TY - JOUR
T1 - Active-subspace analysis of exceedance probability for shallow-water waves
AU - Sehic, Kenan
AU - Bredmose, Henrik
AU - Sørensen, John Dalsgaard
AU - Karamehmedovic, Mirza
PY - 2021
Y1 - 2021
N2 - 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.
AB - 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.
KW - Active subspaces
KW - Monte Carlo methods
KW - Offshore applications
KW - Probability of exceedance
KW - Reliability analysis
KW - Active subspaces
KW - Monte Carlo methods
KW - Offshore applications
KW - Probability of exceedance
KW - Reliability analysis
UR - http://www.scopus.com/inward/record.url?scp=85099446972&partnerID=8YFLogxK
U2 - 10.1007/s10665-020-10080-5
DO - 10.1007/s10665-020-10080-5
M3 - Journal article
SN - 0022-0833
VL - 126
JO - Journal of Engineering Mathematics
JF - Journal of Engineering Mathematics
IS - 1
M1 - 1
ER -