Active-subspace analysis of exceedance probability for shallow-water waves

We model shallow-water waves using a one-dimensional Korteweg–de Vries equation with the wave generation parameterized by random wave amplitudes for a predefined sea state. These wave amplitudes define the high-dimensional stochastic input vector for which we estimate the short-term wave crest excee...

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Published inJournal of engineering mathematics Vol. 126; no. 1
Main Authors Šehić, Kenan, Bredmose, Henrik, Sørensen, John D., Karamehmedović, Mirza
Format Journal Article
LanguageEnglish
Published Dordrecht Springer Netherlands 01.02.2021
Springer Nature B.V
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Abstract We model shallow-water waves using a one-dimensional Korteweg–de Vries equation with the wave generation parameterized by random wave amplitudes for a predefined sea state. These wave amplitudes define the high-dimensional stochastic input vector for which we estimate the short-term wave crest exceedance probability at a reference point. For this high-dimensional and complex problem, most reliability methods fail, while Monte Carlo methods become impractical due to the slow convergence rate. Therefore, first within offshore applications, we employ the dimensionality reduction method called Active-Subspace Analysis. This method identifies a low-dimensional subspace of the input space that is most significant to the input–output variability. We exploit this to efficiently train a Gaussian process (i.e., a kriging model) that models the maximum 10-min crest elevation at the reference point, and to thereby efficiently estimate the short-term wave crest exceedance probability function. The active low-dimensional subspace for the Korteweg–de Vries model also exposes the expected incident wave groups associated with extreme waves and loads. Our results show the advantages and the effectiveness of the active-subspace analysis against the Monte Carlo implementation for offshore applications.
AbstractList We model shallow-water waves using a one-dimensional Korteweg–de Vries equation with the wave generation parameterized by random wave amplitudes for a predefined sea state. These wave amplitudes define the high-dimensional stochastic input vector for which we estimate the short-term wave crest exceedance probability at a reference point. For this high-dimensional and complex problem, most reliability methods fail, while Monte Carlo methods become impractical due to the slow convergence rate. Therefore, first within offshore applications, we employ the dimensionality reduction method called Active-Subspace Analysis. This method identifies a low-dimensional subspace of the input space that is most significant to the input–output variability. We exploit this to efficiently train a Gaussian process (i.e., a kriging model) that models the maximum 10-min crest elevation at the reference point, and to thereby efficiently estimate the short-term wave crest exceedance probability function. The active low-dimensional subspace for the Korteweg–de Vries model also exposes the expected incident wave groups associated with extreme waves and loads. Our results show the advantages and the effectiveness of the active-subspace analysis against the Monte Carlo implementation for offshore applications.
ArticleNumber 1
Author Sørensen, John D.
Šehić, Kenan
Karamehmedović, Mirza
Bredmose, Henrik
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Issue 1
Keywords Active subspaces
Reliability analysis
Monte Carlo methods
Offshore applications
Probability of exceedance
Language English
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Snippet We model shallow-water waves using a one-dimensional Korteweg–de Vries equation with the wave generation parameterized by random wave amplitudes for a...
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SubjectTerms Amplitudes
Applications of Mathematics
Computational Mathematics and Numerical Analysis
Gaussian process
Incident waves
Mathematical and Computational Engineering
Mathematical Modeling and Industrial Mathematics
Mathematics
Mathematics and Statistics
Monte Carlo simulation
Random waves
Sea states
Subspaces
Theoretical and Applied Mechanics
Water waves
Wave crest
Wave generation
Wave groups
Title Active-subspace analysis of exceedance probability for shallow-water waves
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