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

DOI10.1007/S10665-020-10080-5MaRDI QIDQ2060951zbMATH OpenOpenAlexFDO

Authors Kenan Šehić, Henrik Bredmose, John D. Sørensen, Mirza Karamehmedović

Publication date 13 December 2021

Published in Journal of Engineering Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.03163

zbMATH Keywords

active subspacesMonte Carlo methodsoffshore applicationsprobability of exceedancereliability analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Water waves, gravity waves; dispersion and scattering, nonlinear interaction (76B15)

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 extit{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 that models the maximum 10-minute crest elevation at the reference point, and to thereby efficiently estimate the short-term wave crest exceedance probability. 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.

Recommendations

• Low-dimensional offshore wave input for extreme event quantification
• Active subspace methods in theory and practice: applications to kriging surfaces
• Generalized bounds for active subspaces
• Gaussian processes with built-in dimensionality reduction: applications to high-dimensional uncertainty propagation
• Sequential active learning of low-dimensional model representations for reliability analysis

Cites work

• Active subspace methods in theory and practice: applications to kriging surfaces
• Active subspaces. Emerging ideas for dimension reduction in parameter studies
• An efficient flexible-order model for 3D nonlinear water waves
• Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs
• Evaluation of failure probability via surrogate models
• Gradient-based methods for uncertainty quantification in hypersonic flows
• scientific article; zbMATH DE number 1456803 (Why is no real title available?)
• Pressure impulse theory for a slamming wave on a vertical circular cylinder
• Reduced-order precursors of rare events in unidirectional nonlinear water waves
• Remarks on a Multivariate Transformation
• Some Properties of a Normal Process Near a Local Maximum

Cited in

(1)

• Low-dimensional offshore wave input for extreme event quantification

This page was built for publication: Active-subspace analysis of exceedance probability for shallow-water waves

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2060951)