
.

9999999973

1.0 X10-11

99999994

6.0 x10-10

9999993

3.0 xlO-9

999996

i. sixio-8

999984

4.3SxlO-e

99995
99987

4. OSX10-8
7
1.79xlO-

9974

1.33x

l-P
p

(F)=E=4. lSxlO

2p(F)
Pp(F)

Column (3), Table 3.4.3

Column (4), Table 3.4.3
Values from Computer Routines

-7

= 0.999999S9
= 0.99999960

10-7

95
-

P.4 in

(4

en Co M
cyb 00 "0

-4

m Ch cyb 0% (71
g ! g ! Il 12! c !

.
r4
(D

cl

P-f

=
0--%
u%-d

0% 0% M

%D Ln
m al
ch cl

Cw

',,,
1;

L
0

934

ei

-1
0

00
Ch in

0-%

CY)

r-%

Co

Ob 00 et
al 00
m 0% Ch cyb m
Ch

d
11

11
0--%
U.

0-%

%..d

%-0

93.
m
Ow

93.
LU
Ci.

%D

r4

l4

c Cho
00

8x

a-

CNI P-4 V-4 P.-4 U-4 P. 4 --i

4

0-N
t"
lI

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ch

l
Li
%912!
Il
0 oo %0 -e in r4

%..o

00

ch
%D
in
"0
r4 r- 00 "
94 %D
al -4 0m
Co 8

,---% =:

Mt

%D

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c M 0%COin

in

Ln

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c11

u
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en

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CY%Ci r P-i

Cn al al Ch al m 00 %o
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ch ab cn m

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%-. 0
0.

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mm
00 f4 0

P.

in

rA

Ch M

C4

te %D in

ab %t Ln en qt Ln Co
Ln
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c71
0mmm
......
';
21

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P-4
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rq et Co

%i
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lli

3
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nt

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in

Ln CD en in

r4 00 r- 00 r- Ln
r- (n r-. -4 e40

mm
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Ch Ch 0% r_

e0r.

c;

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ab al
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r, CY%
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01 C%
m al mmm
cm crt

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%D%0r- A %00%Ln C) 00
ce

P-40

A in in -e.ir, enr4 en Ln c l l
01 Cor %D%0i n

1L4

m
......

C) -' "N

en

Ln,
..........

Iml

F3
0
$4
44

Cd
P-f r- cyl "

\o

41
:s
P4
14
0
u

m o m 0% m 0% 0% Ch
c c c c c ! c a l C !

W-4
ei

0--%

P-1 r-

ch

Ln

-4

r-

en

e in Ln %0.D r- oo Co ch

FIG. 3.1-1.

RATIO OF VARIANCE
OF LINEARISED GAUSSIAN
WAVE LOAD TO
OE PlERSQN/jjQQdM
--VAR16MC&
LOADING. (0?f / M2) FOR DIFFERENT
MEMBER &
(DEFINED
SEA STATE CONDITIONS
BY HI/3), '

If
Cr2

DIAMETERI
ELEVATION

P2

50/142-5
0-992-01127-5
2-01135-0
2-01142-5
0-971.01112-5
i-o/ i2o-O

0.96

0/127-5

0-95

01135-0
0-94
0/142-5
0-93

0-92

1-51112-5

091

-5112(>O

-511275

0.90
-T

0-89

%Plvr-r, 4 OT

r-WUAI

IUN

- 42., GIVEN BY EQUATION

0-5/135-0
2 . 3-49. )
OZ/142-5
(m units)

0.9

2.1

3-3
6-o
5-7
4-5
0.1
SIGNIFICANT WAVEHEIGHT H1/3 (M)

N'l

1,

lip
; 04

FIG

3.1-2,

KURTOSIS OF PIERSONIHOLMES
LOADING
FOR DIFFERENT MEMBER AND SEA STATE
CONDITIONS (DEFINED BY HI/3)
DIAMETER/
ELEVATION
0-51150-0

4.5
8.0

7-5

7-0

0-51,142-5
ONDI TIONS
,
S0
MOSKOWITZ

SPECTRUM
PIER
WITH FREQUENCY RANGE.
(0-4Wo- 2-75Wo)
(O'4Uh)-

d
6-5 -1

6-0 a

0 -5115CH)

B-OUk))

150 m
3
10 kgIM3

0.51127.5

Cm z 2-0 Cd z 1-0
KURTOSIS GIVEN BY
EQUATION (2.3.53)

0-5/120.0

V)
55 -

0-5/112-5
1-01150-0

(NOTE: LINEARISED
lit
5-0 - GAUSSIAN LOADING
TAKES THE VALUE
0z 3-0 FOR ALI,
4-5 -CONDITIONS. )

W1142-5
1-0115CX)
1-01135-0

4-0

M127-5

. 110

1.011200
101112-5
2-01142-5
1:81il'3291

3-5

3-0
0-3

2-7
3-9
5-1
6.3
1.5
7.5
SIGNIFICANT WAVEHEIGHY Hj/3 (! I%)

8-7

5-01142-5

(9
z
25

0)

4
0

to

Lb

th

Cv

Lo

N60

to
w
0tL
0

LL
co

U)
Z
0

LL
wo

3:

%.o

0- ,

La

Lf-

25

w
Lli

w
U

>

X
w

p
u

LL
0

CL
Ul
w

Ix

<
LL

w
U

cl
z

2 =) X(n

%..0

_j

<

(r

2
0
Ll

<

LL
CL

(L

-: to
m
E0
W
!UJ 0Z ,
V) LL E E
0W LO (n u
u
6
0
v)
z
if 0
if
0 1- 0 N CW&
V) U
cr w
E
CL
V)
LL CL
it

Ln
z
0

E
z
0
u

CL

I--

<

Z
-< n
(L
0 0

LLJ
>

!IW?

Q)
LL

(LU/N)I)'. d HIONYI

IINn

-=

to

H3d 308 Ozi

99

E
Z
Je

%_o

LL
0

rs

w
CL
u0
Z
0
F3
to

w
cr_

uw

L,J

E 0o
0 LD
LE
ZO
Z,

uua:

wl

ui

Z
0

ILL

000
Lb

(LWN) HIONYI

IINn

83 d 3080=1

104

CP

'4

10J.

0
z
0

to
LL

A
w
u

0000

M'o
LL
co
0
ir
IL

UU

Co

w
z

Co
2
CL

xz

z
0

w
k-

0
Z
0
-i

m
. 161

-o'-

;-

0
(UINI)

A 4HICH371

11 Nf U34

30HOd

'101

1%
'. 1"

E w
Z
jg IL
aoc
3e.
LL
0

LL
61
co$2

R
IL

cr.
I--

75

U.

A
w

u0

01 U
Im ir
0
LL
L.j
to
0
Ir
CL
0

CC
W<
z

co
2

01

(L

W,

z
0
J

(j
LL
I,

0.

01 0
A 'HION31

M.

C4

'r

,-

,.,

102

'E

z4

eg,

2
I-

"

U)
0

LL

A
w

75
0

w
(
-t
0
In
(a
a:. *I..
.

I
-i

'
E

<

0
CL

N0

V,
q:-

Z
0

u iu

a'
44

.9

kh

.9

ITA,

k,

el

(UJINIO if 'HMDt4ij"l!,,IlNn NU 3060.4

11

-10

,.

11 . ",,.

103
-

FIG. 3.2.1.
PIERSON -MOSKOWITZ

AND JONSWAP

SPECTRAL SHAPES.,

kuuj
,DT171
2s)
(m

22
Jonswap
S-q-n (w P) j

20

S-q-q(Lip) J
M
P(wp
I

cr
P-M
(tip)

18

P-M
I

Ws

16

Faqucncy

wp

THE JONSWAP

14

SPECTRUM:

luw= 19-91M/S
12

10
Uw 18%43nVs

uw=16-82m/s

UW=15-05m/s2

PIERSON MOSKOWITZ(P-M)
SPECTRA
J* [LJ5)14
Jgj
El
sjj (w) =A
exp

0-0081
A
*
0-74
B
wo != g/Uw ,
Uw

Uw--13-03rrV

WIND SPEED

UW=10.64
r

%.f

r% c- Wv

F- 114

r% 0%LJ aIQ

r-

104
-

F-

LO

C\J C\l
LL

C\J

2:
0
CLI

0+

z
C!r
WW

<

(n

LL

w
w
CL

+
.0

z
w
(n

zz

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I

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OF NON**F.XCIEF-DENCf. ':', -

118
CHAPTERF0UR
THE ROLE OF WAVE CLIMATE

IN

THE

PREDICTION

OF LONG-TERM WAVE LOADING

of the long-term

Formulation

descriptions

of wave height
in
of wave loading was described
and the basic and peak variates
have been applied
for wave loading in
Chapter Two and the techniques
distributions
The long-term
form a convolution
Chapter Three.,
result
of
probabilistic

of the stationary,

the properties

wave field

short-term,

(HI/3,,, Tz) representing

pdf.

of

Eqs.

(2.3.31),

' (2.3.63)

the bivariate

pdf.

the wave climate

(HI/3,

of

as described

the wave climate,

and (2.3., 65).

model for

No theoretical

exists

by the bivariate

and in real

Tz) must be approximated

by

applications

by a histogram

of

in the form of a
the measured probability
structure
of these parameter*
in
diagram.
Typically
these measurements cover periods rarely
scatter
excess of one year

as described

Winter

months,

herein

and presented

only

and often

covering

in Section

in Fig.

the most severe

2.3.2.2

for

period

the Famita

of six

data used

2.3.1.

descriptions
of the long-term
of wave height and the
dependent upon the accuracy of the measured
induced loading is critically
in
its
long-term
climate
representing
of
wave
characteristics.
sample

Accurate

assessment

to identify
the primary
are firstly
data,
describe
to
climate
secondly
of
wave
a method for the
requirements
data
fall
the
the
when
periods
covered
of
short of the desired
extension
investigate
finally
the effects
to
and
of such extrapolations.
requirements
of this

The contents

in the final

OSFLAG 5 report,

SUPPRESSIONOF SEASONALFLUCTUATIONSIN THE DATA

The primary
procedures
single,

are included

Chapter

11.

Reference

4.1

Chapter

of this

The objectives

data, when used as input in

of the wave climate
damage, is that it should cover
the evaluation
of fatigue

requirement
for

or multiple,

complete

from seasonal fluctuations

12-month periods.,

in sea conditions.

to avoid

bias, resulting,

119
-.
In fatigue

of peak loads

range of the distribution

dependent

induced

loads

low intensity
the generally
In fact it may be shown 46 that

waves during

sea states

periods.
fatigue

the major

investigation
excursion

case prediction

scatter

methods of extending

diagrams

in Appendix
Fig.

for

III.

seasonally

procedure

The results

of this

first

may be

covering

only

data

Winter

the

to
of

have been investigated

has been developed,

which has been used as the basic

2.3.1

which

by the prediction

periods,

latter

for

sea states

weighted

Summer periods,

associated

alternative

and a preferred

to

contributions

may be based on data

Winter months.

'one-year'

covering

conditions

simulate

six

usually

most severe periods,

Two empirical

in Summer

present

necessary

intensity

where lower

analyses,

In this

or wave height,

loading,

of extreme

neglected.

by the passage of

to medium range wave heights,

This is in contrast
the year.
to the

throughout

failure

and is,

from the lower

damage result
frequently

occur

upon the entire

to Eq. (2,3.71)

according

by even the small

influenced

therefore,

damage is

the accumulative

analyses

as summarised
in

method are presented

wave climate

input

in this

and the OSFLAG studies.

The long-term

cdf. s of significant
from the Winter and one-year data

and individual
sets

are plotted

wave height
on Fig.

developed

4.1,

the

Corresponding
computed in Table 4.1.
Both figures
distributions
of wave load are given in Fig. 4.2.
clearly
indicate
the greater weighting
attached to high intensity
sea conditions
of HI/3

distribution

in the Winter
exceedence

for

distribution
that

by the increased

of wave height,

or load,

are not directly

should

probability
of
from this data.

comparable.

The basic

load

data may be used to predict

the proportion
load is likely
to be equalled
or exceeded during

the one-year

a certain

in excess of one year whereas this

any period
data

levels

the distributions

Howqver,

of time

as demonstrated

data

of all

being

be restricted

to only

Winter

application

periods.

Although

for

the Winter
it

is

easily

the same at high

for both distributions

of exceedence estimates
are
levels of load (at levels never exceeded in corresponding

Summer periods),,

in the middle

shown that

estimates

the time

times of exceedence if

and lower

range the winter

the daa. is misinterpreted.

data

over-

120 -

1-

4.2

THE NEED TO EXTRAPOLATEWAVE CLIMATE DATA

of extreme wave heights usually proceeds in the manner

developed by Battje $7 and outlined in Section 2.3.2 where the long-term
paper for wave climate data
cdf. of Eq. (2.3-31) is plotted on probability
The wave height of design
a one-year period.
covering typically
by
the required return period or probability
measured
as
severity,
of

Estimation

exceedepce, is then read off the graph.

is clear that estimation of peak loading
However,

is a fundamental

there

the design

From the form of Eq. (2.3.65) it

can proceed in the same way.

in applications

error

along

lines

these

the prediction

of the
29
(as
in
by
100
Det
Norske
Veritas
the
years,
recommended
extreme value
,
for offshore
installations),
is extrapolated
Norwegian certifying
authority
data base.
beyond the duration
This effect
covered by the wave climate
since

which may represent

condition,

approach.

to have been overlooked

70
Pedersen
accounted

scatter

diagram

appears

for

reference
Although
it

of Battjes

to that

and its true long-term

properties,
in a technique
for long-term
to it,

diagram

waves in the scatter

is
consequently
and
The more correct

little

cover
which

in the extreme

to account

of time
weightings,

followed

approach
for

a similar

the necessary

to proportion

of the number of

as described

in Section

2.3.2.4

used.
is

procedure

the complete

Pedersen's
failed

from proportions

transformation

his
and others applying
between the typical
the discrepancy

sample of wave climate

making specific
without
wave height prediction.
procedure

by Batties

to extrapolate
feasible

range of physically

the wave climate

data

sea states,

many of

not have been experienced

to be assigned incorrect

range will

to

in the short

likely
which
are
and
weightings
sample
justification
for
The
be
inferred
from
if
this
may
observed.
even
(2.3.65)
(2.3.63)
(2.3.31),
and
where the integrals
the sea
Eqs.
covering
infinity.
have
limits
of
upper
state parameters
data

There will
location
the fetch

be a physical
which

limit

to the values

depends upon the limiting

available
Clearly,

for

the generation

extrapolation

severity".
domain beyond such an upper

truncation

of HI/3

wind speed,

recorded
and its

of the sea state

of the wave climate

at any
duration,

of extreme
in the HI/s

would be meaningless.

and

121
-

In physical terms the original

approach, using the available data set only,
implies that, in the estimation of extreme conditions during a certain
is
the
d
of
years,
a
number
wave
climate
covering
of
exposure
perio
Hence, sea state conditions of greater
repeated exactly each year.
intensity,
and of greater return period, than-those measured in the
for.
In
data
contrast the modification,
not
accounted
are
where
existing
simulates the presence of these extreme
the data is extrapolated,
conditions.

terms the probability

In quantitative
of occurrence of sea state
in
intensities
occurring
period
return
a certain period of
of given
by
be
independent,
be
to
all
sea
states
assuming
estimated
exposure may
as follows:

Tr

intensity

sea state
[function

that

Probability
Prob [I

(HI/3,

Tr

is

of return

period

Tr

TzA

equalled

or exceeded in one year:

l I]=1
TrTr
max

hence:
PI(I

Prob(I

and probability

that

(4.2)

<Ii-1TrTr
MAX
is not

IT

exceeded in

LD years

is:

r
LD
PL (I
T)=
Drr

(l

-)
-

(4.3)

that a sea state

Thus probability
is:
in

years
exceeded

of intensity

IT

is

equalled

or

LD

(4.4)

>I)=i
Prob (I
T
1. MAX
r
D,

for
in
4.2
between
1
Table
Tr
is
and
values
of
evaluated
This expression
100 years and for durations of 1,20 and 50 years which shows the
intensities
state
or
sea
greater'than
of
occurrence
of
probability
during periods

IT
to
equal
r

of exposure LD years.

122 -

Relating

information

this

to the prediction
of wave height and wave
data it can be seen that LD -1 year would
procedure applied previously using the basic

loading from wave climate

correspond to the original

data.
It is evident from Table 4.2 that although there would be a good
chance of sea states of return period Tr occurring for example during a
20 year period of exposure (LD = 20 years), which may be typical
for
there is generally little
chance of these
offshore installations,
being

conditions

if

In contrast,

of a SO year

equivalent
that

present in the one year data sample (L D-1

year).
the data were extrapolated
the
up to, for instance,

this

conditions
A one-year

scatter

in this

to be encountered
diagram

data

to be representative

considered
applied in extreme

would be a good chance (L D as 50)

for the presence of all sea

then there

data would account

extrapolated
likely

record

set

of the

long-term

of exposure.
be

therefore,

not,

of conditions

analysis

value

should

20 year period

wave climate

when
periods in

covering

by
Wave
omitted
such a procedure would
conditions
year.
one
of
excess
in all probability
to the convolution
contribution
represent
a significant
(2.3.63)

in the extreme
period)

return

where omission

regions

sea states

and wave load

on the long-term

The effects

and (2.3.65).

pronounced
(high

of wave height

descriptions

of short-term

in

'one year'

in Eqs.

distributions
of the high

(2.3.31),
will

intensity

data

samples may lead to

and wave loads for use in

heights
of
wave
considerable
demonstrated
for
the Famita data later.
first
as
analyses,
excursion
high
in
data
the
the
of
an
event
of
return
period
presence
contrast
underestimation

sample can lead

to this

attached

weighting
In the

to considerable

lower

wave height

the data extrapolation

in one-year

In

due to the excessive

overestim4tion

event.

and wave load range of the cdf. s. the effects

of
be less significant,
since the data omitted
will

samples will

be the

few severe

range is negligible.

influence

in this

analysis,

which has greater

the effect

be

of wave climate

wave conditions

Consequently,

will

fatigue

46
range of the cdf. S.
probably be insignificant.

dependence upon the

extrapolation

for

whose

lower

123 A METliOD OF WAVECLIMATE EXTRAPOLATION

4.3

of wave data to obtain

Extrapolation

representation
of the
long-term wave climate requires extension of the scatter diagram.
domain of HI/s and Tz is complex and
However, the bivariate
probability
In the absence of extensive
cannot be defined in mathematical terms.
a reasonable

measurements of the long-term wave climate, the analysis of which might

description,
it is unlikely
that attempts at
a
mathematical
yield such
domain
bivariate
be
in
the
will
successful.
extrapolation
One practical
HI/3 in the

description

long-term

diagram.

the scatter

Using

E{No+IHI/3i)

where
This

the

from

obtained

of Eq. (2.3.28)the

mean zero-upis given by:

HI/3i

wave height

1:j

/TZ)/W(HI/3i)

(4.5)

Ew

(4.6)

ij

does not

a loss

represent

or peak wave loading

of wave height

with

TZ
i

procedure

of zero-crossings

significant

W(HI/3j)

together

of

TZ

all

all

of the wave climate

the notation

with

associated

rate

distribution

the marginal

only

of the mean rate

values

corresponding

crossing

is to consider

approach

in the prediction

of accuracy

when, in developing

the statistics

field,
the
the surface elevation
of
wave
the
parameters
required
of
in
is
defined
form
in
terms of HI/3 only as demonstrated
spectral
because the most commonly
This assumption is justified
Chapter Three.
is
Pierson-Moskowitz
the
that
of
spectrum
employed
(2.3.24)
(2.3.2
Eqs.
3)
through
and
way,
.

form defined

in this

is to compare the marginal

of extrapolation
In essence the technique
in terms of the cumulative
from
histogram
distribution
of H1/3, usually
diagram,

the scatter

a reasonable

until

follow

assumed to

fit
this

over

an extended

distribution

of H1/3.

tion

be performed
entails

points,

graphically

is

attained.

involve
methods

by eye,

from which

an estimate
range of H1/3 yields
The data fitting
to theoretical

paper which
'best-fit'

yields

the estimation

linearises

straight

the required

line

extension.

of the parameters

a discretisa-,

of the marginal
distributions

The former

or mathematically.

and where the

judged

distributions
probability
The distribution
of H1/3 is then

theoretical

distribution

theoretical

on probability

a plot

distribution

various

with

technique

the theoretical
through

the data

Mathematical

which define

the

may

124
-

distribution

by the 'method of

usually performed either

'method
least
the
of
squares'.
or
moments'
theoretiCal

intervals

may be discretised

distribution

'fitted'

The resulting

of the same width

class
increased

range,

long-term

wave height

into

data,

as the original

but

a number of
covering

an

of occurrence
and the probability
associated
with each
For classes in the extended range of H1/3 an estimate
is then computed.
is
to provide
the correct
required
the
rate
mean zero-crossing
of
in
for
the
of
short-term
convolution
conditions
of
prediction
weightings
Pierson -Moskowitz

yield

spectrum,

Eqs. (2,3.24)

In applications
using the
and (2.3.. 25) may be combined to

these estimates:
E{No+IHI/sil

4.4

and peak loading.

-11Tz3.

f
(4.7)

SS

ESTIMATION OF THE LONG-TERMDISTRIBUTION OF 11113 FROMMEASUREMENTS

COVERINGA ONE-YEAR PERIOD AT THE FAMITA LOCATION

From the comments made in Section 4.2 it is

interval
HI/3 taken over any finite
of time

clear

Hi/3.
of
population
complete
the distribution
to estimate

of this

The objective

that

of

measurements

are random samples from the

section

is,

therefore,

from analysis
of the
in the previous
The procedure,
as outlined
section,
bne-yearldata
set.
follows
is to assume that the complete population
a theoretical
'reasonable'
fit
data
distribution
to
the
shows
a
which
probability
bearing

in mind that

infinite

populations

Scatter

Interpretation

data

samples

from

errors.

of cdf. s. of HI/3

Obtained

From the

Diagrams

scatter

diagrams

proportion

of time

for

certain

of such short

to sampling

are subject

The Famita

classes

population

the distributions

A Note on the

4.4.1

of this

during

presented
the values

which

the period

in Fig.

2.3.1

indicate

of 111/3 and TZ fell

covered

the
within

by the measurements.

The

representing
short-term
conditions
recordings,
number of three-hour
by
HI/s
Tz,
the
by
the
of
and
are
values
not
given
mid-class
classified
numbers assigned
period

covered

to each class
by the basic

in the diagrams.

data would contain

in the winter

the total

number of occurrences

similarly

a one year period represents

The six

month winter

1456 recordings

is

962 and

2920 events not the total,

of 1924

scatter

diagram

whereas

125 in the one-year scatter diagram. This consolidation

of the data has
long-term distributions
little
of wave height or
effect on the resulting
but
developed
load
care must be taken in the interpreviously,
as
wave
"
distribution
HI/s
the
of
as explained below.
of
pretation
Famita recordings

The original
presented

per

parts

occurrences-as

were analysed

diagram,

as a scatter

which were not retained

diagram
in this scatter

included

here

1000 and crosses

962, neglecting

in

Fig.

4.3,

representing

in the consolidation.
is

71
Driver
and
and

by Draper

with

single

class
recordings

The sum of all

crosses,

occurrences
indicates
that

which

in
the scatter, diagram since
three-hour
were
not
entered
recordings
some,
histogram
factorisation
the
the
on
marginal
of H1/3 and adding
reversing
It was stated by Draper and
the crosses accounts for only 1427 events.
Driver that low intensity
sea states (small values of HI/3 and Tz) could
instruments
it
by
be inferred
be
the
and
may, therefore,
recorded
not
that

the 29 remaining events may be accounted for in this

was made to other

reference
specific
failure.
as instrument
A synthetic

histogram

of H1/3 for

causes for

possible

the

1456 actual

way as no
such

omission,

measurements

may,

be obtained by factoring
the marginal histogram
of HI/3 from
14S6
Fig. 4.3 by (it01-;) , adding the crosses and assuming the missing events
(HI/3 < 0.6m).
In this way the
the first
class interval
within
to fall
therefore,

distribution

cumulative
shown in Fig.
P(Hi/3

P(Hi/3

The Winter

for

4.1,

ft.
31
=

=2

ft.

scatter

the OSFLAG S Project,

of the three-hour

may be plotted

recordings

as

example:
1456
= 9.45m. ) = 1457 = 0.99931
)
0.61m.
=

diagram
given

1456
(5 x
29)/1457
+
1000

used asIthe
in Fig.

input

basic

2.3.1.

is

= 0.025

inthis

a modification

study,

and in

of Fig.

4.3,

due
to metrication
was
necessary
of the
redistribution
where a slight
in each class are assumed to represent
diagram and occurrences
parts
ignores single
(crosses)
latter
This
9,62.
simplification
events
per
diagram and the-missing
events and this attaches a
from the original,
iincreased
to
the
of
occurrence
all
probability
classes retained.
slightly

126
-

had a negligible

that

that

apparent

on the distribution

effect

be appreciated

is

4.1 it

on Fig.

From the plots

the plots

Of HI/3-

it

However,

three-hourly

represent

have

the modifications

must

short-term

of non-exceedence
and the probability
assigned to a
wave height of one-year return period is approximately
significant
962
1456
1
ff47),
to Eq. (2.3.29) and not (t=) .
according
3

conditions

comments apply to the use of the distribution

,
the one-year data set of Fig. 2.3.1 where a one-year

Similar

return period
1924
91 ) not (
to a probability
of non-exceedence
of (2920
1925)'
return period is associated
with the probability
an In'-ye'ar

corresponds
Furthermore,
of

[1 - 1/2920n].
Data Fitting

Graphical

4.4.2
Probability
Weibull

for

papers
theoretical

Probability

using

the Gaussian,

in Appendix

outlined

has been found

the behaviour

of some of the random parameters

the surface

Gaussian

distribution

from past

distribution

is

approximated

by a particular

well

distributions

compared with

the Rayleigh

Each of these

to reasonably

analyses

distributed.
distribution

theoretical

probability

The long-term

Two.

and the short-term

Rayleigh

approximately

on the relevant

Gumbel and

approximate

of the wave field,

in the short-term
is found to fit

elevation
quite

Rayleigh,

have been constructed

distributions

example,

Papers

log-Gaussian,

distributions

probability

to the procedure

according

line

Of 111/3 based on

for
the

wave height
Data which
plots

is well.

as a straight

paper.

of Hj/3P

from the Famita

obtained

and Gaussian

distributions

in

data,

Figs.

are

4.1 and

distributions
None of the plotted
are well
respectively.
1
distribution
by
implied
by the
theoretical
either
as
approximated

4.4,

significant

curvature

of all

plots

and measured wave heights

in the

by
'best-fitting,
line
those
given
a
exceed
would
straight
range
upper
It was not anticipated
that either
of these
through the data plot.
fits
to the data but the
distributions
would provide acceptable
probability
probability
comparison
4.4,

with

have been included

plots
papers

here

for

have been used extensively

of the shapes of the wave height

those

of the other
differing

iliustrates

the

probability

distributions.

probability
characteristics

These

completeness.
in Chapter

plots,

paper plots,

Three and

from Figs.
discussed

of the various

4.1. and
below,

theoretical

127
It

by Jasper 72 that

has been suggested

height

line

as a straight

plot

of significant
wave
and hence H1/3 should

distribution

log-Gaussian

on the

indicates

4. S which

in Fig.

the Gaussian

follow

should

logarithm

the

the inclusion

that

Such a plot

paper.

is made

logarithmic

of the

height
for the 'positivethe
wave
scale overcompensates
of
compression
by
Fig. 4.4.
The result
is a negative
exhibited
skewness'
skewness of
log-Gaussian
the data plot in the upper range for which the theoretical
distribution,

'best-fit'

as the

wave height

predictions

in this

The Weibull

distribution

73 has been

as demonstrated

data

In this

significant
wave heights

the

by the
of

the

line

A.

of H, defined

value

to

wave

wave height.

by parameter

A of

line,

therefore,

of

adoption

of

The Weibull

graphically.

yields

effect

leads

is

that

to significant

of wave height/probability

lower

limiting

distribution

a satisfactory

distribution,

techniques,

the

from

given
estimate

wave height.

significant

of the Weibull

to the

departure

when used in
it

compresses large wave

less important
lower

to the
a more accurate display
by virtue
of the logarithmic
nature

This

axis.

be removed by the appropriate

by the

eliminated

behaviour

values

could

is

straight

and gives

extraction

individual

4.6 where the significant

disadvantage

data
range

for

The same comments are applicable

based on graphical

heights

2.3.3

Fig.

unacceptable.

applied7,70,74,75

in Fig.

plot

long-term

analyses

extensively

deviation

determined
-37m,

best-fit

The great

height

for

of Hi/3

plot

straight

value

therefore,

excessive

in Appendix

This

results.

of the value

A=O.

would yield

Two and required

for the
of the wave height axis, has been taken as zero and a
from a straight
departure
line at low
of the distribution

construction

Weibull

limiting

described

the distribution

choice

range and is,

in

earlier

lower

the

plot

line,

straight

of the wave

uncertainty

information

in the

from the probability

paper presentation.
A better

graphical

technique

should

include

a linear

wave height

scale

in
the
same
accuracy
to all
plotting
the probability
58
has this proper ty, as illustrated
distribution
Gumbel
The
data points.
to a
in Fig. 4.7, and the plot of HI/2 shows an extremely
good fit
paper which

line

straight
wave height

distribution
the long-term
'
approximated by this distribution.

indicating
is well

gives

that

of significant,

on

128
forms an ideal

The Gumbel plot

term distribution,

being

in Table

conditions

of H1/3 is

'best

through
eye fit'
from the Weibull

demonstrating

for

4.7,

that

plot

in Fig.

4.6

of Fig.

is

information
data

as the

obtained

4.7.

The corresponding

generally

distribution,

The limiting

period.

14.0m.

approximately

the Gumbel distribution

class

of the one-year

1100-yearl

the data points

with

the abstracted

an extrapolation

of up to

of the long-

associated

in Fig.

in excess of the Weibull

heights

the discretisation

return
15-9M- from the Gumbel distribution,

value

value

4.3

for

probabilities

is demonstrated

presented

to represent

into

of HI/3

This

intervals.

basis

predicts

wave
by Saetre 75

as confirmed

In view of this

and the comments made above on the compression of the

distribution
Gumbel
is preferred
Weibull
the
for the
plots,
of
scales
distributions
for
description
of long-term
of significant
wave heights
Famita data.

this

does not

The Gumbel distribution

wave height,

of individual

by the significant

curvature

The Gumbel Fit

4.4.3

CTHI/31 for

the

lower

as demonstrated
4.7 and in this case
range,

be preferable.
from the

'Method

distribution

a two parameter
deviation,

of the mean, E{HI/31,

set

of Moments'
and is

as demonstrated

are given
the Gumbel distribution

to as the

and referred

fully

in

and standard

in Table

deviation,

4.1 and have been

of Hip

given in Table 4.3

Gumbel distribution
which is also

'theoretical'

on Fig.. 4-7-

plotted

the graphical

deviates

which has a marginally

distribution

slightly

lower

slope

wave height of 15.6m. compared with

In practical
obtained distribution.

significant
graphically

to be insignificant

are likely
If

can be seen that

by 'eye-fitting'

data obtained

the

it

figure

From the

long-term

description

and either
of significant

the method of moments is used it

data must still

fitting

'one-yearldata

to generate

applied

set.

The estimates

Two.

Appendix

to the, distribution

on Fig.

plot

tO 111/3 Obtained

by the mean and standard

defined

for

of its

may well

is

The GuMbel distribution

in the

especially

distribution

the Weibull

a good fit

yield

is

be plotted

reasonable.

on probability

The Gumbel fit

from the

15.9m.

obtained

a 1100-year,

terms

from the
these

differences

be acceptable

wave height

paper

'theoretical'

and predicts

method should

should

of the

extrapolation

for

this

be stressed-that
to confirm

that

data
the
Gumbel

by the method of moments

129
is

for

favoured,

will

which

reasons

be used in all

remaining

in Section

4.4.5,

and

computations.

of the Gumbel Distribution

'Goodness of Fit'

4.4.4

be discussed

will

to HI/3

to HI/3 is further
The goodness of fit of the Gumbel distribution
density
histogram
in the probability
demonstrated,
plots of Fig. 4.8.
is extremely
The fit
good in the middle range of the data values and
in the extreme range of the
the oscillation
of the histogram densities
distribudata, as displayed
plots
on the probability
of the cumulative
is probably

tions,

the result

set

is

since a one-year value

than one-year,
distributions
from
Gumbel
the
predicted
less

slightly

to probability

correspond
probabilities
rise

of Fig.

be assigned

4.8,

there

greater

goodness of fit

Gumbel distribution

which
that
terms

there

sugge!tts that
111/3 follows

intervals

event

the

fit

must

The erroneous

per year.

can

conditions

of probability

paper plots

may be known to follow

difference

between the data

is no strong

the Gumbel distribution

deviations

the slight

this

in the shape

and the

first

two

of the

'theoretical'

between the actual

over

over

reason

the entire

to question

over this

the range of the

distribution

have an insignificant

of HI/3
effect

the hypothesis

In practical
range.
first
two class
and the

on the

fitted

Gumbel,,

long-term

distribution

will

distributions

Consequently
the Gumbel
or wave load.
be
for the description
be
to
satisfactory
considered
may

distribution
HI/3

the

H1/3 range,
However, over the range of H1/3 in
Four.
is satisfied
at the 0.05 level of significance

which rejects

in
Appendix
described
as
1.2m.
test
the
of
excess

than the period

range of H1/3 over the

demonstrated
by the application

test'

although

set may have

in the lower

is also

This

data

paper

to be a notable

appears

histograms

density
the
of
intervals.
class
'chi-square

also

of

to the extreme

tail

of less
10.2m. is

However,

in the one-year

investigation
the
under
phenomenon
even when
distribution
postulated.
probability
In Fig.

4.7.

case

period

in excess

on probability

in the upper

to distortions

a return

of Hi/3

of one exceedence

which may thus

In this

wave climate.

or considerably

by the data measurements,

covered

give

or conditions,

condition,

period

a return

likely

would appear to represent

the extreme. condition

the extreme

in the one-year
to include
extreme

variability

from the mean annual

which depart

conditions

data

Any one-year

wave climate.

of sampling

of wave height

over the entire

range of values.

of'

130 in Annual Wave Climate

Variations

4.4.5
,

The validity
wave climate extrapolation
of the above procedures'for
when
based on a single year's measurements would be adversely affected by
in
annual wave climate.
variations
significant
Saetre75 has analysed wave measurements covering three successive Winter periods at Famita, including the Winter of 1969-1970 used in this
is
there
that
no strong evidence of any
study, and concluded
in
differences
between
the
the
extreme
wave
conditions
significant
for
his
'Gumbell
HI/s,
data
the
three
plots
of
sets
although
years
in
departures
here
in
the
range
extreme
as
reproduced
notable
showed
4,9.

Fig.

The HI/s

predictions

for

plots

4.7 are in agreement

in Fig.

1969-1970 data

the

set

apart

from one data

in Saetre's

those

with

point

representing

= 12.3m. which was not recorded in the data

71
Driver
Predictions
from Gumbel fits
and
.
data to those obtained by Saetre75 for the combined

HI/S
with
occurrence
a storm
from
Draper
here,
taken
used
for

the one-year

are compared below.

data

three-year

Period

Return

3-year

data:

Saetre's

1-year

data:

Graphical

'Gumbell
'Gumbelf

Theoretical

It

Gumbel plots

for

sets

of estimates

likely

by virtue

differences

plotting

position

be exaggerated

of

applied

of these

way a graphical

height
wave

13.4m.

15.4m.

13.0m.

14.9m.

of the above values

and hence no

from the one-year

sometimes

procedure

16.3m.

can be drawn from the above comparisons.

the two uppermost

fitting,

14.4m.

was applied

set

even further

data points

demonstrate

extreme

if,

fitting.

graphical

in

for

could

is much closer

yield

line

with

of the
earlier.

a 110-yearl

to the value

The two

These

in the

were neglected,

to his

the variability

the uncertainty
76
points
as discussed

to account

extrapolation

14.1m, which

data

methods of data

of the different

could

50 years

fitting

which method of

the generation

conclusions

reliable

this

by Saetre

indicated

is not

10 year

'In

significant'

quoted

by Saetre. -

-131Fig. 4.9 it, does appear likely

On the basis-of

deviations

that

in the

from
the use of one-year's
reme
conditions
will
ext
result
of
predictions
,
data. Clearly the uncertainties
cannot be assessed from a single year's
be
data
is
in
likely
the
to
only
available
which
many
recordings,
in
Reliability
the prediction
applications.
of long-term
practical
of HI/s can only be significantly

distributions

improved by use of data

should be made to obtain this

covering a, number of years and every effort

data before attempting long-term extrapolations.
possible
data

then

by performing

sets

and its

climate

Consequently

here,

which
less

produce

between the
emphasis
It

is,

tion

variation
years

of Ht/3

theoretical

lower

the

conditions

in the upper
that

for

range and only

to year.

of the method of
the

fitting

of the

range of data values,

would

Gumbel distributions

theoretical

fitting,

graphical

believed

techniques

squares',

in the resulting

on the data point

sea state

are less

than

'least

towards

are weighted

therefore,

extreme

or

may

exercise

from year

conditions

wind

of the annual

as a result

the use of the mathematical

moments, considered
data,

storm

'short,

of HI/3-

in the middle

show good agreement

in the most severe

of this

to the. distribution

in the extremes

significantly,

variations

The results

adjustments

4.9

in Fig.

The plots

behaviour.

long-term

lead to intuitive

deviate

be made to assess the typicality

of
comparisons between the corresponding

should

attempts

However, whenever

tends

which

to place

more

range.

the effects

variations

in the

of the long-term

distribu-

of annual

on the estimation

be minimised by fitting
the data to the relevant
distribution
using mathematical
methods which
probbility
will

sensitive

to the uncertainties

associated

the occurrence

with

of

extreme events.
Physical_ Assessment

4.4.6
Before

that

an extrapolation

employing

representative

of the

of the long-term

the extreme

conditions

1100-yearl
of a recorded

climate,

are realistic.

steps

Extrapolation
wave climate
should

'To this

of HI/3
as being

be taken

to ensure

end the fitted

imposed by
limit
at the physical
of H1/3 must be truncated
fetch
limitations.
duration
In
this
the
study
and
wind
speed,
wind
initially'arbitraril
1100-yearl
the
y
chosen
at
v'alue. of
was
truncation
distributions

H1/3

132 .

'indicated

in Fig. 2.3.2
At the Famita'locatlon
the fetch available for
is
high
intensity
distances
limited
generation'9f
between
to
of
seas
the
for
in
directions
400
2SO
and
miles
winds
other than
miles
approximately
These distances
from the North where the fetch is effectively
unlimited.
discount
likelihood
directional
to
any
of
magnitude
any
sufficient,.
of
are
bias in the wave climate since the vast majority of storm conditions may
from any direction.

be generated

Bretschneider's

Employing

curves

empirical

6m.
15;
HI/s
would require
of
=
Value
from the North-and
45 hour duration

for

30

wave forecasting

a wind speed of about

,a
29m/s. for

than 36m/s. for 20 hours from

77
former
Beaufort
On
direction.
the
the
scale
condition
any other
,
'violent
11,
Force
described
be
storm; very rarely
a
as
experienced',
would
12,
'hurricane
Force
to
latter
conditions'.
correspond
the
would
and
greater

be
it
presumed that the extreme
may
comments
direction,
from
blowing
from
any
storms
result

From these

condition

feasibly

although

most likely

to occur

could
is

it

from the North.

from winds

75
by
Saetre
Famita
analysed
a maximum value of
In actual recordings at
H1/3 = 12.3m. was observed from only three years of measurements. The
from
North-West,
the
these
to
over a
conditions
was
rise
storm giving
fetch of approximately 250 miles, having a peak wind speed of 24.2m/s.
fairly
the
was
constant blowing from the Norththe
wind
During
storm,
West and North, with an average speed of approximately 20m/s. over a period
On Bretschneider's
curves this wave height would
in excess of 24 hours.
for
hour
duration
14
24m/s.
to
a
corresponding
of
speed
wind
a
require
From this comparison it
hurricane conditions on the Beaufort scale.
for
location
Bretschneider's
Famita
the
curves predict
appear'that
would
for
those
the
actually
over
required
generation
conditions
wind
excessive
seas

of

If

of

HI/3

given

the extreme

sea conditions,

the 24.2m/s.

measured-value
27m/s.
for

fully

feasible

or a Force
developed
under

Similarly

form with

Pierson-Moskowitz

developed

and described

by the

Eq. (2.3.23)

using

recorded

of 12.3m.

are fully

the value of H1/3 assoc iated

'
wind speed would be 12.4m. compared with the,

spectrum

Pierson-Moskowitz
with

values.

10 storm,
conditions

the, 1100-yeart

sea state

of, the.,

1S. 6m. would require

a wind speed of
in a direction
where the fetch is sufficient,

Hip-

to exist.

A wind from the North.

This

storm would clearly

be

133

to
in view of the-above discussion,, the wave climate extrapolation
1S. 6m. for Famita is not considered to be physically
heights up o HI/s
unrealistic.
THE EFFECT OF WAVECLIMATE EXTRAPOLATIONON LONG-TERMDISTRIBUTIONS

4.5,
,

LOADING
WAVE
HEIGHT'AND
WAVE
OF
and wave load have been derived

of wave height

distributions

The long-term

in Section 4.3 from the extrapolated

in the manner outlined
probability
in
Section,
HI/s
the previous
distributions
using programs
obtained
of
ppendix
Six).
OS25 and OS26 (see
In Fig.

4.10

the cdf.

for

is plotted

data

various

H, 'derived

wave height,

of individual

The most significant

sets.

from Eq. (2.3.31)

observation

to be

from
basic
'one-year'
distribution
the
is
scatter
the
obtained
that
made
skewness' in the upper range resulting
diagram data exhibits
a 'negative
heights
in
this region
of
wave
in a considerable
under-estimation
compared with

to include

extrapolated

long-term

the use of one-year

heights.
wave
of
estimation
included

for

If,

storm with

a severe

data would assign

to the sea states

present

in
those
of
excess
predictions
illustrated
be
will
as
climate
The cdf. s

Gumbel extrapolations
(B) and (C),
that

wave climate
than one-year,

a probability

of occurrence
long-term

The resulting
skewness'

wave height

with

from the extrapolated

obtained

wave

later.

100-year

the

given

in Fig.

respectively

too high

a 'positive

from both
of HI/3,

result

be appreciated
in under-

much greater

period

in the storm.

would then exhibit

of H derived

should

the one-year

example,

a return

then the one-year

distributions

It

wave climate.

here to

taken

does not necessarily

data

that

of the climate

H1/3,

1100-yearl

up to the

the complete

represent

based on an estimate

the predictions

in Table

4.10.

graphical
4.3,

theoretical'

and

as curves

are plotted

From the plot

it

can be seen

more
slightly
extrapolation
predicts
example the graphical
from
long-term
the
the
s
cdf.
comparison
of
as
expected
conditions,

in this

severe
of HI/3

in Fig.

of wave climate
the remaining

As mentioned

using

is
preferred
of
moments
method

earlier,

the theoretical

extrapolation

and has been used in

The significance
of the choice of short-termapplications.
'assigned
in,
be,
HI/3
E{No+IHI/3).
to
to
of
class
each
rates,

zero-crossing
the data is also
on values

4.7.

reflected

in Fig.

from'the'Pierson-Moskowitz

4,10,

Curves

relationship

(B),, and (C) were based

of Eq. (4.7),

given

in,,

134'. However, there is a considerTable 4.3, over the entire

range of classes.
between
HI/s
in
lower
these estimates
departure
the
of the
of
range
able
rates

zero-crossing

from the scatter

diagram (given by
.
in Fig. 4.11.
The
as illustrated

and thosp obtained

in
Table 4.1),
computed
and.,
the departure
differences
of some of the actual short-term
reflect
from
Pierson-Moskowitz
form
discussed
the
as
spectra
elevation
surface

Eq. (4.5)

on the distribution

The effect

Three.

in Chapter

in
the lower
the
cdf.
s
of,
between curves (B) and (D).
departure

Curve (D) represents

H1/3 with

1100-yearl

the

Gumbel distribution

theoretical

from the data

obtained

rates

zero-crossing

of H is a slight
by the departure
range as indicated

for

for
within

classes

data

and the Pierson-Moskowitz

relationship
In this case in the, lower. range the cdf.
for the remaining classes.
follows
that obtained from the one-year data set, curve (A), -and slightly

the range of the one-year

higher
given

values

of wave height

than curves

probability

levels

the entire

Curve (D) does not,

extreme

however,

estimates

value

directly
not
are

over

curves
Plots

comparable.

at

are predicted

range.

a more severe

represent

than

(B) and (C),

condition

(B) and (C) since

(B) and (C)

using

for
levels

probability
the Pierson-

mean zero-upcrossing
Moskowitz relationship,
correspond to a long-term
Tz -T,
(A)
0.22
and
second
cycles
per
whilst
curves
of approximately
rate,
diagram values correspond to a value of
(B) which use the actual scatter
in the differences
between the
0.151 cycles per second which results
indicated

, return-period'scales
of a certain

return

period

on Fig.

for

curve

4.10.

(B) exceed those

1
in
T
departure
the short-term
In view of the
Z_
(4.5),
Eq.
diagram,
using
obtained
the sctter
the description
where E(No+IHI/3}

of the extrapolated
decreases

with

from

zero-upcrossings
should

wave climate.
increase

wave height
of curve (D).

Consequently,

in H1/3,

be included

To preserve

in

the trend

as seen from Fig.

4.11

(4.5)
have
data
from
Eq.
only
values
this particular
(4.7)
for
Eq.
5.7m,
Hi/3
used
all other class
with
to
been used up
=
the remaining computations.
This procedure is favoured since
in
values,
follows.
long-term
R
the
still
cdf.
of
which
has
on
effect
it
negligible
TrAs
being
long-term
the
(D)
zero-crossing
rate,
unaffected,
and z
curve
in the zero-, crossing
insensitive
to
changes
rates of'shortrelatively
low
of occurrence.
probabilities
only
with
term conditions
for

application,

135
-

Another advant.age. of this, approach is that it excludes the, data estimates

.
correspond to only a small number of occurrences in the scatter
'which
likely
diagram and which are, therefore,
to be subject to sampling
implied
by
be
the oscillation
of E{No+IHI/31 in Fig. 4.11
as
may
errors,
procedure would be
over the range HI/3 = 6.3m. - 9.3m. An alternative
kit-a
smooth curve between the points from the scatter diagram up to
'to
HI/s =, 5.7m, with a smooth transition
onto the Pierson-Moskowitz curve
4.11.
Such
dotted
Fig.
a procedure may well represent a
on
as shown
description

of the short-term zero-crossing

rates but, by analogy
to the'comments, made above, the resulting
minor modifications
will have
distributions
long-term
the
effect
on
or zero-uparossing
negligible
a

better

has not,, therefore,

it
and
rate

been considered

here.

for the data sets of

cdf. s of basic and peak loading
for a 'drag-dominated'
0.5m. diameter
4.10 have been investigated

The 1.ong-term
Fig.

vertical

The results
to those

individual

short-term
have not been considered
distribution.

Figs.

WHI/Ap

weightings,

these

scatter

how the tails

in the data

return

one-year

periods

cases

form is

the Rayleigh
wave height

and,

therefore,

have
possess

of the cdf. s Pp (F) and P (H)

of HI/3,

values

with

associated

Curve 1 represents

sets.

than

return

sea

Accounting

one year.

period

the

From Fig.

no extreme

the wave climate

of, up, to 100-year

conditions

loading

of this

sample contains

greater

by extrapolating

states

by changes

of the wave climate.

representation
this

that

with

extreme

present

the distribu-

long-term.

on the extreme

diagram

apparent

(HI/3)

simulate

illustrate

dependent

are critically

in the short-term

in the

and 4.13

4.12

states

loading

less

exhibiting

dominated

its

structure

characteristics

original
4.7 it is

because short-term

with

the same probability

similar

Inertia

following
peak variate
Hence, the peak loading and individual

distributed

Gaussian

although

and hence unaffected

of,

rates.

zero-upcrossing

to,

characteristics

Furthermore,

range.

are independent

force

of basic

lower

still-water-level.

showed similar

height,

wave

in the

deviations

significant
tions

for

observed

here as they

included

are not

immersed 7. Sm. below

length

member of unit

(HI/3)

using

for

to

the Gumbel fit

by method of moments from Fig. 4.7, produces curves 2 to 6 (where curve

has
15.6m.
100.7
to
HI/3
which
return
of
up,
period
years,
classes
uses
similarly

curves

10.2m. with
The effepi

3,4

return
produced

and 5 incorporate-classes

periods

up to 13.8,12.0

and,

of 20.2,4,

by increasing

and-0.8
years, respectively).
-0
data
the length of the extrapolated

set,

136 -

clearly demonstrates the -sensitivity

tions to the short-term distributions

associated with the sea states

to be absent from short climate

period which are likely

high return

distribu-

of long-term

of the tail

of

samples.
of these

The trend

an effective

represent

purposes

data

climate
from

would

set

'complete'

the

100-year

by the
increase

the

earlier
return

period

single

wave climate

is

than

greater

be incorrect.

description

the

of

data

and even

In

absence

underestimate

extreme

the

these

is

This

could

by curves

illustrated

one-year

wave climate

presence

of a single

three-hour

curve

7, and a hypothetical

curve

8.

of HI/3

complete

population

almost
height
wave

Uncertainties

of magnitude

greater

the

from

to

set.

and 4.13 where the

enhanced by the
1100-yearl

with

sea state

in Fig. 4.14
of

a probability

to the extreme
in the
sample whilst

applied

its

In other

distribution,

in

applied

sketched

associated

4.3.

weightings

words,

weighting

is

the weighting

= 15.3m. ) would be
Consequently,
should be.

P(FIHI/3
than

it

values are predicted.

and loads far in excess of the correct
in excess of the differences
in load prediction
possibly

between values
short

storm

Gumbel distribution)

see Table

to the conditional
two orders

using

(1100-year

0.000003,

approximately
applied

1100-yearl
is

4.12

any

were contained

weightings

of the

observation

each observation

events

5) is

curve

with

in

unlikely

conditions

from a raw data

W(Hi/3),
1/2920 the weighting,
be 0.00034 in thelone-yearl
will

of

Ioccurrence
value

Since

storm

7 and 8 in Figs.

(associated

is

Of'

are seen to result

due to the incorrect

be overestimated

(111/3),

associated

extreme

rare

would

sea states

if

present

(predicted

was demonstrated

It

of wave load magnitudes

them, wave loads

raw wave

be represented

to

period,

if

the

design
of 20 to

wave load

collection

of

However,

of

assumed

prediction.

a range

for

of the order
use

may

extrapolation

adequate

'one-year,

the

sample
the

the

by 9% and the

of

presence

that

seen

1100-year

the

set underestimates
data.
the
wave
raw
use of
in this short record then,

for

it

underestimate

data

for

are only

extrapolation)

that

will

lifetimes

by the

covered

1100-yearl

the

condition

wave climate

22% for

to

4.13

Fig.

Using

30 years.

that

saturation

design

when typical

to the duration

respect

suggests

extrapolation

wave-climate
well

with

curves

from curves

(single

year)

1 and 7 must,

therefore,

samples of wave climate,

be expected
without

when

extrapolation,

in extreme value analysis.

I

137
-

vary

will

inevitable

is

it

Although

the higher

that

from year

considerably

intensity

to year,

sea state

occurrences
based on

the extrapolation

tting',
probability
of the HI/3 data histogram to a theoretical
,
from
depart
long-term
the correct
distribution-may,
markedly
-not
in
4.14.
illustrated
In the Figure a range of
Fig.
distribution
as
'moments-fi

hypothetical

(one-year)

short
the

considered:

'one-year'

samples of the distribution

Gumbel climate;

its

plus

of Hi/3

are

enhancement associated

1100-yearl
H1/3
1.100-yearl
the
the
and
the
storm,
of
presence
with
4.13,
Gumbel
includes
in
Fig.
a
wave
and
climate
which
only
considered
be
6.6m.
These
thus
HI/3
to
to represent
considered
may
up
of
values
'high

'average',
biased'

climates

intensity

For all

respectively.

of HI/s

distributions
tion,

sufficiently
distributions
height)
wave

to the extreme

is not

from sample to sample for

consistent

sea states

importance

in comparison
it must be

However,

from sample to sample

(if

the distribution,

the

lower

length
the
the
then
H1/3
of
wave climate
values),
of
in
degrees
high
predictions
of
uncertainty
short and
as discussed
it

(or

wave load

variability

is not restricted

distribu-

parent

long-term

in the procedures.

uncertainties
that if the wave climate

appreciated

1100-yearl

on the

sea state

the fitted

conditions,

be of secondary

will

the other

with

these

the effect

that

intensity

and 'low

to the

close

are very

close

biased'

sea state

P(HI/3),

and middle
is

record

range
too

are inevitable,

earlier.

to compare wave height estimates

obtained by wave
lines
described
here,
the
with other
along
extrapolation

interesting

is

climate

of extreme

techniques

value

From Fig.

prediction.

4.12

the

150-year,

is 28.5m. compared with

from
the
height
wave
climate
extrapolated
wave
data.
The most common method of wave
the
from
one-year
23.1m.
use of
of H for the
appears to be to plot the distribution
height prediction
Weibull
data
paper,
on
one-year
The plot is usually
Fig. 2.3.3.
period
line

and the remaining

for

extrapolation

eye with

adjuStMentOf

straighten

the plot.

compression
subjective.

tail

for

as plotted
truncated

only

is

the Famita

at the

either

fitted

dati

'one-year'

the entire
curve is
alternatively,
in
A
the Weibull distribution
parameter
of the

as a result

return

by eye to a straight

or,

Consequently,,

on

fitted

by

to

logarithmic

highly
height
the
abstracted
the
scale,
values
are
wave
of
For example, from F.ig. 2.3-3,, the 150-yearl
wave could lie
the Tange 26m, to 28m.

anywhere within
data
set only
winter

Draper

Using

this

71
Driver
predict
and

technique

for

the

a Value of 27.4m.

138
It

is also

basis

for

interesting

If

three-hour

that

1100-yearl

the

wave is

this

1100-yearl

of

sea state

severity

wave, may be predicted

39,
Longuet-Higgins
which, follows
1100-yearl

the stationary
by 111/3 - 15.6m.

characterised

maximum wave, which then

then the most probable

to the

corresponds

derived

the relationship

using

the

is 30m. from

during

assumed to occur

forms

wave, which

recommended by Det Norske Veritas"

design

Fig., 4.12.

to note

by

from Eq. (2.3.17):

kn NJ 1/2
Hi/3

%ax

where N is
Using
height

the number of waves.

the zero-uperossing,
for

the Famita

to determine

N, the wave

as 28.4m.

from the fact that the

two estimates
results
to account for the possibility
that the 1100-yearl
intense

in a less

wave may be experienced

4.6

is predicted

location

method is unable

sea state,

from Eq. (4.7)

rate

between these

The difference
latter

(4.8)

which might

occur

for

periods

well

1100-year,

than the

condition

in excess

hours.

of three

LIMITATIONS OF THE WAVE CLIMATE EXTRAPOLATIONTECHNIQUES

The main objective

of this

variability

associated

a one-year

period

Chapter

with

has been to reduce

wave climate

in approximating

measurements

the characteristics

the sampling
typically

covering
of the

long-term

wave climate.
diagram representaproposed here are based on the scatter
description
since this is the form most often
climate
tion of wave
designer.
As
form
the
this
to
a
consequence
of
of wave
available
in
intensity
the
sequential
variations
sea
state
presentation,
climate

The procedures

which prevents

are not preserved

based
on storm models
prediction
In the

interpretation

extreme
74#75.

of the long-term

waves,

observed

or load cycles,

in reality.
occur

r,orresponds to a probability

or wave load

cdf. s of Figs.

has been made for, the grouping

no account
is
often
which

wave height

It

of

large

4.10,4.12

waves,

and 4.13

a phenomenon'

has been assumed here that

per year then the T-year

of non-exceedence of (I

return

if

period

Although

13.9-

this

is

over a long-term.

correct

the average, interval

the T-year

out that

between occurrences

of amplitude

associated

be greater

than T-years

because

period

return

average,

Nolte 74 has pointed

will

with
large

in
For example, if a IT-year'
together
time.
to
tend
group
wave
waves
height is exceeded twice in &,,.singlestorm.
between
then the time interval
'true'
the corrected
occurrences must be 2T, thus representing
return
for

period

wave height.

this

has been shown to be significant

modification
when
heights
low
wave
at
return periods. its
effect diminishing
considering
in structural
most often of interest
at the higher return periods
example,
For
design.
a reduction of 10% on wave heights considered
herein might be inferred from Nolte's results at the one-year level
The effect

of this

Similar
reducing to approximately 2% at a 50-year return period.
but
reductions would also be applicable for the peak load distribution
in extreme value
in view of their magnitude in the region of interest
the effects

analyses,

may be considered

of grouping

to be of second order

of importance.
The techniques

herein

applied

bias

from no directional

suffer
extreme

are strictly

in wave generation

may result

wave conditions

to locations

applicable

from winds

which

where the most

in any direction.

For

by
where wave generation
may be severely
restricted
it is essential
description
that the wave climate
fetch limitations
in addition
to recordings
includes
wind direction
of significant
wave
The above techniques
height and mean zero-upcrossing
period.
could
locations

coastal

then be applied
distributions

to discrete
of HI/3

imposed by the fetch

directional
according
yield

classes

being
available

distributions

according

in each direction.

of wave height

to the probability

the complete

truncated

of wind direction,

long-term

of occurrence

the

fitted

to the constraints
The resulting

or wave load could

long-term

be convoluted

of each wind direction

band to

descriptions.

"1

'140
TABLE
DISTRIBUTIONS

PROBABILITY

46

OF H
1/3

'One Year'
Upper
Limit
(u)

MidClass
(m)

I
EIN+IH
0 1/3

W(H
1/3m

'0.6
1.2
1.8
2.4
3.0
3.6
4.2
4.8
5.4
6.0
6.6
7.2
7.8
8.4
9.0
9.6

0.3
0.9
1.5
'2.1
2.7
3.3
3.9
4. S
S. 1
5.7
6.3
6.9
7.5
8.1
8.7
9.3

0.1738
0.1734
0.1578
0,1487
0.1419
0.1381
0.1312
0.1224
0.1223
0.1192
0.10S1
0.1000
0.09899
0.1177
0.1003
0.07407

96
402
389
'321
24S
161
132
70
46
23
12
11
8
2
4
2

Data

p (111/3m )AH 1/3

0.04990
0.20894
0.20218
0.16684
0.12734
0.08368
0.06861
0.03638
0.02391
0.0119S
0.00624
O. OOS72
0.00416
0.00104
0.00208
0.00104

E=1924

%.-o
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133
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0.0499
0.2S87
0.4608
0.627S
0.7S48
0.8384
0.9070
0.9434
0.9673
0.9792
0.98SS
0.9912
0.9953
0.9964
0.9984
0.999S

EIH1/3}=2.2441m;

Li

FROM FAMITA SCATTER DIAGRAMS

P,

141

TABLE4,

.2

OF EXTREME CONDITIONS

PROBABILITIES

OF RETURN PERIOD GREATER OR ENAL

OCCURRING DURING AN

TO Tr

YEARS,

YEAR PERIOD
_LD

Period LD
(Years)

Return Period
Tr
(Years)
1

20

so

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1.0

1.0

0.5

0.999999

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0.2

0.9885

0.999986

10

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0.878

0.9948

20

O. OS

0.641S

0.923

so

0.02

0.3324

0.636

100

0.01

0.1821

0.39S

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143

TABLE4
(Continued)

Notes

(A)

Estimate

(B)

(C)

of mean-zero

crossing

Cumulative

probability

values

read off

Cumulative

probability

values

calculated

from Table

(. l)

Figures
ensure

in Eq. (11.4),

underlined

are slight

summation to unity

figures,

as required

periods

of H1/3 in extrapolation

0.80 yrs]

using

Appendix

in numerical

Approximate

[15.6m =- 100.73 yrs;

(4.7)

Fig.

E{H

to probability

routines,

associated
using

with

with

upper

theoretical

13.8m E 20.15 yrs;

1/3

and aH
1/3

II.

when numbers are written

distributions.

return

Eq. (4.7)

using

adjustments

on the probability

class

rate

values

to four
negligible

limit

to

significant
effect

of largest

Gumbel distribution

12. Om =- 3.98 yrs;

10.2m

144

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FIG. 4.2.

COMPARISON

OF LONG -TERM DISTRIBUTIONS

OF WAVE
LOAD, FOR THE CONDITIONS
INDICATED, DE*VELOPED FROM THE
WINTER AND "ONE -YEAR' FAMI TA SCATTER DIAGRAMS.
SIX-MONTH

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INDIVIDUAL WAVE HEIGHT, H. FOR ONE -YEAR FAMITA DATA ON
GUMBEL PAPER.
I
II

Ii IGRAPHICAL EXTRAPOLAT*N
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THEORETICAL!
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(YEARS)

t-t tf
10

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10
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FIG. 4.8.

0.20 1

151

PROBABILITY

DENSITY HISTOGRAMS OF SIGNIFICANT

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L

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158 CHA'PTER

FIVE

ANALYSIS OF

PROBABILISTIC

STRUCTURAL RESPONSE

INTRODUCTION

5.1

description

of random wave loading on short sections of

been
formulated
has
in
illustrated,
Chapter
Two
members
and
structural
in
long-term
Chapter Three. Unfortunately,
conditions,
on
with emphasis

The probabilistic

component of loading

is inadequate

to effectively
model all but
members. Extension of the probabilistic
methods
the simplest of structural
is, therefore,
required to, describe structural
response, such as stress
for
large
individual
deformation,
systems
comprising
of
a
number
of
or
a single

load components.
An extension

along

is

lines

these

developed

in
behave
an essentially
which
of structures
is not
frequency content of the excitation
of the

and consequently

structure

in this

Chapter

for

static

manner,

where the

the response

frequencies

to any natural

close

of the

analysis

is not

structure

is
This
for
dynamic
to
assumption
acceptable
many
magnification.
subject
fixed
discussed
The
structures
of
as
the
earlier.
generation
current
of
for
load
is
to
structures
which
all
restricted
member
components
procedure
may be expressed

in the

'Morison'

form subject

currents
and excluding
absence of uni-directional
in
loading
the
splash zone.
of
effects
The structure
volumes,

is

idealised

in the

to wave activity
the intermittency

into

and hence 'Morison'

a lumped system with member areas and

load components, concentrated
into a

as accurate
a model of the
set of nodes chosen so as to retain
behaviour
Linear
is
possible.
assumed where response
as
real structure
linear
loads.
the
as
a
combination
of
nodal
expressible
are
variables
discrete

pdf. s of short-term
Theoretical
loads
the
nodal
of
pdf.
variate
multi-variate
the

locations

response
which

can be expressed

Gaussian process

describing

of these

In this

nodes.

may be obtained

the water

itself.

in terms

particle

way the properties

both
for
the correlations
which exist
account.
loads,
,
hence
the
and
non-linearity
nodal
and
motions,,
fully

from a multiof the

motions

at

of response

between the particle

of the

loading

159
is

The above procedure

in Section

formulated

5.2 and investigated

two nodes, in Section

comprising
by
is
computational
prevented
systems
more complex
bivariate

system,

5.3.

Extension

for
to

limitations.

of response are found to follow

describes
loading,
P-H
the
the
which
pdf,
single
member
closely
quite
full-scale
both
from
laboratory
data
by
Tickellss.
and
previously
shown
Since this pdf. is a function
of its second and fourth moments (see
the probabilistic

However,

2.3.6),

Section

properties

the short-term

from the values

be obtained
derived in Section 5.4.

probabilistic

of response may
for which are
moments, expressions

of these

typical

compared with
including

5.2

are presented

from other

results

5.6 and are

load or response

methods of

time-series

mathematical

in Section

methods to

prediction,

simulation.

MULTI-VARIATE PDF. OF RESPONSE

Multi-variate

5.2.1

distribution

distribution

Gaussian

process

locations

pdf.

of Wave Load

with the comments

in Section 2.3.6

By analogy
force

idealisations

structural

by analogy to the procedures

wave loading and are outlined

of the probabilistic

of application

some results

as

properties

Long-term descriptions
of response- follow
of long-term
developed for the description
I
in
Section 5.5.
briefly
Finally,

force
to the univariate
made in relation
it is evident that the n-dimensional
wave

is a non-linear
involving

of each force

transformation

the particle

velocity

of the 2n-dimensional
and acceleration

at the

component.

From Eq. (2.3.45):

Fi=X

X2i-1
where

+ X2i

2i-lIX2i-11
=uiK

Di

and

and the random variables,

X
2i

i=1,

iK Ii

(5.2.1)

(5.2.2)

X, are mean-zero Gaussian processes.

be
from
force
the 2n-dimensional
obtained
pdf.
may
The-n-dimensional
(Eq.
(1.53),
by
Appendix
one):
density
given
Gaussian

160
P(xl,

0.

11T

2n) -

exp{YrD)--e-t--FM]

2)n

(XIT
(XI,
X
,
where
...,
2n)
[M] - matrix of cross-covariances
for
cross-correlations

of

fM

which

are equal

(5.2.3)

to the

mean zero variables.

R12

Ri I

{X)}

[M]-l

Ri

2n

R21

R2n,

with

Rij

R2n

2n
,

(5.2.4)

= E{X ixiI

from
is
the,
the
E(Xi
Xi)
second
moment
corresponding
of
obtained
where
from
Section
2.3.5,
for
follows
example:
which
motions
particle
Rik

X4}

= E{Xj

60

= VrK-DI.K12 E{Ut

and
EfU1162)

(T) II

[Ru

T=o

IC12

force

The 2n-dimensional

pdf.

p(XI.
p(FI,

...,

2n

Appendix

1.3.2.9,

(see Section

transformation

may be obtained

... 2

from Eq. (5.2.3)

using

the

One):

2n)

(5.2. S)

JDet [J]j
Fn+1 to F

the form
are
auxiliary
variables
of
2n
in
between
the
n),
which
are
necessary
mapping
F
=x 2j-I
. ..,
n+j
determinant
Det[J]
is
Jacobian,
the
the
and
spaces
of
two
probability
the
is unity.
for
the
system
above
which

force
where

components
; (j = 1,

n-dimensional

The required
by integrating
(5.2.3)

pdf.

out the auxiliary

CO

p(F1,

F2

....

of force

Fn)=ff

thus

determined

from Eq.

variables:

00

p(F1,
_Co _C

n-fold

is

F2,

....

2n)

dF

n+i

dF

2n

(5.2.6)

161
Response of Linear

Quasi-static

S. 2.2

Structures

type, the vector of nodal

For an offshore
of the steel lattice
structure
{Fe 1, may be linearly
to the values of the distributed
forces,
related
{F):
force at particular
stations
along each member,
{F
eI=
where

[A]

{F}

[A]

is

(5.2.7)

a transformation

matrix.

{Y)
from the stiffness
Nodal response variables
are obtained
equation
is
be
behaviour
the
to
structure
assumed
the
of
and
quasi-static
when
linear:
(5.2.8)

where

[K] is
{YI

the structural

[A]
[K]-'
=
{FI
[S]
=

The multi-variate
the multi-variate

stiffness

matrix,

hence:

{FI
(5.2.9)

pdf.

of nodal

pdf.

of force:

response,

1)
({F
p
Det

In order

(S. 2.10)

to map between the response

for

from

Y, may thus be obtained

each of the probability

domain and the

force

domain it

is

spaces to be of the same dimension,

This may be achieved by introducing

necessary
be
[S]
a square matrix.
must
thus
(5.2-9)
into
integrating
Eq.
them
and
the
out
variables
of
auxiliary
in the same way as the auxiliary
(5.2.10)
Eq.
forces
pdf.
multi-variate
in
the
previous
removed
were

Section.

form
indicated
is
lengthy since
the
above
extremely
of
approach
force
derive
of
the
pdf.
or response requires
n-dimensional
an n-fold
to
Furthermore to obtain the more practically
applicable
integration.

A direct

marginal

response

additional

(n-1)

unwanted

(n-1)

variable

YI:

distributions
fold

integration

response

variables.

(see Section

1.3.2.3,

must be carried
For example,

Appendix

One) an

out to remove the

for

the marginal

pdf..

of,

162 -

dY2,9. dY'
n

p({Yl)

P(Yj)
-00
(n- 1) fold
S. 3

(S. 2.11)

OF SYSTEMSOF TWOLOADCOMPONENTS
RESPONSE
and Marginal pdf. s of Response

Bi-variate

5.3.1

Consider the system sketched in Fig. 5.3.1 of two load components F1 and
F2 and assume response variables Y, and Y2 to be linearly
related to these
i. e:
loads according to Eq. (5.2.9),
'

Yl.

Sil

S12

Mor

Z-

4,

S22

S21

y2

S
where ij

{FI

the bi-variate

coefficients.

of the previous

ff

I Det. [S] I (27T) 2KK

where

[M]

synunetric

expf-

vrD-e-e-tFM]
-00
I?

II.

I M-K
2

et

I dul
LM]

dU2

(S. 3.2)

of the cross- covariances

matrix

be shown

can easily

is:

of response

pdf.

it

section

00
P(YIY2)

(5.3.1)

F2

influence

are constant
the procedure

Applying

[S]

.,

that

FI

of particle

kinematics
20RR

CrUl

2
Al

0
-R

1U2

Ill

UIU2
R.
.
UIU2

-R

.
UlU2
20
Cr
U2

UIU2

LRR.
UIC12
(ARG)= {Cil

UIU2

.0
UJU2
2+

2{C12

C24

C22

f1l

CII
ill

Ill
02

U2
2+
+

C33
C13

C34

U2
Ul

U2

2+
U2

C44
+

C14

f12 21
111 112 +

C23

ill

U2

C121

[M]
C.. are co-factors
of
13
(Fi
16, =
-K DI ullull)/K
Ii
62
112JU21)/K
(F2
J2
=
-K D2
Fl
and

F2

(S22

Yl

S12

Y2)/Det

[S]

(Sil

Y2

S21

Yl)/Det

[S]

follow
s
pdf.
The marginal
00
P(YI)

P(YI

Y2)

by integration,
dY2

for example:
(S. 3.3)

163
-

As a linear-combination

of mean-zero processes, the response variables

be
be
the
second
and
moment
mean-zero
may
expressed as follows,
also
must
for Yi:
E{Yi 21 = S112 E{F 121 + 2SII

21 and E{F2 2 11are given

E{Fi
where
F2}=

E(Fj

E[XIIXIIX3lX311

F21 + S12 2 E{F2 2)

S12 E{Fj

by Eq.

(2.3.49)

+ E{XIIXIIX4}

of these kinematics
degree
has
load
of symmetry,
a
of

direction,
pdf.

it

or sign,

F)=
2j

p(F

p(-F

follows

XJ

S. 4, a solution

The particle

.
symmetrical

loads

+ E{X2

in Section

F1 and F2 are all mean-zero

described
by Morison's
the transformations

inducing
since

and:

+ E{X2X3lX31}

involving
Xi are solved later
The expectations
60
by Borgman
having been developed previously

(5.3.4)

kinematics

processes

and
the

equation,

retain

that

the bi-variate

in that:

-F 2j

li,

and
p(Fli,

In other

-F 2j

words,

)=

p(-Flig

that

2j)

of the bi-variate

part

pdf.

contained

within

any

domain
define
F,
F2
the
the complete
of
of
quadrants
and
two adjoining
densities
the
associated
with the remaining quadrants are
pdf. since
by
180*
this
through
probability
surface
rotating
about the
obtained
origin.
between load and response is linear,
as the transformation
is
in
bi-variate
degree
the
symmetry
present
of
response
same
the
by:
domain, as illustrated
Furthermore,

p(F lk ,F 2j)
P(Y

c;

li ,Y)= 2j

p(-F lk'
c=

F2.
t)

C=

const.,

P(-Y

ii

from Eq.

(5.2.10)

-Y 2j)

the marginal distributions

of response are
derivation
half
their
requires
computation
only
of
and
of the
symmetrical
Yj
Y2.
For
domain
and
positive
of
values of response the
bi-variate
be
as:
obtained
s
may
pdf.
marginal
It

follows,

therefore,

that

164
IW
1
P(yl
0'

P(Yl)

00
Y2)' dy2;

[P(yl,

P(y2)

* P(Yl a 42)]

Y2)

dYl

0
(YI
domain
:0;
the
only
where
5.3.2

Method of Computation
pdf.

From Eqs.

(5.3. S)

Y2 4 ')

is considered.

and Program Validation

Bi-variate

of Load

(5.3.3)

and (5.3.2)

it

follows

that

a 3-fold

of marginal probability
computation
required
for
its
integration
further,
required
cdf.
with a
integrations,
do not exist for'these
and solution
in
to
that
a
similar
manner
numerically
obtained
domain and described

briefly

in Chapter

of response,

'Closed-form'
must,
applied

is

integration

densities

for

variate

Using

solutions

therefore,

be

in the uni-

Three.

The computer programs developed for this procedure are indicated by name
in
Appendix
but
Six)
follow
(and
they
the
here
summarised
same
are
only
format
the
to
as
programs
referred
and
notation
and
earlier
general
documented
in
OSF2,
by
Reference
10.
Although
the
program
characterised
include
programs
time restrictions

algorithms for prediction

have prevented utilisation

Program OS17 - Constant

The bi-variate
covering
(-8ay,
and

fixed

Step_Fixed

of long-term conditions,
of this facility.

Range Numerical

density

of Eq. (S. 3.2)

ranges

of the response

run-

Integrations

is

computed at a grid of points

domains.
Values of (0 4 Y, 4 8ayl)

found to be acceptable
9 Y2 4 8(YY2) are generally
with step
(where
domains
in
both
0.2a
a
the
represents
relevant
standard
of
widths
is
Rule'
tSimpson's
to yield
the marginal
applied
deviation)
when
densities

Velocity
numerical

from Eq. (5.3. S).

components ul
integration.

achieved using
with Simpson's

and U2 in Eq. (5.3.2)

Sufficient

step widths

of 0.2a

stability
over

are removed by constant

is normally
of solution

step

a range of 5a in association

Rule summations.

Under certain circumstances the accuracies of the above numerical integra" as will be illustrated
later,
hence
inadequate,
is
and
attempts
tions
by
increase
the
to
accuracy
be
considering
shorter class widths
made
must
6rror
the
to'reduce
variables
of
accumulation.
ranges
expanded
over

165 densities
To minimise computational effort the bi-variate
are taken as
where the corresponding absolute
zero and the, computations curtailed
(5.3.1)
from
F2.
Eq.
forces
F1
and
of
exceed 10a of thoir
values
For
the above conditions computer run-times are
values.
marginal
CDC
65
ICL
7600
the
seconds
on
computer when using tho
approximately
(OPT
2).
of
operation
mode
=
optimised
Program Validation
To check the procedures the identity
Eq. (5.3.1), such that the bi-variate
loading

the latter

result,

uni-variate

solution.

A sketch

of a bi-variate

in terms

of the conditional

resulting

from application

matrix

distributions

and marginal

of which may be compared with

pdf.

of loading
distributions

is

of

5.3.2

and 5.3.3,

F21F1) and p(Fj

p(Fj

For the

in

the equivalent

made in Figs.

OS17.

of program

[S]

for

was applied

F2lF2)9
indicated

conditions

the marginal cdf. of force F1 is plotted

as curve 1 on
load F1,
the cdf. of uni-variate
exactly
Fig. 5.3.4 and is found to fit
OSF2.
is
The
for
2,
F2
programme
using
corresponding
obtained
plot
curve
is
5.3.5
1,
deviate
Fig.
the
to
marginal
cdf,
and
curve
seen
on
made
in

figures

these

from the uni-variate,

2, in the extreme

curve

in the numerical

inaccuracies
by
caused

range,

integrations

departure

this

being

be explained

as will

later.
between the curves

The fit

load or response,

either
most
range

'linear'

5.3.5

a 2.0m.
1.0m.

diameter

the marginal

accumulation.

results
for

cdf.

To further

However,

slight

the marginal.

lowest

deviates

illustrate
system,

member 1, a more inertial

departure
distribution

typical

of the
domain where, for

the

with

condition)

from the previous

member, and shows only

distribution.

and S. 3. S is

in the bi-variate

'inertial-dependent'

or

due to error

3 on Fig.

5.3.4

from computations

obtained

results

in Figs.

kurtosis

(the

in the extreme
this

see Fig.

condition

effect

curve

S. 3.2 but with

than

for

the

from the uni-variate

of

load

on the 2.0m.

S.
3.6,
1
Fig.
from the unishows a deviation
on
curve
diameter member,
distributions
2,
whilst
marginal
the
obtained
curve
when
cdf,
variate
follow.
diameter
S.
0m.
is
this
curve
exactly.
of
member,
other

follows,
be
behaviour
as
explained
noting that the cdf. of, the
may
This
kurtosis,
lowest
to,
the
assymtotes
extieme probability
with
of
variable
be
expected.
Consider,
for
as
might
example, the
variable,
the other

166
in Fig.

conditions

at a probability
from Fig.
directly

F2*
conditional

2.3.5)

are

in computing

truncated

in

contrast,

integrated

F1 = 8a.,

at

mass beyond

the

distribution

marginal

a greater

showing

also

indicated
the

marginal

limit,

at

possibly

spread

F2 and it

counterpart
will

of

F1,
in

larger

with
the

tails

similar

on Fig.

5.3.5

from

cdf,

curve

1,

which

and the

SaF2

it

follows

that

the
The

is

seen

the

is

force

the

marginal

to

contain

its

limit

curve

the
2,

its

than

distributions

conditional
of

the

'peaky'

more

limit

of

F21FO

p(Fj

because

domain

that

above

to

mass of

F2*
kurtosis,

univariate,

that
suggesting
,
be enhanced in the conditional

likely

F1 close

of

This

characteristics.

exhibit

about

cdf.

of

be expected

might

the

yield

are

probability
6a

approximately

limit.

this

that
BCF it is unlikely
any significant
F1
by
be
truncation
at even
omitted
will

to

they

whilst

of

2 on

From curve

represents

5.3.4

of F2 beyond 6a F2 the

the cdf.

determination

the

probability

F21F2).

p(Fj

probability

significant

this

(which

of kurtosis).

the value

given

distributions

densities,

In

2.3.5

at 8a F1 in Fig.
may be obtained

truncated

0.999965,

of approximately

Consequently,

6cr

where Force F, is

from Fig.

S. 3.5, '(or

Fig.

5.3.2

6a

F2
departure
occurs

characteristics

is
between
below

this

may

distributions.

be
it
in
deviations
that
to
can
concluded
avoid
the
comments
From
above
(or
F1
limits
F2.
Y1 and Y2) should
the
the
of
ranges
of
and
the extremes
be
deduced
to
cumulative
probabilities,
equivalent
which
may
correspond
from Fig.
objective
kurtosis,

However, to carry out such a procedure, with the

of extending the valid range of the variable with lowest
This follows because the
will require increased run-times.
2.3.5.

force
be
or
response
must
provided without
extensions
increase in step widths if the accuracy of the numerical integrations
It
be
be
must
affected.
appreciated that with the
to
adversely
not
in rangesof

is

be a limit to the valid

be
due
to
the
the
which
may
computed
marginal
of
range
in
integration
the
even
most
refined
present
numerical
error accumulation
herein, this limit was found to
From
the
obtained
results
procedures.
0.99999
due
to
to
of
approximately
accumulated
a
probability
correspond
imposition

error

of run-time

of approximately

restrictions
distributions

6x

10-5%4

there will

11..

167 the above remarks, the foregoing

have confirmed
It
the
procedures.
computational
now remains to
of
the validity
to program OS17 which were introduced to
describe some modifications

Notwithstanding

the computations.

optimise

Program OS14 - Approximate

Techniques
quadrature

Integrations

Program OS14 was developed

to reduce

of Gaussian-Hermite

u,

bi-variate

where f(xljp

in the integration

3.5)

Using

this

technique

mn

(m)

(n)

of
the

C33

j-1

Ak
kl

f (X ijox

20

(5.3.6)

(ARG*)
,
r1
= exPl- -! -De-tt-FM]'

20

= (ARG) - Cil

(ARG*)

c33
u2k
-

ulj

2 Det [M] x2.

13
Cii

u2Ij

[M]

2 Det
2
2k

Ai
.

by application

as:

2EAi
K K
jr)
l(CII
Il
12

IDet[S]1(2

Domains Using

run-times

2 Aet
--T-m

Y2)

P(yl

computer

and U2 in Eq. (5.3.2).

may be expressed

pdf.

Over Velocity

(see Section

quadrature

variables

velocity

and

results

X2
2k

C33

(M)p

Ak

function

(n)

are the weighting

values

of Gaussian

coefficients
liermite

with

quadrature

xj#

the

2k
of order m, n,

respectively.
Some instability
illustrated

is

of solution
in curve

5.3.4

3 of Fig.

in using

experienced

about the true

for

the

situation

the method,

as

when m-n=

20,

distribution

However,
results.
oscillation
where
in
less
is
than
that
the
marked
present
uni-variate
much
effect
this
(see Section 3.5) and decays as the kurtosis
the
quadrature
of
application
decrease.
Use of this method is, therefore,
loading
components
the
of
dependence
drag
low
in the loading
input
for
of
conditions
acceptable
and with
reduced

m=n=

20 typical

to about 20 seconds,

marginal

run-time
only

requirements

for

30% of the equivalent

Program OS14 are

values

for

Program OS17.

168
- .
Range Integration

OS15, OS18 - Floating

Erograms

for

Response Variable

Y2

described so far all correspond to conditions with

The applications
between
load
low
the
correlation
components. This is typified
relatively
for the conditions in
by the correlation
coefficient,
rFo0.292
5.3.2,

Fig.

where:
F2)/v/EiFI21

E{Fi

rF=

is
F21
E{F'l
and

Et-F221

Eq. (5.3.4).

with

given

(5.3.7)

reduction in accuracy of solution is experienced with

is high.
Fig. S. 3.7
Programs OS14 and OS17 when the correlation
illustrates
with loading close to the Gaussian form,
such a condition,
distributions
from
is
it
that
the
the bi-variate
conditional
seen
and

Considerable

limited
have
over
mass
only
a
probability
pdf.
integrations.
in
the
covered
it

is

evident

to

the

4 in

is

integrations
excess

curves

of

force

to

a better

be expected.

be evenly

spread

these

(in
fit

to

This

procedure

over

the

entire

ranges

be'inaccurate.

will
effect

and correspond

10OMX2
yielding
a
"
'2
The behaviour
of these marginal

with

x,

in

errors

in

probabilities

deviating

still

this

cdf.

assymptotic

erroneous

considered

4A showing

demonstrate

accumulative

Normalising

range

figure,

fixed

the

over

on the

but

cumulative

unity.

but

5.3.2

of

a result

by the

distribution
might

Fig.

rF " 0.90.

yielding

probabilities
of

and 5.3.5

coefficient

distributions

the

of

conditions

integrations

that

and indicated

5.3.4

Figs.

correlation

in

5.3.7

Fig.

previously,

considered
Curves

from

range of the domains

these
the

s,

by dividing

in

uni-variate
in

significantly
accounts

numerical
high

the

probability
cases

force

the

for

at

force
the

cumulative

the

extreme

1.0)

excess

of

cdf.

than

the

extreme

the

error

region

produces

the

original

range,

by assuming

as
it

range.

in the
procedure is to assume that the percentage
A more logical
errors
distributions
integration
the
force
conditional
of
of
are of
numerical
It,
follows
therefore,
that the bulk of the
of
magnitude.
order
the same
in
densities
be
in
the
low
the
resulting
marginal
contained
will
error
force
of
range
This hypothesis
the upper
condition

probability.
where the conditional
masses are the largest.
by fitting
the marginal
may thus be investigated
cdf. at
I
obtained from the uni-variate
extreme to the probability
the remainder of the cdf. in reverse from this
and plotting

169
-

point

the originally

using

levels

successive'class
error

to the initial

of loading,
level

class
yields

such an approach

computed probability

extreme

cdf.

5.3.4.

cdf. s in

associated

constrains

the origin,

marginal

in Fig.

range, of the marginal

procedure

adjoining

a modified

distribution

the uni-variate

This

steps

which

In view

Fig.

5.3.5,

with
the

all

F-0.

Applying

follows

exactly

of the error

from the

resulting

discussed
truncation
the fit
as
adopted,
earlier,
range
force
In
level
be
5-6a,
the
a
at
region
of
made
should
case
the
uni-variate
cdf. again results.
with
agreement
exact

in the

in this

force

for

which an

In summary, the goodness of fit of these 'corrected'

marginal distribuerrors in the numerical
tions demonstrates that the most significant
in
the region close to zero of the marginal
integrations
concentrated
are
in
Although
is
investigation.
this
the
error
not
evident
under
variable
in
lower region of the marginal cdf. it causes considerable distortion
scales.
the extreme range by virtue of the nature of the probability
Programs OS15 and OS18 were developed,
OS17, as an attempt

to minimise

from the bi-variate

to the marginal

between

response

integrated
pdf.

over

p(Y1 Y21YI)

error

a floating

In these

range centred

and covering

only

in general

neither

OS14 and

in the integration

domains when correlation

programs

response

Y2 is

over the peak of the conditional

the range of the significant

the
thereby
optimising
constant
mass,
probability
densities
Y1.
for
of
the
marginal
tion

Since

respectively

accumulation
response

is high.

variables

to replace

Yj nor Y2 will

step

be Gaussian

numerical

distributed,

integra-

the

Y21YO,
define
to
the
of
the
variance
p(YI
and
required
mean
of
values
Y1,
level
They
however,
be
Y2
are
unknown.
of
any
may,
at
Of
range
Gaussian values,
Section
by
1.3.3.2,
the
equivalent
see
approximated
Appendix

One:

E{y2lyll

I-- ry

and
a2
Y21YI

isthe
ry
where

'

21

YlAty231/Ety,

2- Cl
'2 ai2

ry

form of Eq.

(S. 3.8)

(S. 3.9)
(5.3.7).

170 -

are used in Programs OS15 and OS18 and from inspection

These estimates

distributions
bi-variate
this technique
response
the
resulting
of
region of the probability
mass of
appears to locate the significant
p(y,

the range Of Y2 considered

if

Y21YI)

covers

about

il6ay2ly,

centred

E(Y21Y11the
mean
at
an improvement

Although

producing
is not sufficiently

approach

sensitivity

of the numerical

limitations.

Consequently,

is

instructive

the multi-variate
Using

additional

inaccuracy

significant

for

analysis

must be expected

in

systems under these conditions.

of

investigation

extension
integrations

of

of application

of

response.
ICL CDC 7600,

of at least
20 seconds.

at least

into

limitations

on the

OS17/OS18 demand run-times

5.2,

the

structural

mode of operation

Programs OS14/OS15 require

Section

of error

given restrictions
on the
imposed by computational

integrations

here to demonstrate

the optimised

programs

the problem

the

Systems of Loads

Tri-variate
It

are high,

of the Impracticability

Illustration

range integration

suppress

of response from bi-variate

investigations
S. 3.3

to

refined

when correlations

accumulation

fixed

on the

65 seconds whilst
With

loading

the tri-variate

computer

over a response and velocity

reference

to

domain would imply

domain. Assuming

in
to
those
the
applied
numerical
bi-variate
case, the number of computations of the argument in Eq. (S. 2.11)
factor
(20
least
81)
for
by
1600
OS14/
increased
be
=
of
at
x
a
would
for
bi-variate
the
those
system. Furthermore, a
required
OS15 over
integrations

of a similar

sensitivity

large part of the run-time consumption is within the algorithm describing

Consequently,
for
this
integrations
argument.
triof
run-times
the
be
(20
likely
1600)
to
the
32000
of
order
of
=
x
are
systems
variate
imposed.
limitation
in
the
far
of
excess
seconds,
Even if

such run-times

of error

accumulation

bi-variate

loading,

the

tri-variateloading

were available,
experienced

these

problems

applications.

in view

in extension
might

of the increased

problems

from uni-variate

to

be expected

to be excessive

in

171 5.3.4

in

Systems Using

Bi-variate

Program OS18, are plotted

using

included

Also

to 5.3.10.

5.3.8

Figs.

computed

cdf. s of response,

Some marginal
in

of Response from

Distributions
--Program OS18

Marginal

figures

the

from
fourth
the marginal
obtained
moments
statistical
the second and
Gaussian cdf. s of response.
kurtosis
the
equivalent
and
the
pdf-s,
the theoretical

addition,
from
to

presented

From the results

distribution

the
is

ation

is

This

Gaussian

from analysis

is

The hypothesis

in Figs.

tested

from the

cdf.

pierson-Holmes
found negligible
being
there
Six)

was written

jkppendix
Eq. (2.3.54),
-y over

a range

a range
In

Fig.

the
and
from

using

suggests
the

of

loading,

the

Gaussian

produce

drag/inertia

general

structuro

tests.

to 5.3.10

by plotting

the

moments of response,

deviation

the results

between

in the

Figures.

step

for

P,, (y)

81 steps

with

from zero to 8a and 201 steps

Y

from

Program OS16 (see

P-H distribution

integration

obtained

for

from
variable

dummy variable

5.3.8

a good fit

equivalent

is

P-H cdfs,

accumulation
in Section
departure

achieved

between

the deviations

The marginal

from the P-H form.

considerable
following
condition,
correlated
highly
5.3.4 and discussed
in
Fig.
4
to curve

which

exist

integrations

in the numerical
5.3.2.

the marginal

over

cdf.

in

resulting

as discussed
Fig.

However,

5.3.9

for

the procedure
in Section

distributions
probably

this

applied

5.3.2,

shows

that

loading,

of -5GI -

error

previously

for

from laboratory

to compute the

constant

system

from members of a prototype

5.3.8

loading

the transform-

of

second and fourth

of moments included

two sets

the

systems

the proposition

Sea and also

North

the Southern

that

apparent

to that

dominate

linear

through

estimates.

conditions.

effects

records

of strain

form

seen

form when the

the Gaussian

short-term

input

has supported

Tickell55

loading

for

pdf.

the case when inertial

evidently

output.

immediately

may be of a similar

of response

multi-variate

since

in

force

the Pierson-Holmes

namely

from

is

The linear
nature
and hence non-linear.
to response for the general multi-variate

distribution

the

it

Figures

deviates

of response

drag dependent
from

in the

and are

'marginal'

computed

In

computed

included

S. 4, are

the numerically

with

agreement

show close

in Section

developed

the expressions

of the moments of response,

values

of

are estimates

172

normalisation

is

distribution
is

deviation,

Fig.

a result

densities

illustrates

5.3.10

the

load system involving

bi-variate
predominantly
distribution

and exact

agreement

is

if

obtained
follows

the

It, therefore,
that
at the extreme.
inaccuracies
integrations
in
the
of numerical

fitted

in the marginal

concentrated
Finally,

the fit

improves

at low response
instability

4-fold

levels.

from the

of solutions
integration

numerical

the

for

P-11
The plot of the corresponding
condition.
inaccuracy
degree
from only a 2-fold
of
a
similar
shows
inertial

integration.

In summary, the deviations which exist between the marginal cdf. s of

be
by
P-11
the
s
cdf.
may
explained
numerical
equivalent
response and
The errors are concentrated in the
inaccuracies in the computations.
effect on the
low response region of the cdf. s and thus have little
moments resulting

from the marginal

statistical
of the above analysis supporting
References 11 and 14.

Further

pdf. s.

these statements

results
are presented in

distribution
be
that
the
probability
of
therefore,
concluded
may,
described
by
is
Piersonthe
bi-variate
for
accurately
systems
response
it
follows
directly
Moreover,
that this statement
distribution.
Holmes
It

load
to
be
components.
systems
of
any
number
of
cover
generalised
may
at this stage that it has not been found possible
It should be explained
to prove

mathematically

that

the probability

structure

of a linear

following
distribution
P-H
the
variables
also
random
of
combination
However, as mentioned earlier,
the proposition
that distribution.
follows
from
by
the
experimental
measurementS55.
results
Is supported
fit
the
of response to the P-11
of
goodness
of
Further evidence
from the results
later
is presented
of mathematical
distribution
In view of the problems

simulation.
in
numerically
accumulation
series

appropriate
in

to make comparisons

terms of the values

insensitive

moments.

equivalence

cdf. s, it

is

of the probability

of the statistical

to such errors

between statistical
purposes

derived

associated

as discussed

with

considered

earlier.

moments of up to fourth
between the probability

order

error
to be more

structure

moments, which
Close
implies

distributions

time-

of response

are relatively
agreement
for

practical

producing

the

4-

173
-

the -above hypothesis,

be described probabilistically

from multi-variate
systems may
from knowledge of its second and fourth

Accepting

order

kinematics
of the particle
developed in the following

statistics
procedure,

These may be developed

moments.

statistical

response

at the nodal
sections,

from the known

'load-points'.

This

many of the

avoids

with the multi-variate

problems associated
probability
computational
the restriction
domains, thereby relaxing
on system complexity.
I
5.4

SECONDAND FOURTHMOMENTSOF RESPONSE

A particular

nodal

expressed

in the form:
F1 + S2 F2

Si

Clearly,

since

are mean zero in this

distributions

symmetrical
E[Y

coefficients.

forces

all

k,

E{Y 21=

4)

E{Y.

of Y is

and have

odd moments of Y will

all

given

i. e:

be zero,

ESi2
i=l

nnn

E{F

(5.4.2)

by:
n-1

=ESi4

study

odd integer

the fourth

Similarly,

then

=0k=

The second-moment

may be

+SnFn

....

Sn are flexibility

where SI,

from Eq. (5.2.9)

taken

variable

response

2) +2EES.
i
i=1

j=i+i

Si

E{F

(5.4.3)

iF

moment of Y is:

E{Fj

41

i=l
n-1
nn
+6EES.
i=i j=i+i

E(F i3F

+4EESi3si
i=l i=l
jii
2S

n-1
n-3 n-2
+ 24 EEEEsisis
i=l j=i+l k=j+l

2E [p

2F

21

n-1
n
12 EE1:
i=l j=l k=j+l
jji
kii

S. 2S

S E{F
kijk

2FF

n
Y.=k+l

ED
F
Fk
kSt
iFi
1)

(5.4.4)

force
joint
hand side of
the
of
given on the right
moments
of
Evaluation
and (S. 4.4) may be achieved by expansion of the arguments in
Eqs- (5.4.3)
(5.2.2).
Eq.
The resulting
X
the
using
variables
expectatipns
terms of
determined
be
then
x
must
of
illustrated
known.
as
which are
f

in terms of the cross-covariances

in Section,

5.2.1.

of X, Rip,

174

total

procedure it

this

Following

of 23 expectations

can be easily

are required

4}

E4
ES
E6

E{Xi

=H

2Xj2

Xj

3XI
{)C14
{X
X

=E
ii
4
- E[Xi

E7
E8
E9

I Y-j IXiIX 2)
E17 - E{X
ily 'i
k
41
Ix IXk
E18 - E{X
Xj
i1xi
j
E19 - E{X
Xk
XJO
iXj
E20 - E{XijX
Xk Xt I
IX
E21 - E{Xi XiXXi
Xk Xd
IXJIXklXkIXL}
E22 - E{XilXilXj

2}

X. 4 }

= E{Xi XJX i}
,
= E{Xi5jXijXjI

= E{Xi'41

E2 =
The first

E{Xie
.

(Eq.

klXkIXZIXLI)

El to E23

(5.4. S)

51 = 10SRi i4

(5.4.6)

moment is

bi-variate

the basic

result:
(5.4.7)

ii
of Price's

bi-variate
(1.60),

IX

= 3Rij

E3 = E{X iXiI=R
Other

Ix

One:

Appendix

From Eq. (1.33),

El

E23 = E{Xi[XijX

of Expectations

Solution

application
moments require
Appendix One) for solution:
R-Ifi-

Xj2j

E4 = E{Xi2

for a

ElS W E{XiIX
iXj2Xk
E16 - E{XiIX
1Xj4Xk

Xi}
E10 = E{XijXi
1}
Ix
{Xjlxjlx
Ell -E
i i
,
lX
l}
E12 = E{Xi5lXilX j
j
5.4.1

expressions

E13 = E{X12X Xk}

{Xi4
X. Xk}
E14 = E

= E{Xi
al
E{X
E2 =
i
E3 = E{Xi
El

shown that
as follows:

=4

E(X

ixi}

dR
ij

2R.. 2+R..
R..
ij
11 jj

+ E[X i2}

theorem

E(X

21

i
(5.4.8)

and similarly:
3
KX
Xj 1=
ES =
i
E6 = E{X i
--

44

xj2

22

.1

Uij

Rij

= 3Rii(4Rij

(5.4.9)
+ Rij

Rjj)

(5.4,10)

175 E[Xi4

E7

j 41 - 24R

4+
13

Moments E8 to E10 are solved

E(gi

R
ii

ii

the

using

= E{gj

gnj

921

9R

2+

(8Rij

following

property

gn- 1 E{gnIX,

92P ***'

(S. 4.11)

Rjj)

Rij

78 :

X29

...,

n-l
(S. 4.12)

where gi is
is

function

an arbitrary

the expected

of Xi and Efg
the values

of gn given

value

IXI X29

X
goes n-1

of X, to X
n-l'

Hence:
- E[XilXiIE[XjlXill

E8 - E[XiLXiLy-jl

mean value,
and the conditional
Appendix One, yielding:
R.
E8 =R

and using

E{IX

from Eq. (I. SS),

obtained

311

Eq. (1.34),

E8 =4R..
r2,'Tr

is
E{X IX
11
j

Appendix

One:

1/2 R..
13
11

(5.4.13)

Similarly:
E9 = EfXjXiLXj}
Applying

Price's

Appendix

One:

96

5/2 Ri.
Rij
=
42-7,1

theorem,

EIO = E(XjLXjLXj3)

using

iVf

(5.4.14)

Eq. (5.4.12)

Rij(3R
1/2

R.

11

and Eqs.

(1.58)

2
Rij

Rjj+

and (1.34),

(S. 4.1S)

11

moments is more complex than for

of the remaining bi-variate
instructive
is,
develop
for
it
to
therefore,
the
solution
and
the above
Ell in detail here.

Solution

Applying

Price's

theorem:

I.
R.

Ell

= E{XiLXiLXjLXjLl

E{IX

=4f
0

ix

dR
ij

+ EjXjjXjjI

E{Xj jXj I
(S. 4.16)

176

from
the mean-zero
and

= E{XjlXjl}

E{XilXill

E{jXij),

also

ax

{Sign(Xj)l

integral

of the

in Eq.

(5.4.16):

where 6(. ) is

= 26(Xi)

the dirac

delta

function.

Thus applying
Eq.

-0

R.
13.
11, = f E(sign(Xi)
dR
E{jXij)
E{jXjj)
sign(X
+
ij
0
(5.4.17)
1
11
from Eq. (1.34),
E{IX
Appendix One,
obtained
are
1

EfIx iXi
and

of X, and X

nature

theorem to the argument

Price's

Applying

symetrical

Price's

in the integral

to the argument

theorem

of

(5.4.17):
R.
E{sign(Xi)

4f

sign(X

S(X

E{6(Xi)

dR
ij

0
and

E{sign(Xi)}

also

f 6(Xi)

6(X

Appendix

From Eq. (1.53),

p (X 170,

Hence,

Xi=

/ (R
ii
ij

substituting

Ell

a result
Following

(5.4.18)

00

previously

0)

6(X

dX dX
i

P(xi

Xi=

Z P(X i=0,

where r-R

E{sign(X

=0
00

E{6(Xi)

+ E{sign(Xi))

One:

= 1/[27r(R

ii

R
ii

)1/2

(1

2) 1/2 ]

-r

Rii )1/2

(S. 4.20)
from

successively
[(4r 2+

obtained

2)

arc

(5.4.19)

Eq.

sin

by Borgman

6r(i

r+

to

-r

(S. 4.16)

2)1/2]

yields:

(S. 4.21)

60

the same procedure:

k

177
2Ri3i R
J'{15
=
7r

E12 = E{XilXiLXjLXjL)

+ r(l

The remaining

if

therefore,

be reduced,

variables,

by substitution

of

Price's

theorem
One,

Appendix
covers

it

third

and fourth

proved

to
order

and using

differential

equations,
obtain

the

above

= E{ Xi2

Appendix

Xj

three

four

the

the

than

Price's

However,
and

1.3.3.3.
theorem

variables

result
of

solutions
to

solutions

to

attempts

the

(R
a,
=
where
ii
(R

R
ik

ii

R
jk

Rij
Rij
-

in

which
bi-variate

substitution.

E{X

Ix
ix

One:
(5.4.23)

Xi I=aixi+aix1

E{XklXi

ai=

any order.

expectations

2
j 10
E{Xi
E13 -

Eq. (1.55),

of

form

general

application

Section

to

reference

two

only

the

enable

(5.4.22)

and must,

involving

to

its

4))
2r
-

variables

expressions

in

to

r(I

+ 28r2

two

in

from

results

than

With

above.
that

(81

(5.4.12),

Eq.

using

be more difficult

which

problem

to

expectations

directly

this

to

possible,

apparent

multi-variate

apply

-r

more

as applied
is

2)1/2

involve

expectations

ar6 sin

2)
6r
+

/(Rij
R
jk)

Ri
j2)

Rjj

R )/(R
ik
ii

R
ii

-R ij

Hence:
E13 = E{Xj7_j

k'
-!

(5.4.24)

(E4)

+ai

= ai(ES)

similarly:
E14 = E{Xi4_. j

15a iR ii 2 Rij

E15 E-{XiLXiLXj2-Xkl

4a.
1R.

E16 z E{XiLXiLXj4-Xk}

r2ir
v,
4Rii

.
Rj j

(5.4.25)

+ aj (E6)

1/2 (3R

+ Rii

ij2

Rjj)

+ai

(E10)
(5.4.26)

z"'

[3a

iR

ii

6r 2+

1/2 (r 4+

1)

vr2ir
aR

1/2

Solution of E17. requires the expression

One:
(1.58),
Appendix
Eq.
in
given

r(15'+

lOr

2-r

4)]

for the conditional

second moment

178
21

E17 = E{XiLXiLXjLXjLXk

[R

(a

kk

lXjll

Price's

+ 2ai aj

(5.4.28)

2R.

.2R.

-1

j1

(12r

IT

(2r
3/2

ii

Expectation
which

Retaining

or

variance,

of Appendix
i=
is
mean of x 0
oc

are given

central

second
for

expressions

E{x

these

21XI,

0"
in Section

the conditional

the third

central

I=

1.3.3.2,

E{x
is

and the

(1

2+-2

oc

-r

2)1 /2

3) + (I

-r
(S. 4.30)

with

Eq.

(S. 4.29).

fourth

in Section

central

moment
Appendix

1.3.3.2,

moments.

Gaussian

variables

0n

to x

the
and
conditional
xn
01XIS ... '
2=
)21XII,
E{(x
cr
x
... '
oc
n"
0R
oc
resulting
conditional
second moment:

oc

Appendix

One, the conditional

been used in the preceding

distribution

r(2r

2+

the conditional

One for

moment,

moments,

xn

having
second moment
Since

and fourth

the notation

the conditional

for

of the procedure

the third

One, by considering

r(l

2)1/2.
(5.4.29)

by comparison

an expression

from extension

follows

r+

13)

arc sin
(22r 2+ 8)]

11 is obtained
i

E18 requires

2+

3) arc sin

[6r

IT

lix

2+

3/2

3x3R

311

Ix

EfXilXiIX

theorem:

E[ IX

E(lXi3

is Ell

3 lxjlx

E{Xi

k21xix1

1)

31xjll

E[XilXiIX

where E{XilXilXjlXjll

and applying

E{X

] E[X.. IXilXjlXjll
jk)
.L

iRA+aiR

2 E(Xi3lXilX

- E[XiiXilXjlXjl

p(x

OIXII
moment must be zero, hence:

mean and

derivations.

is Gaussian
Xn)
... J,

in form

179
E{ (x 0 - ;-oc )'lxi,

E{x'Ixl,
0n

EX

x1x

....

n00

3i

....

ixi,
E(X
+ 3i2
0n
oc

3-

3x

2j+

oc

E{X21X1,

oc

j3

)Ixi,

x
. @. ,

0r

...,

0n

oc

3x

;2-

is
oc

x16o. j,

cc 0,

from above:

and-substitut*ng
E{xo'Ix'---'-'

From Eq.

EQXO -i

Returning

One,

Appendix

)41XII

...

oc

...,

O'Ixi.

Appendix

Ry
oc

4+

6a

oc

moment will

be:

2j

2+j

oc

oc

(5.4.32)

oc

E{Xk 41Xi XjJ}

= E{XilXilXjlXjl

in conjunction

Eq. (5.4.32)

central

E18:

to expectation

E18 = E{XiLXiLXjLXjLXk4i

and, using

oc
fourth

the

(S. 4.31)

in the above manner:

3a

xnI=

21

oc

9xnI=

the expectation

and expanding
Efx

xn'

(1.33),

I+i

"oc (30
=

(1.55)

Eqs.

with

and (I. S7),

One:

E18 =

13 ERkk

+ 6[R kk
+ 2a ia

+ai4
t 6a iji

+ai4

(ai

R
ik

(ai

E(IX

+aiR

R
+aiR
k

i3xi

3P

jk

+ai2

E{X i SIXilx i IXjIl

2a2

E{Xj3

'E{X Ixjjx
i

IXiIX

S.IX III
i
i

jk

)]2
[a

)]

i2

E{Xi3lXilXjlXjll

E[XilXiIX

+ 4a i3
3

EfXilXiIX

Ix 11
i
i

aj E{

Ix
i3

11]

IXiSlXj3l}

IX 11 + 4a. a
.3 E{

IX

3 X. 511

(S.

4.33)

180

Ix 11 is

where E(XijXijX
EfXislXiIX

E{jXi

3xi

Ell

Ix 11 is
i
i
311 is

by Eq. (5.4.29)

given

(5.4.30)

by Eq.

given

11
Ix
SIXiIX
is E12
E{X i
i
i
Price's

and applying

theorem:
2

2R.

E{Xil

JXi IX lix
jil
i

-2R.
1j1
11

7T
r(l

and
E(I Xi5xi

311

(4r 2+

2R.

5/ 2,

R. I)

11.

2)1/2

-r

17)

-r

(Sor2

[ISr

arc

3)

55)]

sin

(2r 2+

2)3/2

(S. 4.34)

r(4r

2+

3) +5 (1 -r

23)]

The remaining

E19 to E23, involve

therefore,

application

expectations,
a double
require

24r 2+

3/2

Tr

3(l
-

4+
r(8r

[3 arc sin

2)1/2.

(S. 4.3S)

four

and,

variables

of Eq. (5.4.12).

for conditional
coefficients
ai and ai have been used
statistics,
In the
on Xi and Xj*
of moments of Xk conditional
for the description
bi, bi and bk are required for description
of the
following coefficients
Xi,
XjA
Xk
Section
X.,
to
on
and
with
reference
conditional
of
moments
1.3.3.2, App8ndix One, are obtained as solution to:

So far,

[RI {b}

{R(,
=
)}

(5.4.36)

is the matrix of cross -covariance s

T;
and
= (bi bib k)
T.
}= (R
{R
Rjk RkX)
i 91
(91)

[R]
where
{bI

Hence, using

Eq. (I. SS), Appendix

E19 = E{XiZj-k-h

abi'

E{X

where expectations

i2

I=

X'
iXk}+bi

Xi,

of variables

Xj* Xk;

One:

EIX i Xj Xk E{X JXi

E{X

ixi2x

are of the form E13.

k}

xx

kil

'+ bk E{X

ixixk

2}

(S. 4.37)

181
E20

E{X. -LXiLXj 411

E{XilXiIX

+bk

bi

ixk

2x

E{lXi3lX

=ai

21
xk

E{XilXiIX

bj

jkk

E(XilXi

IX 2x

(5.4.38)

{Xi3lXiIX
E
ai

k'

X+

21

3
Ix
xk
E{jXj
where
j,
E{Xilxilx

E{lXi3lX

= EJXilXilXk2

+ai
2} +a

E{XilXiIX

E{X Ix
i
ix

= ci E{lXi3lX k')
with ci and ck the solutions

E{lXillX

21

(S. 4.39)
3)

(S. 4.40)

kil

+ Ck E{XilXilXk3)

(S. S. 41)

to:

1
[R] [c) = {R
0)

(5.4.42)

[R]
is
the matrix of covariances
where
TT
{c) = (cij, c
k)
1= (Rij R
{R
jk)
0)

E{XilXiIX

31

which

is

1/2
.

11
r2-7,
.

21

in

obtained

.
11

iI=

(3R

ij2

derivation

the
16R.

E{Xi3lXilX

to (S. 4.41) are

E10

4R.
E{ jXi3jX

Xis Xk

hand side of Eqs. (5.4.39)

on the right

The expectations
of the form:

of variables

3/2

+ Rii

of

Rjj)

ElS,

(S. 4.43)

and applying

Price's

theorem:

R..

ij

(5.4.44)

-Tr
Yr2

E21 = E{X XXXX

iLiLjLjLk-h1
= bi E{jXi3jX
+bk. E{XiiXiIX

The first

Ix Ix
i
k}+bi
i

jlXjl)Ck

E{XilXillX

21

two expectations on the right

follows:
be
as,
expanded
may
and

31X0

(5.4.45)

hand side are of the same form

182

Ix Ix
kaiEi
i

E{ IX-31X

on the right

the expectations
(S. 4.30).
The final

{X

IXiIX

1) +ai
i

31)

IX
3X
E{

hand side being given by Eqs. (S. 4.29)

E(X, IX, lx

in Eq. (SAAS),

expectation

Ix

JIXJIXk

21, is

and

E17.

E{XiLXiLXjLXjLXkLXkLXL'

E22
.=

E{lXi 3 Ix i Ix jlXklXkll

-bi

bk EfX i lxjlx
to

In

order

to

determine

+bi

klXkll
(5.4.46)

on the

expectations

right
of

expectations

conditional
1XiXiI.
Ef IX 31
k

former
be
the
that
expectation
shown
can
IIxixj1
I
{Xk
Xk
E

lix

jllXk3il

the

alternatively

It

the

expand

ix

L-{xjlxjllx

I Rkk - (ai
'

R
ik

hand

side

form

E[XklXkll

the

it

is

XiXiI

where 11

(a)

q_

42-7r

Q(a)

"0
fZ
a

j)'ERkk

or

may be expressed as:

+ aj Rjk

)].

[ (1

+ S12)

(1 - 2Q(fl))
(5.4.47)

2QZ(Q)]

= (a ixi+aix

necessary

(ai
-

R
ik

+aiR

jk

)] 1/2

L
a2l
2

(X) dX

functions
form
the
of
the
of
of Z(n) and Q(SI) prevent
presence
Clearly,
(5.4.46),
following
Eq.
by
further
of
substitution
expansion
any
far.
lines
Similar
the
the
(5.4.47)
of
method
adopted
so
along
Eq.
difficulties
EflXk3lXi

are also likely

to be experienced

Xi }-

E23 = E{XiLXiLXjLXjLXkLXkLXLLX9.
Expansion of' this requires
,
have
a similar
which will
therefore,

in an expansion of

also

prevented.

Ll

the conditional

expectation,

form to Eq. (S. 4'. 47)'and

direct

E(X

LNIN
solution

XiX0
is,

183
-.
were made to solve E22 and E23 by direct
application
of the
form
Price's
However, the shear
theorem.
of
general multi-variate
in
ity
the
results
practically
problem
unsurmountable
of
complex
I
from the formulation
difficulties,
as might be appreciated
of the problem
for E23 given below:

Attempts

Repeated

1.
application

of

D' (E23)
(const)
IIGR

Price's

theorem,

E{6(Xi)

6(X ) 6(X
i

(I. S9)

Eq.

Appendix

one yields

)i

(S. 4.48)

derivatives
)/IIDR
Dr'(.
product
of
a
represents
where
Xis Xjs X and XV
of variables

of cross-covariances

From Eq. (5.2.3):

6(X

E{8(Xi)

where

right

hand side

30

30

The value

k)

1 :--

6 (V

of covariances

13 possible

combinations

li

3R?
ik

Dqt;

W
ik

DR
ij
Jk

DR
kt;

DR? W
DR
ik
it
Jk

DR
ii

DR
ii

DR DR
U
kk

of E23 must,

to the covariances

DR! ; DR2
ii
ik

DRlk

DR
it

30t
i

3Rij

3R
3Rjt. ? Rkt,* DRii
jk*

therefore,

of the right

DR
ik

pXk

and XV
the

may yield

(E23) as follows:

DR
ik;

3R
ik

Xj

derivatives

of partial

DR! ; DR!
it
it

DR
ij

integration

Xi,

of variables

DR
it

3qt

(5.4.49)

2vff21 f) -et-TM-]

from

of Eq. (5.4.48)

113R= 3R?
ii

six-fold

i)

[M] = matrix

At least

6(X

3Rjj;

satisfy

BRii

DR
ik
DR2
ik

3Rkj;

DR ;
it

Wt

BRit

BRjk;

BRjt;

3R
ii

3Rkk DRIZ aRij

DR
ii

each of the

hand side

in the above groups.

Bqt

aRkk DR
U

DR
it

13 solutions

of Eq. (S. 4.49)

with

BRkt;

DR
ik
from

respect

184 'and
E23 by Numerical
E22
of

Solution

Integration

In the absence of closed-form solutions for expectations

their values have been obtained by numerical integration

The, unsolved
describing
for

over the relevant

spaces.

probability

Xk'

E22 and E23,

hand'side
on the right
of Eq. (5.4.46),
E22, may be obtained from the tri-variate
space of Xi,
expectations

Xi and

example:
C

ix
3
Ixi
E{
jiXjlXklXkll
the other

Similarly,

following

expectations

00
{XilXiiX

E23 - ffff

{lXi31XJIXJIXklXkll

r" L ff

ix

ix

dX dX
Xj x)
kii
(5.4.50)

P(Xi

in an identical

manner:
dxi

P(X ixixkV

klxklxzlxtll

dx

_Co
the multi-variate

of the mean-zero

for

Program OS19 was developed

from input

used for

notation

from the El-E23

and Limitations

notation

the arguments

sea state

The

conditions.

X in the program

but use of multiple

of expectations

Complexity

of the moments of response

of variables

used herein

One.

on Structure

the computation

the expectations

with

statements,

dIk

in the

random variables

Appendix

and short-term

structure

covering

Gaussian

from Eq. (1.53),

is obtained

Method of Computation

5.4.2

dxk

(5.4.51)
pdf.

above equations

d Xk

differs

comment

printed,

prevents

serious

confusion.
Numerical

integration

over

the 3 and 4-dimensional

according
E22 and E23, respectively,
integration
by
step
constant
performed
of integration

For each cycle

distribution
over

is

the significant

using

the relevant

in form.

Gaussian

to Eqs.

range of this

Thereforej
probability

probability
spaces for
(5.4.50)
and (5.4.51), is

Rectangular
conditional
to centre

Rule summations.
probability
the computations

mass the integration

is

deviations
5
standard
of
a
range
of this conditional
over
performed
these moments being
mean value,
distribution
about its conditional
(1.57),
(I.
SS)
Appendix
One.
from
Eqs.
and
obtained
illustrates

the sensitivity

integrations
of the numerical
to
Table,
In
E18
is
included
in place of
the
chosen.
steps
of
the number.
derived
illustrate
tri-variate
the
numerically
expectation
since
E22 to

Table

5.4.1'

in the initial

investigation

the closed-form

solution

of E18 had not been

185

integration

and numerical

obtained

the results

in the Table

presented

of any application.
considered

to be generally

for

be Gaussian

set of
representative

because the probability

follows

This

Although

required.

to a particular

correspond

they may be considered

member conditions,

will

was, therefore,

spaces

and the standardfrom the use of

integration
limits,

any member conditions

points,
resulting
of integration
for
definition
of the
variance
and
mean
conditional
between
for
differing
the variables
correlations
account
will
isation

of the grid

in

present

each application.
is

it

5.4.1

From Table

seen that

constant

integration

step

11

only

using

derived

for. the numerically

expectations
which
results
steps, yields
by 35 steps, which
depart by less than 0.13% from the values obtained
represents
available
E18 derived

numerically

with

associated

1% of the values
the 11 step

small

sufficiently

computer

minimise

Computer Run-time

for

Values

solution..
found

were subsequently

obtained

purposes

therefore,

to be
to be

considered
its

to justify

of

The inaccuracy

analytically.

is,

integration

practical

'exact'

usage and thereby

run-times.
Requirements

integration
with 3S steps in each cycle
numerical
when
above
is applied only systems of up to four nodes can be

As mentioned
of integration

in the 30 minute

analysed

11 steps

using

in the run-times

possible

to be the

and may be considered

at worst

within

integration

the most sensitive

on the

available

run-times

ICL 1906S computer

in the number of steps

Reduction
Liverpool.
University
of
the
at
of systems comprising
enables the analysis

of up to

to 11

12 nodes.

it
be
inferred
that much of the time
may
statements
the
above
From
is used in the numerical
integration
in
the
program
computer
consumption
with

associated
This

illustrated
be
may

combinations
fromthe
easily

solution

from Table

5.4.2

of the second and fourth

moments of response
shown that

of the form of E22 and E23.

of expectations

expectations

through

which

order
Eqs.

Shows the number of

expectations
(5.4.3)

of force

and (5.4.4).

of the form E22 are present

resulti
It

ng
'
can be

in the expan-,

E{F
E{F
FsI
E23
and
while
expectations
sion pf
p2FqFrI
pFqF rFor
latter.
fourfrom,
the
three
the
example,
expanding
and
oli'ly,
results
(S.
4.4)-in
in
Eq'.
X
terms
of
variables
using
expectations
variate
2, T a! 3. s
1, q
4:
for
2.1).
the
(S.
set
p
-Eq. .
.
force

186

FS)

E{F 12 : F2'

-E
+

4 XSIXSIX.

{X,

2XIIXIIX2

+ X14

X4

X3lX31XS

Fs

F'41

Xlh

XSIX51

2
X2
+

+ X14

X2

X31X31X5IX51X71X71

"

X2

X31X31X6

water

X4

+ 2XIIXIIX2

with

X4

X6

XO
XSIXSIXO
X8

X31X31X5IX5IX6

X2'X31X31X6

+
X2

XIIXIIXIIXIIXIIXSIXO

X6

+ X2

(5.4.52)

XO

X71X71

X2

X4

XSIXSIX71X71

+ X2

X4

X41

of the form of E22 and E23 are

odd numbered subscripts
Eq. (5.2-2)

through

velocities

XIIXIIX4

XSIXSI

X3lX3lX6

2
X2
X4 X6)
+

+ XIIXIIX4
+

X71X71

XSIXSIXO

expectations

Variables

particle

X71X71

"

+ X2

underlined.

XS

2 X4
X2
+

+ XIIXIIX31X31X6

X51X51X71X71

XIIXIIX4

2XIIXIIX2lX31X$IX51XSI

X3lX3lX51XSI

IX71X71

+ XIIXIIX4

forming

X4 X6

X51X51

m E(XilXI-IX31X3IXSIXSIX71X11
+ XI-IXIIXIIXIIXI.

Arguments

X4

2
X4 X6 + X2 XSIX3lX6

+ 2XllXllX2

F2

SIXSI+

are related

and it

to the

can be deduced from

following
E22
that,
the expansion of expectations
the above expressions
integrations
for
the numerical
in the manner of Eq. (5.4.46),
are required
Furthermore,
these
variables
only.
of
all expectations
combinations
E22 from Eq. (5.4.53)

with

associated

for

integration

numerical

5.4.4

In Section

expectation

approximations

for

may be solved

within

the cycles

of

E23.

expectations

E22 and E23 are

in
be
for
solved
closed-form
the
may
which
obviating
need
considered
due
However,
integration.
to the considerable
rate of growth
numerical
be
increases,
illustrated
in
to
terms
computed
as
of
n
the
number
of
Table

5.4.2,

approximately
5.4.3

the upper

ceiling

35 nodes within

Validation

on system complexity
the existing

of the Theoretical

Response for

Simple

appears

run-times

to be

available.

Moments and Some Properties

of

Systems

(derived
theoretical
the
through the procedure of
moments
comparison of
Section 5.4.1 using Program OS19) for systems of 2-nodes with the moments,
obtained
bi-variate

from the marginal

response

domain,

pdf. s (resulting
using

from the numerically

the techniques

of Section

derived

5.3.4),

for
but
four-variate
the
the
three
expressions
all
on
check
a
and
provides
be
deduced
force,
from
Table
S.
4.2.
$uch a
may
as
of
expectations
both
by
illustrated
in
Figs.
3.8 to'
sets,
of
ai
moments
procedure
-S.
differences
theoretical
the
in
the
validity
of
moments
since
are
confirms
2%.
thin
about
wi
all cas es

187

Further,

confirmation

imersion
depth
of
the
same
at
Standard deviation
and kurtosis
figure
in
the
mpments
indicated
fs
are
pd.
marginal

Fig.

component forces'and
between the water
for

response

pair

to the correlation

attached
tion

at the other.

Fig.

5.4.3

shows a similar

respectively.
between

coefficient

the statistical

that

and, the acceleration

to Fig.

little

with

pair

between velocity

plot

by the correlation

5.4.1

for

different

member

the values of theoretical

these figures
ATUY77)) and the estimate
from the marginal

deviation

(a

approach,

a value

weight

at one member and accelera-

In both

conditions.

the

of

properties

largely

are governed

conditions

between thp velocity

from the

values

shows the corresponding

coefficients
kinematics
It may be
at the load points.

relationships

these

spacing.

of the second and

and crosses,

the correlation

cylinders

5.4.2

particle

deduced from these

change in horizontal

by circles

the

length

on two unit

are used in place

is

the figure

included4n

illustrates

which

and the corresponding

fourth

Also

with

5.4.1

force

of total

in the statistics

variations

in Fig.

is presented

standard
pdf.

are in

y=
kurtosis
the
values
of
corresponding
close agreement whilst
The major part
(ay =E {y4J/[E {y2132 ) are lower from the marginal pdf. s.
ay
be
be
in
to
deviation
the
of
a
result
of
can
shown
estimates
the
of
in
bi-variate
the
the
finite
range
applied
truncation
of
response
on
the
Clearly

of 8ay being
omission

the effect-of
point,

truncation

with

used herein
of high

corresponding

as discussed

response

small

levels

probability

in Section
above the
densities,

5.3.

is

for the second by virtue

than
moment
greater
fact,
is
In
the
the
increased
truncation
effect
of
weightings.
of the
in the agreement between
for
latter
the
as
reflected
moment
negligible
4.3
S.
Figs.
S.
5.4.1,
3.8
S.
in
3.10.
Figs.
to
and
aY
of
the value
be
is
to
the major cause of the undertruncation
seen
the
However,
for

estimation

the fourth

statistical

of Oy by consideration

between the statistical

Holmes distribution

of Fig.

moments obtained
and the true

SAA,

where the deviation

from histograms

moments defining

the pdf.

of the Pierson/
are compared.

8a, as applie4
cover the same range of the variable,
it
5.3
be
Section
the
that
and
can
seen
teappro.
of
ach
bi-,
varia.
the
OY
in
the
are
of
same
order
of
magnitude
observed
under-estimations
5.4-4.
from
Fig.
inferrid
those

The histograms,

in

as

188

Fig.

S. . S'indicates

length
below

of'a

obtained
deviations

for

indicates

S. 4.6

bi -variate

of "the members'and, as with

distributions
from the marginal
in

force

per unit
of immersion
in

the variation

loading

with

Figs.

4.1
-S.

in the

variation

and 5.4.3,
values
Again, the
are included.

by the upper

0 are caused largely

the

in the depth

member with*change
Fig.

level.

of. response

statistics
elevations

O..5m. diameter
water

still

of a and 0 for

the'variation

truncation

of the range

of response. considered.
has confirmed the validity
The above investigation
of those theoretical
in
5.4.1
in
derived
Section
for
OS19
the
and
programmed
expressions
fourth
and
second

moments of response,

The remaining
component'systems.
four
from
three
the
and
resulting

components;

the kurtosis

of total

members of identical

is

from load on a single

result
centroid

of the four

how this

two

in the fourth

moment,
in Eq.

expectations

that:

inertia

dominated

systems

of three

load from a system of four unit length

diameter all grouped at practically
the

in space,

same location

To illustrate

for

of 3.0 results

a kurtosis
or four

for

are utilised

expressions,
force variate

by ensuring

have been verified

(5.4.4)

which

equivalent

to that

which

such member located

would

at the

member group.

latter

requirement

is

satisfied,

consider

0.5m.

members in 150m. of water with x/z space co-ordinates

(99m/142.5m),
(101m/142.
5.3.1
Fig.
Sm),
(100m/143.
Sm)
to
of
according
loads
Defining
the
(100m/141.5m).
on each of these members, when
and
diameter

HI/3

= 9.3m,

F,
F4
then
as
subject
to the load, F5, on an identical
y=0.25(Fl
+ F2 + F3 + FO is equivalent
for
(100m/142.5m)
E{Fs2J
1.941
location
10s
N2
which,
x
at
=
member,
7.963.
0
an4 Fs =
with

to a sea state

Using

Program. OS19 with

properties

of,,, Y are,

11 step numerical

E[Y2) -1.944

the
slight
values,
the,,,
aove
of.
from 100% correlation
deviations
nodes.

integration

x 105 N2 and
differences
resulting
between the particle

the corresponding
7.973,

within

0.15%

from, the minor

motions

at the

189

Further

verification

typical

structures

of the procedures
in Section

by mathematical

time-series

to illustrate

Finally,

from their

results

5.6 by comparison

with

application

moments obtained

simulation.

the application

of the method to systems

12 nodes, ' Fig. 5.4.7 is included which shows the variation

length* section
force on a varying
of vertical
total
piling
load
components.
spaced
equally
of
a number

An alternative
solution
tion for
for

for

Ap2roximations

S. 4.4

of up to

in a and
idealised

for
as

E22 and E23

integration

to the use of numerical

approach

to

for

the

E22 and E23 is to employ a polynomial

approximaof expectations
in the manner applied
some of the XIXI terms enabling-evaluation

the other

expectations.

for XIXI,
approximations
'mean-square'
error in the statistical

from minimisation

resulting

Polynomial

sense,

of the
by Borgman 79 as

are given

follows:

i)

Linear

approximation
AR

XIXI

1/2

y 7r

(S. 4. S4)

xx

a result
the 'Morison'

in Section

applied,

previously
loading

3.2,

for

linearisation

of

mechanism.

Cubic approximation
Al-

XIXI

iii)

Quintic

(R
xx

These, are plotted

1/2

in Fig.

offers

deviationswhilst
quintic"is

R
xx

i4

approximaipn

X+V

(5.4. SS)

3R 112)
xx

Uproximation
2

x1XI

1/2

X+

X3

and it

a reasonable

good to about four

(S. 4. S6),

2R 172 - 60R
312
xx
xx

5.4.8

the cubic

X5

is

solution,

is very

evident

that

the

only

to about

accurate to more than

"
standard deviitions.

linear

two standard.
three

and the.,

-'190
Re-stating7the,

E22

unsolved

E{XilXiIX

E23 -'E{XilXiIX
Using

expectations:

Ix Ix
i
i
klXklXtl

(S. 4. S7)

Ix Ix
i
i
klXkIXLIXZI'

(S. 4. S8)

from Eqs.

substitution

may be obtained

thqse-expectations

for

'Linear'-approximations
for

Substituiing

E22

(5.4.55)

(S. 4. S6),

to

approximations'

as follows:

E22 and E23

from Eq. (5.4. SS):

XklXkl

8
R 1/2 ElXilXi
VT-f
7r kk

Ix Ix
j

JlXk

1/2
(E21)
Rkk
f

for

Substituting

'Cubic'

IX.
l
from Eq. (S. 4. SS):
X,
and

1/2

1/2

RU
for

approximation
for

Substituting
E22R

and, using

(S. 4.59)

XklXkl

E23 = - Rkk
iT

(E21)

(S. 4.60)

E22.

from Eq. (5.4.55):

Xkxk

kk

to

1/2 (E21)

+1 3R.. 112 E{X i'XiIX*IX*lXk

iJ

3 Xtj

(5.4.61)

KK

Eq. (5.4.12):

IX
X3x
E{XilXiIX iikz1111kjk
Ix
IX
bi E{
i3

EIX.
Ix

IX.

IX.

IX.

IX

IX.
E{X.,
XX

'1+
IX
IIX
bi
E{X
i
il
i 1
j
lxj
I
E{XilXiIX
xk4
+bk
i

defined
b's
the
are
where
E{XilXiIX

xk3

31

31

(5.4.62)

in Eq. (5.4.36):

Ix Ix 41 is
i k
i

E18

form,
the
are
the
expectations
of
remaining
same
and
(5.4.12)
(S.
Eqs.
4.31)'as
follows:
and
using
expanded

which may be

Xk'3)

F'{IXI'lXjlXjl,

Ur

kc
+ai3E

E{X13. IX

where

(a

RkkI

iR ik
are defined with

aa

E{X 'IX Ix jXjj)

i
I 13

derived

31)

51),

13X1
(5.4.63)

Appendix

One

Eq. (5.4.23)

for

previously

15X1

E{IX

+a13

(1.57),

of the r. h. s. of Eq.

and the expectations

E{IX

3 X1 31)

E{IX,

ai

+j3a 12ai

Rjj, ) from Eq.

+ai

ll+"3akc2

IX

ai
i
Ix
jXjjI
JXijX
i5
i

t 3a iai2
2
akq

IX

(5.4.63)

have been

E18.
i

'Cubic/Linear'

for

approximation
from

Substituting

from

klXkl

E23
(5.4.54)

Eq.

and

X, IX, l from

for

(5.4.5S);

Eq.

1/2
E23

/2
Rkkl

iT

/2
(E21)
RjZ'

E[XilXilXjlXjIX

(S. 4.64)
is

h.
first
the
on
r.
s.
the
expectation
where
(S.
4.62).
form
Eq.
is
the
of
tion
of
for

Approximation

'Cubic'

(C)

for

Substituting

both X
klXkl
/2
RkkI

23
Ei
R

kXL

1/2

3R

31

E21 and the

second expecta-

E23

l
IX.
from Eq. (5.4.55):
X,
and

R 1/2 P21)
it

R 1/2
kk

E{XilXiIX

3R it 1/2

9.9.1/2

Ix

Ix

3)

kXi

3
Ix
JXijX
Ix
E{X
i
i
kXXI+
i
/2
3 RkkI

IX 3X
Ix
JXijX
E{X i
'i
jk
i
/2
9RkkI
R 1/2
I P,
(S. 4.6S)

form
(S.
Eq.
4.62)
the
two
are
of
the
expectations
of
and
middle
where
31
Ix
Ix
be expanded using expressions
for the
'can
E{Xilxilxi
i k3X1
in
Appendix
Five.
However,
this
summarised
as
moments,
conditional
expansion

Two additional

cubic
is

versions

approximations

approximation

some typical
seen that

for

results

of Program OS19 have been developed,

for

E22 and E23 and the other

E22 and the cubic/linear

from these

the cubic

improvement, in accuracy

approaches

approximation

for

over the linear

including

approximation

are given
E22 offers

approximator

one including

in Table

the
for

5.4.3.

E23.
It

a considerable
and for

many terms

is

the" numerically
However,
computed values.
,
(i), and
in the table,
the error, As'
notably-(c),
for'ceitain'terms,
behaviour
for
is
but,
fortu'nately
Thezeason
this
not
clear

substantial.
-'
,
,
with lower numerical
it'appear. s. to apply to the expectations.
values and''.
final'moment
is
The. approximators.
the
for E23"
on
small.
hence their
effec.
in very

1-

of which have not been

to date.

ascertained

the'linear

the solution

some expectations

yields

closeagreement

are, evidently
Approximat6r.

deficient,

with

demonstrating

the need for

a higher

order

192
The polynomial expressions considered so far represent
I
in
'mean-square'
the
a statistical
error
which minimise
linear estimator A, is the solution to:

the estimators
sense. Tho
i

00

[E{(XIXI
rA
,V

-A

(XIXI -A

_a[f

IX)21]

IX)2

p(X) dX]

_00

)rielding:,

Ai

'E fIX31)/E[X2)

z,

and (1.34),

(1.33)
Eqs.
which, using
Eq. (5,4. S4).

Appendix One, gives the result

in

There is no reason to suppose that this value of A, should minimise the

linear
E22
E23.
For
in
the
of
a
approximation
of
application
and
errors
linear
A22
be
in
E22
the
approximator
optimum
might
considered
example,
'mean-square'
minimises*the
error:
again
that
which
as
a

[E(X
YAhence

4X4X2

E{X

E{X ii
No attempt

=0

(S. 4.66)

21

X2X

the best

procedure

as, A23, the value

4x4

)21]
Xk

A22

jxk

a similar

Following
defined

4x34xt2
4 X-A

kIXkI
IXk'I'

iix

E{X
A22

(X

approximaior

for

E23 may be

minimising:

(XklXklXtlXtl

A23

Xk

has yet been made to obtain

t)21

these

optimised

linear

estimates,

higher

This will
be the subject
order counterparts.
of
it
Is
for
that
the
anticipated
the
and
solutions
research
on-going
A23,
defining
A22
higher
the
and
and
corresponding
order
expectations
be
the
techniques
using
achieved
will
applied previously
coefficients,
indeed
or

in this

their

Chapter.

However,

from analogy

with

the expansion

of most
3
far,
E[XiJXiJX
XL31
so
namely
considered
expectation
complex
j1Xj1Xk
it may be deduced that the solutions
'the
Five,
in
Appendix
to
summarised
expectations

in Eq. (S. 4.66)

will

require

considerable

effort

both

in

in performing
the
expectations
the
and
expanding.
multialgebraically
from application
Price's
integratipns,
theorem.
resulting
of
stage

the presently

Although

the
approximations
are inadequate,
do not appear to deviate
too significantly

applied

moments of response
This behaviour,
from the true values.

resulting

found mbe

of four-node

typical

increases.
complexity
system
1Z-node system analysed
a,
from the increased

be expected,

due to the increase

As mentioned

in Section

such terms.

of the polynomial

approxima-

be
35
the
to
to
about
nodes
up
analysed against
of
systems
enables
integration
is
for
if
12
applied
solution
of
numerical
nodes
of

tions
limit

optimised

until

realised
developed

the full

However,

E22 and E23.

there

since

potential

is no means of judging

present
systems

in excess of

for

the

level

the existing

using

be

of the method cannot

approximations

polynomial

in the moments derived

S. S

for

growth results
of the form of E22 and E23,

in the number of
the inclusion

5.4.2,

as the

(5.4. S2) and (S. 4. S3) and

to Eqs.

with, reference

increasing

The error

to terms

attached

as might
Table 5.4.2,,

5.6.

0.1%, was

than

M. were obtained

of at worst

in Section

less

the errors

systems,

Errors

weighting

deviations

with

XIXI
of

have been

inaccuracy
for

approximations

12 components.

LONG-TERMPROBABILITY DISTRIBUTIONS OF PEAK AND EXTREMERESPONSE

It has so far been demonstrated, in Section S. 3 and SA, that the shortof response may be described by the Pierson-Holmes pdf,
term distribution
has shown that the narrow-band 'type-21 cdf,
Tickellss
Eq. (2.3.54).
formulated in Section 2.3.6, for the distribution
of peak values shows a
fit

to prototype
reasonable
Southern North Sea.
Long-tem
obtained
that
those

response data from a platform

distributions

of peak and extreme

in Section
in the manner described

the short-term
for

strain

zero-crossing
elevation,

surface

rates

according

may, therefore,

response
2.3.6.2

of response
to Eq.

in the

be

making the assumption

are the

(2.3.67).

same as

This

is

again

for
(see
loading
Section
3.5).
single
member
made
a supposition
input
forming
data
to the long-term
the
analysis
wave climate
However,
discussed
in
in
Chapter
Four.
In
be
the
manner
many
processed
should
distribution
force,
is
the
of
response,
or
fatigue
range
analyses,
previously

required
description

rather,

is
se,
respon.
magnitude,

than the. distribution

(,stress)

of the peak variate.

One possible.

if each positive
range results
by a negative
peak of equal
assumed to be followed

of response

yielding:

peak'of

194' -

YR=

Response range,

2Y

and
P (Y

(Y =YR /2)

R)=Pp

where Pp (Y) is
I
Although
tions

this

(5.5.1)

the cdf.

of positive

assumption

be likely

behaviour

of actual

it

L onguet-Higgins

for

accepted

the prediction
as developed by

of wave amplitude

of,

.'

of response range could be developed but it is

they would be of significant
practical
value in view of the
increase in the level of computational
complexity
which would
for

be required
S. 6

to that

I
definitions

More rigorous
unlikely-that
inevitable

from observato be found unrealistic

be expected to yield
reasonable
results

might

is
the
analogous
procedure
sinc e
distribution
from
height
the
wave
39

peak response.

their

evaluation.

APPLICATION OF THE METHODSTO TYPICAL STRUCTURES

In this

Section

some typical

The major
series

idealisations

structural

source

of comparison

simulation,

computed,

by other

has been obtained

At each point

set of time points.

kinematics,
and the induced
data

Chapter

short-term

where the random sea surface

discrete

yielding

in this

under

derived

those

are compared with

results

developed

the procedures

are applied
conditions

to

and the

methods.
from the results
of timeis simulated
at a

in time

the

particle

member forces

sets

and structural
responses are
into probability
can be formulated

which

The technique
moments of these variables.
developed for this procedure in Program OS23 (see Appendix Six) follows
79
by
Borgman
that described,

histograms

and statistical

t,

The structures
a fixed

considered

vertical

here are:

pile

a conductor tube; and

a tower, idealisation.
The first'of,
other

these

two structures

has previously,

een described

are the, subject

of Reference

in Reference
15.

14 and tfie

In respect*of'

(ii).

19S
made by

the
the
(iii)
acknowledge
author
must
contribution
above,
and
his' colleague, Mr. Tickell,
who performed both the structural
deterministic
response computations presented here.
I:

Structure

Test

5.6.1,

Fixed

the determination

Consider

of total

and

Pile
or moment at the base of a

shear

to the sea bed.

fixed

cantilever

vertical

Vertical

analysis

inertia
drag
Equation,
the
terms in Morison's
and
of
strength
is a function
of depth of immersion below still-water-level,
as illustrated
,
in Section 3.
pdf. of load per unit
and hence the Pierson-Holmes

The relative

length

changes with

also

to yield

considered

Consequently,

a number of

a reasonable

to obtain

'Morison'

a realistic

components

must be
loading

to the actual

approximation

the member.

along

variation
Such'a

loading

of total

estimate

depth.

in
Fig.
shown
as

system,

simulation
M(t),
moment

techniques

quadrature

techniques

5.6.1,

In this

by Cheneo.

at the fixed

was recently
study

end of the pile

only

with

five

investigated

to

points

Q(t),

the shear,

were simulated
limit

using

using

computer

and
Gaussian

time,

as

fixed

end:

follows:
Quadrature

The Gaussian

n=
F()
F(aj)

abcissa coefficients
= weighting coefficients
number of Gauss points considered
function

the
of
polynomial
=
function
the
at specified
the
of
value
=,
Eq. (5.6.1)

Transforming

QM

is:

n
d = El Hj F(a i
j=

F()

where ai=
Hj

Formula"

F(t,

=f

to yield

the shear

n
z) dz =EHjF

(t,

point

aj

and moment at the

(5.6.2)

zi)i

,0
'd
f F(t,
0

M(t)

F(t,,
where

is

nd
z) z. dz =TH
J=
the force

F(t,

per un.itlength

-f. Z

at z'J:

(5.6.3)

196
distribution

Thus the force

to n force

idealised

along

components

as shown in Fig.

the pile
locations

at

z j*

Eqs.

S. 6.1

(5.6.2)

is

and (S. 6.3)

(S.
4.1),
form
Eq.
S
where
coefficients
the
as
are now
same
are of
di
(i
(-f
for
by
xHxz
xH
and
respectively,
weightings
replaced
2i
in
Table
6.1.
S.
take
the
values
given
which
and moment
the method of Section

Applying

5.4,

using

shear

Program OS19, the second and

into
response
result,
shear
and
which
of
upon
substitution
moments
Eq. (2.3.54),
using Program OS16, produce the Pierson-Holmes
cdf. s
in
Figs.
5.6.2
lines
5.6.3.
Points
the
and
solid
marked with
as
plotted
fourth

a triangle

lines

obtained

the Pierson-Holmes

represent

by the simulation.

moments. produced

from the Gaussian form which

show the departure
The
the importance of the drag component of the wave loading.
distributions
by
between the theoretical
and those'obtained

Both sets

of results

signifies
deviations

simulation
in the latter
(2,000

The dotted

from the statistical

derived

histograms

the cumulative

represent

by Chen.

from simulation
cdf.

figures

on'the

the
ranges is probably
method caused in part by the finite

in the extreme

result
size

of inaccuracies
of the data

sets

points).
Test Structures

5.6.2

of the tests

The, followingzdescription
Reference

15.

5.6.

Conductor

and III

Il

has been abstracted

from

'

tube

-2.1
Fig. 5.6.4a

shows a conductor tube which is assumed to be completely

from horizontal
fixed at the mudline and it is restrained
movement at
but
it
free
10
to
2,3,5,7,9
remains
and
rotate
or move
points
these
positions.
at
vertically
The structural
Young's
External
Structural

properties

are assumed to be as follows:

Modulus
Diameter
Cross-section

Moment of Inertia

1.95 x 1011 N/M2

0.5m.
O. OSM2

0.001m.4

tF

197

The response
.

support.
replaced
Fig.

The. distributed

node 7.

by eq4valent

wave loading
loads

concentrated

5.6.2

Table

5.6.4b.

were bending

considered

Variables

gives

the

to be

was considered

at the positions

flexibility

at the

moment and shear

shown in
(S

coefficients

ij

and loads at the nine positions,

where
in each case to represent
the effect
of
over the length of member associated
with

between the response variables

these loads have been modified
force

a distributed
that

of lKN/m

load position.

particular

tube was analysed

The conductor

Pierson-Moskowitz

with

spectrum

to a sea-state

subject

to a
equivalent
(111/3) of 9.3m.
wave height

a significant

2.0
CM
were
and C1) = 1.0 and the density
used
=
coefficients
3.
be
1000kg/m
taken to

The Morison
of water

the problem was also analysed subject

to
of comparison,
wave with height II = 18-9m. and period Tw 10.9 seconds,
in a 12-hour storm with
to the expected maximum wave height

For the purposes

a deterministic

corresponding
H1/3 of 9.3m. obtained
taken

arbitrarily
and as such,
approximately

from Eq. (2.3.17).

to be Tz,

The wave period

the zero crossing

the wave represents

design

a realistic

for

period,

was
the spectrum

steepness

of

one-tenth.

Tower

5.6.2.2
The tower,

shown in Fig.

dimensions

only

analysis.

Encastre

5.6.5,

was treated

and no out-of-plane

the two main legs

support

actions

conditions

of the tower,

which

as a frame structure
were included

in two-

in the
for

were assumed at the mudline

stood in 62.5m. of water.

be
1.95 x 1011 N/M2 and Fig. S. 6. S shows
to
taken
was
Young's modulus
The
individual
hydrodynamic
members.
equivalent
of
the properties
volumes

(VH) and areas

in Table

are quoted
derived from unit

(AH) were computed at

5.6.3,

horizontal

together
forces

with

12 points
the flexibility

applied

at the

and these

values

coefficients

12 positions.

horizontal,
deflection
were
considered,
vAriables
of the
Three response
bottom
leg
force
the
a
of
main
and moment at load position,
at
deck, axial
between.
(see
Fig.
three,
in
positions.,
and
six
the
running
member
three,
1.0
Morison's roefficients,
were. taken to be C-2.0
and C
5.6.5).
IM
density
1000kg/m'..
the
load,
of
and
water
was
positions,,
at all

198
by a Piersonto a random sea represented
(111/3) of 6.9m.
Again,
wave height
significant

subject

The tower was analysed

Moskowitz spectrum for
for

the purposes

the problem

of comparison,

deterministic

'design'

corresponding

to the expected

height

wave with

was analysed

H-

14.2m.

and period

maximum wave height

to a

subject

in a storm

TW9.3
of

secs,

12 hours

duration.

' Results

5.6.2.3

and 5.6.5 the second and fourth

moments of load and
for
The theoretical
the test structures.
presented
moments
are
response
kinematics
from
derived
the
the
load
variances
of
particle
are
of
(2.3.50).
In
(2.3.49)
Eqs.
to the
to
and
addition
according
5.6.4

In Tables

moments of response

theoretical
5.4.1

and 5.4.2

expectations
also included

with

(using

approx

E22 and E23,

in these

expectations
approximations

in E22 and cubic/linear

The approximation

in brackets.

method of Sections

the

using
for

of the polynomial

cubic

yields

in E23) are

second time

theoretical

by simulation

from 10,000

Th6y show reasonable

steps.

being

all

values,

result

with

data points

agreement

15%. although

with

even with

data
stable,
points the values are not completely
of
number
(Fe, Flo) and Vii,
deduced from the moments of force pairs
tower

1% of

within

results

values,

The moments derived

0.75

integration

numerical

of application

the results

the true

derived

considerably

the estimates
of the fourth
from the theoretical
values

As expected,

structure.

departure

greater

being

this
moment,
second

typical

of results

obtained

with

the
such a large
as may be
F12) of the
moment show
than

the

from finite

data

sets.
The deviation
theoretical
simulation

of the moments of load estimated

values

gives

procedure,

a measure of the

which

implies

by simulation
inaccuracy

likely

probable

obtained here.
by up to 15% from the results
between
the
response
of
properties
agreement

over-estimation
The general
resulting

bounds of inaccuracy'present
is
the
within
methods
further
verification
thereby-providing
loading,
procedures

developed

in this

Chapter.

from the
of the
of kurtosis
level

of

from the two

in the properties
of the probabilistic

of

in the examples considered here. the simulation technique is quicker to

'full'
indicated
in
Tables
the
than
method,
probabilistic
as
perform
5.6.4b'and 5.6.5b, and can be extended to systems of more than 12
it
is
'approximate'
but
than
the
slower
probabilistic
method.
components,
the trend in run-times shown for the simulaFurthermore, extrapolating
tion techniques indicates that a limit of the order of 3S component
by
be
imposed
30-minute
is
likely
to
for
run-time restrictions
systems
here.
This figure corresponds
the
applied
sensitivity
with
simulation
to the upper limit on the approximate method as discussed in Section
be concluded that until
It may, therefore,
5.4.4.
optimisation
of the
#approximate' probabilistic'
method is achieved, simulation techniques
the most reliable

and economic meLnof estimation of the

of response for systems with in excess of 12 nodes.

provide
statistics

for

Although,
probabilistic

simulation,
This
true.

considered

method predicts

moments with

this

because the inaccuracy

follows

of

of inaccuracy

of the

of the time histories

as being

generally

simulation

results

and the finite

nature

be inferred

as might

than does

accuracy

to be independent

likely

therefore,

load components considered,

load

levels

and is,

sets

the approximate

greater
not be interpreted

should

result

from the discretisation

the data

here,

the applications

in the moments of response

to those

of

of the number
from the similar
of

load.

the
is
the
approximate
of
probabilistic
accuracy
method
contrast
as mentioned in
to decrease with increase in system complexity,

In
likely

5.4.4.

Section

in design against
of extreme values of response are required
failure.
The most probable value of the extreme peak,
first'excursion
during a givIen period of exposure represents
(MpPV), of a random variable
For the P-H probability
of extreme peak values.
the mode of the'pdf.

Estimates

this

distribution
value

taken

can be shown (see Section

the cdf.

off

of peak values,

3.4)

Fig.

to correspond

2.3.5,

at the probability

Considering
to that period of exposure.
corresponding
sea conditions,
hour period for the short-term
and assuming

here a 12-

level

force
peaks of
probabilities

and response

the number of waves,

the number of

the relevant

as sociated with the largest

peak are
'
99975 and 0.99978 for the conductor tube and tower,

of. non-exceedence

approximately'O.y

MPPV estimates

respectively...
.
are thus obtained
r

to equal

to the

using,

of the extremes
2.3,5

'Fig.

of the response

as summarised

in Tables

variables

S. 6.6 and S. 6.7.

200
of the extreme peak. load based on a deterministic
'Estimates,
height
during
the period
the
extreme
expected
representing
associated

with

in Tables

5.6.6

a steepness

of approximately

one-tenth

and 5.6.7.

Expected

values

than MPPV.estimates

due to the positive

extreme

wave,

of exposure
are also included

are slightly

skewness of extreme

greater

pdf. s.

for the conductor tube response deviate by as much as 33%

The predictions
(from theoretical
moments) and deterministic
between the probabilistic
departures
10%.
for
However,
tower
the
too
the
are
within
whilst
methods
detailed"'a comparison should not be made between individual
response
different
due
from
lack
the
to
the
approaches
of
estimates
deterministic
from
largely
for
basis
the
the
method,
resulting
rational
be
'realistic'
to
wave
period
or
steepness
of
a
selection
arbitrary
height.
The
does,
the
comparison
wave
predicted
with
associated
in
illustrate
the
of
agreement
a
measure
magnitude of
nevertheless,
distinct
from
the
two
quite
approaches.
resulting
load predictions
derived

to assess the consequences of linearising

the
of the
loading mechanism as discussed in Section 3.2, before application
from
this
those
to
yield
results
equivalent
since
analysis
probabilistic
loading and response then being Gaussian
linear spectral analysis,
Finally,

it

is instructive

deviation
load,
be
The
or
of
response,
would
standard
distributed.
linearisation
kurtosis
be
the
and
with
would
underestimated
slightly
2.3.5
MPPV
Fig.
From
the
3.0.
then
response
would
at
constant
for the 12-hour period of exposure.
4.1cry.
to
approximately
correspond
in
deviation,
the
the linearisastandard
the
underestimation
omitting
between
26
therefore,
extreme
values
predict
of
response
and
tion would,
from
in
the
probabilistic
below
non-linear
those
method,
given
40%
Underestimates
5.6.7.
5.6.6
of this order may thus be
and
Tables
linear
from
the
test
analysis
of
spectral
a
structures.
expected

- -201 -

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P.

t4 wl le Ln 0 4 tiP-4 P-4
Ln 00000
te qt

U)
CO

Ln

pi

Ln

4.4 4-b
0 r.
(U
0 r.
r, 0
0

ll
Ln

%-. 0

41 0
Co u
ti)

4)

41

0 -H gn

3$

3$

v> -ct Ln 0

c4 Ln 00000

P-4 P-4 I

en

nt

204
T A'B LE543
ITIVD T (I A Ir

DVCITT

IDDAU

TC

Response

Y=

force

Fi=

where

Member N=ber

Conditions:

1
2
3
4

1SOm; p-

ADDDnVTUAIrITflkTC

103 kg/m3;

A kfn

F1 + F2 + F3 + F4
on unit

length

member i

X(m)

Z(m)

D(m)

100.0
125.0
150.0
17S. 0

142. S
135.0
13S. 0
13S. 0

0.5
O. S
1.0
1.0

CM - 2.0;

CD m "C);

Numerical
Integration
(15 steps)

Method of Computation

in 0) 11

Ar?

P-M (111/3 - 9-3m)

Linear
Approximations

Cubic/Linear
Approximations

EXPECTATION
E23
E22

10.71

XIIXIIX3lX31XSIXSIX7lX71

X11XIIX2

X3jX3jX5jX5j

X11XIIX2

QX31X71X71

X11XIIX2

XSIX51X71X71

X3jX3jX,

XjjXjjX,

X31X3IX4

X11XIIX71X71

X3jX3jX4

X51XSIX7lX71

XSIXSIX6

jX,

7.197

7.181
1.760
-

5.788
1.818
-

7.173
1.745
-

1.780

6.139
-

2.420

X106

3.297

10.36

3.183

X108

X109

x1o"
X109

1.875
8.3S3
-

1.937
6.
S27
-

1.8S6
8.372
-

XJXJX31Q

2.297

1.3S8

2.393

X101*

X51XSIX6

X11XIIX71X71

1.812

1.467

1.823

X101,

XSIX5,1X6

X3jX3jX7jX7j

3.034

4.449

1.758
-

X106

X71X71X8

X11XIIX31X31

7.784

9.198

x1o,

X-JIXIIXEF

X11X1.1X51X51

-11.97
8.787

X7lX71XB

X11XIIX51X51

3.341

1.977

3.485

X101,

XIIXIIX3,

IX3 IXSIX51XBI

3.238

2.743

3.237,

X1010

n.,

,
IXIIXSIXSIX6lX7lX71
XI,

7.23S

7.468

7.210

xlO9

X1jX1jX4jX5jX5jX7jX7j

S. 009,

3.790

S. OS2

x1o,

p_4X2jX3jhjX5jX5jX7jX7j

T
,F

7.453

11.88

-14.63,
4.1913

(y4)

9.319
4.1097

11.99

-14.67
4.1881

X109
X109

X109

XIOS,

204

b4 44
..-1 44 ; -t
00
t2
Z0

e
Z0

00
N

IN
-0%-d

-0 IN
%-0

4-4
4-4 .4
4)

%D
le

Ln
hi

kn
P-4

f-4

%D
00
r-

Cb
%D
t.1

-4

r. 4

Ln

Ln

4.3
i-- -r--t
b4 =

0%
%0
en

%0
00
r_

c;

c;

Ln
10

%0
le

00

r_

--4

lit
clo

00

tA

en

00
00
%ID

r4
U)
En

co
p

c;

go
0
.4-J
r1
ri

>

%0
Kt

en

Ln
c;

t-4

1-4

En
(n

En

-rg

gn

U)

ul

Ln

Ln

Co

W-4

LA

8
m

tn

C,4

P-4

20S

V)

: r-t
r4

f-%

I4
Cd

Ad
%..0
z

C14
C3.

eq
C,

q
m

-8
00

i,Ln

F1.0

-*

on
C,
.4

%*

4"
'C'

C,

'C'

C11
C,

.4

.4

P4

0-4

C4

t-I

t,
0

Ln
%D

t')

--4

Ln co

w
ca
P.
C4
0

CD

cz
4

*
pq .4
%D C-1 tR:r

m
V

4J
r:

"
tf)

Ln
rr

Ln
qw

C31

40

.4

.4

0-4
a%

-t

ca

c3o

.4

10

eq

04

' *1 0 Co
00
as
%0
m
t*M

:H
11

ell

c3o
-4

"

orb
43 inCD
.4

.4

C'4 t-

o
r-

CA
4

'D
Ln

"D
P-4

C4

.4
1

v;
1

t4

m
C4

z
0
.9
4J

Ln

4-J

g%-o
a)

tn

14

r
1;
V-4
r-4

r
V-4

Ln Ln Ln Ln Ln 0

4)
go

-e

"d
a)

go

9.0
a co
-H (D

Ln

Cd

4)
>
40
44

Ln
4

"It
V-4

cli
-l

"4
r-4

C14

t-I

114,

m
m

'D
r-

(71
Ln

C,4
cr

rl:
P,4

Ln

%0

Ir-

00

(71

W. 0

0
. r4
4-)
. r4
tA

206

: r"%
.4C,

rJ1

o
%,
r,

14
z,

(D
93

C3

ca

cl,

fn

04

C4

04

M
P)

Ln
4

C4
00

r-Z

C4

r-.

-tt

"m

_4
;4

;;

Lu

C3,

-8
C3.

cb

i
1-1
.

C,

00
CA

14

C,

ko
"

t4

n
ccn

0,

4n

"C3.

.4

C3,4c3.4=

C3,

00
Ln

"

%o

P-4

Ln

"4
40

L4

C4

4N

4,

C,

cs

c,

c,

Ln
It?

co

C14

o4

c4

r-

rM

9
C

C4 .4;

Cq

"*CD

C)
CO
(71
M
L/I
Oo
Ln
%0
8
0
Ln
P-4
Cq v0 0
r., 00 IRT 00
CO
tn

00
C
r,
00
Ln
4m
C-4
Ln Ln 0

Cd

(n

Ln

u
rLo
0
u
P-4

9
0

IItIIII
=

+j

t4 -

to

la

40

%D

40

C21

C,

C,

t 4)

-4

00

C.

42

00
4

10
V-4

C3.

C,

C,

t-n C) -rm cn
0

Ln

C4

V-4

C
,
.
t*l

'D V, 00
a% 00 W)
0M

Ln 00 Oo

Ln M
LO

li

IIIII

C,
Ln
Ln ti)
Ln 00
L"
in
Lf,
Ln 0L n (4

u
-1
44
4)
Q

%D

bi

in

W)

to

in

to

r,

tel

co

00

C4

r-

C4

V)

;
;
lj 11;
t
14 rz 0 -

rl
t-

CA

t-,

r-4

t--.

r-

O-N
4

Ln Ln Ln (4

r4

C3

IT

IT

Ln Ln Ln

0
in
0
0.

'. 4

IN

tn

14

'o

r,

00

IM

0
V-4

. 4
r-4

IN
r-4

IZ
cd

.1

207
-

Ln
0

ca

Ln
t4)

0
r-

co Im %0 Ln

C71

LA rn N

%0
vt

m
-.0

%-D
-IT

4
m

r%0

m
F-4

. 1.
0
LI)

Ut)

bo
. rq

z
0

0
. r4

lid
0
4J
co
u
. rj

C/3

1--4
E-

Cd

4J
a

co
W4

r-

Ln

V)

00

tol
0

V-4

-r4
V)

W
in
.0
0
V-4
V-4

tn
r.
0
.4jrq

%-#

v
0

m
0

M
0

4"
0

r-. 4

F-4

V-4

V-4

C*4
0

ell
0

"I

t')
t4l
00

cn
r-4

m
V-4

%0
m

-4
%D

Go
%D

(n
0-4

te)

W)

00

F-4

%0

C14

CIO
0

F-4

V-4

Go

C4
Go

Cd
u
0

Lu

Cd

Ln
D r%.

ca

m
C4
"

00
%10
&A
M
Ln
0
tn
V)
%D
v-4

C V: 1
E-

+i

4-1
9
(U

-t

to
0

o
0

. r. 1

wi

F-4

1
0

W
0

to
0

w
Ln
C4
r-4

-,t

C4

Cd
c

-r4

e-%

Cd

%14
LLI

. rq

-4

00

r,
Rt 0
cn "

e4

40

wl

40

Ln

00

t-I

C14
0

m
%0 r-

C;

Itr
V-4

14

Ln

Cd
u
., 4
4
a
k
0

F-4

cl;

N
0

"

m t,
Ln 00
:r
Ln Ln C4 rl- ".4
P-4 (14 Ln %D 0 %0 r-

t C: t4 1; 0:

L4

tn

co m

:r

Ln o r-

tel

208
-

ul
rZ 0

LA

Co

Lo
En

4.3
cu

-. -#
rij

p4

9!

r-

ul

0
%D

Igt

(A
rA
00

-4

rz

(A
le

N
0

Co
0

fn
W

o
>
N

Q
10
0
z

Ln
EIi

C4
0

4J
Cd
(Yl

1-4
Cd

10

Co

00

ca

(D

.. o

%. -0

tl%

#-%
t

0
0
>. 1

Co

Co

c>

10
0
Z
., l

ELn

41
W
41

%t

41)
14
0

f.

'-I

>-

Co

Co

lit

ne

LA

Ln

%-. 0

r0

10

r0

%D

%.. f

209
-

z
0
F-4

CA
co

00 00
0
t4l

E-

6-4

t,.*)

Ln

qt
m
CA
t

U)
-4o

Ln
.4

t%

C)

rl

m
ul

te)

Ln

r4

t4

1%
4

.4
o

r14

to

.4
o

9-4

e4

r-

"t

"C4
4

eq

CY,

C71
o
00

00
t-I

Do

00
V-4
4

P-4
4

to

a% ,M

P4
o

-4

40

-q

x
CA

4--)

Ln

%D

%0

"4T

tn

8 "D En

LIrl

Ln Lf) 0
9

w
El)
;4
0
Cl.
U)

>

90

Co

Co

Co

C'4m
L

t4 14 1

ob

ob

-4

r-4

P-4

1-4

P-4

V-4

-4

at
m

t00

0
00
Ln
0
cz
M:r

W)
0
%D
co
00
qct
co
co
t-I
r-
00
r
co
tn

"t

ItT

44

cu
0

Ln

Co

Cl

M
": p

Ln
m
m

2 2 2 2 2 2 2 2 2 2 2 2
C-A

910

.ri
Cd

L4

r-.
C,
'D

P-4

Itt

IT

%D
m
-4

11

7-4

r-4

C4

C14

C4

1;

1:

%D
m

r-q
r-

4
r0

tIn
tn
CA

0%
ai
q.

tIn
tn
CA

Ln
q:r
t-I

Ln
--zr
m

P.
u

41
W

ca

in

4-J
"0
Cd

U)

-1
o

V-4

x
P.

'o
m

-4

Cd

r.L.
0

BC
P-I%
co

C*4
z

t,
0
r-4

rl

(n

0%

a%

40

40

14
o

C)

-6
o

.4
o

-'D

at

%D
r1l

1
0
4

co
0
V,4

u
. rq

4J
4)
14
0
4)

rl

co
0
4

C)
t-I

40
0
r-4

o
4

-4
x

x
00

Ln

Ln

1-4

(A
V)

4m

Ln
4
00
t-I

01
o

10
0

1"
0
'. 4

CPS
0
4

-,D

(76

co

N
I-

"T
RT
-4
r-4

U
I-. '

r-4

"

Itt
4

-4
x

-4

Ln
co

C4

C4

4
4 C14
C14

40
0

4c"
0

go
0
4

1
x

ko

"D

Ln "tR*. CA
m %D C4
c7i
C71
%0
P,
4
V-4
-4
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ell
4

It

.4

14

V3

o
%,

r-

co

C4

1;

14

(71

r-4

C4

210
-

ca

12!

U*i

P-4

Co
Co

(D

(n

Ln

k-

41
tz

rq

te
m

Ln

C!
00

12
!
P.4

%0

en
i. -N
c41

u3

cyb
al

10
%D

:z
u
04

Ln

u
4
0
W-

b-4

P-4

c.

lqt
Lli

ti
%D

0
Ln

%0
m

b-4
clo

ca

r-4
Cd

(4

ty%

Co

Co

W-4
0
. r4
4-1
u
4)
r-I
44
4)

P-1
Cd
t)

. ri

43

le

I ct

z
%_o
c r

c
le

CD

m
rq

rA
r4

Co

00

%-0

f.

%1-0

M-, %
%D le

r: c;

c4

t--%
Co

Ln
CYI

Ln
at

Co

00

r",

r-

%_o

%-0

pli

P-4

let

qe

Ft

%.. 0

oi

%. d

211
-

44
0

5
cn
9

Iti

0
cu
19

%0

>
ce
39 0

Ln
+-

%..d

P-1

11.1
C',

4.4
0W

z0
U)

t2
"I

ai

Co

Ln

tn b
ce r>
. b4
cu
P.1

Iti
r.
CI) 0

.0

=0

ja
0

p4
(A

ic

212
-

Iti
m

IA Cd

0Q
4)
4-b
4)
Im

co

0
t-

ri
qt

F-4
V)
P-4

4-3

\o

z
U)

Li

z0

>

C14
Q.

. 14

00

0
Sd

ce

00

m
%0

4-

U)

64
44
0p

U W.
4-)
V)
. r-l
r-4

tu

ba
g

r-%
,r -b

., -I
tn

. F.4 =)

.04

4)

tn
.0
0r
-4 o,
cl.

%-.0

0
C

Ln

Ln
C

Ln

b4 Z:
cd . 4

Ln
U!

Lf)

Ln

0
Cd
E-

in.,

in
ca

0
0

0
00

Ln

Ln

r-4
00

31:
0

(D
4-j
0

C14

-I--

Cd b
0 :1
$-4

4-4 U)
Iti

0 4)
924 U)

FIG.

Z--

5.3-1,

IDEALISED
SYSTEM OF TWO FORCE COMPONENTS
ON VERTICAL
CYLINDRICAL
MEMBERS SEPARATED
IN SPACE UNDER THE ACTION OF RANDOM WAVES.

DIRECTION OF
so
WAVE ADVANCE
S- Yl.L.
Di
UNIT

Z,

D2
P'
I'

F2

Z2

UNIT

SEA BED
X1

X2

214 -

FIG. 5.3.2., SKETCH, OF SIVARIATE PDF OF LOADING ON A TWO

MEMBER SYSTEKAS INDICATED IN FIG-5.3.1. (Sao also Fig. 5-3-3. )
WITH 'CORRELATION OF 0-29 BETWEEN LOADS.
CONDITIONS
A p(Fl, Fi)x le
Di: 0-5m Zj: 1.42-5m. Xj-. 100m
oz.- I-Om Zj z135-0m X2: 150m
d: 1'50m
CM-. 2-0

CD: 1'0

C,z 103kg/m3
p. m spectrum
rF
T5T
JE

(Hij3x-9-3m)

7-

0-292

F2

-2-0

"0
.
.

14)

J4F

........

FIG. 5.3.1 CONDITIONAL DISTRIBUTIONS FROM THE BiVARIATE

LOAD114G
ON
A
TWO
MEMBER
SYSTEK
AS'
PDK'OF
IN21CATED IN FIG5.3.1. )
(S41a also Fig-5-3. Z).

p (Fj

I)XI01 JI

2
Domin,
by
mmrsd
; omputctJm*

:0

llx

Mods
P(Fl F4

Mods -Z
P(Fj. FjjFj)

%bamm--.
0,
.;.

J.o

-2-0

0
( F2 1 cri )

1.0

n
3-0

.0

(FI. Fj I Fa )x 107

Fl +V4

Fj

ve
CONDITIONS

C 0-5m
D3 I-Om
Ole

150 m

Ca

2-0

Z, C 142-5m
ZI 2 135-OM
C-

1*0

ION GIM'
P. M spectrum

1-2

IE

XI: loom
Xjz 150M

9-3fn)
xO-292

F17E
'4.0
,I,!

In

Pe

14

".
f
1

IA4

FIG . 5 3 .4 ., MARRINAL C DFs OF FORCE OBTAINED FROM

.
,
FOR A TWO
JOINT FORCE DISTRIBUTIONS
YS TgM COMPARED WITH THE UNIVARIATE
MMIER
PIERSO -14OLME S CD

D,
Zx

142-5!! s,,.

'O.'s i5ora
4.0

CM
,

2-0

4CD a "o

I,,
'C
o'103 kgIM3

p-M

spectrum (Hjjz
0-44OkN/M.

9*3m)

4A

3-2

7-.

At
11
-1

2-8

2-4
PIERSON - HOLMES
CDF--

-2-6
w

1.6

001,

1-2

.I

Ole

().4

1'

"V

Oc
M"Abtt.

IT,Y. OF MON- EXCEEDENCE, K)"'

'k Y

5.3Z., MARGINAL CDF5 OF FORCE OBTAINED FROM

-FIG,
JOINT DISTRIBUTION FOR A TWO MEMBER
SY$TgM COMPARED WITH THE UNIVARIATEs
PIERSON- HOLMES CDF.
,

5.

4.
-E
N.-O
z
w 3-
_5

Ix
w
w
u 2-

I.

-0

PROBABILITY OVAON-EXCE ; IEPIEK9

1:.

ft

218
0

MARGINAL

FIG. 5.1.6.

CDFs

OF FORCE

DISTRIBUTION

JOINT

SYSTEM

COMPARED

OBTAINED

FOR A TWO MEMBER

WITH

THE

UNIVARIATE

PIERSON_-', HOLMES
CDF.
I
GAUSSIAN

26

FROM

5CAL

12
CONDITIONS

24

22

2-Om

142.5 m

150 m

CD = l'O

CM = 2-0

20

103 kg/M3

P-M

spectrum

cr,

= 3-81 kN/M

(HI13 = 9-3m)

18

V
7,

16

LIJ 14
j
I-

z
12
ui
CL
ui 10
0
ULL.

so 60 70

to

so

ss

11.1 ss-1
98 99
OF
PROBABILITY

19-13 35.933 13-533131.9slisii-sissig

NON-EXCEEDENCE
(*I*)

219

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236

11 APTERSIX
CONCLUSIONS

A rational,

structures

offshore
for

calls

to the risk

approach

against

induced

fatigue

in the design

problem

and first

of the

properties

by the waves and the resulting

of

failure

excursion

of the probabilistic

an understanding

random loading

analysis

structural

response.
2.

A proper

treatment

wave load equation

is

Linearisation

of this

term permits

In the short-term,
crested

sea conditions

induced

loading

of several
linear

and applying

on short

members follows

are

but has been

analysis

hours,

assuming

long-

the wave

the Pierson-Holmes
pdf.

for

loads

of extreme

wave theory,

to the Gaussian

which degenerates

function

simplified

under-estimation

over a period

of

analysis

wave lengths.

to significant

shown to lead to considerable

small diameter members.
3.

the probabilistic

type where member diameters

lattice

in relation

small

generally

for

essential

of the steel

structures

dra-g component in Morison's

of the non-linear

pdf,

as the drag

effects

diminish.

Making narrow-band
justified

proposition
that

loading

derivative

is
is

statistically

of peak load as a function

shown to represent

which

S.

involve

reasonable

results

for

systems of multiple

diagram

this

of HI/3

load

time
the distribuyields

the Pierson-Holmes
model for

practicable
in realistic

assumption

which

approach,

of only

or response,

Using, as a basic wave climate

or, scatter

first

the most refined

of peak load,

the further
of its

Furthermore,

cdf.

of loading,

independent

found to produce

of peak values.

the behaviour

by others,

previously

tion

prediction

for

assumptions

the

pdf.

is

the

applications

components.

description,

the bivariate

and Tz the properties

of loading

histogram,
are

found to be dependent on the sppctral

model used to generate the
,
description
The values of HI/3 and T are
of the sea surface.
z

237
to the moments of the surface

related

based on HI/3

derivation

spectrum
different

between the actual

from

result

spectra
or both HI/3

Tz alone

alone,

of the departures

result

diagram

of the scatter

most classes

for

and, therefore,

and Tz as a

spectrum

surface

and the

been
has
From the results
it
presented
based on HI/3 only probably represents
in association
technique
the
with either

model.
assumed spectral
proposed that derivation
the most acceptable
Pierson-Moskowitz

or Jonswap spectral

the number of short-term

procedure
is

climate
reducing

to the number of class

considerably

the computational

into

which needs to be preserved

rate (1/T
zero-upcrossing

derived
peaks,

The long-term
extensively

on numerical

inherent

success for
instability

correct

values.

extreme
plots

loading

ibis

9.

each class

of

Of HI/3-

of wave loading,
between individual
values

probabilities
which

are

computer

Gaussian quadrature
run-time

techniques

minimisation

with

conditions

due to

the most drag dependent

yielding

relies

and as such makes considerable

resources.
for

of wave loading

cdf. s which oscillate

about

only

the

places

cdf. s which

at the disposal

describe

the short-term

of the design

the

engineer

for the solution

of isolated
wave load prediction
do not justify
the expenditure
on computing

accurate

problems, which
resources

the mean value

cdf. s of extreme values

integration

of the Pierson-Holmes

means for

information

basic
long-term
of
peak and
s
cdf.
computation
of
based on standardised
by hand has been developed,

for

conditions.

in the

of the cumulative

analysis

probabilistic

have been considered

A technique

necessary

the Gumbel distribution.

demand on computational
limited

of independence

from the product

found to follow

8.

of the extreme

from the short-term

abstracted

7.

z)

from the assumption

results

thereby

The only

with

the wave

of Iii/s

from the Tz domain is

distributions

The probability

effort

associated

this

describing

values

descriptions.

long-term

Adopting

sea states

reduced

convolution

6. '

forms.

necessary

The importance

for

the complete

of the wave climate

analysis.
description,

forming

input

to

has been demonstrated.

the lo ng-term analysis,
It has been'shown
*
that this data should cover a complete number of years to ensure

238
-

in fatigue

importance

'one-year'

feasible

for

six

loading

of extreme

of the entire

A method of extrapolation

on the marginal

distribution

of the data

attached

to the extreme

of HI/3

limited

value

for

analysis

of recurrence

the tails

the design

of complete
of critical

'marginal',

for

effects

the structure

is

presented,

and

of the cdf. s

member loading
structures

response

response

variables
loading

from this

wave loading
near

the

free

application

have illustrated

distribution

'Morison'

pdf.

wave

The pdf.
for risk
The

and where behaviour

surface

and
of

and linear.

to simple

the similarity

describing

of

in the absence of currents

assumed to be quasi-static
for

on many

of a complex

required

multi-variate

are a

pdf.

set of nodes.

variables

are of

where

and hence

and areas,

are lumped at a discrete

applies

two nodes,

'skew'

of individual

intermittency

Results

to most

are subject

frequency

properties

may be abstracted

procedure

based

of moments'

members. The non-Gaussian multi-variate

has been formulated
for an idealisation

components,

wave

paper.

where member volumes

of individual,

'method

which depend on the simultaneous

such variables
structure,

range of physically

where

which

to erroneously

descriptions

pre-requisite,
interconnected

be extrapolated

should

of the probabilistic
has been proposed,

'true'

to their

liable

on probability

probabilistic

load

conditions

in respect

The probabilistic

of Hi/3

of exposure

the Gumbel or Weibull theoretical

method of fitting
minimises the weighting

This

employed.

therefore,

extension

to either

pdf. s is

are,

data

to application

prior

long-periods

over

the wave climate

the presence

sea states

uncertainty

of particular

months to a synthetic

winter

load analysis.
fitting

12.

covering

has been shown that

to account

range,

has been developed.

equivalent

For the prediction

it

lower

A method of wave climate

analysis.

diagram

from a scatter

have significant

which'may

in the

load

on the cdf. s of

effect

10.

fluctuations

of seasonal

suppression

systems

comprising

of

between the form of

response and that of the wave

probability
loading, namely the Pierson-Holmes pdf. for short-term conditions.

239
-

13.

It has beenshown that

extension

prevent

excessive

computer run-time

of the multi-variate

requirements
to systems

procedures

more

However,
load
two
than
assuming the short-term
points.
complex
be
Pierson-Holmes
form,
the
to
of
a proposition
response
pdf. of
data analysis
further
and laboratory
supported by prototype
performed
fourth
order

is

it

by Tickell5s,

fully

moments.

statistical

described

by its

Expressions

for

second and
these

moments

have been developed in terms of the known statistics

of the water
The
the
nodes.
pdf. s of response derived in
at
motions
particle
this way make considerably -less demand on computational resources
than the multi-variate
be
to
analysed.
nodes
14.

This

latter

integrations
expectations

variate
Various
obviate

in the fourth

accurate

for

development

the

solution

order

of more precise

four-

of certain

terms

have been found

systems

from

moment of response.

35 nodes to be investigated.

use in complex

in part

results

have been considered

integration
and thus enable

these

approximations
the need for numerical

approximations

applied

for

required
for

of up to about

15.

on system complexity

restriction-

numerical

systems of up to 12

approach, peripitting

which
systems

However,

the presently
to be insufficiently

and a procedure

approximations

for

the

has been outlined.

to typical
Some applications
of the probabilistic
procedures
illustrated
have
been
from
those
and
time
compared
with
structures
between
The
the results
agreement
shown
simulation.
of
series
has
different
approaches
provided
an indication
these
of the
developed
herein.
For systems
the
models
mathematical
of
validity
of up to
both

12 nodes the probabilistic

'accuracy'

and 'run-time'

in the absence of an improved

discussed

in

14 above,

method would
advantages

'approximate'

the use of time

over

appear

simulation.

probabilistic

simulation

for

to have
However,
method,

the estimation

and economic
of the moments of response provides the most reliable
for
12
than
systems
of
of
greater
analysis
nodes.
approach

240
-'
-

CHAPTERSEVEN
RECOMMENDATIONS

for

improvement

The outlined

procedure

incorporated

in the expression

be investigated.

should

This

for
will

permit

from systems

techniques

probabilistic

of the approximations
the fourth
moment of response
the

of

limited

at present

idealisations

components to structural

extension

12 load

to

3S

up to about

comprising

components.
developed herein to
procedures
of the probabilistic
be
performed with the aid of advice of a
should
structures
real
idealisation
nature on the optimal means of structural
structural

Application

2.

into

number of load components

The aim of such idealisations

the limited

the method.
a description
This

should

of the response

as possible

from complex

areas

and volumes

nodal

load components,

into

by a study

be followed

is

variables

of

as

realistic

interest.

lumping

member
into

of the structure

sub-elements

each described

to retain

ways of
by single

by

can be handled

which

equivalent

values

Such a procedure would have the

and length.
in the single
load component an accurate
of retaining
loading experienced
by the sub-element,
of the total

of member diameter
objective
description

the total
contribution
more strictly
from the sub-element.
interest

3.

'

The importance
climate

of an accurate

on the prediction

to the response

description

of extreme

variables

of the long-term

values

or
of

wave

of wave load or

illustrated.
has
been
is
It
proposed that
response
structural
further work should be carried out on the problems of suppression
data
for
This
of
purposes
extrapolation.
will
variability
annuai
involve

the collection

form of scatter

diagrams

available.

Analysis

conju4ction,

with

typicality

of existing
of this

an analysis

of the climate

fitting
of
method

of HI/3

wave climate
and Tz,

data

(in

with
terms

measurements, in the

spanning

as many years

then be performed,

of wind records

recorded,

of the data

should

to ascertain

only)

as

in
the

the aim of producing

of HI/3

of

to theoretical

241
I

distributions

probability

limited

the effects

of annual

minimised.,

variability'are
In this

such. that

extrapolation

way more reliable

data bases.

be possible

will

from

directly
from the results
Items 1 to 3 above all follow
of
herein.
Each of these areas of further
the work described
in the proposals
of the University
research were included
of
in
Science
&
Engineering
Research
Council
the
-Liverpool,
funded Marine Technology Programme of the North West
Items 1 and 2 wore subsequently
Consortium of Universities.
1.1 which commenced in
approved, as part of Project
investigator
in
October 1978 with the author a joint
Professor
P. Holmes and
with his colleagues
association
The wave climate
Mr. R. G. Tickell.
programme was deferred
in view of the existence
of wave climate
analysis
programmes
being undertaken
at other establishments.
currently

4.

The probabilistic

described

analysis

herein

is

limited

to conditions

be
long-crested
to
assumed
and uni-directional.
are
waves
where
in addition
to the
on wave direction
the absence of information
sea state

short-term

and conservative

appropriate

of HI/3

parameters

and Tz it

to perform
for

using the complete wave climate,

directions.
wave
predominant

In

may be considered

the probabilistic

analysis,

wave advance from a number of

wave climate measurements become

as more extensive
be
for
it
directionality
to
necessary
account
will
wave
available,
inalyses.
Two levels
in the probabilistic
of directionality
exist,

However,

the first

model-s for

Theoretical
energy

is dispersed

of this

behaviour

possible
discussed

sea state
scatter

this

situation

in the probabilistic

in predominant

to the next.
diagrams

could

If

where wave
Inclusion
wave direction.

analysis

is unlikely

to be

of the existing
techniques
describes
of directionality

extension

The second level

herein.

from wave to wave.

are available

about the predominant

as a straightforward

the variation

in direction

the variation

represents

wave direction
this

information

be formulated

for

from one short-term

is made available

then

a number of discrete

In this situation
the probabilistic
bands of wave direction.
herein
developed
be
'for
for
could
performed
response
each
analysis
to yield
the complete longconvolution
direction,
with a final

term characteristics.

4,

242, -

S.

move into deeper water and as the new

'guyed'
tethered
or
structures
the
of
are introduced,
generation
will become more
effects of dynamic response of the structures
In these circumstances the motion of the structure
significant.

As offshore

installations

and wave loading will be related to

no longer be negligible
the relative
motion of the fluid past the structural,. imcmbers.
Furthermore, descriptions
of response will also be dependent on the
between the structure
interaction
and its foundations.
Probabilistic
models for response will not, therefore,
result from

will

procedures along the lines

likely
to follow indirectly

investigated

herein.

They are more

from advanced techniques involving
including bi- and tri-spectra,
high order spectral analysis,
as
in Section 2.3.4.
This will yield statistical
discussed briefly
moments of response, in excess of the second moment obtained from
thereby accounting
the basic 'linear'
spectral analysis,
from the loading.
inherent non-linearities
resulting

for the

II

243
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25P, I X, 'ONE

'APPEND
ANALYSIS

OF

RANDOM VARIABLES

INTRODUCTION
The purpose

of all

I.

to outline

used to describe

statistical-parameters
No attempt

is

Appendix

of this

has been made to produce

continuous

concepts

and

random phenomena.

a comprehensive

or rigorous

account,

or parameters.

such concepts

DETERMINISTIC AND RANDOMPHENOMENA

broadly
be
can
phenomenon

Any physical
deterministic

In these

averages.

statistical

of the quantity

to say that

a certain

in terms
for

cases,

at any point

is

there

exactly

in terms

of probability
time

in time

it

will

it

DESCRIPTIVE

The properties

is possible

exceed a

of

PROPERTIES OF RANDOM VARIABLES

time

frequency

the

time,

are

outlined

below,

or

which

is

random

varying

a more detailed

covered

may be described

variables

domains.

amplitude

Description

Piers 0147 .

and frequency

The time

account

being

in

the

ampl itude

domain

in

the

following

Section

given
concerns

by Bendat

in

1.2.1.1

Basic

statistical

Given the time history

and

probability

1.3.

I. 1, the following

parameters

of a random variable
parameters

are basic:

x(t)

as demonstrated

either

domains

Time Domain

1.2.1

or
the

quantities,

is unknown but
that

probability

varying

statements

value.

particular

theory

either

of the problem.

Random phenomena must be described

1.2

which can be predicted

phenomena are those

of known parameters

value

as being

classified

or random.

Deterministic

Fig.

the essential

in

251

x(t)

..

10

0.1
.

T
Sample Time History

I. 1

fig.

_-

of Random Variable

the MEAN value:

T
f x(t)
t=O

lim
T+c*

x=

dt

(I. 1)

the MEAN SQUAREvalue:

2=

liM

(t)

.12

T+-

Tx

dt

(1.2)

t=0

and the VARIANCE:

2=

liM

Cr
XT

)2

(x (,t)

.1

T4-

dt

(1.3)

t=O

the STANDARDDEVIATION:

where ax is

X2_X2

These parameters
to fully
continuous
However,

define

Mn

with

Mi

to be basic

because they

probability

distributions

most theoretical
for

random variables,

example,

is not the case for

this

may be necessary

'The n-th

are considered

order

M2

*X 2

order

dt

used to describe
distribution.

distributions

probability

parameters,

moment is defined

(statistical)

1.
n
lim T
X (t)
T-to
and

higher

to consider

all

the Gaussian

are sufficient

and so it

as follows:

as:
(1.4)

2S2

The n-th

central

order

defined

moment, or n-th

the mean, is

(x _ j) n dt

4" lim Tf
cn
T-11- t=O

with MC2

function

dependence of values

The general

at one time

of x(t)

is described

later,

T units

(1.5)

Auto-correlation

1.2.1.2

time,

moment about

as:
T

IM

order

to those

by the auto-correlation

at another
function:

T
R
x
which

(T)

liM

T)

T-*- t=O

dt. -L
T

(1.6)

has the properties:

Rx (-

T)

Rx (0)

=Rx (T)

(1.7)

IRx (T) 1

=x2,

(1.8)

function

Cross-correlation

1.2.1.3

between two sets

The inter-relationship
X2(t)

X(t

X(t)

can be described

of random variables

by the cross-correlation

x1(t)

and

function:

T
R

(T)

XIX2

lim ;FfxIM
= T_).
t=O
_

X2 (t

+ T)

dt

(1.9)

which has the properties:

(-. T)
R
XIX2

(T)
R
XIX2
(I.

=,-R
Xjxj

(T)

and if

(0)
RX,
IX2

0, then x1(t)

and X2(t)

are uncorrelated.

10)

253
1.2.1.4

function,

Auto-covariance

functions

and cross-covariance
functions
correlation

T
il
f
[X(t)
Cx (T) = lim
T-*- t=O
T
f
[XI(t)
(T)
UM

C
XIX2
T-',- t=O

[X(t

for the

an adjustment

+ T) - X] dt. T

ill

to the

are similar

but include

corresponding
mean as follows:

and

and

coefficient

correlation
Auto-covariance

function

cross-covariance

[X2(t

T)

(I. 11)

dt.; F

X2]

(1.12)

(T),
R
RX(T)
to
and
revert
XIX2
are mean zero (ij i2 0 0)-

These expressions
random variables
The

defined

is

coefficient

correlation

when the

respectively,

as:

(0)
XIX2

r=XIX2

Cr
XI

(1.13)

Cr
X2

Stationarity

1.2.1.5

A random variable,
described

and ergodicy
is

x(t),

are independent

above,

its

if

stationarr

statistical

time

of the

properties,

origin.

A stationary

from other

calculated

if

ergodic

its

statistical

of the form of Fig.

from one sample record,

calculated
those

is

random variable

samples of x(t)

taken

properties
I. 1, are equal

during

to

the same time

interval.
Random data
ergodic

and hence

finite

1.2.2
1.2.2.1

time

the

properties

from

correctly

estimated

stationary

representing

interval,

physical
of

a single

T,

is

FreSLuency Domain (Spectral

density

Power s2ectral

The power spectral

density

a random, variable,
function
a
as
value

x(t),

The mean square

random
time

are

phenomena

history

sufficiently

can be
if

record,

the

long.

Approach)
function

function
describes

(or

autospectral

the distribution

density

function)

,
of the mean square

of frequency.

value

'between, w and w+

stationary

observed

considered

phenomena

I
generally

of the portion

Aw is

given

by:

of x(t)

within

the-frequency

band

of

254

lim
X2, (t,
T4- 0

AW)

where w is

in radian

12
S (W) '= lim
AW x
x
AW+O

density

(W

*T

R (T)

Tr 0x
00
2
f
RX(T)
-f

The mean square value

e-

iwT

function

may be defined

as:

AW)

For a stationary
random process,
function,
Eq. (1.6),
correlation

(1.15)

density

the spectral

function

by a Fourier

are related

and the

transform:

dT

COS WT dT

is

of x(t)

(1.16)

obtained

from the inverse

relationship

T=0:

and setting
R (0)

and is

(1.14)

measure.

As Aw -)--0 the power spectral

S (w)
x

AW) dt

W,

(w)

=2=fS

thus equal

dw

to the area under

(1.17)

the spectral

density

function

or

'spectrum'.
Spectral

1.2.2.2

The n-th order

defined as:

moments

moment of Sx (w) with

respect

to the origin,

w=0,

is

OP
)n s (w)

mf

dw

(1.18)

2=Rx
Px
hence
mo =
and
1.2.2.3

Spectral

The spectral

(0).

bandwidth

bandwidth

c is used in connection

of the random variable,

with

the probabilistic

x(t),
giving a measure of the number
to the number of crossings
or peaks of the process in relation
of lextremal
i,
level,
the
and is defined as (see Section 1.3.4.4):
mean amplitude
of

properties

[(MOM4

M2

2)/MOM4]1/2

255

PROBABILITY THEORY

1.3

One Random Variable

1.3.1

Tx

X+ Ax

At2-*J 4". *4 11At4

M r=
T
Fig.

Consider
over

time

a continuous

density

Probability

The pdf.

describes

p(x),

some defined

within

Prob[x

This

Cx+

x(t)

function

(x,

range

= lim
AX-+O

density

random variable,

x+

x(t),

as sketched

1-2.

(pdf.

the probability

and
p(X)

.2

from 0 to T in Fig.

a time interval

1.3.1.1

varying

that

take a value
x(t) will
Ax) at any instant
of time.
T
(x

Ax] = lim
T4Tx]

lim
T-4-

function

(1.20)

has the properties

that:

p (X) I 0
and

00
fp (x) dx
-00
Cumulative

1.3.1.2
The cdf.
equal

describes

to a given

distribution

probability
the probability

value

of x(t)

function
having

(cdf. )

a value

less

than or

x:
x

P(x)

This

= Prob[x(t)

distribution

ic x]

function

=f

p(a)
-CO

da

has the properties

(1.21)

that:

256

0 IC P (x)

ICI

and
P

21

X)

(x)

1.3.1.3

dx

Statistical

The n-th

moment of the pdf.

order

EfxnI

moments.
about

the origin

is defined

as:

xn p (x) dx

=f

(1,22)

-00
I
is the expected
Ef
where
value,

value

of its

or expectance,

operator

the expected

argument.

to the description

With reference

and represents

of the time

domain in Section

1.2.1:

Mn =E {xnl

(1.23)

and in particular,
i=

the mean value

is:

(1.24)

MI = E[xI

and the mean square value:

(0)

*X2=RX

The n-th

order

=M2=E

(1.25)

moments of the pdf.

E{ (x - j)nj
and again with

{X21

00
=f

(x _ j)n

M
= E{ (x - X)
cn

p (x) dx

to Section

reference
n

C2

Skewness,
and

Kurtosis,

E{(x

y=Mr
=M

as:
(1.26)

1.2.1:

(1.27)

and in particular:
2=M

about the mean are defined

j)21
3/2

31(MC2)
2
/(M
C4
c2)

257
By the linear

of, E(

nature

terms of the moments Mn by expanding

M ..=,- E {X2
c2
{X21
-E-

2xi
r'

in

21

+x

2x E{x)

moments M may be expressed

cn
the arguments as follows:

the central

+ R2

j2
E{
X21 _
=
M
'a M2
C2

M12 = Cr
x2

(1.28)

as given in Eq. (1.3).

Similarly:
MC3

M3

3M2M1

+ 2MI3

M
C4

M4

4M3Mi

2
6M2M1
+

(1.29)
3M14

(1.30)

etc,
Expected values of functions

1.3.1.4

Consider the arbitrary

then by the linearity
E{klgl(x)

of E{

k292(41

Properties

1.3.1.5

functions

gj(x)

of a random variable
and 92(x) and constants

we may write:
klE{gl(x))

-1

k2E{92(X)}

of Gaussian (or normal) random variables

A random variable is Gaussian (or normally)

function is of the form:
PW

k, and k2,

exp{-

/27 cr2
x
as sketched in Fig. 1.3a.

distributed

if

its

density

(1.32)

that p(x) is symmetrical with mean, mode and median values

two statistical
coincident (see Fig. 1.3) and is fully defined by the first
(1.24)
M2
(1.28),
indicated
Eqs.
to
'MI
and
with
reference
and
as
moments,
It

is clear

in Section 1.2.1.1.

258

Xn

XP

: 94

Xe
p(

p(X)

(-FC-2cr,)(Tc-crx)! (I*crX)(FC#2crx)
(a) Gaussian

Mean: x=
Mode:
,

xe divides
P (x)

(b) Rayleigh

pdf.

the peak of the pdf.

the area under
xe
fp

= 0.5

co
fp
Xe

(x) dx

-CO
Fig.

If

x(t)

1.3

Gaussian

given

pdf.

the pdf.
(x)

and Rayleigh

by [dp(x)/dx]

=0

two and is

given

into

(n

1.3
0

and the 'absolute'

Probability

Properties

Density

Functions

as:

n
1) (y for n even
x
for n odd

(1.33)

moments are:
1.3
(n
...
/ k
2.
kI
an
7T
x

E{ IxIn,

by:

dx

is mean zero the moments may be expressed

E{xn}

1.3.1.6

C4

E{x}

xp represents

Median:

Z-

.1zzzZZZZ

.60xFIIzvz

n
1) cr for n = 2k
x
for n = 2k +1

following

of a random variable

k=

integer
(1.34)

the Rayleigh

distribution
The Rayleigh

P(X)"=

and is

density

function

is

x
(12
exp{ -xx
-T
a

sketched, on Fig.

I. 3b.

given

by:

;k0

Its

moments are:

(1.35)

259 /12E,
2

MnE2k {xn

nan for

hence:

(1.36)

2k

kla

n odd

for

2k

n-

even

/1:
2

ma
and
2

(2

ol

Thus the Rayleigh

The concepts
Papoulis

defined

in this

outlined

Malti-variate

by its

first

one-parameter

moment, MI, through

a.

Section

in more depth.

are covered

by

cdf.
for

distribution

The cumulative
defined

an unsymmetrical

78

1.3.2.1

n random variables

xj(t),

xn (t)

....

is

as:
P(xl,

This

fully

is

Random Variables

Multiple

1.3.2

distribution

being

distribution,

...,

distribution

random variables

Probfxl(t)

xn)=
is

described
to x

xj

Multi-variate

1.3.2.2

The corresponding

***'

as the n-th

order

(1.37)

4 xnl

xn(t)

multi-variate

cdf.

of

n'
pdf.
function

density

has the same interpretation

in the previous

case considered

uni-variate

C, x

Section

and is

as in the
by

obtained

differentiation:
an P(xi,

...,

n)

P(xl. '

xn)

P(xl,

xn
f P(Xli,
xn) =f
-' ... J,

-00
00

and

3xl,

...,

(1.38)

Bx
n

XI

with

.. -S,

Xrl

) dxi,

...,

dx

(1.39)

(1.40)

I. S. 2.3

Marginal

Variables

can be integrated

pdfls
out of the multi-variate

pdf.

as follows;

00
p (x Ip

n-1

P(xl.
-CO

xd
n

xn

(I 4 1)'
*

260
Hence the uni-variate
or marginal pdf. of a particular
can be obtained from the n-th order multi-variate
pdf,
CO

CIP

f P(Xlj
_Co
_Co
(n-1) fold
Conditional

1.3.2.4

describes

function

each having

of random variables

dx

(1.42)

the probability

a prescribed

are fixed.

set of variables

remaining

dX 2...
xn)
... J'

pdf. s

density

The conditional

random variable
for example:

of a sub-set

when the values

value

of the

Hence:
P(Xlv

xklxk+l'
... 0

P(Xls
is

Xk+l'

*`

density

the conditional

xn)

of xj,

Xd
... s

P(xk+l'
xn)
"
....

xk assuming

(1.43)

for

values

.... % xn
Expected

1.3.2.5

to the definition

By analogy

case,

variate

of a function

values

of the expected

the expected

...,

The conditional

xn is

of x k+l"

g(xj,

g(xi,

from the conditional

Co

E{g(xl,

xnff
... q

x k)Ixk+l'

...,.

xn)

....

) dxl,
xn
... 1
...,
(1.44)

xn)
P(xl--. '

of function

value

obtained

in the uniis:

operator

values

expected

expected

variables

00

f
g(xl,
=
n)1
_fCo -co
n-fold

Conditional

1.3.2.6

value

of function

value
Co

E{9(xl,

of n-random

x0

...,
pdf.

the values

given

as:

00

9(Xli,
_Co _Co

... -1

xk)

k-fold
P(xl,

xklxk+l'
... 0

*`

dx

xn3*dxl

k
(1.45)

1.3.2.7

Independent

Random variables
IXIM

4 XI)A

XI's *,* "s Xn*

il

xj,

random variables

...,
Ix (t)
... 0
n

If

this

xn are said
4xnI

are independent

for

if

any values

the events
of

is satisfied.

condition

P(xl)'xn)
=
... p
.
P(xl)
P(Xlb ... 9 xn)
P(xlj,

to be independent

-'

P(xn)
P(x

n)

(1.46)

dx

261

and for

functions

arbitrary

E{gl(xl),

gi(xi):

gn (x dl

...,

- E(gi(xi)).

...

can be shown that Gaussian random variables

(see Secton 1.2.1.3).
uncorrelated
It

1.3.2.8

Cross-correlation

The joint

moment E{xIX2)

X2 and, with
EIXIX21

=R

Similarly,

EQXJ

where

C12

C12

R12

il)
:

will

(X2

i2)1

R2

the two sets

xn (t)

xI(t),

"'s
known, together'with

Yi '2 gi(x',

If

and

(1.48)

between

cross-correlation
-

il)

(X2

=C

(0)

with

x,

and x2.

reference

for

XIX2

to

(1.49)

between xj and

X2

and

xd

is

0-

yl(t),

which

the malti-variate

the set

of functions:

-'

CI 2

of random variables

theprocedure

k>n,
first

If

of xi

i=1,

xn)
is

Yk(t3
... *
density p(xl,

and
...,

to determine

(1.50)

density

the multi-variate

of

Yk*

the set yl,

Following

of the product

of random variables

to be solved

The problem

value

as the cross-covariance

Transformations

Consider

they are

1.2.1.3:

as the

be defined

R,
when

1.3.2.9

are independent if

is

1.2.1.4;

Section

the expected

moment E{(xI

joint

the

n(xn)l

= R12

be defined

R12 will

where

is

(0)
XIX2

(1.47)

and cross-covariance

to Section

reference

E{g

k<n,

from Papoulis78:

the unknown density

compute the density
auxiliary

Yk+ I 2',xk+ V

variables
yn 0x
n'

is

singular

of yj

and it

is necessary

yn

must be defined,

for

example:

to

262
-.
density
The multi-variate,
of yl(t),....,
Yn( t) for a given set of values
by
is
the system of simultaneous
solving
obtained
Yn
equations
YI.,

for the values, of xi,

If

Xn*

.,

system has a single

this

real

solution

then:
P(Yll

P(Xli,
Yn) m IJ(xi,

-'

xn)
... '
-x-)i
....
n

is the Jacobian of the transformation

where J(-)

ag I

J(Xjf

side
Eqs.

(1-50).

P(Y"

**'

1.3.3'. 1

Multi-variate

on the right

of xi

as functions

of yi,

hand

the solutions

of

they

may be removed by integration:

...,

Yk) dyk+1-'

00

f,
f
p(yl,
%'
.,
_Co
_Co
(n-k) fold

. $. 0

dy

(1.52)

Random Variables

Gaussian

MultiRle

1.3.3

Xn

were required,
Co

yk)

agn

and the values

are expressed

variables

auxiliary

Bxn

agn
--Xl

the Determinant

of the equation

given by:

Det

... 0xn)=

Det represents

matrix

Fl

axj

If

(1.51)

pdf

i
x)=1-... p n

P(xl,
{x)
where
(c]

n/2
(21r)

Xn)
... '
= square matrix of cross-covariances,

tc, -i

(1.53)

Conditional

The conditional

c
nn
pdf. s and moments
pdf. s obtained

uni-variate

Gaussian pdf.

are also

corresponding

conditional

of x0jrom

see Eq. (1.49)

... 1 c i, n

Cni

pdf.

xl

TI
fx,

= (xi,

c1l,

J. 3.3.2

r[
fc11
D
et
vl

expf-

Gaussian

and are,

from the multi-variate

therefore,
defined by the

mean and variance..

the set of ra ndom variables

I

For example,
xO, . *,,

xn is:

the conditional,

"

263
(X0

p(xO xi
It

can be shown

i27r:
n2a2
a

x0c = E{Xolxi,

mean, x0c is

given

by:

++anxn

aixi

from the solution

to:

{Ro}
=

[R] is

in which

(1.54)

OC

xn

...,

where ai are obtained

[R] fal

expf-

the conditional

that

Od')

(I. S6)

the matrix

R
ij

of cross-correlations

xi

of variables,

to

(1.48)).
(see
Eq.
xn
(Rol

is

the vector

(Rol,

{al

is

the vector

(a,,

The conditional
2=

oc

X1,

Xd

...,

(I. S7)

+a nR on)

second moment is:

Efxo'lxi,.

Price's

dc

(a,
Rol
Roo
+
=
...

and conditional

1.3.3.3

)21X,

-i

2,
is:
moment, a0c

or second central

variance
Ef(xo

R
R02P ...
'
on)
adT
...,

I=
xn

"-I

Price's

theorem

82
theorem
states

xn
and
arbitrary
... J,
nn
ak E{. 11 gi (x

cr
oc

,+R
oc

joint
and
that

for

functions

moments
a set

gi(xj),
E

of Gaussian
""

M=l

N, are integers

E{ 11 gi
i=l

the co-variance

lying

between

(x

(I. sq)

1 and n inclusive

distinct;

and are not necessarily

is
C
rmsm

gn (x ):
n

ykm

NkmT
11 (a crs)iLJLi
mm
M=j
where rm, sm; m

random variables

(see Eq. (1.49));

o.f xrm and xs
M
N
N
with kEk
m=l

integers
k" are positive
mm
N
EC
k where c. - is
im
im m

the number of times

i appears

in, (r

sm);

264

6(x )'dengtes
6-th
the
gi
i
-1 when-r m sm
0 when rm
This

may be expressed

domain by

function

an arbitrary

9(XIX2)

the theorem

(1.60)

moments may be determined

'Consider
joint
equation.

from this

formula
by a recursion
k
r),
from
X2
moment E{xI

(1.60):

Eq.

DE[xl

X2

r,

kr
E[xI
=

a C12

if

in the bi-variate

2n g(XIX2)
a
= E{
n
,n

or bi-variate

developed

and

as:

an E{g(xlX2)1
n
D C12
Joint

for

that

who states

taken at xi;

of gi(x),

sm

has been investigated

expression

Papoulis7e

derivative

r-1,
X2

(1.61)

then x, and X2 are independent,

C12 =0

kX2. r}
Efxj

= E{x

kI

and:

(1.62)

Efxr)

Eq. (1.61)

integrating

Therefore,

and using

(1.62)

we obtain

the

formula:

required
E{xj

1.3.4

k-1

X2

r,

kr

Probabilistic

C12
k-I
f
E{xj
0

X2

r-1

Characteristics

d C12 + E{X

of Threshold

kI

E(xrj

(1.63)

Crossings

and Peak

Values
The probability

theory

in the

covered

concerned

with

the characteristics

variable,

x(t)

of Fig.

1.2,

be
the probability
will
what
for
what proportion
or,
x?

previous

of the basic

enabling
that

x(t)

solution

Sections

has been

continuous
to questions

of the
threshold

exceeds a certain

of the time will

random

the magnitude

of x(t)

exceed x?

In many problems involving

probabilistic

characteristics

continuous

random variables

are required,

namely:

additional

form;
level

265 Threshold

(1)

a certain

crosses

description
-

Peak distributions

(2)

The following

sections

a more detailed

For a continuous

in x(t)

or troughs)

x in a given

of time.

period

from

given

crossings

random variable,

of threshold

of the

crossing
00

E{N(X)l

(positive

of peaks

crests

X(t)

these concepts have been extracted

by Lin 45 and Bendat 56

outlining

account

Threshold

1.3.4.1

threshold

exceed a certain

which

of the number

maxima or minima;

peaks;

or negative

rate

description
of the number of times that
-,
threshold
x in a given period of time.

crossings

=f

lkl

level

x, E{N(x)l,

is

the expected

given

by:

(1.64)

dc

X)

p(x,

x(t),

Lin 45 has shown that

_Co

where p(x,
itself
i(t),

1) is

the bi-variate

a continuous

of threshold

The rate
and since,

for

and its

of x(t)

pdf.

first

time

derivative

random variable.
from below is

crossing

the slope

such crossings,

in some applications

required

must be positive:

co
Ef N+ (x) IfIp

(x,

1)

(1.65)

dk

1
EfN(x))
T
Threshold

1.3.4.2
if

is

crossings

p (X,

:k(t) will
the bi-variate
k)

stationary
for

following

may be expressed
12"

=1 27r
cxplCY C1.

Gaussian

process

a Gaussian

independent

be statistically
pdf.

random variables

a mean-zero

and mean zero

stationary

x(t)
its derivative
Eq. (1.53)

for

distribution,

of x(t)

and using

as:
(1.66)

and

Cr.2
E{N+(x)

exp
27r CY

x
2 Cly
X

The expected rate of zero crossings

211

(1.67)
,I.

from below is,

therefore,

given by:
(1.68)

266
in terms

be'expressed
may
(1.17),
from,
Eq.
since

This

spectral

density

(1.69)

RX(0) =fS (W) dw = mo

a
QD
W2 S (w) dw, = M2
0

Ij:k

functions

0:

when

CO

Cr
x2=

and

of the relevant

(1.70)

Hence:
E{N+(O))

27r

(1.71)

MO

Peak distributions

1.3.4.3

peak on the time

A positive

history

of x(t)

corresponds

to the condition

value to the second derivative

= 0, and a negative
45
it
be
that the number of
thiscriterion,
shown
can
is:
time
to
than
x
or
of
greater
equal
magnitude
peaks per unit

of zero slope, I(t)

R(t).
Using
x,
of
positive

0
fR

E{M(x)l

0, R) dR dx

p(x,

(1.73)

x -00
and the total

00 0
ENT)

peaks is,

number of positive

p(x,

=-ff

therefore:

0, k) dR dx

(1.74)

0 -CO
k, R) is the tri-variate

where p(x,
derivatives.

to E{MTj gives

The ratio

of E{M(x))

peaks that

exceed the threshold

may be related
ratio

that
peaks,

this

the cdf.

PW=1

pdf.

level

the proportion
x.

is obtained

EfM(x)l

pdf.

Using

to the probability

of the peaks of x(t)

and the corresponding

of x(t)

and its

first

of the total
the heuristic
distribution

two time

number of
45
assumption
of the

as:
(1.75)

is:

0
(x)
p pI

=fRP
EtMTJ

(x,
_00

0, R) dR

(1.76)

267

Peak distributions

I. 3.4A
With

the

Gaussian

and

a..

using

x(t)

and its

derivatives,

terms
5:
4
and

(11.70)

The expected

the

of

S(w) dw -

total

number

and the

of

of

ratio

peaks

of

terms

which

may be

using

Eqs.

of

(1.69)

time

unit

is;

below

from

to

the

number

_M2

(1.78)

axaxm

(12)1/2

in Eq. (1.19),

defined

bandwidth,

and the spectral

per

zero-crossings

X2

E(MT]

functions

in

m2

number

E{N+(O)l

(1

(1.53),

Eq.

tri-

(1.77)

(1.2

OL

the

is:

peaks

positive

density

1.3.4.2

M14

r Tr

the

of

two

process

M4

1x
X

first

spectral

(04

Section

can be expressed,

in

expressed

made in

pdf.

of

variances

Gaussian

a. mean-zero

as those

same requirements

variate
the

for

UMO

M4

M2

2)/MO

M41

is:

1/2

(1,79)

Wideband processes
If

is

(a = 0) the process

c=1,

described

peaks than

are many more positive

as being

and there

wideband

zero crossings.

Narrow band processes

If

with

crossing

threshold
and all

is

(a = 1) the process

c=0,

positive

described
slope

peaks have positive

positive

leads

narrow

to a single

magnitudes.

may be sidplified

the peak distribution

as being

banded.

positive

Under these

E{N

Furthermore,

for

distribution

is

to:

ppW-ax

(1.80)

(0)

the narrow
Rayleigh,
x

peak

conditions

E{N+_(x) 1

PW-1p

Each

exp (-

band case it

as described
X2
2)
r2
C
cy

x'

can be shown
in Section

45

1.3.1.6,

that

this

peak

where:

(1.81)

268

peak distributions

Approximate

1.3.4.5

for

non-Gaussian

narrow

band

processes
Eq.

(1.80)

narrow

on the distribution

makes no restrictions

be employed when x(t)

and can thus

band process

f I:k Ip (0, A) ft

(X, A) di/

P (X) =i-fIIIP

_00

-00

to give the narrow band, lty2e

A further

simplification

is non-Gaussian:

00

CO

of the underlying

11 cdf.

can be made when x(t)

is independent of i(t)

since:
p (X, 1) =pWp
for

have:
we
which
E(N+(0)1

= p(0)

and
P (x)

termed

the

where p(O)

Co
111 P(A)
f
0

di

(1.82)

(1.83)

p (0)
band cdf.

't ype 21 narrow

is the pdf.

of x(t)

evaluated

at x

269

APPENDIXTW0
CONSTRUCTION AND USE OF

Probability
randomly

are much used by engineers

papers

and hydrology

meteorology

for

PAPERS

the analysis

fields

and are constructed

theoretical

a particular

plotsfor

in the

phenomena especially

varying

PROBABILITY

of oceanography,

to produce

line

straight
76

distribution

probability

of

the cumulative distribution,

Thus, by plotting
or cumulative histogram
for discrete data, of the phenomenon under investigation
on this
paper
its
to the theoretical
probability
structure
of
the goodness-of-fit
of the paper is measured by the goodness-of-fit
line.
to'a straight

distribution
data plot
Having

found a paper which

be supposed that
'
to the theoretical

a reasonably

gives

the phenomenon is
distribution

distributed

Alternatively,

in terms
estimates

the theoretical

moments of the data

of the statistical

of the mean and standard

deviation,

it

structure

by inserting
fitting

the
methods

may be defined

pdf.
set,

may

according

The probability

paper.

described
be
then
graphically
the
may
phenomenon
of
by
by
line
or
best fit
eye
using statistical
straight
to the data points.

fit,

line

straight

approximately

of that

of the

typically

a technique

the

known as the

method of moments.
of the scales

Derivations
papers

for

Gaussian,

probability

II. 1

for

below

are given
discrete

the preparation

Rayleigh,

log-Gaussian,

distributions

the method of plotting

Section 11.6.

required

data

of probability

Gumbel and Weibull

in Sections
JI. j to 11.5 and

on these

papers

is

outlined

in

GAUSSIAN (OR NORMAL) PROBABILITY PAPERS

The Gaussian

cdf.

of variable

x2

KX). d. -f

-L
r2ST

x is

given

by:

2SI dx
exp{ -

is
mean'*zero, with
x
,here,

unit

variance.
;..

270
-

be
the
paper
may
constructed using
probability
case
for
linear
by
scale
one co-ordinate
on
a
x
plotting
method
obtaining the values of x corresponding to the probability
by
interpolation,
for
the
axis
other
of-the
scale
required
In this

of Eq. (II. 1) at values

evaluation
Following

of x in the region

axis and
levels
from tho

of interest.

paper shown in Fig.

method the probability

this

an implicit

II. 1 may be

obtained.
11.2

LOG-GAUSSIAN (OR LOG-NORMAL) PROBA13ILITY PAPERS

paper the logarithm of variable x is assumed to

probability
follow the Gaussian distribution,
above, and hence the replacement of
scale on the Gaussian probability
the linear scale by a logarithmic
line
This
in
the
straight
plot
of
cdf.
of
variable
x.
a
paper results
For this

in
Fig.
is
shown
paper
11.3

11.2.

RAYLEIGH PROBABILITY PAPER

Rayleigh

form the

In standardised

cdf.

of variable

x may be expressed

as:

exp(- Taking

logs

of both
{log

sides:

(1 _ p(X))-111/2
e

/2

(11.3)

distribution
is a straight
line
Rayleigh
the
Thus a plot of
{log
(1
p(X))-1}1/2
and
as the other.
co-ordinate
_
x as one
e
indicated
in
herein
are
preference
probabilities
paper used
indicated
in
Fig. 11.3.
function
logarithmic
as
the

IIA

on paper
For the
to values

GUMBELPROBABILITY PAPER

The Gumbel distribution

P(x)

where a

= exp{-

exp[-

of variable

x may be expressed

as:

(IIA)

ct(x - u)])

Tr
Ar-,

0.5772 is
the mode of the pdf; and
u=x-a
deviation
the
and
standard
ax
mean
are
and
x

of x.

with

of

271

(11.4):

of Eq.

logarithms

Taking

(11.5)

loge [- loge PWI

a(x - u) =-

in
line.
P(x)]
log
loge
will
straight
result
a
a plot
elthan values of the
rather
Again, for the paper used herein probabilities
(11.5)
in
Eq.
function
the
side
of
shown
are
used
as
right-hand
on
Note that for graphical
on
representation
of a variable
Fig. IIA.

Thus,

this

of X vs.

paper the values

be known.

of a and u need not

WEIBULL. PROBABILITY PAPER

11.5

P(x)

expf-

function

distribution

The three parameter Weibull

by:
given
x-Ac
B

for

C is

Taking

x , A
(11.6)

x<A

of x;

value
and

parameter;

a shape parameter.
of Eq. (11.6)

logarithms

log

limiting

x Is

B>0
and c>0
for

lower
is
A
a
where
B is a scale

of a variable

log

{cl
e

P(X-11
-

twice:

=C

log

(x - A) -C
e

log

(11.7)

eB

is
distribution
line
Weibull
a
straight
on paper with
the
A plot of
P(x))
the
A) as one co-ordinate axis and log log
as
loge (x
e
e{(I
S.
II.
in
Fig.
other axis as shown
Clearly,

data

of the value

should

only

of A although

past and the actual values

A semi-graphical
the paper.
in Reference 42.1

be plotted
little

on Weibull
attention

of x are often

is often

method for

paper

after

has been paid

plotted

in place

the determination

determination
to this

in the

(x - A) on
of A is given
of

small compaTed with the values of x of

However, parameter
in the estimation of extremes and i1i this region there is
interest
differen'ce
between
(x
far
A)
the
the
as
igible
or
as
plats
x
using
negi,
.

272

'goodness-of-fit'
x omission
departure

to a 'straight

of parameter

line

is

A in the plots

from the straight

line

In the low range of

concerned.
causes

distortion

considerable

and

form.

and numerical procedures for evaluation of the 'goodness-of-fit'

density
function
data
in
76.
Reference
to
a
proposed
of
are
given
set
a
of

Criteria

PLOTTING POSITIONS FOR DATA ON PROBABILITY PAPERS

11.6
Consider
variable

assigning

random population
of
a sample of n measurem,ents of a certain
,
If these data points
to magnitude
are ranked according
x.
the rank m-I

the cumulative

probability

Prob (x 4=xml

to the smallest
histogram

value

xj

then

may be developed

from this

data

since:

(11.8)

1)(x )=2
mn

of exceedance of 1.0 to
However,-this approximation assigns probability
the highest Value, xnI which cannot be plotted on probability paper.
Consequently, a number of modified plotting techniques have been
data
be
by
Gumbelse,
to
which
enable
all
points
proposed, as compared
is
that
The
recommended
applied
plotting
position
commonly
most
plotted.
by Gumbeland sometimes referred to as the 'Weibull plotting position',
where:
2+1
(xm) =
n+
The expression
those derived

probabilities
with an insignificant
from Eq. (11.8) when n is large.
yields

(11.9)
deviation

from

273
'FIG. (Ils T.)

, tit l i .1

tj

NORMAL)

(OR

GAUSSIAN

PAPER.

PROBABICITY

111'

t
iL

ff
"I

ui

c m

51

11 i

1.11

J;

if

11

1!

M il l i 4 I N

i,j T1

i hi
it
i Wl I III Ii

I LL[d
I.

it til

I tI

1111

U4

It R i-I fi

1 1: ,-TH
.

II

Il l

w iA
W
1

Fi4

iE

,
14 -

11

i i.

44 I k +

It l

T1

; 7F
:. -. L-

=T
.

:-R r
I

_.

...

f i ll

IIi

I ti ll tH

II -I

i I HH Ill
I

T-

4
Ill't

41

-1 . -N;

4- i 444 1 H-11ti ll -4 14-il4ilo

1111
li t

J IM

II I I

II

til lfiff
141

7
_tr_.

TT
I

--

yz

,j1 . .....

Z4 1

111711

t4

41

M"

7. i.
I
FE
_

4 1

T
T[
: it

1
I

1
i t

++

4r

f li t I
If I I

"IH

1
.
L.

i ii4

,
.
+
I

T-H
T_
7
7
.F

It.

H: t
it .tI. . r
!1
.

11ii

4.
11
:
m
M
Mr

ti ll

44+ 4+

ri 4

1A

ff

tr F.:

'71V`

JIT

rt .

'I IIFI

"T'_

rl*",

T7r T

fit
Mr

Pit! i ! ..

it
%

ILI

1- i .

+ ;4 4'

T,
*
1-

77
it

111T
IIt

274
FIG. Ol 2.

LOG-GA*USSIAN(OR

LOG'-NORMAL)

PROBABILITY

PAPER.

'momm

=_

--r--..
I

.1

--

ziz

-: --

_. - --

:r

-,

-.

H
r7

TT

T1
4-

TT

TT

IaIY,

JJI1

,
--

$.

27S
FIG. (Il, "3. )

RAYLEIGH

PROBABILITY

PAPER.

I ,
,

,,
I

T
x :. fl- 44+i

: .4

I
t

M
m
'
Ir

V
J
1 1111 i

A !

U l

1,

I II

H IM

H IM

ff

1111111 1

T I

:T
If

4
-- - -- ---- -1
H T . .. ... : :: -,
- -:: : - #1 , T... t
H1.1
.... ... ... ..... .....

1 i ll ml

44-

'I

W-!
-- -

M INH

TT

I .

TI

II

..

. I.

1111 LLJ 1 1

11 4

-.

jf

i4

- -- I.-

---

- -- I

U ::1 '4

J
m

T
h

ii

ILH
L L-1

i
A

4 4 -w-

--t+H+H+F4
i

1 4

44 44
HIM 11111f i li
111:1i
HIM
11
M

I1.1
H11
ill114 -

11if

4 -

+444

ji

F.

II V.

ti

1+4+

p
rt

V + 44H++ +H14"

+ -+4 ---H
-4

44
....... -

[IT

+ -i- !,-

44 -

f-

-44 +4-

4 4t 4T UTT
1

i t
11

RI fl i

T7TR,
O

-+4
4
T +:

1
OTT
T+?

+. I

V1.

1 11 11

T-

1E
1
iLl
.1
T11
I"

' 11
E

++-

ILiJ!

INIM-.4

Fiiiii 111
10
lffl
41
11t
- . itff' ,
ill
!I: :.T

i f

-LLU

x,

276'-

G.
El

GUMEEL PROBABILITY

.,

PAPER.

a:

Iii
A.

-J
LAJ

I.,

T
i
-Ft,F

u I-

#
T11
p

4
4
-.

LI

IIIIf ill 1.

.4-

F
I

!1
11

1
.

-,JL

TI

14

JI
1H

t-

I,

4.

+,t

t
i

HI

4i4,
1

I Ill

U:1] 11F1

zl

1 1H

T
ItI

HE
I.

277
LG
(U.,
G.
5.
).,
WEIBULL
-E

PROBA131LITY PAPER.

Li

J.
-1
1

4,
I-

-i-

.....

Jj

1.4
-1

J,- t
i 4--

HI

I T-

4 tl Ii

A IV. ),; 001

T-1-1

278

A P. PEN

D'I

XTHREE

EXTENSION OF SCATTER DIAGRAMS COVERING SIX

'REPRESENT
TO
ONE YEAR'S

WINTER MONTHS

WAVE CLIMATE

Appendix is to summarise the procedure employed in

this study to extend a six-months winter data set to yield a prediction
of the, one-year Wave climate by the estimation of a corresponding sixScatter diagrams
months summer scatter diagram for the Famita location.

The purposp of this

covering both summer and winter periods for another North Sea location
,
were available to aid this extension but this data cannot be mentioned
here because of restrictions
'explicitly
on publication
and will be
referred to as (S) and (W) data, respectively.
Simple

empirical

scatter

diagram

methods have been suggested

for

a summer six-month

of H1/3 are taken

the summer values

the winter

values.

III.

data

set.

assumed to be unchanged while

of
as either
a half or two-thirds
were tested

on the

(S) and (W)

badly,

as described

below,

and thus

method of prediction

an

was developed.

THE PERFORMANCEOF EMPIRICAL

from a winter

period

of a

These propositions

data and were found to perform

alternative

the prediction

of Tz is

methods the distribution

In these

for

METHODS OF SUMMER SCATTER DIAGRAM

PREDICTION
The performance
from

'simulation
based

of

empirical
data

winter

on. the'winter

The empirical

the

(W) data

methods

methods

was investigated
set

with

the

make the assumption

for

summer wave climate

by comparing

actual

that

summer

the
(S)

predictions

data.

the distribution

of T

z
of the marginal

from
to summer. However, a plot
winter
remains
that
distribution
of T from the (W) and (S) data sets demonstrated
z
distributions
the
the.
there was a
shapes
of
were, similar,
although
'in
lower
towards
the
summer. This was also
values of T
general shift
z
bk the mean values of Tz for the (W) and (S) data sets, the
reflected
being, #PProximately
0.67 seconds lower.
latter
unchanged

I%

279

TheI summer diitributioni

of HI/a predicted from the empirical methods, A plot of

were- compared with-the actual summer (S) distributions.
ihe
(S)
data to lie between the
s
and
cdf.
s
showed
pdf.
marginal
'whilst
investigation
distributions
of the conditional
of
predictions,
a wide range of T z values demonstrated generally poor agreement
between the (S) data and empirically
This behaviour
predicted values.
further demonstrated the significant
change in the distribution
of Tz
between summer and winter.

HI/3-over

of the above comments it

InvIew

method. of wave climate, prediction

was decided to develop a more rigorous

as described below.

A METliOD FOR PREDICTION OF SUMMERWAVE CLIMATE AT FAMITA (FS

111.2

FROMMEASUREDWINTER DATA (FW) BY COMPARISONWITH (W) AND (S)

DATA
The two winter

data

show a similar

spread
the

the mean values,

covered
than that

at Famita,

conditions

at this

plots

in the Tz domain with

(W) data having

demonstrating

of

agreement
finite

only

larger

the

sized

between
a 10% departure
mean. The (W) data
35% greater

a mean value

the existance

The cumulative

location.

of more severe

sea

distributions

conditional

and were found to show

in view of the uncertainties
present in histogram

from the winter

reasonable

(W) and (FW) were compared and were found to

range of H1/3 and possessed

a larger

of HI/S

sets

data

data

sets

were plotted

sets.

distribubetween
the
the
conditional
of
agreement
measure
of
tions of HI/3 for (W) and (FW) and the apparent shift,
with little
between summer, (S), and winter,
change in shape, of the Tz distributions
12
for the
(W), the following
procedure was developed and employedloo
(FS).
diagram
for
Famita
the
of
summer
scatter
prediction

As a result

The basic

assumption

probability

densities

was made that

of the summer data

be the same as the corresponding

TZ
+ 0,5, hence:

between the conditional

the ratio

ratio

sets

for

for

a value

the winter

data

P(HI/31TZ=t+0.5)

IT
j3
(11
Tzzt)
p
0,
p(H;
rt) (FS)
3
'F(H ITz
(S)
z
.,

=t+0.5)

TZ =t
sets

QW)
(W)

would
at

'

Gii.

1)

280
This
0.5

includes

expression

observed

secondt),

an attempt

between

the

to account for the shift

(W) and (S) data.

Eq. (I, II. 1) may be expanded in terms of the Pi-variate

One):
HI/a and, Tz using the relationship'(Appendix

Substituting

about

distribution

of

T
p(Hi/3,
Z)
T- J
z

)=
zF

p(HI/aIT

(of

this

(111.2)

into

expression
distributions

shape of marginal

(III.

Eq.

1) and assuming

the

that

to be

of Tz between summer and winter

the same:,-

[p(T

t) I (S) = [p(Tz =t+O.

for

and likewise

S)]

densities,

the Famita

(W)

we obtain:
Tz=t+0.5

p(HI/3,
Tz=t)

p(HI/s,
Ensuring

that

the class

and (FW), and (FS),

[NO(HI/3

for

widths
in the

(S) p(HI/3,

each pair

(111.3)

Tz=t+0.5)

of data

furthermore,

are the same and,

number of occurrences
(111.3)
Eq.
same,

Tz=t)

p("1/3,
=
(FS)

sets,

(W)
(W) and (S)

assuming the total

(FS) and (FW) scatter

to be the

diagrams

becomes;

Tz=t)]

[F(HI/3,

(FS)

Tz=t)]

(S)

[NO(HI/3,

Tz=t+0.5)]

[F(HI/3,

Tz=t+0.5)]

(FW)
(W)

(IIA)
in
is
diagram
Tz)
NO(Hi/j,
the scatter
the
number
of
occurrences
where
T) is the
present. in the class centred at (HI/3, T)zz and F(HI/3,
in the*scatter
diagram
fraction,
of the total
number of occurrences
in'the

present
Eq. (IIIA)
the

class

could

(FS), scatter

account

for

histogramslof,

centred

at

Z).

now be used to calculate

diagram.

a. variation

However,

HI/3. between the winter

HI/3' -, Hi 'T7
/III..
'A
T,
CY,
Z

data

normalised

for

the number of occurrences

was applied

a modification

in the mean values

Eq., (II'I.. 4) by a non-dimensional

H*

(HI/3,

and variance
sets,

to

of the conditional

by replacing

HI/3

in

variable:

(11111.5)
1

",./

281

where. Hi/ Tz and a/T' z are, the' mean and standard

I
distribution
HI/3.
tional
of
condt,
particular
F(Hi/a,

The functions.
Eq, (111.4)

thus modified

histograms

to yield

and (S)'data

Eq., (III.

4).

as the best
is

'

I/Tz=t

of Fig.

of 111/3 (class

centres)

values

of Ii* for

(FS)

with an identical
figure.

(S)

expression

The use of standardised

for

variable,

of Eq. (IIIA)

to the application

the computations

this

III-1.

the

using

summer condition

are carried

S)CFW)

i/Tz=t+O.
(HI
I/Tz=t+O.

S)

(111.6)

as indicated

(a/Tz-t)(FS)

H*, as described

in the

above was preferred

since it ensures

in terms

of HI/3

out over

the central

range of the

l.

as indicated

in Fig.

III.

be appreciated

at this

stage

histograms,

should

z)FS
in the sample computation

at the required

from the plots

by continuous

which were then used to

form of
using the modified

NO(H*, T

(fll'/Tz=t

It

of

that:

assumptions

that

were approximated

by eye,

demonstrated

Numbers of occurrences
were obtained

fits

function,

This

Tz) on the right-hand-side

T) and NO(H*, T) were then plotted

zz
on the values of Tz for the (FW), (W)

These histograms

the required

of the

to F(Ii*,

conditional

sets.

obtained

curves,
derive

Tz) and NO(Iij/3,

deviation

that

in the performance

of the

have been made regarding

the form of the
of H1/3 for the winter data sets and no attempt

no assumptions

above procedure,
distributions
conditional

has been made to adjust

them to similar

forms.

The proposition

made

found
distributions
to show reasonable
agreement
these
that
were
was
is
it
the
true
hence
that
to
same
suppose
appear
reasonable
would
and
for the summer data sets and the procedure outlined
above is one method
of achieving

this

The computations
of T

Z,
scatter

for

functions

which

diagrams

measure of agreement.

outlined
there
of

F(. ) apd N

in Fig.

III.

were a sufficient
(W),

1 were carried

out

for

all

number of occurrences

(S) and (FW) to facilitate

construction

classes

in the,
of the

282
-

0'. ,,

..

On completion

of these. computations the total number of occurrences

for the Famita summer scatter diagram was 4% in excess of the

predicted

number required,

(equal to the number in the Famita winter data set)

the scatter diagram was-modified by an overall 4%

and'consequently
Only 0.4% of the
reduction in the number bf occurrences in each class.
(S)
in
data set were omitted from the graphical
the
occurrence
's
assumed that there were no significant
procedures and it was, therefore,
omissions in the predicted scatter diagram.,
diagram

The scatter

according

redistributed

summation for

direct

from the winter

by 0.5seconds

Tz offset

in the above manner had class

derived

to the time

the required

data

of

and was, therefore,

of the latter

classes

intervals

'one-year'

wave climate

to enable
as presented

in Fig.

2. . l.

111.3

OF THE 'COMPARISON' MODELOF SUMMERSCATTER

TliE PERFORMANCE
DIAGRAM PREDICTION

The marginal
scatter

diagram

in Fig.

III.

for

density

probability
2a.

at Famita

and for

From these

the summer periods

is

plots

shifted,

histograms

observed

The marginal

probability

111.2 and the empirical

Section

The 'comparison
lying

data,

data

histograms

the overall

whilst

behaviour

summer data using

data and the predicted

(W) and (S).

set

for

of HI/3

both

empirical

the actual

estimates

shape of
to that

corresponds

the

the Famita

'comparison

summer data

(S) compared with

its

from the (W) data.

shown in Fig.

sample of which
although the 'comparison
empirical
relationship

modeli
is

2b.

models as was found

distributions
The cumulative
conditional
of H1/3 were also plotted
of the summer data,
the winter data and for all three predictions
is

winter

modeP of

in Fig. III.
methods are presented
a histogram with ordinates
generally

model' yields
between those derived from the two empirical

to be the case for

lower

by about 0.5 seconds towards

of the complete
density

the measured winter

the predicted
summer diagram are shown
it is apparent that the distribution

in
Tz
the winter
than
present
of
values
is similar.
This
the two distributions
from comparison

of Tz for

modeP yields

in the marginal
evident

111.3.

These plots

values
distributions,

demonstrated

between those

for
a
that

of the

no such general

in the conditional'distributions

of HI/3.

The

283

relationships
a distinct

between these

to those

similarity

As a result
'comparison'

conditional

developed

of the above investigation

model had performed

selection

in preference

the tests

carried

diagrams

predicted

from-the

it

out on the probability

were by no means exhaustive

of the simple
modification
in the TZ distribution
shift

empirical

well

structure
type

may be found

that

its
However,

study.

of the scatter

is possible

that

models accounting
to perform

the

to warrant

models in this

and it

showed

(W) and (S) data set.

was concluded

sufficiently

to the empirical

distributions

a
for

the

well.

equally

It

"

""

0 lit,

'284
T
NUM118 OF' OCCURENCE1, IN I
FiG. M. 1, PR R!rgy 12N CWL
SECONDS-"
'SUMIAER'SATTIER DIAGRAM FOR T
1'I'',,
-0
.
,Zv7

5-

(1) (W) IPATA

HMO
TZ 7-5 sEc

(w),

3-

HW
Cr
VQ

+
++

12kX* c*ro

Jbi di lould)
-,!

ON

1.

am Li

023

F1040.TZa TO SEC$)
(S)

TA
T, Z'7-0 SEC$-5.
HVSz Hs

4-

Cr x as

3--

(va lugs cornot

be disclosed)

2-

1 11-

01

++
+

M) (F W) DATA 4030-

HIS' 3-094 m

20-

am

11-2:
123

114
10

1
2

50-

Tz P7-5 SECS

(b)

7TZ 7.5 SEC$)

(FW)

NO

H
--.P.

+
+

222m

(c
(c)
o

-2

(W (FS) PREDICTED 60.

Tz 0 7-0 sEc S

Hjx 3-:
-094

NO,(H* Tz 7-0sS)

59-

(F S), ,.

40

Ik

30

cr
0.969

20 -

(d)

C)
I,.

L4)

'!"

IL
3.0.9
o
, .

1.5 2R

-1

3.3

FIGAE 2A. MARGINAL, HISTOGRAMS CW Tz' FOR FAMITA

SCATTER DIAGRAMS,. ',

ATz
mp"v

30"

t4

SEC.

WINTERDATA
(AND SUMMERPREDICTIONS
USINGEMPIRICAL METHODS)
SUMMER PREDICTION

20.

USING 'COMPARISON MOM.

OF SECTION W, 3)

10-

IF
01234

10

.56789

MEAN ZERO-CROSSING PERIOD

Fla M-2 B. MARGINAL

HISMGRAMS

11

12

13

14

15

ll

TZ (SECS)

OF Hi.,, FOR FAMITA SCATTER DIAGRAMS.

&H,,,.- 0-6m

30-

WINTER

DATA

SUMMER PREDICTION USING

'COMPARISON MODEL! OF SECTION(U13)
SUMMER PREDICTION By EMPIRICAL
METHOD WITH SUMMER WAVE HEIGHTS
HALF THE WINTER VALUES,

3:

SUMMER PREDICTION BY EMPIRICAL

METHOD WITH SUMMER WAVE HEIGHTS'
TWO THIRDS OF THOSE IN WINTER..

77t j
JL
JL

Tt
01

,,

i.
,
t

I.
,
"
,
,
,
.
I.,.

t,,

2-4 '.

.6 lz

6. O'." ,
i,..,

'SIGNIFICANT WAVE HEIGHr. H,

Ys

1-2

"'
I

A-

-V!i

A'

Ap

S2
1
zb' I

0
OD

w
x
w

cr.
RK

IL

W
ul

8e

in

287

APPENDIXF0UR
SHI-SQUARE GOODNESS OF
PROBABILITY

In Section 4,4.2

DISTRIBUTION

the distribution

FIT

TEST ON THE

OF SIGNIFICANT

WAVE HEIGHT

wave height

of significant

for the

set of Fig. 2.3.1 was plotted on various probability

papers with the objective of obtaining a reasonable fit to a particular
distribution.
These graphical techniques
theoretical
probability
suggested that-the Gumbel distribution
approximated the probability
one-yeardata

for the
Gumbel distribution
structure quite well and the theoretical
data was obtained by method of moments, using the mean and variance of
histoThe fit is shown on Fig. 4.7 and the probability
the data set.
The purpose of this Appendix is
grams are given in Tables 4.1 and 4.3.
the hypothesis

to test

of the Chi-square

application

involves

The procedure
chi-square

ting

the

47 which

function

distribution

of

Table
into

IM

with

two classes

group.

of

XC2,

the

discrepancy

the

data

equivalence

scatter

diagram

The general

between

and the
is

the

Gumbel
by investiga-

tested

are grouped

into

the

to -form the frequency histogram

the
representing
of HI/3 in Table 4.1 and are repeated here in.

most extreme wave height

to increase the number of events

the

an approximate

with

Of Xc2.

The, 1924 samples from the Famita

16 class. intervals
marginal distribution

test.

a statistic,

measures

The hypothesis

sampling

of HI/3 is Gumbel by he

goodness-of-fit

use of

density

probability
function.

density

the

distribution

observed

the distribution

that

four

class

width

of 0.6m.

in Table

classes

consolidated

contained
IM

in each

represents

2.37 classes per standard deviation,

(see Table 4.1)
approximately
47
is
figure
The
sufficiently
of 2.5.
close to the recommended
which
is
falling
in
i-th
interval
to as
the
referred
of
events
class
number
the observed
expected

frequency,

to fall
is

fi*

in, the i-th

The number of events which would be

is
if the distribution
class interval

Fi, and is given

r-alled the. expected frequency,
,
,(Hl/&AHI/3
in
T4ble'4.3
for the 'theoretical'
obtainedfrom,
di, stribution
obtained by method of moments.
'Gumbell

in Table IM
. Gumbel.

288
The sample, st4tistic,

frequenciesfor

and expected

observed

discrepancy

XC2 measures the total

all

classes

between the

as:

F2

2=EI,
xC

Fi.

all

(IV. 1)

which, is computed in Table IV. 1.

The distribution

of XC2 is

distribution,

approximately

n degrees

with

to Xn2'

equal

of freedom.

the chi-square

case n is equal

In this

to'11,

the number of class intervals, -,, minus the number of independent

'
imposed on the data.
The three restrictions
restrictions
arise from:
(a)

the fact
interval

(b)

with

once the frequencies

defined

is

associated

to define

the parameters

the small

probability

then the acceptance

22

Xn=ll;

The probability
thus

for

will

fall

in this

For the data

of significance
is:

of the

the region

region
its

if

the hypothesis

likelihood

of Table

is unlikely

Eq. (IV. 2) there

of validity

for

of rejection
that

observed

is valid.
is

strong

the hypothesis
samples

Conversely

if

the

to question
as a is reduced.

reason

decreasing

(IV. 1):

8S. 001

Xc2

and from tables

2
Xn=ll;

These'valties
rejected.

level

of the test

of a it

values

to satisfy

the hypothesis,

set used

small

sample fails

of the data

(IV. 2)

a represents

test

class

of the Gumbel distribution.

a as the

region

the last

in the remaining

classes are known; and

.
(mean and variance)
from the two statistics

Defining
test,

the frequency

that

of the chi-square

47 :

26.76

'1'

a=0.005

do not

at the'a

as indicating-.

distribution

thqt,

Eq, '(. IV. 2) and the hypothesis

is, therefore,
0.005 level of significance.
This may be interpreted,
if the hypothesis
is true the probability
that a

I,

satisfy

4;

289
deviation Xc2 as large as 26.76 is due to chance only is O.S%.
Consequently, the observedvalue
of X2= 8S. 001 has a much lower
C
being
by
of
caused
chance only, this therefore,
casts serious
probability
doubts on the hypothesis which may be considered unacceptable.
However, the major contribution
to the deviation occurs within the
first
two class intervals,
as seen from Table IV. 1. If these values are,
omitted the total deviation becomes:
X

16.257'.,

and the resulting

freedom:
2

Xn=9;

a=0.05

Thus the deviation

chi-square

distribution,

which now has nine degrees of

16.92
now falls

within the region of acceptance at the

from which it may be inferred that there
level of significance
a=0.05
is no strong evidence to question the hypothesis for values Of 111/3 in
In this
excess of 1.2m, the upper limit of the second class interval.
be considered to be well approximated by
range the data may, therefore,
the Gumbel distribution.
In practical
prediction

terms, for extension of wave climate data in long-term

in this study, use of the hypothesis
analyses of interest

is

considered to be acceptable over the entire range of H1/3. This follows

because the fit in the extremes is of most significance
to the wave
distributions
and, resulting
of individual
wave
climate extrapolations
height

insensitive
to minor changes in the
or wave load are relatively
lower range of H1/3, such as those r' esulting from the Gumbel assumption
heights less than 1.2m.
for significant

290
-.

TAB,

LEIV

COMPUTATION OF

fF

HI/3
F

F.

(M)
1

0.3

96

164

28.19S

0.9

402

293

40. S49

'3

1.5

389

377

0.382

2.1

321

349

2.246

2.7

24S

268

1.974

3.3

161

181

2.210

3.9

132

117

1.923

4. S

70

71

0.014

5.1

46

44

0.091

10

S. 7

23

2S

0.160

11

6.3

12

17

1.471

12

6.9

11

2.286

10

0.500

3.000

1924

1924

,6

7. S
13
8.1
8.7
14
9.3

Totals

14
(X, 2)14

Fi

2)

(x
c

12

14
1:

85.001

fF2

(IF.

= 16.257

8S. 001

2pl
-

.-

APPENDIXFIVE
EXPANSION OF E(X iLXiLXJLXjLXk3- - h3
-j

for

An expression

E(X

i1xi
is
etc.,

Ix

XZ31 in terms

jlXjlXk3
required

of the cross-

for solution
R,
E23, and
of
expectation
ij
,
hence the fourth moment of response, by application
of the cubic
for XIXI as shown in Section 5.4.4.
approximation
covariances

Using Eqs.

1
and (5.4.31):

(5.4.12)

31
I Y, Ix Ix
31X
(V.
1)
EJX
Y-i
E{Xi I Xi I Y,
E{X
=
iIY.
k3x1
iI
i
k3
ixixk)I
i
z
iIY,
13CyIC2
3 Ix Ix Ix 31 +bi
31
lXk
[bi
E{jXj
E{Xilxillx
=
i
i
k
j3

"bi

E{XilXiIX i Ix jlXk 4)1 +bi3

lxjllx

E{ Xi3
" 3b
12bi
3 ix
" 3bi bi2 E{lXi
" 3b ibk2

" 3bi2bk
"bk3

31

i3

+ 3b i2bk

Ix

E{Xi

31X

IX

41

E{XilXil

+ 3b ibk2

i
k
i
611
Ix
E{XilXiIX i Ix
i k

Ix

31XiIX

k
lXjlXk 31 + 6bi bj bk E{lXi3

Ix Ix 51 +bi3
i k
i

E{lXijlX

E{Xi1xi

llx

E{lXislx i Ix i Ix k 31

lXj5lX

E{XilXil

now the form of the expectations

Ix Ix 31
i
i k
Ix
ix
41
E[XilXiIX
E18
=
i
k
i

E{lXi3lX

all

the remaining

(Eq.

41

41
lXk

31

lXj3lXk5)

(V. 2)

where crZC2 =R it - (b i Rit +biR jz +bk Rkd from Eq. (1.57)

and .
bi bjs bk are defined in Eq. (5.4.36).
Considering

Xj3

Ix

Appendix One;

on the r. h. s. of Eq. (V. 2):

(5.4.63)

terms need to be expanded further

for

solution,

using:

Eq. (5.4.12);
ii)
iii)

the, expressions for the third and fourth conditional

momentsp
Eqs. (S'.4.31) and (5.4.32);
and
'the following expressions for the fifth
and sixth order
conditional

moments:

292
(X

El.

l5akc

kIXiXi

E(X

6642+4+6
1Xj

manner it

31X

E{XilXillXj3lX

19
=E
r=l

(V. 4)

kc

One

expectatiop

is

given
(V. S)

EX(r)

iI

bi]

31 (3cf,
kc

are

EX(4) = E{X
i

ii

by Eq.

given

IX JXk4j

= E{XilXiIX

(5.4.63).

[3C, 2b 0
2

is E18.
Ix

5jXijX
i

= E{XilXiIX
3b
Sa
+

11
i

[3CjkC2 ai(b

+ 6ai

i3

b i2

bk+

ai

2bibk2

3)1

+ Sai3bk

51X 11 [3crkc2
i
i

3+
(b
a

bi2bk+a12bibk2

6a

3)1

and the expectatilons

EX(6) = E[jX i5Xi
+ 12a

kc

kc2

the required

J)Ck31 [RrtC2

expectations

and the expectation

EX(S)

kc

are as follows:

EX(2)

EX(3)

kc

can be shown that

EX(l)'=

above

l5a

(V. 3)

Eq. (5.4.23).

with

E(jX

and the

+
kc3

and
from Eq. (1.55),
Appendix

ix Ix
E{X jXijX
k3X2.31
i
i
i
EX(r)

25

Eq. (5.4.63);

with

by:

where terms

l0a
+
kc
kc

45a
+
k C'
kc

l5a

Xi

2
where akc is defined
2=aiXi+aiX
kc
defined
a.
a
with
In this

4.

are E12.
311 [3crkc2(a

12bibjbk+
+ l0a ijk bb

ibi+

3Oai2 aibi,

3a

ibi2bi+

bk2+

12a iabi2bk

20a i3ajbk3,

293
3X

EX(7) zz E(jX

51)

:
4(a'
Crkc

2bbb+
12a
+
ijkijk
+ 10a
EX(8)

I'akc2 (a

+ 8a iaibibbk+
2abb2
l0a'
+

10a
+'2a

jjkik

3 Xi Xi. xi

E[XilXiIXJ

EX(11)

EJjX

13Xi

3a

30a a2bb2+

'[Xi3lXi'Xja'Xjll

EX(10)

bb2+

2
bj
b
aj

12a

20a ab

2)1

bibk

EX(9) -''t[Xi

b3+

[9a

I Xj II
311 [9a

kC4

10a

ia2bibk2+
2b2b+abb

kC4

[9a

2a 2b2b

b2b+
j, iiiik

(b

bk+

12

Sai bi bk2+

(b 2b+
C4 ikjjk.

(2bi

12a12bk3
2)1

Sa

Sa 2b3
ik

bb2+

Sa

bibk+

b
Sa
i2 k3)]

bibk2+

10ai aibk3

2)]

+'Sa ibibk

["C'kc 6bk3

EX(12) = E{X jXijX

i
jIXjI'

The expectations in EX(6) to EX(12) have all been solved in association

with E18. However, the remaining terms (E13) to (E19) involve
expectations which have not been computed previously and for which solutions
have yet to be ascertained.
EX(13) = E{Xi

733222
jXijX

EX(14) = E{XiIX, lXj

EX(15)

(bi

+ 3ai bi

bk+

3a

ibibk

3)]

+ai3bk

+ab

Ix 11 [ai
i i

7 Ix

11
i

[ajs(b

i3+

3a

3aibi2bk+

i2bibk2

3)]

IX
73222
11[3ai
Ef
=
iXi
2
2a.
bbb+
+

(a

ibi+
2abb2
Sa
kijikijkijk

ai bibi+

4a

iaibibk

'ab3+a3bb
+2a

JX.
3
711
X
[3a (ai b+aibib+
EX(16) = E{
.2322
i
2bbb+
2+
2a.
Sa a2b
+
b'
ijkijkk,

2)]

4ai aibjbk
2a

a3b3+a.

3 b. ' b 2)1.,

294

EX(17)

E(X

Xjjx

Ix 1) [Sai(a
i
ibi+

3a

2
a. b bk+8a12aibibibk+

+6a.,

iabibi
10a i2ai2bibk2
Sa

+ Sa 13ai2bk3+ai2bibj2+a13bi2bk+
E {Xi3lXiIX

EX(18)

622.222

a"

Sa

EX(19)

llx

13X
2a2bbb+
36a.
+

ai3

+ 30a

13bi3+

i2b3+

9a

9a

10a

i2aibibi2+

b* bk

a.

Sa.iaj3bibk

ia2b12b+

12a

i3abbk

iaibibi7

Oa 2a3bb2+

1iijkiiikik
bi3+

3a

'2'b
+ai
i2b+a3bi2bk+
k3
511 (a

E{IX

(a

+ 8 i" a't, bibjb k+

abb,

i2a3b

..

11[3a

2)1

l2ai
20a

2)]

a3bi2bk
3a3b3

i3ab2bk

21
i3ai2bibk

rI

r
41

295
APPENDIXVI
LIST

Listings

of all

'Probabilistic

programs

OF COMPUTER PROGRAMS

are contained

in a separate

document entitled

of Wave Loads and Structural

Description

Response:

Computer Programs'.

Notes
(1)

Programs in FORTRANlanguage
ICL 1906S computer

at the University

computations

cylindrical

on the

use either

of Liverpool

or on the
Regional

of Manchester

based on horizontal

'Morison'

wave loading

on

members.
FOR SINGLE MEMBERS

BASIC AND PEAK LOADING DISTRIBUTIONS

Program
Name

for

at the University

ICL CDC 7600 computer

,
'Computer Centre.
All

developed.

Published

Program Description
_

Information

OSH

Long-term pdf. of peak force (Scatter

'Deterministic'
method.
diagram; pdf. of individual
wave height;
Stokes Sth).

Theory,
listings

&
results
in Ref. 10

OSF2

Long-term pdf. s of basic and peak

(narrow band type 2-F&P
stat.
indept. ) loading.
(Scatter
diagram;

Theory,
listings

&
results
in Ref. 10

Theory,
listings

&
results
in Ref, 10

Results

in Ref.

12

Theory
results

outlined
in Ref.

&
12,

P-M (Hi/3)

spectrum;

P-H num. int.

'

algorithm).
OSF3

As OSF2 but using linearised

Morison
/8-7f cruu; const. step.
Loading (ulul
num. int. )

OSF4

As OSF2'but

OSF5

As OSF2 but excluding

for run-time
variate

OSF6

As OSF5 but for narrow-band

dept. )pdf, (F, F. stat.

OSF7

As OSFS,but using Gaussian-Hermite

(procedure
Quadrature for num. int.
run-time
reduction).

with

P-H (TZ) spectrum.

basic force
reduction.
type

1 Deak

for'

296

Program
, Name

Program Description

Published

Information

OSF8

As OSF5 but with

P-M (DNV) spectrum

Results

in Ref.

12

OSF9

As OSF3 but with

P-M (DNV) spectrum

Results

i n Ref.

12

Oslo'

As OSF5 but with

P-M (Hj/3/Tz)

OS16

Pierson-Holmes
pdf.
moments. inc. narrow
cdf.

OS20

Long-term pdf. s of basic

2) wave/current
loading.

OS20A

Statistics
inc.
force
,

OS20ER,

As OS20 but with equilibrium

on surface elevn.
constraint
densities.

OS21

Long-term pdf. s of basic loading

in
for
intermittency
accounting
splash zone.

OS22

As OSF2 but with

OS25

As OSF2 but with

by cdf. of HI/3

(b)

spectrum

from 2nd and 4th

band 'type 21 peak
and peak (type

wave/current
of short-term
densities
spectral

Theory summarised in
Ref. 17

Theory & results

Ref. 11

in

Theory & results

Ref. 11

in

Theory & results

Ref. 11

in

Theory & results

Refs. 11, 17.

in

range
spect.

JONSWAPspectrum.
wave climate

described

PEAK AND EXTREME LOADING DISTRIBUTIONS

FOR SINGLE MEMBERS

from
(1)
developed
Extreme distribution
long-term
based on programs
peak cdf.
(indept.
OSF3/5/6/8
period
peaks;
single
for
set of cards available
of exposure;
into
insertion
OSF2-OS10).
programs

Theory & results

Ref. 12

OSSXX

(2)
developed
Extreme distribution
Based on
short-term
cdfs.
extreme
program OSF5 (indept.
peaks;
single
period
of exposure).

Theory outlined
Ref. 17

OS6XX

(3)
developed
from
Extreme distribution
Based on program
long-term
peak cdf.
OSF6 (indept.
peaks;
multiple
periods
of
exposure).

OS26

(4)
As OSF5X based
in OS25.

OSF3X
OSF5X
OSF6X
OSF8X

on wave climate

from

used

in

in

297

(c)

BASIC gUASI-STATIC RESPONSEFOR HILTIPLE FORCECOMPONENT

LINEAR
SYSTEMS

Program
Name

Program Desc#_ption

Published

Information

Theory
results
14

&
outlined
in Refs. 11 &

OS14.
OSIS

Short-term
joint
and marginal distributions of. response for 2 member systems.
2nd and 4th moments of -marginal
response, kurtosis
and correlation
(various
by
coeff.
spectra,
num. int.
Gauss-Hermite Quadrature,
OS15
floating
variable
range on response Y2)-

OS17
OR$

As above, but with constant step. num.

int.
(OS18 - floating
variable
range

Theory
results
14

&
outlined
in Refs.. ll

Y2).

on response

OS19A-C 2nd and 4th moments of response (shortterm) [various

spectra,
run-time
(30 min max on 1906S at
limitations
Liverpool)
restrict
system complexity,
A: single response variable;
uses
library
(up to 8
external
routines
load components)
B: multiple
response variables;
self(up to 12
optimised
contained;
components)
C: multiple
response variables;
polyfor
nomial approximations
(up to 35 components)]
expectations

Theory & results

Refs. 11 and 14

OS23

Theory outlined
Ref. 79

(b)
OS24

from time-series
Response distributions
kinematics
simulation
of water particle
(short-term;
spectra ).
various

in

in

MISCELLANEOUS
Long-term
from cdf.

cdf. of individual
wave height
Tz).
of HI/3 (with 'associated'

Theory & Results

Ref. 11

in

':

&