Assessment of uncertainty in environmental contours due to parametric uncertainty in models of the dependence structure between metocean variables

A key factor for computing environmental contours is the appropriate modeling of the dependence structure among the environmental variables. It is known that all the information on the dependence structure of a set of random variables is contained in the copulas that define their multivariate probability distribution. Provided that copula parameters are estimated by means of statistical inference using observations, recordings, numerical or historical data, uncertainty is unavoidably introduced in their estimates. Parametric uncertainty in the copulas parameters then introduces uncertainty in the environmental contours. This study deals with the assessment of uncertainty in environmental contours due to parametric uncertainty in the copula models that define the dependence structure of the environmental variables. A point estimation approach is adopted to estimate the statistics of the uncertain coordinates of the environmental contours considering they are given in terms of inverse functions of conditional copulas. A case study is reported using copulas models estimated from storm hindcast data for the Gulf of Mexico. Uncertainty in environmental contours of significant wave height, peak period and wind speed is assessed. The accuracy of the point estimation of the mean and variance of the contour coordinates is validated based on Monte Carlo simulations. A parametric study shows the manner in which greater parametric uncertainty induces larger variability in the environmental contours. The influence of parametric uncertainty for different degrees of association is also analyzed. The results indicate that variability between contours considering parametric uncertainty can be meaningful.     

Wave energy assessment based on trivariate distribution of significant wave height,mean period and direction

Based on the Vine copula theory, a trivariate statistical model of significant wave height, characterized wave period and mean wave direction was constructed. To maintain the properties of the different types of variables, a special copula function was derived from the model developed by Johnson and Wehrly based on the maximum entropy principle. It was then combined with the Archimedean copulas to construct the proposed model. An effective algorithm for generating corresponding joint pseudo-random numbers was also developed. Statistical analysis of hindcast data for the significant wave height, mean wave period, and direction, which were collected from an observation point in the North Atlantic every three hours from 1997 to 2001, was performed. The marginal distributions of the significant wave height and mean wave period were fitted by a modified maximum entropy distribution, and the mean wave direction was fitted by a mixture of von Mises distributions. It was shown that the proposed model is a good fit for the data. The seasonal wave energy resources in the target area were assessed using the model estimates. Histograms of the directional wave energy, wave energy roses, and scatter and energy diagrams were presented.     

基于Copula函数的联合概率法在海洋工程中的应用

本文介绍了Copula函数的定义、属性和几种特殊的Copula函数.将Copula函数应用到近海工程中,用其建立了最大有效波高和最大风速的联合分布函数并检验,结果表明:Copula函数能够比较好的模拟实际的联合概率分布。通过Copula方法,可以由边缘分布和一个连接它们的Copula函数来得出联合分布函数,发挥其描述相关性尤其是尾部相关性的优势。该方法在近海工程的工程可靠度、设计标准和失效概率的计算中具有广泛的应用前景。     

满足给定数字特征和谱的随机信号的产生

本文给出了满足给定数字特征和谱的随机序列的产生方法，即用无记忆非线性变换实现非正态随机信号的模拟．该法与Ｇｕｊａｒ法相比较，放宽了变量概率分布的限制，只要求变量矩的存在。同时考虑无记忆非线性变换对谱的影响，用异于Ｌｉｕ的方法在频域上求解输入正态分布随机序列的谱．     

Joint modelling of extreme ocean environments incorporating covariate effects

Characterising the joint distribution of extremes of ocean environmental variables such as significant wave height (H_S) and spectral peak period (T_P) is important for understanding extreme ocean environments and in the design and assessment of marine and coastal structures. Many applications of multivariate extreme value analysis adopt models that assume a particular form of extremal dependence between variables without justification. Models are also typically restricted to joint regions in which all variables are extreme, but regions where only a subset of variables is extreme can be equally important for design. The conditional extremes model of Heffernan and Tawn (2004) provides one approach to overcoming these difficulties.Here, we extend the conditional extremes model to incorporate covariate effects in all of threshold selection, marginal and dependence modelling. Quantile regression is used to select appropriate covariate-dependent extreme value thresholds. Marginal and dependence modelling of extremes is performed within a penalised likelihood framework, using a Fourier parameterisation of marginal and dependence model parameters, with cross-validation to estimate suitable model parameter roughness, and bootstrapping to estimate parameter uncertainty with respect to covariate.We illustrate the approach in application to joint modelling of storm peak H_S and T_P at a Northern North Sea location with storm direction as covariate. We evaluate the impact of incorporating directional effects on estimates for return values, including those of a structure variable, similar to the structural response of a floating structure. We believe the approach offers the ocean engineer a straightforward procedure, based on sound statistics, to incorporate covariate effects in estimation of joint extreme environmental conditions.     

梁板式高桩码头结构整体可靠度计算方法

在环境条件和使用荷载作用下,高桩码头结构损伤和承载力降低是普遍存在的问题。在役梁板式高桩码头结构安全评估,是保证港口设施安全运行的必要措施。结构整体可靠度是结构安全评估的核心指标,但目前尚未建立结构整体可靠度计算的有效方法。基于非线性有限元数值模型,采用蒙特卡罗模拟技术确定了典型梁板式高桩码头结构整体极限承载力概率分布模型及其统计参数,研究了损伤位置、损伤程度和损伤数量等对极限承载力概率分布及其统计参数的影响,明确了无损结构整体极限承载力概率分布模型及其统计参数可用于损伤结构分析。将结构整体极限承载力作为结构抗力随机变量,采用一次二阶矩法计算结构的可靠指标,建立了一种在役梁板式高桩码头结构整体可靠度计算的有效方法。     

基于环境包络线法的深水浮式平台极值响应长期预报

海上结构设计包括对荷载和响应的可靠性评估。对结构进行全面长期响应分析繁琐且费时,故将基于逆一阶可靠性方法的环境包络线进行海上结构概率可靠性分析,对结构的长期响应进行近似估计。在二维标准正态空间中画出与重现期相对应的圆,将圆离散为点后通过Rosenblatt变换转化为环境参数空间中的点来形成闭合的环境包络线。描述海洋环境条件的模型对绘制环境包络线极为重要,基于我国南海荔湾海域40年波浪模拟数据,建立了描述南海波浪的Weibull-Gev条件分布模型,进而绘制南海有效波高—谱峰周期包络线,并与张力腿平台(TLP)系泊张力的长期响应预报结果对比,给出南海海域在波浪作用下应用环境包络线法预报TLP系泊张力的分位数,为未来南海TLP设计中系泊张力预报提供快速估算方法。     

Vertical spatial coherence model for a transient signalforward-scattered from the sea surface

The treatment of acoustic energy forward scattered from the sea surface, which is modeled as a random communications scatter channel, is the basis for developing an expression for the time-dependent coherence function across a vertical receiving array. The derivation of this model uses linear filter theory applied to the Fresnel-corrected Kirchhoff approximation in obtaining an equation for the covariance function for the forward-scattered problem. The resulting formulation is used to study the dependence of the covariance on experimental and environmental factors. The modeled coherence functions are then formed for various geometrical and environmental parameters and compared to experimental data     

Study on the uncertainty of the available time under ship fire based on Monte Carlo sampling method

Available safety egress time under ship fire(SFAT) is critical to ship fire safety assessment,design and emergency rescue.Although it is available to determine SFAT by using fire models such as the two-zone fire model CFAST and the field model FDS,none of these models can address the uncertainties involved in the input parameters.To solve this problem,current study presents a framework of uncertainty analysis for SFAT.Firstly,a deterministic model estimating SFAT is built.The uncertainties of the input parameters are regarded as random variables with the given probability distribution functions.Subsequently,the deterministic SFAT model is employed to couple with a Monte Carlo sampling method to investigate the uncertainties of the SFAT.The Spearman’s rank-order correlation coefficient(SRCC) is used to examine the sensitivity of each input uncertainty parameter on SFAT.To illustrate the proposed approach in detail,a case study is performed.Based on the proposed approach,probability density function and cumulative density function of SFAT are obtained.Furthermore,sensitivity analysis with regard to SFAT is also conducted.The results give a high-negative correlation of SFAT and the fire growth coefficient whereas the effect of other parameters is so weak that they can be neglected.     

基于非对称Archimedean Copula的三变量风浪重现水平分析

采用非对称Archimedean Copula函数与Kendall分布函数分析极端波况下的波高、周期和风速三变量联合概率分布与风险率及其设计分位数,为海岸海洋工程设计和风险评估提供参考依据。以粤东汕尾海域的实测风浪数据为例,使用非对称Gumbel-Hougaard Copula函数计算三变量风浪联合分布的"或"重现期、"且"重现期和二次重现期及其最可能的风浪设计值。主要结论如下:对比不同设计风浪重现期显示,"或"重现期的风险率偏高,"且"重现期的风险率偏低,二次重现期更准确地反映了特定设计频率情况下三变量风浪的风险率;按目前有关规范设计要求的单变量风浪要素设计值已经达到安全标准,按三变量"或"重现期和三变量同频率设计值推算的风浪设计值偏高,以最大可能概率推算的三变量风浪要素的二次重现期设计值可为相关工程安全与风险管理提供新的选择。     

波高与风速联合概率分布研究

基于copula函数论述了两变量的联合概率分布方法.此方法的主要优点是边缘分布可由不同的分布函数构成,变量间可具相关性.以粤东汕尾海域极值波高与相应风速为研究实例,经分析获得以下结果:(1)优选的极值波高和风速可分别由P-Ⅲ型和GEV 分布表示:(2)拟合优度检验指标表明二者的最优连接函数为Archimedean co...     

Extreme value analysis in a multivariate offshore environment

Floating offshore systems are exposed to a multivariate environment with wind, waves and current all making a significant contribution to the mooring forces. The design of such systems requires an appreciation of the extreme conditions but the concept of the return period value has to be extended to reflect multiple environmental variables. This study examines the practicalities of employing a multivariate point process model in extreme value analyses, using a moored semi-submersible and its responses to the wind and waves as an example. The output from this illustrative bivariate analysis includes both estimates of the 50-year mooring force and also return period contours which indicate the likely combinations of wind and wave which might give rise to the 50-year condition.     

An Artificial Neural Network-Based Response Surface Method for Reliability Analyses of c-? Slopes with Spatially Variable Soil

This paper presents an artificial neural network (ANN)-based response surface method that can be used to predict the failure probability of c-? slopes with spatially variable soil. In this method, the Latin hypercube sampling technique is adopted to generate input datasets for establishing an ANN model; the random finite element method is then utilized to calculate the corresponding output datasets considering the spatial variability of soil properties; and finally, an ANN model is trained to construct the response surface of failure probability and obtain an approximate function that incorporates the relevant variables. The results of the illustrated example indicate that the proposed method provides credible and accurate estimations of failure probability. As a result, the obtained approximate function can be used as an alternative to the specific analysis process in c-? slope reliability analyses.     

Hierarchical classification of marine rocky landscape as management tool at southeast Mediterranean coast

The existence and distribution of European marine reef habitat (1170), defined as rocky substrates and biogenic concretions in the UE habitats Directive, remain incomplete especially for the Mediterranean region. It is necessary to cartography the habitats but also it is important to classify and develop tools to asses at adequate management scales. Rocky habitats occur in a variety of spatial configurations and pattering landscape. It is necessary to define a typology of landscape to permit a realistic comparison of similar units recognizing, for example, its favourable conservation status. The aim of this study is to identify the rocky landscape units and to propose a hierarchical classification, for identifying the units with a favourable conservation status, based on the presence of listed species. Non-parametric multivariate techniques were used to classify the 88 landscape units based on presence of different biocoenoses and environmental factors. A hierarchical typology was recognised according to the increase of complexity. The study comprises six sorts of landscape typologies included in two major groups. High correlations of selected environmental variables with biocenosis composition were obtained depending on the scale of analysis. We observed that both geomorphologic structure and depth influence presence of biocenosis. The reef landscape typology proposal can be the base for the definition of reference ecological conditions or the favourable conservation state of the habitats, it is also an interesting tool for decision-making in the marine management.     

Probability assessment for deep-draft navigation channel design

This paper describes a method for assessing the probability of a ship accident in an entrance channel for different recurrence intervals using model data. This new method includes a rational criteria for evaluating various channel configurations and depths for a range of realistic environmental (i.e., wind, wave, and current) conditions and annual number of ship calls. This four-component climatology-interactive model includes a Poisson probability law for number of ship arrivals, a Bernoulli probability law for grounding in a single random ship arrival, an estimation of the probability parameter in the Bernoulli law from model tests, and a determination of recurrence intervals or return periods. A remote-controlled model of a C9 containership was used to evaluate the navigability of existing and proposed harbor and entrance-channel configurations for a range of environmental conditions in a three-dimensional physical model of Barbers Point Harbor, Oahu, HI.