Sequential design for the efficient estimation of offshore structure failure probability

Speers, Matthew and Tawn, Jonathan and Jonathan, Philip (2026) Sequential design for the efficient estimation of offshore structure failure probability. Ocean Engineering, 349: 123990. ISSN 0029-8018

Abstract

Estimation of the failure probability of offshore structures exposed to extreme ocean environments is critical to their safe design and operation. The conditional density of the environment (CDE) quantifies regions of the space of long term environment responsible for extreme structural response. Moreover, the probability of structural failure is obtained by simply integrating the CDE over the environment space. In this work, two methodologies for estimation of the CDE and failure probability are considered. The first (IS-PT) combines parallel tempering MCMC (Markov chain - Monte Carlo, for CDE estimation) with important sampling (for eventual estimation of failure probability). The second (AGE) combines adaptive Gaussian emulation with Bayesian quadrature. Both approaches provide large reductions in the number of function evaluations of the complex structural response to fluid loading, relative to naive brute-force calculations. We evaluate IS-PT and two variants of the AGE procedure in application to a simple synthetic structure with multimodal CDE, and a monopile structure exhibiting non-linear resonant response. IS-PT provides reliable results for both applications. The AGE procedures require balancing exploration and exploitation of the environment space, using a typically-unknown weight parameter, λ. When λ is known, perhaps from prior engineering knowledge, AGE provides an order of magnitude reduction in computational cost relative to IS-PT. However, with λ unknown, IS-PT is more reliable.