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A new approach for predicting the extreme response of structures

Machado, Ulla E.B. LU (2002) In Applied Ocean Research 24(6). p.321-330
Abstract
In this article a method to estimate the mean upcrossing intensity, mu(u), of a stochastic process is proposed. It is assumed that the stochastic process is a sum of a Gaussian process and a second-order correction term. The method is based on the two-dimensional Saddlepoint approximation. The accuracy of the method is tested on processes having analytical solutions for mu(u). Numerical examples are given where the stochastic process represents (i) the horizontal response of a floating offshore structure in a Gaussian sea, and (ii) the response of a structure subjected to a Gaussian wind velocity process. In addition, the estimates are compared to empirical upcrossing intensities of simulated responses. For case (ii), the obtained mu(u)... (More)
In this article a method to estimate the mean upcrossing intensity, mu(u), of a stochastic process is proposed. It is assumed that the stochastic process is a sum of a Gaussian process and a second-order correction term. The method is based on the two-dimensional Saddlepoint approximation. The accuracy of the method is tested on processes having analytical solutions for mu(u). Numerical examples are given where the stochastic process represents (i) the horizontal response of a floating offshore structure in a Gaussian sea, and (ii) the response of a structure subjected to a Gaussian wind velocity process. In addition, the estimates are compared to empirical upcrossing intensities of simulated responses. For case (ii), the obtained mu(u) estimates are compared to estimates obtained by numerical integration. (C) 2003 Elsevier Science Ltd. All rights reserved. (Less)
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
slow-drift, saddlepoint approximation, mean upcrossing intensity, approximation
in
Applied Ocean Research
volume
24
issue
6
pages
321 - 330
publisher
Elsevier
external identifiers
  • wos:000184046100002
  • scopus:12444260701
ISSN
1879-1549
DOI
10.1016/S0141-1187(03)00028-2
language
English
LU publication?
yes
id
ae1a2d67-6535-4e22-844f-268848c4d528 (old id 306896)
date added to LUP
2007-11-19 13:03:02
date last changed
2017-01-01 04:45:12
@article{ae1a2d67-6535-4e22-844f-268848c4d528,
  abstract     = {In this article a method to estimate the mean upcrossing intensity, mu(u), of a stochastic process is proposed. It is assumed that the stochastic process is a sum of a Gaussian process and a second-order correction term. The method is based on the two-dimensional Saddlepoint approximation. The accuracy of the method is tested on processes having analytical solutions for mu(u). Numerical examples are given where the stochastic process represents (i) the horizontal response of a floating offshore structure in a Gaussian sea, and (ii) the response of a structure subjected to a Gaussian wind velocity process. In addition, the estimates are compared to empirical upcrossing intensities of simulated responses. For case (ii), the obtained mu(u) estimates are compared to estimates obtained by numerical integration. (C) 2003 Elsevier Science Ltd. All rights reserved.},
  author       = {Machado, Ulla E.B.},
  issn         = {1879-1549},
  keyword      = {slow-drift,saddlepoint approximation,mean upcrossing intensity,approximation},
  language     = {eng},
  number       = {6},
  pages        = {321--330},
  publisher    = {Elsevier},
  series       = {Applied Ocean Research},
  title        = {A new approach for predicting the extreme response of structures},
  url          = {http://dx.doi.org/10.1016/S0141-1187(03)00028-2},
  volume       = {24},
  year         = {2002},
}