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on oshore structures

Ove Ditlevsen

Technical University of Denmark, Lyngby, Denmark

Abstract

The stochastic wave load environment of oshore structures is of such a complicated nature that any

engineering analysis requires extensive simplications. This concerns both the transformation of the wave

eld velocities and accelerations to forces on the structure and the probabilistic description of the wave

eld itself. In this paper the last issue is in focus. The modeling follows the traditional structure of sub-

dividing the time development of the wind driven wave process into sea states within each of which the

wave process is modeled as a stationary process. The wave process of each sea state is modeled as an a-

nity in height and time of a Gaussian process dened by a normalized dimensionless spectrum of Pierson-

Moskowitz type. The anity factors are the so-called signicant wave height H

s

and the characteristic zero

upcrossing time T

z

. Based on measured data of (H

s

, T

z

) from the North Sea a well tting joint distribution

of (H

s

,T

z

) is obtained as a so-called Nataf model. Since the wave eld is wind driven, there is a correlation

between the time averaged wind velocity pressure Q and the characteristic wave height in the stationary

situation. Using the Poisson process model to concentrate on those load events that are of importance for

the evaluation of the safety of the structure, that is, events with Q larger than some threshold q

0

, available

information about the wind velocity pressure distribution in high wind situations can be used to formulate

a Nataf model for the joint conditional distribution of (H

s

, T

z

, Q) given that Q>q

0

. The distribution of the

largest wave height during a sea state is of interest for designing the free space between the sea level and the

top side. An approximation to this distribution is well known for a Gaussian process and by integration

over all sea states given Q>q

0

, the distribution is obtained that is relevant for the free space design.

However, for the forces on the members of the structure also the wave period is essential. Within the linear

wave theory (Airy waves) the drag term in the Morison force formula increases by the square of the ratio

between the wave height and the wave length, and the mass force term increases proportional to the ratio

of the wave height and the square of the period. For a strongly narrow band Gaussian process Longuet-

Higgins has derived a joint distribution of the height and the period. However, simulations show that the

PiersonMoskowitz spectrum (or any other standard spectrum for wind driven sea waves of similar

bandwidth such as the JONSWAP spectrum) does not provide a suciently narrow banded process for the

distribution of Longuet-Higgins to make a good t. Surprisingly it turns out that the random time

L between two consecutive 0-upcrossings and the random wave height H observed between the two

0167-4730/02/$ - see front matter # 2002 Published by Elsevier Science Ltd.

PI I : S0167- 4730( 02) 00022- X

Structural Safety 24 (2002) 139163

www.elsevier.com/locate/strusafe

E-mail address: od@mek.dtu.dk (O. Ditlevsen).

0-upcrossings behave such that L and the ratio H/L are practically uncorrelated and both normally dis-

tributed except for clipping the negative tails. This result is of global nature and is therefore very dicult if

not impossible to obtain by analytical mathematical reasoning. Finally, by combining all the derived dis-

tributional models into a Rosenblatt transformation, a rst order reliability analysis of a tubular oshore

platform can be made with respect to static pushover. Correction for non-linear wave theory can be taken into

account crudely by using the deterministic 5th order Stokes wave in the limit state formulation. A dynamic

analysis will be more complicated, of course, but the provided distributional information and the demon-

strated modeling principles are judged as generally applicable. #2002 Published by Elsevier Science Ltd.

Keywords: Extreme wind driven sea waves; Local maxima and period properties of Gaussian process; Nataf model for

wave and wind data; Oshore structure loads; Sea wave stochastics during wind storm; Wave and wind loads

1. Introduction

Loads on oshore structures are dominated by natural forces that are only describable by their

statistical properties. Due to random changes of the wind velocity and its direction the typical

wave heights and periods changes randomly by time. However, these changes are suciently slow

that the concept of sea state makes sense. A sea state is characterized as a wave situation that is

approximately constant during some time interval of duration 12 h, say, in the sense that a

moving time window average of the wave height and the wave period as dened below are approxi-

mately constant during the time interval. The time window for averaging could be 10 min, say.

A sea state is traditionally characterized by the so-called signicant wave height H

s

and the

characteristic zero-crossing period T

z

. The denition of H

s

is based on a calibration to the visual

classication of the waves by experienced ship captains. This characterization has turned out to

t reasonably well with the denition of the signicant wave height H

s

to be the average height of

the upper third of the size ordered sample of all wave heights within the time interval of the

considered sea state. The concept of characteristic zero-crossing period T

z

is a generalization of

the period of a pure sinusoidal wave. The real sea surface may be modeled as made up of a

superposition of a large number of sinusoidal waves with random heights and periods. At any

given position the resulting surface necessarily moves up above and down below the level of the

undisturbed surface (denoted as the zero level). This movement is not periodic for example in the

sense that there is a constant time interval between an upcrossing and the next upcrossing of the

zero level. The time intervals vary randomly around an average value denoted T

z

and measured

during the considered time chosen for a sea state duration. For technical evaluations the sub-

division into sea states is convenient even though the real situation is a gradual and continuous

change of the character of the sea surface geometry.

Table A1 in the Appendix shows 1 year of observations of (H

s

, T

z

) allocated to the center of 0.3

m length intervals and 0.5 s time intervals. The observations are made at a position in the

Northern North Sea. These data will be used in the following as an example data base for for-

mulating probability distribution models aimed at reliability evaluations of oshore structures.

The data are for a given location, and data from other locations will in general dier from these

data. However, the probability models may be more generally applicable in the sense that

applications at other locations may only require a calibration of the distribution parameters, and

not a formulation of an entirely dierent distribution model.

140 O. Ditlevsen / Structural Safety 24 (2002) 139163

There are two quite dierent wave loading situations of importance for the safety of an oshore

structure. For the ultimate failure situation the severe weather situation with large wind pressures

and large waves are of primary interest. Another important situation is the slowly increasing metal

fatigue and the appearance of growing cracks due to the constant exposure to wave forces of every

day size. This deteoriation process may nally lead to an ultimate failure if the process is not kept

under control by inspection, maintenance and repair. The probabilistic tools to deal with the two

situations are quite dierent. The reliability analysis relevant in the ultimate loading situation is by

and large based on the theory of vectors of random variables and their joint probability distribu-

tions, while the long term wave force exposure requires a random process description of the wave

load. In this paper, the theory for treating the ultimate failure situation will be described.

It is not intended to make comparisons with current models and practice used in the oshore

industry, but solely to provide some partly new ideas, tools and results that may be of interest for

university people and reliability engineers working with oshore structure problems.

2. Sea state distribution

By summing the numbers in the rows of Table A1, the sample of H

s

is obtained. Fig. 1 (left) shows

the cumulative distribution of the H

s

-data together with the tted distribution function model

F

H

s

x 2

x o

[

_ _

1. x > o 1

o 0.7 m. [ 2.5 m 2

that is, a truncation of the normal distribution function

xj

[

_ _

with truncation point at its mean

j =o.

Fig. 1. Fitted truncated normal distribution functions (1) and (3) of signicant wave height H

s

and characteristic zero-

crossing period T

z

compared to the corresponding empirical distribution functions of one year of data from the

Northern North Sea [1]. The data pairs of (H

s

,T

z

) are given in Table A1 and are shown in the form of a 3D histogram

in Fig. 2 together with the corresponding tted two-dimensional density (Nataf density type).

O. Ditlevsen / Structural Safety 24 (2002) 139163 141

By summing the numbers in the columns of Table A1, the sample of T

z

is obtained. Fig. 1

(right) shows the cumulative distribution of the T

z

-data together with the tted distribution

function model

F

T

z

t

log t j

o

_ _

3

j log 6.8 s . o 0.17 4

that is, a lognormal distribution function with mean j and standard deviation o of log T

z

. It is

seen that both the marginal distribution models of (H

s

, T

z

) t surprisingly well to the empirical

distributions of the data. Next step is to formulate a model for the joint distribution of the two

random variables H

s

and T

z

. The straight forward way to obtain such a model is to set up the

marginal transformations by which each of the marginal distributions of the data transform into

Fig. 2. The data pairs of (H

s

,T

z

) given in Table A1 shown in the form of a 3D histogram together with the corre-

sponding tted two-dimensional density (Nataf density type) (9).

142 O. Ditlevsen / Structural Safety 24 (2002) 139163

normal distributions, and then apply these marginal transformations to the data. The pairs of

transformed data with marginal normal distributions are next assumed to have a bivariate nor-

mal distribution with correlation coecient , estimated from the transformed data. Finally back-

transformation of the obtained bivariate normal density function gives a bivariate density model

for the original data pairs. This is the so-called Nataf model for formulating joint density of vec-

tor data on the basis of given marginal distributions of the single components of the random

vector [2]. Clearly, this is only one of innitely many possibilities of formulating a joint distribu-

tion with given marginal distributions. However, the experience shows that the Nataf model

besides being easy to implement is often giving a reasonably well tting joint distribution model.

In the present case the transformations are

X

1

2

max o 0.01. H

s

f g o

[

_ _

1

_ _

5

Y

logT

z

j

o

6

where a small correction from H

s

to max{o +0.01, H

s

} is introduced to secure that the observa-

tions from the rst row in Table A1 are taken into account without causing the transformation from

H

s

to X to be undened. Each of the random variables X and Y are standard normal. The correlation

coecient ,=Cov[X, Y] is estimated as , %

1

n

20

i0

29

j0

n

ij

x

i

y

j

% 0.70, with n=

20

i0

29

j0

ij 975,

where (x

i

, y

j

) are the transformed data points, and n

ij

is the number of observations of (x

i

, y

j

).

Then the conditional distribution of Y given X=x is normal with mean E[YjX x]=,x and

standard deviation

1 ,

2

_

. Thus

F

Y

y

X x

_ _

y ,x

1 ,

2

_

_ _

7

or

F

T

z

tjH

s

h

logt j

o

,

1

2

h o

[

_ _

1

_ _

1 ,

2

_

_

_

_

_

_

_

_

_

8

so that the joint density of (H

s

, T

z

) becomes

f

H

s

.T

z

h. t f

T

z

tjH

s

h f

H

s

h

2

[ot

1 ,

2

_

logt j

o

,

1

2

h o

[

_ _

1

_ _

1 ,

2

_

_

_

_

_

_

_

_

_

h o

[

_ _

. h > o. t > 0

9

This density function is shown in Fig. 2 together with histogram plots of the data.

O. Ditlevsen / Structural Safety 24 (2002) 139163 143

3. Wind pressure distribution

It is consistent with the indications in the Danish Code: Loads for the Design of Structures

[3] to adopt a marked Poisson process model for the occurrence and size of extreme wind velocity

pressures in open sea. In fact, it is assumed that the occurrence of storm events can be modeled as

events in a homogeneous Poisson process of intensity k=0.02 y

1

. A wind storm event is dened

as the occurrence of a 10 min wind speed average of more than 27 m/s in the height 10 m above

the ground in open landscape of so-called class 0.05 (farm country). By calibration to the condi-

tions at open sea, the storm event may be dened as the occurrence of a 1 min velocity pressure

average of more than

q

0

z 5log 100z

2

N,m

2

. z in m 10

at height z above the sea level. The velocity pressure q

0

(10 m) corresponds to a 1 min velocity

average of 43.2 m/s, or a 10 min velocity average of about 43.2/1.11=38.9 m/s.

Let N(t) denote a homogeneous Poisson process of intensity k. Since P[N(t)=0]=exp(kt),

the waiting time to the rst occurrence of the event is exponentially distributed with para-

meter k. Then it follows from the well known way of construction of the Poisson process

that the time distance between two consecutive events is exponentially distributed with para-

meter k.

If the Poisson process events either have or do not have a given property A, and if this property

is assigned to any of the events independently from event to event with a given probability P(A),

then an event with the property A obviously occurs within the time interval from t to t+t with

the probability P(A)kt+o(t). Those points of the Poisson process that are marked with the

property A thus make up an outcome of a homogeneous Poisson process with intensity P(A)k.

This is expressed by saying that the Poisson process of marked points is obtained by thinning of

the original Poisson process with the thinning probability P(A).

The marks on the points in a Poisson process may be independent outcomes of a random

variable or random vector. If the points are wind storm events, then the marks may be the largest

wind pressure at a given location during the wind storm, or it may be the largest wave height at

the location, etc.

An important design problem is to determine the distance between the still water surface and

the topside of an oshore platform such that there is a given probability 1p

N

that all wave tops

pass under the topside within an N year time period.

With reference to the exponential waiting time distribution the probability p that a wave hits

the topside in a single storm is obviously related to p

N

by

p

1

kN

log 1 p

N

%

p

N

k

N

11

where the last approximation is valid for p

N

1.

144 O. Ditlevsen / Structural Safety 24 (2002) 139163

4. Wind pressure and signicant wave height distribution

Severe sea states with large waves are generally accompanied by heavy wind. The waves are

caused by the wind over some sea area that may be remote from the location of an oshore

platform. Therefore there may be severe waves without much wind at the location or there may

be heavy winds before the sea has raised to severe waves. Nevertheless, under stationary condi-

tions there is correlation between the signicant wave height and the wind pressure at the same

location. For the reliability analysis of the structure it is important to have a model for the joint

distribution of the random mean wind pressure Q at a standard reference height of z=10 m, and

the sea state random variables (H

s

,T

z

) during a wind storm taken to be of duration as the sea

state. Detailed information on this issue has not been available to the author at the time of writ-

ing this text (and is possibly not available in general). Therefore an anticipatory modeling is used

to illustrate the technique of model formulation in this type of problem under consideration of

available information. It is consistent with the information given in the wind load code part of

(DS410 1982) to assume that the conditional distribution of the velocity pressure Q given that Q

5q

0

is exponential asymptotically as q

0

!1:

P Q4q

Q5q

0

_ _

1 e

l qq

0

. q 5q

0

12

with l=0.0075 m

2

/N that together with (10) give lq

0

=9.0 for z=10 m. Using the probability

P(Q5q

Q 5q

0

) as thinning probability on the wind storm Poisson process of intensity k, it is

directly seen that the maximal wind velocity pressure during a time period of N years has the

distribution function

P

_

max

Nyears

Q4qjQ5q

0

_

exp kNe

l qq

0

_ _

. q 5q

0

13

This double exponential distribution function is of a type called the Gumbel distribution type

and is the distribution for yearly extreme wind pressures given in the wind load code [3].

The directional properties of the wind velocities are not treated on the modeling level chosen in

this text. For oshore structures the wind and the waves may be assumed to have a coinciding

direction that is most severe for the structure. If more detailed information is available for the

actual site of the structure, the modeling may be rened with respect to the directional informa-

tion by extending the set of random variables, but otherwise just following straight forward gen-

eralizations of the probabilistic methods explained herein.

The Nataf distribution modeling technique applied to obtain the probability density (9) of (H

s

, T

z

)

can be applied to obtain a probability density model for the triple (H

s

, T

z

, Q) such that the dis-

tribution of (H

s

, T

z

) is preserved, and such that the marginal distribution of Q is consistent with

the conditional distribution (12). Since the distribution of (H

s

, T

z

, Q) is not conditional on the

event Q>q

0

, it is necessary to know the unconditional distribution of Q to apply the Nataf

technique. It is obviously consistent with (12) to adopt the unconditional exponential distribution

P(Q>q)=e

lq

, q>0. This distribution is not necessarily a good t to data for the low wind

pressures, but for the structural reliability assessments it is essentially the upper tail that matters

O. Ditlevsen / Structural Safety 24 (2002) 139163 145

under the assumption that the larger waves come together with the larger wind pressures. The

transformation formulas (5) and (6) hereafter extend to the three marginal transformations

X

1

2

H

s

o

[

_ _

1

_ _

. H

s

> o 14

Y

logT

z

j

o

. T

z

> 0 15

Z

1

1 e

lQ

_ _

. Q > 0 16

where the correction from H

s

to max{o +0.01, H

s

} in the transformation (5) has been removed as

irrelevant because no measurement data for H

s

will be used here as input to the transformation.

The estimated marginal distribution parameter values are o=0.7 m, [ =2.5 m, j =log (6.8 s), o

=0.17, and l=0.0075 m

2

/N. Moreover the correlation coecient between the image variables X

and Y is estimated to ,

XY

=0.70.

According to the Nataf model the joint distribution of the three image variables X,Y,Z is taken

to be normal. For complete determination of this normal distribution the correlation coecients

,

XZ

and ,

YZ

need to be obtained. Data information may exist in the oshore literature for esti-

mation of the value of ,

XZ

, but for illustration of its inuence the correlation coecient ,=,

XZ

is

kept as a free parameter in this paper.

While there are obvious reasons to have dependency between Q and H

s

, it is less obvious whe-

ther there is dependency between Q and T

z

. For example, it is not physically obvious whether T

z

should have a tendency to increase or to decrease as Q increases. It might be conjectured that the

random variation of T

z

is caused by directional eects of the wind combined with the distant

geographic topography of the land as seen from the actual site. Possibly also the actual character

of the wind ow with respect to vorticity and turbulence has an inuence on the wave period.

Since all the possible causes are mixed together at the present modeling level, it is hardly unrea-

sonable to assume that ,

YZ

=0.

The conditional distribution function of H

s

given T

z

=t and Q=q then is

F

H

s

hjT

z

t. Q q F

X

xjY y. Z z

x E XjY y. Z z

Var X E XjY y. Z z

_

_ _

x ,

XY

y ,

XZ

z

1 ,

2

XY

,

2

XZ

_

_ _

17

x

1

2

h o

[

_ _

1

_ _

. h > o 18

y

logt j

o

. t > 0 19

z

1

1 e

lq

_ _

. q > 0 20

146 O. Ditlevsen / Structural Safety 24 (2002) 139163

from which the conditional density f

H

s

hjT

z

t. Q q is obtained by dierentiation:

f

H

s

hjT

z

t. Q q

x ,

XY

y ,

XZ

z

1 ,

2

XY

,

2

XZ

_

_ _ dx

dh

1 ,

2

XY

,

2

XZ

_ 21

dx

dh

2

[

h o

[

_ _

x

. h > o. q > 0. t > 0 22

The conditional density

f

X

xjY y. Z > z

0

1

z

0

1

1 ,

2

XY

_

x ,

XY

y

1 ,

2

XY

_

_ _

,

XZ

x ,

XY

y 1 ,

2

XY

_ _

z

0

1 ,

2

XY

_ _

1 ,

2

XY

,

2

XZ

_ _

_

_

_

_

_

_

_

23

is obtained by elementary but lengthy manipulations within the mathematics of the normal dis-

tribution. Thereafter

f

H

s

hjT

z

t. Q > q

0

f

X

xjY y. Z > z

0

dx

dh

. h > o. t > 0 24

Some contour curves for the conditional joint density f

H

s

.T

z

h. tjQ > q

0

f

H

s

hjT

z

t. Q > q

0

f

T

z

t are shown in Fig. 3 for ,

XZ

=0.0, 0.4, 0.6, 0.7.

5. Extreme wave heights

During a sea state characterized by its duration t, and by a given signicant wave height H

s

=h

and characteristic zero-crossing period T

z

=t, the conditional distribution function of the max-

imal wave height H

max

can be modeled as

F

H

max

xjH

s

h. T

z

t exp

t

t

exp 2

x

h

_ _

2

_ _ _ _

. x 50. h > 0. t > 0 25

This model is based on Gaussian process theory and is derived in Section 6. The assumption

that the sea elevation is a Gaussian process raises a question about the validity of (25) for sea

states with large signicant wave heights. However, since (25) is asymptotically valid for

decreasing signicant wave height, the distribution may not be seriously wrong, except for

O. Ditlevsen / Structural Safety 24 (2002) 139163 147

Fig. 3. Contour curves for the conditional joint density of H

s

and T

z

given a storm dened by the wind pressure con-

dition Q>q

0

for dierent correlation coecients ,

XZ

between the Gaussian random variables X=

1

[F

H

s

H

s

] and

Z=

1

[F

Q

(Q)].

Fig. 4. Upper tail of complementary distribution function of maximal wave height H

max

during a wind storm of

duration t =2 h.

148 O. Ditlevsen / Structural Safety 24 (2002) 139163

extremely large signicant wave heights where the physics sets a limit to how high a wave can be.

Here it will be assumed that (25) is applicable for engineering analysis.

Given a wind storm dened by the event Q>q

0

, the complementary distribution function of

H

max

then becomes

1 F

H

max

xjQ > q

0

_

1

o

_

1

0

1 exp

t

t

exp 2

x

h

_ _

2

_ _ _ _ _ _

f

H

s

hjT

z

t. Q > q

0

f

T

z

t dtdh

26

Fig. 4 shows the upper tail of the complementary distribution function (26) for the sea state

duration t=2 h, and the correlation coecients ,

XZ

=0.0, 0.2, 0.4, 0.6, 0.7.

By the thinned Poisson process argument the probability that the maximal wave height during

N years is larger than x is then

1 exp kN 1 F

H

max

xjQ > q

0

_ _ _ _

% kN 1 F

H

max

xjQ > q

0

_ _

27

where the approximation is valid if kN[1F

H

max

xjQ > q

0

] 1.

For large wave heights the linear theory of Airy waves becomes considerably in error with

respect to the wave shape. A comparison between an Airy wave and a 5th order Stokes wave of

the same height and wave length is made in Fig. 5. It is noted that the wave top is considerably

higher up and, consequently, that the wave bottom is also higher up and more at for the Stokes

wave than for the Airy wave. For the example of the gure the height above the zero level is about 2/

3 of the total wave height. Obviously the wave top position has decisive importance for the design of

the free space between the sea surface and the top side of an oshore structure. It is also a general

property that the Stokes wave has a shorter period than the corresponding Airy wave.

Fig. 5. Wave proles for Stokes and Airy wave.

O. Ditlevsen / Structural Safety 24 (2002) 139163 149

Clearly it is a problem how the non-linearity of the large waves should be taken into account,

and how it inuences the probability distribution of the wave height when deviating from Gaus-

sianity of the wave elevation process. The ad hoc assumption made here is that the height dis-

tribution is not aected seriously within the regime of relevant wave heights, but that the

asymmetry with respect to through and crest of the Stokes wave should be taken into account by

not dividing the wave height in two equal heights above and below the zero level. The fact that

there is a physical limit of the wave steepness before the wave breaks gives reason to conjecture

that the real extreme wave heights during suciently long time are smaller than those occurring

in a Gaussian process, because in the long run any level will be crossed by a Gaussian process.

Thus the ad hoc assumption is likely to be conservative rather than the opposite, but a proof of

this conjecture is not known to the author. There might be a range of intermediate levels where

the ad hoc assumption is to the unconservative side.

Remark. Besides the essential contribution from the wave elevation of the water surface also the

elevation due to tides and storm surges should be taken into account if these phenomena occur to an

essential degree at the actual location. Obviously this adds a couple of extra random variables to the

problem. It is on the safe side to add this contribution independently to the free height, but in a more

detailed model it could be taken into account that high tides do not necessarily occur during violent

sea states while storm surges may have tendency to occur together with violent sea states.

Another contribution to add to the free height is the possible future random settlement of the

sea bottom occurring because of the decrease of the oil pressure in the oil carrying geological

structures beneath the platform.

6. Crossing and local maxima theory

To relate the characteristic zero-crossing period T

z

of a Gaussian sea surface elevation process

X(t) to the covariance characteristics or, equivalently, the spectral characteristics of the process,

but also of other reasons that will become clear shortly, the mean upcrossing rate of the Gaussian

process X(t) through the level u is considered. The random number N of u-upcrossings in the time

interval [0, 1] has the mean

E N

l

2

2l

0

_

u

l

0

p

_ _

28

This is the well known Rice formula [4,5] for the mean number of u-upcrossings per time unit by

a stationary Gaussian process. It is seen that if l

2

=1, that is, if the process is not dierentiable,

then the mean number of u-upcrossings is innite. Due to the stationarity of the process the mean

number of u-downcrossings per time unit is equal to the mean number of u-upcrossings per time

unit, denoted as the u-upcrossing rate.

In particular the zero-upcrossing rate is v(0)=

l

2

,l

0

_

,2. The characteristic zero-crossing period

T

z

is then dened as

150 O. Ditlevsen / Structural Safety 24 (2002) 139163

T

z

1

v 0

2

l

0

l

2

_

29

and from the relation o

0

T

z

=2, the characteristic angular frequency is dened as o

0

=

l

2

,l

0

_

. It

should be noted, however, that the mean distance between to consecutive zero-upcrossings is not

exactly equal to T

z

. In fact, E[1/N] 6 1/E[N]. If the point process of u-upcrossings should happen

to be a Poisson process, in which case the consecutive distances have independent exponential

distributions, then E[1/N]=1/E[N]. This property is generally not valid for a stationary Gaussian

process except asymptotically as u! 1.

It is worth noting that the amplitude a

x

of the pure harmonic vibration x(t)=a

x

cos o

0

t, and

the amplitude a

x

.

of the corresponding velocity x

.

t =a

x

o

0

sino

0

t are related as a

x

.

=o

0

a

x

. It is

then natural to dene the characteristic angular frequency o

0

of a general stationary random

process X(t) by the relation D[X

.

(t)]=o

0

D[X(t)], or o

0

=

l

2

,l

0

_

, which coincides with the deni-

tion given above for a stationary Gaussian process.

Considering the time interval [t, t+h] with h#0 and X=X(t), the conditional density of the

derivative X

.

=X

.

(t) given an upcrossing of level u at time t is obtained from

f

X

.

x

.

X - u. hX

.

> u X

_ _

/ f

X

.

x

.

P u hx

.

- X - u

X

.

x

.

_ _

l

2

p

x

.

l

2

p

_ _

u

l

0

p

_ _

u hx

.

l

0

p

_ _ _ _

l

2

p

x

.

l

2

p

_ _

u

l

0

p

_ _

hx

.

l

0

p o h

_ _

/

x

.

l

2

exp

x

.

2

2l

2

_ _

. x

.

> 0

30

This is the well known result that the upcrossing velocity X

.

(t) given the event C

u,t

of a u-

upcrossing at time t has a Rayleigh distribution of mean E[X

.

t jC

u.t

]=

l

2

,2

_

, that is, X

.

(t)/

l

2

p

given C

u,t

is distributed with standard Rayleigh density. Note that the conditioning event C

u,t

has

zero probability. Note also that X

.

(t) given that X

.

(t) >0 has the truncated normal density

2(x

.

,

l

2

_

), x

.

>0. Thus the conditioning on a u-upcrossing at t changes the distribution drastically

by introducing the factor x

.

on the truncated normal density.

The spectrum S

X

.

(o) of X

.

(t) is obtained from the spectrum S

X

(o) of X(t) by multiplication by

o

2

. Thus the upper tail of the spectrum is amplied by dierentiation of the process and the high

frequency components become more dominant in the appearance of the sample functions of X

.

(t)

than in the appearance of the sample functions of X(t). This may be expressed by saying that X

.

(t)

has a less degree of regularity than X(t). Fig. 6 shows a piece of a sample function of a Gaussian

process of zero mean. The points of local minima are the 0-upcrossings of the derivative process

X

.

(t). The mean number of 0-upcrossings of the process X(t) itself and of its derivative process

X

.

(t) are

l

2

,l

0

_

,2 and

l

4

,l

2

_

,2, respectively, and the last is at least as large as the rst. For a

highly regular process the two numbers are close to each other, while for a highly irregular pro-

cess the last number is much larger than the rst. This leads to the denition of the regularity

factor o as the ratio of the two numbers:

O. Ditlevsen / Structural Safety 24 (2002) 139163 151

o

l

2

l

0

l

4

p . 0 4o41 31

The following elegant derivation of the probability distribution of the local maxima of a sta-

tionary Gaussian process is based on an idea by the Swedish mathematician Jack de Mare , [6].

The stationary Gaussian process X(t) is obviously the sum of the conditional mean (linear

regression) E[X t

X

.

(0), X

(t), which according to linear regression theory is stochastically independent of E[X t

X

.

(0), X

(0)].

Listing that E[X(t)]=0, Cov[X(t), X(0)]=l

0

,(t), Cov[X(t), X

.

(0)]=l

0

,

.

(t), Cov[X(t), X

(0)]=l

0

,(t),

Var[X

.

(0)]=l

2

, Var[X

(0)]=l

4

, Cov[X

.

(0), X

(0)]=0, it is

X t E X t

X

.

0 . X

0 t l

0

,

.

t , t

l

2

0

0 l

4

_ _

1

X

.

0

X

0

_ _

t

,

.

t

l

0

l

2

X

.

0 , t

l

0

l

4

X

0 t 32

with the residual variance

Var t l

0

l

2

0

,

.

t , t

l

2

0

0 l

4

_ _

1

,

.

t

, t

_ _

l

0

1 ,

.

t

2

l

0

l

2

, t

2

l

0

l

4

_ _

33

In particular, ,

.

(0)=0 and ,(0)=l

2

/l

0

, and therefore

Fig. 6. Illustration of regularity factor interpretation o%N

0

/N

min

. The shown sample curve has N

min

=8 and N

0

=6

within the considered time window.

152 O. Ditlevsen / Structural Safety 24 (2002) 139163

X 0 , 0

l

0

l

4

X

0 0

l

2

l

4

X

Var 0

_

U 34

where U is a standard Gaussian random variable independent of the Gaussian random variable

X

0

l

2

2

,l

4

. This expression is valid independent of what might be the ran-

dom value of X

.

(0). However, as it has been shown above, the distribution of X

(0)/

l

4

p

changes

from the Gaussian distribution to the standard Rayleigh distribution, if it is given that X

.

(0)=0

(an event of probability zero) and X

vative process X

.

(t). Then X(0) is a local maximum of X(t). Consequently

Y

X 0

l

0

p oZ

1 o

2

p

U 35

where Z is standard Rayleigh, U is standard normal, and Z and U are mutually independent.

Convolution integration hereafter gives the probability density of Y as

f

Y

y

1 o

2

p

1 o

2

p

_ _

oy e

y

2

,2

oy

1 o

2

p

_ _

36

which is the Rice density function for the local extremes in a dierentiable stationary Gaussian

process of zero mean and unit variance [4,5]. Consistent with the expression (35) the standard

Rayleigh density is obtained for the regularity factor o !1, while the standard normal distribu-

tion is obtained for o !0. Plots of the density function for a set of values of o are shown in Fig. 7

Fig. 7. Left: Rice density functions for local maxima in stationary Gaussian process of zero mean, unit variance, and

regularity factor o. Right: comparison between a simulated empirical distribution function and the Rice distribution

function. The process is dened by the PiersonMoskowitz spectrum (39) corresponding to H

s

=4 m, T

z

=1 s, and

truncation point at the angular frequency o=10p s

1

. The truncation causes the regularity factor to be o%0.65 in stead

of o=0 for the untruncated spectrum. The truncated spectrum is normalized to have l

0

=1 corresponding to a process

of variance 1.

O. Ditlevsen / Structural Safety 24 (2002) 139163 153

(left). Fig. 7 (right) shows comparisons with simulation results.

Remark. The decomposition of the random local maxima into a sum of two independent random

variables, a Gaussian variable and a Rayleigh variable, was earlier discovered by Krenk using the

known fact that the local maxima have Rice distribution [7]. Krenk denes an upper and a lower

envelope to X(t) as X

0

A(t) where X

0

(t)=X(t)+X

(t)/o

2

(interpreted as an instantaneous

equilibriumposition) and A(t)=

X

.

t ,o

_ _

2

X

t ,o

2

_ _

2

_

(interpreted as an instantaneous amplitude

of a locally harmonic oscillation), with the frequency o dened as the value that minimizes the var-

iance of the process X

0

(t), a choice that gives the value o

l

4

,l

2

_

[=2 times the mean number

of local maxima of X(t) per time unit]. Elementary calculations reveal that X

0

(t) and A(t) are

mutually independent with Gaussian and Rayleigh distribution, respectively. Thus Krenks upper

envelope has the same marginal distribution as the local maxima. From Krenks derivation it then

follows that the local maxima can be represented by (35).

The distribution function (25) can now be justied as a version of an approximate distribution

of the extreme of the stationary Gaussian process X(t) over the time t derived from the Rice

distribution under the assumption of the occurrence of a large number of local maxima during

the time t.

It is seen that the upper tail of the Rice distribution (36) is of the form oy e

y

2

,2

asymptotically

as y!1. Thus the complementary distribution function of Y is asymptotically 1-F

Y

(y)=o e

y

2

,2

.

The distribution function of Y represents the cumulative distribution of the sample of local

maxima of a single sample function from the Gaussian process X(t)/

l

0

p

assuming that the pro-

cess is ergodic. Those sample values that are placed in the upper tail above a high level y are

spread along the sample function as rare points that reasonably can be assumed to occur as

points in a homogeneous Poisson process. In fact, it can be shown that the y-upcrossings occur

asymptotically as the points in a homogeneous Poisson process, and that each such upcrossing is

followed by a single local maximum [8,9]. The intensity of the Poisson process is obviously that

fraction 1F

Y

(y) of the mean rate

l

4

,l

2

_

2

of local maxima occurrences that are local maxima

above level y. Thus the intensity is

1 F

Y

y

1

2

l

4

l

2

_

o

1

2

l

4

l

2

_

e

y

2

,2

1

2

l

2

l

0

_

e

y

2

,2

37

asymptotically as y!1, that is, the Poisson intensity of local extremes of X(t)/

l

0

p

above level y

is asymptotically the 0-upcrossing rate v(0) of X(t) thinned by the probability e

y

2

,2

correspond-

ing to the standard Rayleigh distribution. The regularity factor o is without inuence on this

asymptotic result.

The distribution function (25) hereafter follows from the usual argument that the time to the

occurrence of the rst event in the Poisson process has exponential distribution with parameter

equal to the intensity of the Poisson process.

154 O. Ditlevsen / Structural Safety 24 (2002) 139163

The random maximal wave height during time t is H

max

=2Y

l

0

p

and

l

0

p

=H

s

/4. Moreover,

T

z

=2

l

0

,l

2

_

. Thus

F

H

max

xjH

s

h. T

z

t exp t

1

2

l

2

l

0

_

e

y

2

,2

_ _

38

from which the right side of (25) is obtained after substitution of

l

2

,l

0

_

2

1,t, and y=2x/h.

7. Joint distribution of period and wave height

It is also of considerable interest to know the joint distribution of the random time distance

between consecutive zero upcrossings, here called the random zero upcrossing period, and the

random wave height dened as the dierence between the largest local maximum and the smallest

local minimum of the process between the two upcrossing points. An exact mathematical

expression for this distribution is not known, so recourse has to be taken to simulation.

The Gaussian wave elevation process considered in this paper is dened from an upper trun-

cation of the so-called PiersonMoskowitz spectrum. The PiersonMoskowitz spectrum is based

partly on physical considerations and partly on empirical observations of wave processes. The

basic dimensionless form of the spectrum is

S o

2

2

2

o

_ _

5

exp

1

2

o

_ _

4

_ _

39

which denes a stationary Gaussian process of standard deviation 1 [i.e. l

0

=

_

1

0

S o do 1] and

mean number of zero level upcrossings per time unit equal to 1 [i.e. l

2

=

_

1

0

o

2

S o do 2

2

].

This basic process is mapped into the process of the sea state dened by (H

s

, T

z

) simply by letting

the dimensionless time be t/T

z

and the dimensionless process be X/

l

0

p

=4X/H

s

. Thus it is su-

cient to make simulation studies with the basic Gaussian process with the spectrum (39). It is

noted that l

4

1. Therefore truncation at an upper frequency o

u

makes the fourth spectral

moment much dependent on the truncation frequency, implying that the regularity factor o is

strongly dependent on the truncation frequency. However, the eect of truncating at a high fre-

quency where the residual contribution is

_

1

o

u

S o do (1, is just that some additive fast uctu-

ating residual process of small variance is neglected as being without essential engineering

importance. In the simulations referred to herein o

u

=10p is used giving

_

1

o

u

S o do % 0.005. The

resulting regularity factor is about 0.65. Obviously the regularity factor should not play an

essential role in any engineering application.

The sample functions are approximated by the trigonometric polynomial

X t

n

k1

S o

k

o

_

X

k

cos o

k

t Y

k

sin o

k

t 40

where X

k

and Y

k

for k=1,. . . n are mutually independent standard normal variables, and o

k+1

=

o

k

+o, o=/100, o

n

=o

u

=10, and n=994 giving o

1

%0.2.

O. Ditlevsen / Structural Safety 24 (2002) 139163 155

Fig. 8 (left) shows the empirical marginal distribution of the random zero upcrossing period L.

It is seen that the normal distribution provides a good t. Fig. 8 (right) shows the corresponding

empirical distribution of the wave height H. It is seen that a Rayleigh distribution provides a

good t. The estimates E[L]%0.96 (seen to be close to T

z

=1), D[L]%0.36, and E[H]

2,

p

% 1.78

are obtained.

Remark. By regression technique an approximate joint distribution of the time distance T

~

between a

local maximum and the following local minimum and the vertical height H

~

from the minimum to the

maximum is derived in [10] and referred in detail in [11]. In a collection of examples the calculated

joint distributions have a bimodal appearance with respect to T

~

. This appearance obviously reects

that the regularity factors o of the considered processes are less than one. There is no simple relation

between the complicated distribution of (T

~

, H

~

) and the joint distribution of the zero crossing period

L and the wave height H investigated by simulation herein.

A similar distribution of period and amplitude has been derived in [12,13] under an assumption

that the spectrum gives a narrow band process with slowly varying amplitude process A(t) and

phase shift process (t). The obtained joint density does not depend on the regularity factor o

(and thus on l

4

), but is derived from the representation X=Acos[o" t + ] where o" =l

1

/l

2

=point

of gravity of the spectrum. The details of the derivation is given in [14], p. 312. The Longuet-

Higgins density of (R, T) and the corresponding marginal densities of R and T are

f

R.T

r. t

4

2

p

o

1 o

1 o

2

p r

2

e

r

2

ro

2

p

1 o

2

p 1

1

t

_ _

_ _

1

t

2

. r 50. t 50 41

Fig. 8. Left: empirical distribution function of the random zero upcrossing period L tted by the normal distribution

of mean 0.96 and standard deviation 0.36. Right: empirical distribution functions of the wave height H dened as the

dierence between the largest local maximum and the smallest local minimum of the sample curve between the two

upcrossing points. The distribution is tted by the Rayleigh distribution of mean 1.78

,2

p

% 2.23.

156 O. Ditlevsen / Structural Safety 24 (2002) 139163

f

R

r

4

1 o

r e

r

2

2

p

1 o

2

p r

_ _

. r 50 42

f

T

t o 1 o t 1 o

2

_ _

t

2

o

2

1 t

2

_ _

3,2

. t 50 43

where the spectral width parameter o =l

1

/

l

0

l

2

p

is 0.92 for the PiersonMoskowitz spectrum.

Contour curves for the density (41) are shown in Fig. 9 together with the simulated observations.

The Longuet-Higgins distribution of T given by (43) deviates from the empirical distribution as

shown in Fig. 9 (Top right), in particular in the upper tail. As mentioned the Longuet-Higgins

Fig. 9. Top left: contour curves for the Longuet-Higgins density (41) placed on top of the scatter plot of 310 simulated

points (L, H). Top right: the marginal Longuet-Higgins distribution function of the period (right curve) compared to

the normal distribution function of the random zero upcrossing period L tted to the simulated data as shown in

Fig. 8. Bottom: the marginal Longuet-Higgins distribution function of the half wave height (right curve) compared to

the Rayleigh distribution function of the random half wave height H/2 per period tted to the simulated data as

shown in Fig. 8.

O. Ditlevsen / Structural Safety 24 (2002) 139163 157

density is based on an assumption of slowly varying amplitude and phase. This assumption is

likely to give less good predictions of the tails of the distribution of the period.

The angular shape with vertex at the origin of the cloud of observations in Fig. 9 suggest that a

simpler two-dimensional distribution may be obtained for the pair (S, L)=(H/L, L), where

S=H/L can be interpreted as the steepness (in the time domain) of the local wave. Indeed, the

scatter plot of (S, L) turns out as in Fig. 10. The two random variables S and L are practically

uncorrelated, and the distribution of S is as the distribution L very close to be normal (of course,

both clipped at zero). On basis of this observation it is particularly convenient if the bivariate

distribution can be modeled with reasonable accuracy as a bivariate normal distribution. Gra-

phical tests for bivariate normality are shown in Fig. 11. The top right diagram shows the

empirical distributions of qU

1 q

2

_

W, q=0, 0.2, 0.4,. . .,1, where U=(LE[L])/D[L] and

W=(SE[S])/D[S]. All empirical distribution functions seem to t reasonably with the standard

normal distribution. The bottom diagram shows the empirical distribution of

U

2

W

2

p

com-

pared to the standard Rayleigh distribution. These graphical tests are indicators of bivariate

normality and independence of S and L. However, the actual bivariate sample of size 310 is not

suciently large to state that for all applications the distribution is suciently well modeled by a

bivariate normal distribution. The tendency of clustering of the observation points in the lower

left corner and the upper left corner may indicate non-normality and statistical dependence

between S and L. This may not exclude the application of the bivariate normal distribution in the

range of large values of S. In fact, the drag force term in Morisons formula is proportional to the

squared water particle velocity, and within the linear wave theory the particle velocities are

directly proportional to S. Therefore it is the large values of S that are relevant in pushover

reliability analysis of tubular oshore platforms. On the other hand, the mass force term in

Morisons formula is proportional to the water particle accelerations that, in turn, are propor-

tional to S/L. Therefore small values of L combined with large values of S are relevant, that is,

values in the lower right corner of the scatter plot shown in Fig. 12. These heuristic arguments

support that the possible deviations from normality are not critical for the reliability analysis.

Fig. 10. Left: scatter plot of 310 simulated outcomes of (H/L, L). Right: normal distribution t to the empirical dis-

tribution of H/L. The mean is estimated to 2.25 and the standard deviation to 0.89.

158 O. Ditlevsen / Structural Safety 24 (2002) 139163

Thus, by the same argument as used for the derivation of the distribution of H

max

, the condi-

tional distribution of the maximal value of S during a given sea state becomes

F

S

max

xjH

s

h. T

z

t exp

t

t

V

1

S

1

4t

hj

S

x

_ _ _ _ _ _

44

Moreover

F

L

ljH

s

h. T

z

t V

1

L

l

t

1

_ _ _ _

45

Fig. 11. Top left: scatter plot of the normalized data shown in Fig. 10. Top right: empirical distributions of linear

combinations of the coordinates of the points in the scatter plot compared to the standard normal distribution func-

tion. Bottom: empirical distribution function of the distance from the origin in the scatter plot to the observation

points compared to the standard Rayleigh distribution.

O. Ditlevsen / Structural Safety 24 (2002) 139163 159

The distributions (44) and (45) are suggested to be used in the pushover reliability analysis even

though such an application may be outside the range of applicability of the Gaussian process

theory. However, as discussed at the end of Section 5, this may not be critical. At least the dis-

tribution shape is correct asymptotically as the wave height decreases. Possibly some parameter

values may be corrected in the presence of data for the wave height distribution during sea states

with large signicant wave heights. In any case, the reliability analysis, to be practicable, must be

simplied by not considering the detailed random variation of the surface elevation from zero

level upcrossing to zero level upcrossing, but by replacing this variation by the deterministic

shape of the 5th order Stokes wave, say.

Fig. 13 shows the correlation functions of the random sequence of zero crossing periods L and

the corresponding random sequence of wave heights H per period as they are observed con-

secutively along the time axis. The appearance of the sequences as almost white noise supports

the Poisson process assumption on which the distributions (25) and (44) are based.

8. Pushover reliability analysis

The information embedded in the conditional distribution functions modeled above is the least

information needed on the load side for making an approximate reliability analysis with respect

to pushover failure of an oshore platform subjected to wind and waves. For example, consider a

horizontal cut at the sea bottom with a coordinate system of origin vertically below the point of

gravity of the self weight masses of the structure and the one axis parallel to the waves. Then the

moment M about this axis of all the static and dynamic forces transmitted through the cut is a

function M=[(R, S

max

, L) of the three random variables R=Q/q

0

, S

max

, and L (neglecting

moments caused by live loads on the platform). For the design of the foundation or a reliability

analysis of a give foundation design, the upper tail of the probability distribution of the random

Fig. 12. Scatter plot of 310 simulated observations of (H/L

2

, L).

160 O. Ditlevsen / Structural Safety 24 (2002) 139163

moment M (or a similar response quantity) is of obvious interest. Given a wind storm dened by

the event Q>q

0

, the probability that M>m for any given m is

P [ R. S

max

. L > m

R > 1

_ _

_

[ r.s.l >m

_

1

ho

_

1

t0

f

L

ljx. h. t f

S

max

sjh. t f

H

s

hjt. q f

T

z

t f

R

rjR > 1 dh dt

_ _

dsdr

46

Calculation of this integral by direct numerical integration requires large computer eorts. An

approximate evaluation of the integral can be obtained by the well known First Order Reliability

Method (FORM). If needed, a FORM calculation may be supplemented by a Second Order

Fig. 13. Top left: sequence of zero crossing periods L (bottom curve) and the corresponding sequence of wave heights

H per period (top curve) as they are observed consecutively along the time axis. Top right and bottom: estimated

correlation coecient functions for the two sequences after transformation to Gaussian sequences. The correlation

functions show that the sequences are close to pure white noise.

O. Ditlevsen / Structural Safety 24 (2002) 139163 161

Reliability Analysis (SORM) or by suitably designed simulation calculations [2]. The Rosenblatt

transformation based on the formulated distributions is

y

1

F

Q

q

Q > q

0

_ _

y

2

F

T

z

t

y

3

F

H

s

hjT

z

t. Q q

y

4

F

S

max

sjH

s

h. T

z

t

47

while the limit state is dened by the equation g(r,t,h,s,l)=m[(r,s,l)=0. By a suitable numerical

algorithm the geometric reliability index [

G

(m) (HasoferLind) is calculated and the FORM

approximation to the probability P[[(R,S

max

,L) >mjR>1] then becomes [[

G

(m)].

Table A1

One year of 975 observations of (H

s

, T

z

) at a position in the Northern North Sea [1]

T

z

(s) 4.25 5.25 6.25 7.25 8.25 9.25 10.25 11.25 12.25 13.25

0.45 0 0 0 3 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

0.75 1 8 4 3 5 5 3 0 0 0 0 0 0 0 0 0 0 0 0 0

1.05 1 12 10 20 12 12 9 2 0 0 0 0 0 0 0 0 0 0 0 0

1.35 0 1 12 15 33 18 10 5 0 0 0 0 0 0 0 0 0 0 0 0

1.65 0 0 5 13 32 19 14 3 5 1 0 0 0 0 0 0 0 0 0 0

1.95 0 0 4 14 18 15 7 14 3 2 0 0 0 0 0 0 0 0 0 0

2.25 0 0 0 6 20 18 16 9 7 0 1 0 0 0 0 0 0 0 0 0

2.55 0 0 0 1 15 25 10 6 5 2 0 0 0 0 0 0 0 0 0 0

2.85 0 0 0 1 11 25 10 7 5 4 0 0 0 0 0 0 0 0 0 0

3.15 0 0 1 3 8 19 15 9 9 4 0 0 0 0 0 0 0 0 0 0

3.45 0 0 0 3 2 4 15 18 7 1 1 0 0 0 0 0 0 0 0 0

3.75 0 0 0 0 1 14 16 21 10 10 5 0 0 0 0 0 0 0 0 0

4.05 0 0 0 0 0 2 8 10 12 14 0 0 0 0 0 0 0 0 0 0

4.35 0 0 0 0 1 3 0 6 7 10 0 3 1 0 0 0 0 0 0 0

4.65 0 0 0 0 0 0 3 5 6 5 6 0 0 1 1 0 0 0 0 0

4.95 0 0 0 0 0 2 1 5 6 1 4 3 1 0 0 0 0 0 0 0

5.25 0 0 0 0 1 2 4 2 3 1 5 1 0 0 0 0 0 0 0 0

5.55 0 0 0 0 0 0 2 3 0 0 0 0 2 0 0 0 0 0 0 0

5.85 0 0 0 0 0 0 2 1 0 2 3 2 0 1 0 0 0 0 0 0

6.15 0 0 0 0 0 0 0 1 2 0 4 0 3 0 0 0 2 0 0 2

6.45 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

6.75 0 0 0 0 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 0

7.05 0 0 0 0 0 0 0 1 0 2 0 4 2 0 0 0 0 0 0 0

7.35 0 0 0 0 0 0 0 0 1 0 0 2 0 0 0 0 0 0 0 0

7.65 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

7.95 0 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 0 0 0 0

8.25 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

8.55 0 0 0 0 0 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0

8.85 0 0 0 0 0 0 0 0 0 2 0 0 0 0 0 0 0 2 0 0

H

s

(m)

Appendix 1

162 O. Ditlevsen / Structural Safety 24 (2002) 139163

References

[1] McClelland B, Reifel MD, editors Planning and design of xed oshore platforms. New York.Van Nostrand:

Reinhold; 1986.

[2] Ditlevsen O, Madsen HO. Structural reliability methods. Chichester: Wiley-Interscience-Europe; 1996.

[3] DS410 Last pa Konstruktioner, Dansk Standard DS 410, vol. NP-157-N. Teknisk Forlag, Normstyrelsens Pub-

likationer, Copenhagen, 1982.

[4] Rice SO. Mathematical analysis of random noise. Bell System Technical Journal 1944; 23:282332. Wax N, editor.

Noise and stochastic processes. New York: Dover; 1954 [reprint].

[5] Rice SO. Mathematical analysis of random noise. Bell System Technical Journal 1945;24:46156. Wax N, editor.

Noise and stochastic processes. New York: Dover; 1954 [reprint].

[6] Lindgren G. On the use of eect spectrum to determine a fatigue life amplitude spectrum. In: ITM-Symposium on

Stochastic Mechanics [CODEN: LUTFD2/(TFMS-3031)/1169/(1983)]. Lund (Sweden): Univ. of Lund, Dept. of

Math. Stat., Box 725, S-220 07.

[7] Krenk S. A double envelope for stochastic processes, DCAMM report, 134. Danish Center for Applied Mathe-

matics and Mechanics, DTU, Lyngby (Denmark); 1978.

[8] Crame r H, Leadbetter MR. Stationary and related stochastic processes. New York: Wiley; 1967.

[9] Leadbetter MR, Lindgren G, Rootze n H. Extremes and related properties of random sequences and processes.

New York: Springer-Verlag; 1983.

[10] Rychlik I. Regression approximations of wavelength and amplitude distributions. Advances in Applied Prob-

ability 1987;19:396430.

[11] Lindgren G. Wave analysis by Slepian models. Probabilistic Engineering Mechanic 2000;15:4957.

[12] Longuet-Higgins MS. On the joint distribution of the period and amplitude in sea waves. Journal of Geophysical

Research 1975;88:268894.

[13] Longuet-Higgins MS. On the joint distribution of wave periods and amplitudes in a random wave eld. Pro-

ceedings of Royal Society of London 1983;A389:24158.

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O. Ditlevsen / Structural Safety 24 (2002) 139163 163

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