A new approach for predicting the extreme response of structures
(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)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/306896
- author
- Machado, Ulla E.B. LU
- organization
- publishing date
- 2002
- 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
- 2016-04-01 12:00:43
- date last changed
- 2022-01-26 21:33:56
@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}},
keywords = {{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}},
doi = {{10.1016/S0141-1187(03)00028-2}},
volume = {{24}},
year = {{2002}},
}