Non-stationary estimation of joint design criteria with a multivariate conditional extremes approach

Raghupathi, L. and Randell, D. and Ewans, K. and Jonathan, P. (2016) Non-stationary estimation of joint design criteria with a multivariate conditional extremes approach. In: ASME 2016 35th International Conference on Ocean, Offshore and Arctic Engineering : Volume 3: Structures, Safety and Reliability. ASME. ISBN 9780791849941

Abstract

Understanding the interaction of ocean environments with fixed and floating structures is critical to the design of offshore and coastal facilities. Structural response to environmental loading is typically the combined effect of multiple environmental parameters over a period of time. Knowledge of the tails of marginal and joint distributions of these parameters (e.g. storm peak significant wave height and associated current) as a function of covariates (e.g. dominant wave and current directions) is central to the estimation of extreme structural response, and hence of structural reliability and safety. In this paper, we present a framework for the joint estimation of multivariate extremal dependencies with multi-dimensional covariates. We demonstrate proof of principle with a synthetic bi-variate example with two covariates quantified by rigorous uncertainty analysis. We further substantiate it using two practical applications (associated current given significant wave height for northern North Sea and joint current profile for offshore Brazil locations). Further applications include the estimation of associated criteria for response-based design (e.g., TP given HS), extreme current profiles with depth for mooring and riser loading, weathervaning systems with non-stationary effects for the design of FLNG/FPSO installations, etc. Copyright © 2016 by ASME.