Probabilistic Models of Dynamic Response and Bootstrap-Based Estimates of Extremes: The Routine Maxfits
Abstract
This report describes and illustrates the use of the routine MAXFITS. This routine estimates statistics of extremes corresponding to arbitrary dynamic load or response processes. It estimates statistics of extremes from limited-duration time histories, which may arise either from experimental tests or computationally expensive simulation. A wide range of statistics - e.g., mean, standard deviation, and arbitrary fractiles---can be estimated for an extreme over an arbitrary duration T. The routine also assesses, through boot-strapping methods, the statistical uncertainty associated with these extremal statistics due to the amount of data at hand. This will consistently reflect the growing uncertainty as, for example, we extrapolate to (1) increasingly high fractiles of the extreme response; or (2) increasingly long target durations T (relatively to the length of the input signal. Typical problems that motivated this study include the statistical analysis of extreme wave and wind loads/responses, based on limited data from either model or field tests. Of particular interest has been the extreme off-set motions of a floating "spar buoy" offshore structure, the theme structure adopted by the Offshore Technology Research Center for both experimental and analytical study. Such motions combine lightly damped, long-period mc tions in both surge and pitch modes-natural periods of roughly 5min and 1.5min, respectively. In view of these long-period cycles, the amount of in- dependent information in a 1-hour model test becomes increasingly limited. A sample problem is included here based on a (simulated) 1-hour history of spar motion, obtained from a nonlinear diffraction prediction code (Ude et al, 1995).
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1998
- Accession Number
- ADA396462
Entities
People
- Ron De Jong
- Steven R. Winterstein
Organizations
- Stanford University