Probability Density Functions for Nonlinear Random Waves and Responses
Ulla Botelho Machado
Centre for Mathematical Sciences
Mathematical Statistics
Lund Institute of Technology,
Lund University,
2002
ISSN 1403-9338
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Abstract:
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Nonlinear waves have been a research topic for a long time, but have not
yet entered common ocean engineering practice. In this article the problem
of calculating the probability density function (pdf) for nonlinear waves
is investigated. The `saddlepoint approximation' is applied to a second-order
wave model to estimate the pdf. The performance of the approximation is compared
with the performances of the more commonly used models, for different types
of input spectra. In addition, a non-parametric transformation model, with
extrapolation of the level crossing intensity, is proposed to estimate the
pdf. One simulation and three different data sets are used to investigate
the performance of the model.
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Key words:
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Nonlinear random waves, probability density function, saddlepoint approximation,
POT method
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