346

STATISTICS FOR PREDICTION OF SHIP PERFORMANCE

Part III.
IN A SEAWAY.
by

Dr.M.K. OCHI 1 and Miss W.E. BOLTON").

5.2. Extreme value statistics.

The extreme value defined here is the largest Rayleigh distribution, the extreme value Y n has
value of a random variable expected to occur once the following probability distribution:
in n independent observations. Let (x1, x2 ---- 2 2
Y
xn) be a random sample of size n. This random Yn n
n-1 ( 37
sample may be arranged according to order of 213n R
=n (1 -e e (5. 24)
magnitude such that y1 is the smallest value in g(Yn)
n observations and y n is the largest value.
The cumulative distribution of Y n becomes,
Then, (yi, y 2 , ----yn) is called the order sam-
ple. Although each element of a random sample 2
Y n)
(x1, x2 , ---- xn) has a population probability
density function f(x), each element of the cor- n
G(yn) = 1 -e (5.25)
responding order sample (y1, y2 , ----yn ) has
its own individual probability distribution which
Hence, the probability that the extreme value
is different from the original density function
exceeds an assigned value a is given by,
f(x). For example, the probability density func-
tion of y1, the j-th order statistic of the random 2
a
sample, has the following probability density

(
R )n
function: Pr I Y > a} = 1 - 1 - e (5. 26)
-1 n-j n
n! f(y.)
g(y J•) = (n- .(j-1) ! {F(y.)} 11-F
j) j (Y J )} Longuet-Higgins [41] obtained the value of y n
(5.22) for which the probability density function g(y n)
where, - , as follows:
attains its peak value, denoted by 37n
Let 8 = 1
3,F. /R in equation (5. 24). Then, yn
g(y i ) = probability density function of random
must satisfy the condition,
variable Y j ,
f(yi) = probability density function of random d [ % -e -e n-1
e e (1 -e ) =0 (5.27)
variable X with X = Y j, de
F(y j) = cumulative distribution function of
That is,
random variable X with X = Y j.
n 1
e =in -1n{1 - T- (1 -e -8)} (5. 28)
It is noted that the probability density function 0
for the random variable in an ordered sample is
The solution of the above equation with res-
denoted by g( ) in distinction from that for the
pect to 6 yields the exact value of 37n . For large
population f( ).
n, however, the second term of equation (5.28)
The largest value in n observations, Y n , may
is negligibly small in comparison with the first
be called the extreme value, and its probability
term, and hence 37n is approximately given by,
density function can be written in the form
- n .117- (5.29)
n-1 (5. 23)
g(Y n) n F(Yn )} "Yn) The yn thus derived is called the modal value
or the most probable largest value which may
Suppose the random variable X has the
occur in n observations. Since the probability
*l Naval Ship Research and Development Center, U.S. Navy, U. S. A.
•.) Admiralty Experiment Works, England.
density function g(yn ) has its peak at y n = yn, 37n

may be interpreted as being most likely to oc-
cur. This does not imply, however, that the
chance of a value higher than yn occurring is
unlikely. On the contrary, the probability that
the extreme value will exceed 37n is rather high.
That is, from equations (5.26) and (5.29), for
large n
Pr Extreme value > = lim /1 -(1 --) n}
1 n
-1
=1-e (5.30)
It is understood from the above equation that
an extreme value higher than 37n will occur with
probability 0. 632 for large n. Since this number
is too high for prediction purposes in practice,
it may be well to predict the extreme value for
a specified probability of exceedence. That is,
let a be the probability that the extreme value
will exceed a specific value, yn . Then, from
equation (5.25),
;2
n rather than number of observation, n. For this,
n the apparent frequency discussed in Section 2. 1
-e = 1 -a
=1 (5.31)
(1
Write yn , which can be evaluated from the
above equation, as yn(a) and so identifying the
fact that it is a function of a given probability a.
Then,
1 T = time in hours,
yn =
In {-(1
1 - a)11- = R In (5.32)
for small a
The practical meaning of yn(a) is as follows:
Choose a = O. 01, for example, then, equation
(5. 32) gives the value y n for which the probabil-
ity that the largest value in n observations will
exceed yn is 0. 01. In other words, only one in
100 sister ships operating under statistically
identical environments could experience values
higher than y n. Another interpretation of equa-
tion (5.32) is that, with 99 percent assurance,
the largest value in n cycles will not exceeded
Yn•
For phenomena which are directly associated
with the safety of a ship or a marine structure
such as wave-induced forces and bending
moments, information needed for design is an
estimate of the extreme value with a probability
a of being exceeded (equation 5.32) rather than
the most probable extreme value shown earlier
347
in equation (5.29). Although the decision con-
cerning the selection of a-value depends on the
designer's discretion, a = O. 01 appears to be
reasonably safe. If greater assurance for safety
is required, one may choose a smaller a de-
pending on the particular situation.
The above subject is discussed in detail in
Reference [63] in which formulae for a spectrum
having an arbitrary band-width are given. That
is, for a spectrum having a band-width para-
meter E defined in equation (2.36), the extreme
value yn becomes,
/1. - E2 2n)
yn =_VR ln for small a
1+ -E 2 a
(5. 32a)
Note that for E = 0(narrow-band spectrum),
the above equation reduces to equation (5.32).
It may be more meaningful to express the ex-
treme value in terms of ship operation time
will be used. That is, from equation (2.11),
2 2 T cr )t
n = (3.6 x 10 )-co =(3. 6 x 10 )- ( —)
2Tr o 2-rr a
x
where, (5.33)
wo = expected frequency of wave encounter in
rps,
2
0 = area under the spectrum of random
variable considered,
a ,2t = area under the second moment of the
spectrum of random variable considered.
For phenomena having a spectrum band-width
parameter E, Reference [63] gives,
2T(
1+ - E2)(31
n = (3.6 x 10)
/
41T \/ 1 - E 2 x (5.33a)
From equations (5.32) and (5.33) or from
equations (5. 32a) and (5. 33a), the extreme value
which will occur in T hours of ship operation
time can be evaluated with a probability a of
being exceeded.
The foregoing discussion pertains to the dis-
tribution of the extreme values for a random
sample of size n from which the extreme values
Sin and y n are derived. There are occasions,
348

however, when derivation of the extreme values the asymptotic probability density function of yn
is very complicated from the exact probability is found to be
2
density function g(yn ) defined in equation (5. 23).
yn 2
It is important for convenience in practice, 2 nyn
therefore, to consider the asymptotic probabil- )- . exp - n e - yn (5.39)
ity distribution of the extreme values for large g(yn R
n. For this, a method found in work by Cram6r Comparing this with the exact distribution
will be given as follows [64] [65]: given by equations (5.24) shows that the following
Define a new random variable to be, approximation is involved in the asymptotic dis-
= n{ 1 -F(yn ) } 0 n (5. 34) tribution for this example:
2 2
y
where, F(yn) was defined earlier in equation yn
- R ) n-1
(5. 22).
lim(1-e = exp -n e R (5.40)
Then, the cumulative distribution function of n
is given by
Incidentally, the asymptotic cumulative dis-
tribution function of y n is given by,
HQ) = Pr { = Pr{F (yn) 1 -1-}
2
n) yn
= Pr iyn Z F -1(1 -L
11
G(yn ) exp ne R (5.41)
111

=1 -IF 4F -1(1 - (1 --f-)n Gumbel [66] has done much work in the field
JJ
(5.35) of asymptotic distributions for extreme values.
Hence, for large n, the follow ing asymp totic He divides these distributions into three differ-
distribution may be derived: ent types, the cumulative distribution functions
of which are as follows:
n
lim HQ) = lim 1 - (1 - ) } = 1 - e (5.36)
Type I
n n
-c(y - u)
In the same way that g( ) was used to denote H(y n) = exp e n 3711 <-.. (5. 42)
the probability density function of a random
}
variable in an ordered sample to distinguish it Type II
from that for the population f( ), the function
-a -k
h( ) will now be introduced to represent the
H(y n) = exp
asymptotic probability density function for the ( Y:- a )
extreme value. Thus, h(c) is,
a= y , a v, k 0 (5.43)
n
h(Q = e (5.37)
Type III
Using the relationship between two random b -y k
n }
variables, y n and given in equation (5.34), the H(y n) = exp
b -v
asymptotic probability function of the extreme
value can therefore be obtained. For example, y <b, v. b, k >0 (5.44)
n =
for the Rayleigh distribution,
2 2 where, a, b, c, u, v, and k are parameters which
yn yn are evaluated from a sample.
R R It is noted that Type II has a lower bound a,
c=nil. -(1 -e )1 -n e (5.38)
and Type III has an upper bound b; whilst Type
I has no limitation for yn .
Then, from equations (5.37) and (5. 38), taking
Type I appears very frequently in practical
into account the Jacohians associated with
transformation of the random variable to y n , problems, and the extreme values of most of the
 349

distribution used in statistics such as exponent- Consider, as an example, the extreme value
ial, normal, log-normal, gamma, etc. , belong of ship bending moments in waves, and let
to this category. The criterion for an asymptotic (Ynl , Yn2 , yn3 ynN) be a random sample
distribution to be of Type I is that the probabil- consisting of outcomes from N trials, where
ity density function of a random variable X each outcome is the extreme value observed in
(whose extreme value is Y n ) decreases ex- n cycles of wave encounter.
ponentially as X increases. For the Type I distribution,
In this case the extreme value Y n behaves a- 1. Let C (yn - u) = Z in equation (5.42). Then,
symptotically like the expected value and variance of Z are given
1 by
y = u - - In for n (5.45)
E[z] = Y = Euler 's constant = 0. 577
where, is defined in equation (5.34). Hence, 2
from equations (5.36) and (5.45), the cumulative Var[z] = TIT
distribution function of Yn may be shown to be
given by equation (5.42). Thus, the expected value and variance of yn
Type II is employed only rarely in practical are
problems in the naval engineering field. For E[yn]=u+( 1)Y (5.48)
this type the extreme value behaves asymptotic..
ally like, 12 ,r2
1 Var[yn] = ( n-) (5.49)
k
y = a +(v - a) for n ( 5. 46) 2. The mean and variance of yn may also be
n
derived from the data sample to yield
Using this transformation, the application of
the change of variable technique to equation 1
(5.37) leads to the cumulative distribution func- E[yn] = Yn .
tion given by equation (5.43). j=i
Type III, which has an upper bound, is of sig- (5. 50)
nificant importance in practice. Since the ex- 1
Var[y]n=N- 2 lynx - E[yn]
treme value is directly related to the design j=1
load in many engineering problems, it is highly
desirable to determine precisely whether the Equating these values from equation (5. 50)
extreme value considered is bounded above, or with the expressions in equations (5.48) and
(5.49), respectively, enables the evaluation of
not.
the unknowns u and c. Detailed discussions of
For Type III, the extreme value behaves a-
the Type I distribution may be found in Referen-
symptotically like
1 ce [68].
k For the Type III distribution,
y =b -(b - v) for n (5.47) 1. Let yn = v in equation (5.44). Then,
n
-1
Then, the cumulative distribution function of y n H(v) = e = O. 368 (5. 51)
shown in equation (5. 44) is derived by again ap-
Hence, v is equal to the value of yn for which
plying the change of variable technique to equa-
the probability distribution curve of the plotted
tion (5. 37) but this time using the transformation
data is 0.368.
given by equation (5. 47) It was proved analyt-
2. The first and second moments of the extreme
ically by Watanabe [67] that, in the limit as the
values yn are given by [67],
upper bound, b, of the Type III distribution be-
1
comes extremely large, the Type III distribution E[y ] = b -(b - v)r- (1 + -) (5. 52)
n
reduces to the Type I distribution.
The parameters involved in the Type I and 21 r 2
E[y ] =b2 - 2b(b -v)i (1+ -)+(b -v) 1-(1+ -)
Type III distributions are determined as follows: n
(5. 53)
350

3. The above moments, on the other hand, may RETURN PERIOD "MAYS/
.10 .50 5 • 5 10 20 30 6050 .00 000 1000
be obtained from the sample to give,

STRESSRA NGEX(TONS/SQM)
N
1
E[Yn] = R . 2 yni
j=i
(5. 54)

21 2 o. 7
E[Y ] — Y ni
n= N
j=i

From these with the help of equations (5. 52)

I DS
and (5. 53) it is possible to find the remaining
•001 .0i 0 20 00 50 70 SO 90 95 77 05 09 995 4707 096 .999
two unknowns, b and k. --.F,
_ _I_ -_, __ ..,,,T66-
Alternatively, b and k may be determined LO 10 00 w 70 5.0 40 70

graphically [67]. That is, read H(y n) from the REDUCED VARIATE

probability distribution curve for two arbitrarily
chosen yn. Let these two values of y n be y ni and
yni. Then, from equation (5.44), a set of two k
values is obtained,
Figure 5.15. Cumulative distribution of the measured
maximum bending strain [67][69] (Data according to Uille,
Reference 64).

In - In H(yin)} values using Gumbel's asymptotic distribution

is found in Yuille's work on longitudinal ship
b-y
hull strength [69]. In this example, the maxim-
in
b -v um values of ship's strain observed each day
k (5. 55)
were analyzed, converted to stress, and the
Int - In H(y
nj result (represented by circles) was plotted on
b-y probability paper as shown in Figure 5.15. The
nj
line A shown in the figure was originally given
ln( b-v
in Reference [69] drawn according to the Type I
where, v is determined independently by the distribution. Later, Watanabe determined the
procedure mentioned earlier in connection with parameters of the Type III distribution graphic-
equation (5. 51). By choosing two arbitrary b- ally, and obtained the line B shown in the figure
values, a set of four k-values is determined [67]. A good agreement can be seen between ob-
from equation (5. 55). If the corresponding k- served data and the lines A and B; however,
values are now connected graphically, the in- line B agrees very well with the data particular-
tersection of the two resulting straight lines will ly for large stress values.
give the desired b and k values (see Figure Watanabe also analyzed several examples of
5.14). extreme values observed on C-4 cargo ships,
An example of statistical analysis of extreme given in Reference [70], and found that the Type
III distribution fits the observed data very well
•
for all examples. These results together with
the fact that the Type III distribution automatic-
ally covers the Type I distribution when the
k upper bound becomes very large, have led
Watanabe to suggest that the Type III asymptotic
distribution would be the most appropriate to
use for analyzing data in the extreme value
problems of the naval engineering field.
i2 11 '4 IS

Figure 5.14. Graphical determination of parameters b

and k [67].
 351

5.3. Two-dimensional Rayleigh distribution. and

In Section 2.3 the distribution of the envelope 2 2
A (t) =1/x (t) + x (t) A2
of a single narrow band random process was 2 c2 s2
(t) 0 (5.61)
discussed. There are situations when it would
be of use to know the joint distribution of the -1 xs2 (t) 0 L E2(t) < 2Tr
E (t) = tan
envelopes of two narrow band random process- 2 x(t)
c2
es, one of which lags time 7 behind the other but
is otherwise the same. This is equivalent to the If it is assumed that the narrow band random
joint distribution of the envelope of waves, for process xl(t), and hence x2(t) as well, is
example, measured at two different points normal with zero mean and variance 0 2 , then
located along the wave's direction of propaga- over the interval 0 s t S T, xi(t) and x2(t) may
tion, assuming that the wave spectrum is nar- be expressed by Fourier Series, namely
row. The two envelopes may no longer be statis-
tically independent, in general, hence the cor- x (t) = (a Cos nwt + b Sin mot)
1 n n
relation between them plays an important role n=1
in the following discussion of the joint probab-
ility. n ca- coo) t + co t
= 2 [ a Cos 1(
Consider the narrow band process, with n
n=1
modal frequency co o,
(nw- co+ of}
x (t)
1
= A
1
(t) . Cos of E
1
(t)
+ b Sint)t
o ] (5.62)

(5.56) and
=x (t) Cos co t - x sl(t) Sin co t x (t) = a Cos nco(t--r) +b Sin nco(t--r)
cl 2 n n
n=1
where
x (t) = A1(t) . Cos E CO
=Ia Cos (nco- co )(t-T) + (t-T)
cl 1
n
(5. 57) n=1

x (t) = A1(t) . Sin E1'(t)

1 s1 + b Sin { (no - )(t- 7) + co (t--1-)1J
(5.63)
Let the translation of this process by time T
where
be given by x2 (t),
x2 (t) = x i (t -7) = A 2(t) Cos { coo(t-T)+ E 2(t)
2Tr
w=
T
=x (t) . Cos co (t- T) _ x
c2 s2' '
2 T 2T
o (t-7)
. Sin co (5. 58) = — f x (t) Cos not dt = — f x2(t)
an T 1T0
O
where
. Cos nco(t--r) dt (5. 64)
1 x (t) = A (t) . Cos E2 (t) = A (t-7). Cos
1 E1(t-7)
c2 2 T T
2 2
xs2 (t) = A 2 (t) . Sin E 2 (t) = A 1 (t-- -0 . Sin E (t- 7) (t) Sin ncot dt = I x2 (t)
1 n Tl0
(5. 59)
This gives the envelope processes A1(t) and Sin mot(t-7) dt
A2(t) of xi(t) and x2(t), respectively, at time t, Since an and bn have been obtained by applying
with the corresponding phases El(t), E2(t) to be
the linear operation of integration on normal
2 2 processes, it follows that they too are normally
A i (t) = xci (t) + xs i(t) A1(t) 0 distributed. From equations (5. 56) and (5. 62) it
(5. 60) may be seen that
-1 1 xs1(t)
E (t) = tan E 1 (t)
1 x (t) -
cl
352

I
From equations (5.64) and (1.2), E[a a ] is
x cl(t) = a Cos(mo- co )t m n
n written
n=1
TT
+b Sin(no - co )t 4
n E[a a ] = E I I x (s) x (t) . Cos mos
mn 2 o o 1 1
(5. 65)
x sl(t) = E {a Sin(nco- co )t TT
n 4
n=1
. Cos not ds dt] = — I I E [x (s) x (t)]
- b Cos (no - co )t} 2 o 1 1
n o T 0
TT
Similarly from equations (5. 58) and (5. 63) Cos mos . Cos not ds dtl= 4 f IR (t-s)
2 1
o o

x (t) = 2 ia Cos(nco-co )(t-T) . Cos mos . Cos not . ds dt (5. 70)

c2 n 0
n=1
where R1(u), u=t-s, is the autocorrelation func-
+ b Sin(no - co )(t--r) 1 tion of process xi(t).
n o
(5.66) Therefore,
T T-S
x (t) = 2 { a Sin(no - coo )(t-T) 4
s2 n E[a a ] = ( R 1(u) . Cos mos
n=1 mn
T o -S
- b Cos(no - co0 )(t -7)1
n
T T-S
Taking xel, x x c2, xs2 to be values of . Cos nw(u+s). du ds = — R (u)
2 1
xci(t), xsi(t), xc2 (t), xs2(t), respectively, at a T o -S
given time t, then they are normally distributed
{ (Cos mos . Cos nos) Cos nwu
with zero mean and variance a2 . In addition it
should be noted that xcl is independent of xs1 -(Cos mos Sin nos) Sin ncou du ds (5. 71)
and, in the same way, x e2 is independent of xs2.
s
In order to obtain the joint probability function Letting v = - gives
of these four random variables it is first neces-
sary to obtain the variances and covariances 1 T(1-v)
between each of them. It is already known that TE[a ma n] = 4 J J R 1(u) {(Cos 2Trmv
Var[x ] =Var[x ] =Var[x ] =Var[xs2] o -vT
cl s1 c2
and that (5.67) . Cos 2-any) Cos nou - (Cos 2Trmv . Sin 2Trnv)

Cov[x ,x ] =Cov[x ,x ] = 0 (5.68) Sin mail du dv (5. 72)

cl s1 c2 s2
But x1(t) is strictly non periodic so it is
It remains to evaluate Cov(x ci ,xe 2), Cov(xci,
necessary to let T .. If m n, then letting T
xs2), Cov(xsi , xs2) and Cov(xsi , xe2 ). Now,
., co • o reduces the integration with respect to
because the normal distribution has zero mean
u to
Cov[x ,x ] = E[x x ]
cl c2 cl c2
J R 1(u) du = constant independent of the varia-
no ble u
=2 2 1 E[a a ] Cos(nco- co t . Cos(nco-coo) and since
m n o
n=1 m=1 1
J Cos 2Trmv . Cos 2-rrnv dv - 0 for na n
(t-T)+E[a b ] Cos(nco- w )t . Sin(no- w )
m n 0

(t-T) + E[b a ] Sin(no- co t . Cos(no- co ) then

mn
lim T E[a a ] 0 (5. 73)
(t-T) +E[b b ] Sin(no- w )t . Sin(nco- co ) mn
mn
If m n, and T , n - in such a way that
(t-T) (5.69)
 353

con then equation (5. 72) becomes, co n, over a finite period T in the summation is
replaced by the continuous variable for frequen-
t 2 cy co over an infinite period in the integration.
lim T. E[a ] = 4 J R {(Cos 2Trny)
T n -=1(u) Similarly it may be shown that
2
Cos co u - (Cos 2-rrnv . Sin 2-rmv) Sin co ui du dv Cov[x , x ] = a p (5.80)
n n s1 s2
(5.74)
and since Also it may be found that
1
2 Cov[x , x ] = -Cov[x , x ]
j Cos 2Trnv dv = 1 cl s2 s1 c2
0
and 2
= f S (co) Sin(co -co )T. dco =a A (5. 81)
1 1 0
0
J Cos arrnv . Sin 2-rrnv dv = 0
0 where,
then
1
lim T E[ a ] = 2 (u) . Cos cou du =2ITS (co ) A= f Si(co) . Sin( co - co ). T dco
n 1 n 1 n 0
T cr 0
(5. 75)
Thus, finally, these variances and covarian-
where, Si(co n) = spectral density function of ces are compiled into the following covariance
process x l(t). matrix 2 x of the random variables xn1, xs1 ,
Thus, in summary,
x c2 , xs2 :
if rn$n 2 a lp 2
lim T. E[a ma n] = { a 0 a A
( co ) if m n (5. 76)
T
2 Tr S n 2 2, 2
0 a -a A 6 p
= (5. 82)
Similarly it may be found that x a2p 2,A
a
2
0
(0 if mon a2A 2p 2
lim T. E[b mb n] a 0
12 TrS ) if m n (5. 77)
1(w n The determinant of 2 is
x
and that = p2 A2y
(5.83)
xl
lim T. E[a b ] = lim T. E[b a ] = 0
M n T m n
T
and the inverse matrix is
for all m, n (5. 78)
2 2 2
a 0 p A
Substituting these results back into the ex- -1
1 2 2
pression for Cov(x cl' xc2) and taking non 2 - 0 a a2 A -o p
x 4 2 2
periodicity into account, gives a (1- p -7k ) 2 2 2
-a p aA a 0
2 2 2
-a A -a pa 0
Cov[x • x ] = lim 2 2ir S (Co ) . CoS(co -co )
cl c2 T .. n=1 1 n n o (5.84)
1
Since the multivariate random variable X =
1 2
T — ) = I S (co) . Cos(co - ) T d co = cr p (5. 79) (x01 xs1 xc 2 xs2) s normally distributed with
1
0 zero mean and covariance matrix 2 x , it follows
that their joint probability distribution function
where
is
1
. Cos(co - WO) T. d
f(x x x 1 exp {--
1 x 2-1x
a sl' c2 sz 2
4 Tr'' 2 xl
Note that the discrete variable for frequency,
354

1 1
exp { - 27 2 7 A A
2 4 2 2 2 2 2 l 2
4 7 a (1-p - x) 2 a (1 - p - A ) / .1 , I exp{ , 2 2 [ p cos(E 2 -E 1) i-
0 0 a (1-p -A )
[ 2 2 2 2
(x +x +x +x ) -2p (x cl x c2 +x sl x s2 ) A sin(E 2 -E i ldE idE 2 (5. 88)
cl s1 c2 s2
(5. 85)
It may be seen that the exponent is periodic in
- 2 1‘ (xclxs2 -xslxc2) 1 1 1 to
z, is equivalent
(E2 -E1) and that (2,02 de,.1. de r,
As was the case for the univariate Rayleigh
distribution discussed in Section 2.3, the joint 27 d(E 2 - Ei). Put
probability density function of the envelopes
- E ) - tan-11 (-A-) =e (5. 89)
A i (t), A2(t) and corresponding phases E1(t), E 2(t) (E
2 l
can be obtained from equation (5.85) by using
the change of variable technique. From equa- Then, the integral in equation (5.88) becomes,
tions (5.57) and (5.59), the Jacobian of the 2
27 2 rr A A \ p +A
transformation is, l 2
11 exp cos el ded E
12 2 2 l
o o a (1- p -A )
/ 2
ax ax A 1A 2 \p 2 A1A 2 p2 4A
d
ax a cl
cl xcl cl - I 27 I E - 47 I
o 2 2 2 l o 2 2 2
aA aE 1 aA aE ° (1- P -A) a (1-p -A )
1 2 2 o
ax ax ax (5. 90)
ax sl sl
sl sl where, I0( ) = modified Bessel function of
aA a 1 aA BE 2 zero-th order.
1 1 2 = A A (5. 86)
ax ax ax 1 2 Hence, the joint probability density function
axc2 c2 c2 c2
of the envelopes A i and A2 may finally be ex-
aA a,1 a A2 a E pressed as
1 2
ax / 2 2
ax ax A (A p +A
s2 s2 ax s2 s2 1A 2 1A 2 \
(IA aA a, f(A ,
2 2 1 A2) 4 2 2 o 2 2 2 )
- 1 a (1-p -A) a (1-p -A )
yields A A 2 2
l 2 A +A
f(A ,A ,F ) exp 1 2 k
l,E 1 2 2 24 2 2 exp (5. 91)
4T1 a (1-p ) 2 2 2 1
2 0 (1-p -A )
1 2 2
I 1A1 +A2 -2 cos( e - E )
pA1A2 2 l This result has been obtained by Middleton [32]
2 a (1-p -A )
and Davenport [30].
- 2 A A A sin(e 2 -E )1} (5.87) If the spectrum of the narrow band random
l 2 1
process xi (t), and so of x2(t) too, is reason-
A and A -z 0, 0 E and E ably symmetrical about coo, then A is essentially
l 2 1 2
zero for all t and consequently xci (t) is in-
The joint probability density function of the dependent of xsi(t), likewise xe2(t) is indepen-
envelopes A1, A2 is then, dent of xs2(t).
As T tends to infinity both p and A tend to zero,
217 2-rt in which case equation (5. 91) reduces to
f(A i , A 2 ) = I i(A , E 1 , A2 , E 2) dE i dE 2
0 0
2
2 2 Al A
A A2 A +A
Al 2
1 2 t
exp A 2 A2 -2a2
24 2 2 I 2 2 2 1 l 2a
4 rr a (1-p -A) 2 a (1- p - A ) f(A , A ) e e (5. 92)
1 2 02 a2

the product of two Rayleigh distributions as was
to be expected.
As T tends to zero, xi (t) and x2(t) = x1(t-7)
become identical, that is p tends to unity and A
tends to zero which implies that A l = A2. This
means that equation (5. 91) should reduce to
equation (2.20).
The expression (5. 91) is the joint probability
density function of A l and A2 assuming the vec-
tor XI = (xcl xs1 x c2 xs2) is normally distribut-
ed with zero mean and covariance matrix 2x.
Suppose x ci and xc2 have a common mean p c,
and xs1 and xs2 have a common mean ps , then,
if A is assumed zero, the following joint prob-
ability density function for A1, A2 is obtained
from Miller's work [71]:
2 2 2 2
A A { (A1+A2 (u c+ps )
1 2
f(A i , A2 ) - exp
4 2 2 2 2
a (1-p ) 2 a (1- P ) a (l+p)
A A J p2
p 1 2 / A1
1 c s)
x 2- ik( a2 (1- p2) ). ik( 2
=0
k-0 a (1+p)
2 First, consider the probability density func-
(A J2 )
2 µC µS S
I (5. 93)
k 2
a (1+p)
It may be seen that putting µc = 0 = ta s in equa-
tion (5. 93) produces equation (5. 91) with A = O.
5.4. Generalized Rayleigh distribution for the
maxima (peaks)of a random process.
In the majority of cases ship response
(motions, for example) is assumed to be a nar-
row band, normal random process so that the
distribution of the maxima (peaks) of the process
follows the Rayleigh probability law as was dis-
cussed in Section 2.3. An expression has also
been developed in Section 2.3 for the distribu-
tion of the peaks of a normal, random process
where the spectral bandwidth, represented by
the parameter E or a , was not necessarily as-
sumed to be narrow. In this case parameters of
the probability density function of the maxima of
a random process (see equations 2.35, 2.37, or
2.38) are determined from spectral analysis.
Another expression for the probability density
function of the maxima of a random process
which is not restricted necessarily to either a
normal or a narrow band process was developed
355
by Voznesenskiy [72]. This probability density
function was developed from a more empirical
standpoint using the random sample instead of
spectral analysis.
Voznesenskiy has found that by no means all
results of roll data observed from full scale
trials indicate that the distribution of the
maxima of roll motion follow the Rayleigh prob-
ability law. He attributed this discrepancy to the
fact that the Rayleigh probability distribution is
determined by only one parameter which is
equal to the root mean square value of the ran-
dom sample, and hence the Rayleigh distribution
may not be sufficient to represent the probability
distribution of the maxima of a random process
for which the condition of narrow bandedness is
not satisfied.
Voznesenskiy, therefore, proposes to re-
present the distribution of the peaks of a ran-
dom process by a generalized Rayleigh prob-
ability distribution of which the Rayleigh dis-
tribution discussed in Section 3 is a special
case. Derivation of his probability density func-
tion is as follows:
tion
n
n-1 -x
f(x) = nx e 0 5x<= (5. 94)
which is a generalization of the Rayleigh prob-
ability density function, since by letting n = 2
and by replacing x by x/0- 1, the above density
function reduces to the Rayleigh distribution
given in equation (3. 1).
The k-th moment of this distribution is,
k N k n-1 -xr k
m = E[x = f x nx e dx =I (1+-) (5. 95)
k
0
Next, consider a new random variable Z =
X/X such that the mean value of Z will be unity
for any value of n. Here, X is the mean value of
X and is given by putting k =1 in equation (5. 95).
Thus, from equation (5. 94) the probability den-
sity function of Z becomes,
In 1 1
1 n n-1 r'l±1L)
f(Z) n{( -)} Z e
0 Z (5. 96)
Equation (5. 96) is Voznesenskiy's probability
density function of the Generalized Rayleigh dis-
356

10
2.0

08

0.6

aip
f (z) 0.1

0A

2 3 4 5
0
Figure 5.17. a /u versus n [72].

can be seen from this figure, the ratio /µ for

the Rayleigh distribution associated with a nar-
0 fie J#D row band random process (n=2) is a constant
z value, 0.524. Voznesenskiy has found that for
Figure 5.16. Probability density function f(z) for various the numerous roll records he has analyzed, the
values of the parameter n [72]. ratio lies between 0.35 and 0.76. In other
words, the parameter n ranges from 1.3 to 3.1
tribution expressed in terms of the non-dimen- for his roll data, as compared with the value 2
sional expression X/X. The generalized usually assumed.
Rayleigh probability density function in terms of In order to make practical use of the distribu-
the diMensional random variable X is then given tion given by equation (5. 97) it is necessary to
by, be able to estimate n and x from a sample, (x1,
n n x2 , ....xN) size N. A best estimate for these
4)} parameters can be obtained by applying the
n n-1 n x
T— 1 X maximum likelihood method as described in
f(x) =nil (1-1-1 )}
e Section 4. According to Vosnesenskiy they are
0 x (5.97)
given by,
2
Note that by letting n = 2 and x - V1T R (see
2 1 1 4 2 x n-1
+ _
'2 In x k + [i — 2 Inx l
equation 3.9) equation (5.97) reduces to the N k= 1 N k=1 k N
k=1
Rayleigh distribution given in equation (3. 1). n-
Figure 5.16 shows the probability density n-1 (5.99)
2 2 x
-
function given in equation (5.96) for various N k
k=1
values of the parameter n ranging from 0.5 to
5.0. For this generalized Rayleigh distribution 1
the ratio of the standard deviation to the mean n
N
value, , is obtained from equation (5. 95), to 1 {1 n
x = I (1 + x (5. 100)
be n N k
k=1
2
r(1 Ira +1-) Note that equation (5.99) and (5.100) do not
a n)
n n
(5. 98) give an explicit estimate for n and x since the
1
F(1+ -) term 2xn-1 and 2xn can not be obtained from the
n
sample, and hence Voznesenskiy employed the
which is plotted in Figure 5.17 as a function method of successive approximation. To obtain
dependent on the distribution parameter n. As the first approximation he initially tried four

different procedures but since all four provide
almost the same result only the most straight
forward one will be described here; that is,
evaluate a/p = m2 -mi/mi where, m.(i =l or
J
2) is evaluated from the sample such that mi =
1 N •
J.
— x Enter this value of a/p on the curve
N k=1 k
in Figure 5.17 and find the corresponding n
value on the abscissa. Having obtained this first
approximation substitute it into the right hand
side of equation (5. 99) to yield the second ap-
proximation and by substituting this second ap-
proximation, a third approximation can be
determined and so on.
Voznesenskiy applied the above technique to a
large number of roll records only three of which
will be given here in Figure 5.18. Each figure
contains the sample histogram, the theoretical
distribution according to Rayleigh (equation 3.1)
and Voznesenskiy 's generalized Rayleigh dis-
tribution for a set of roll experiment data. The
Rayleigh distribution
Voznesenskiy's generalized
Rayleigh distribution
N = 118
f6/At. 0.38
n = 2.8
N = 300
6/A = 0.68
n = 1.5
Figure 5.18. Sample histograms and probability density
functions 1721.
357
values of N, a/p and n are listed with each
figure. The abscissa, xo , is the ratio of the roll
amplitude to the maximum amplitude in the
sample, and the ordinate p(x0) is the frequency
of occurrence of xo . Note that the relationship
between the frequency and the probability density
function is
f(z)-.6,
p(x0) (5. 101)
Xo
where,
Z = xo /xo
x = x/x m
o
xm = maximum value in the sample
A = width of the interval.
To find how good the agreement was between
the sample histogram and the theoretical dis-
tributions, the x2 test was applied with level of
significance 0.05. In all cases the Rayleigh
distribution failed the test; while, in only seven
out of the twenty cases tested did the generalized
Rayleigh distribution fail.
In order to compare his distribution para-
meter n with the bandwidth parameter e Voz -
nesenskiy considered the case where the process
is normally distributed. Using the method of
order statistics described in Section 5.2 to
derive the distribution curve of the extreme
values of the peaks, whose probability density
function is given by equation (5. 96), he obtained
the modal point of the distribution curve in the
form
x =f (5. 102)
mv l
where x is the mean of the distances measured
from trough to peak of the random process, xmv
is the maximum value of the peaks most likely
to occur, and f(N,n) is some function of the
sample size N and the distribution parameter n.
Similarly Cartwright and Longuet-Higgins [36]
derived the modal point of the distribution curve
in the form
x = f (N, E) \m (5. 103)
mc 2 0
where mo is the area under the spectral curve
of the process where its amplitude values are
measured from mean level to peak, x mc is the
maximum value of the peaks most likely to oc-
cur, and f 2 (N, E ) is some function of sample
size N and bandwidth parameter E The values
358

but do follow some statistical rule for which the

my and xmc are approximately related by
x =2x (5.104)
my me
that is, the trough to peak distance is approxim-
ately equal to twice the amplitude from mean
level to peak. Using the same approximation
given by equation (5. 104) it is possible to obtain
the relation [36].
x =f (E) • v m
o 3 o
where f3 (e) is a function of E Hence by equa-
tions (5.102) to (5.105) the relation between
and n, namely,
2 f (N,
2 (5. 106)
f (N, n)
1 f (E)
3 any ti > ti 0 and any -r 0, the random varia-
is obtained for a given N. This is plotted in
Figure 5.19 for N = 200, 500, 1000. As can be
seen in the figure, the relationship between n
and E is almost identical provided that the sam-
ple size N is greater than 200. It may also be
seen from the figure that n does not exceed the
value 2. O. This seems, on first sight, to be in
contradiction to parts of Voznesenskiy's data
given in this section but it must be remembered
that equation (5.106) was developed under the
assumption that the process was normally dis-
tributed whereas the distribution of the peaks
given by equation (5. 96) was derived under no
such restriction.
probability functions such as Pr 1N(t1) = n1 1,
Pr 1N(t2) = n21 etc. , exists. N(T) is called the
counting process of the series of events, and the
family of random variable 1 N(t), t = 0)1 con-
stitutes a stochastic process.
In particular, consider a counting process
N(t) which satisfies the following conditions:
1. For t 0, a simultaneous occurrence of
(5. 105) events is not possible,
2. N(0) = 0, and N(t) has independent increments
(see Section 1. 1).
In other words, the occurrence of an event in the
future is independent of any occurrence in the
past.
3. N(t) has stationary increments. That is, for
bles N(ti) - N(ti)1 and • + T) - N(ti ±,- )t are
IN(ti
identically distributed. Let the mean rate of oc-
currence per unit time be v.
If these conditions are satisfied, N(t) is called
the Poisson process, and it can be shown that
the random variable I N(ti ) - N(ti) I has the
Poisson probability distribution with mean rate
of occurrence V . That is,
)1k
j j i
Pr/ N(t.)-N(t,)=4 = e (6.1)
j k
The above Poisson probability function may
also be written,

1,0 ..--,...„...m - vT k k
Wm ( vT) - e A
_ Pr1X=k1=e (6.2)
---..... N • 1000 k! k!
100 I
100 '''' where
,--.. <.-
10 1 X = number of occurrences of the event during
0 of 42 4.7 04 48 gr 47 08 a specified time interval T,
Figure 5.19. Relationship between the distribution para- k = integer,
meter n and the bandwidth parameter E as a function of v = mean rate of occurrence of the event per
sample size N [72].
unit time,
expected number (mean) of occurrences
of the event in time T = T.
VI. Application of counting processes.
6.1. Poisson random process. It is noted that a stochastic process N(t) is
Let N(t) denote the number of events occur- functionally dependent on time t and hence it is
ring in a time interval zero to t. Here, time not stationary. Its increment, I N(ti) - N(ti )1
zero means the time at which the observation is however, would be independent of time and would
begun regardless of when the specific event is he stationary as is required in the above Con-
occurring. The events occur randomly in time dition 3.
 359

3 ricoPSI
o •• • .•
I MINUTE
• • I I • •
2 MINUTE
• • - a Ni
3 MINUTE
• • -• - l1 _
MINUTE
I ' 5 MINUTE
START TIME

• 41.,
6
• • SI • • • • - I I - - I
a
8 9 10
START 2ND RUN

1 • • I • - a • • . • . 1 •
I 12 13 14 15

• - I d I • - - • • - I _
16 I •
17 18 19 20
START 3RD RUN

1 _a_I I - - I
• • • -
—23 I _ 1_ •
21
a •
22 I••
START 4 TH 2RUN
' 23

• .• II_ t- - • I • 1 - • .16 . I • • • I - •
26 27 28 29 30

• I •
31 MINUTE END

Figure 6.1. Time history of slamming (MARINER Model, light draft, 10 knots, Sea State severe 7) [73].

Typical examples of the Poisson process ap- Again, good agreement can be seen between the
pearing in the naval engineering field are the theoretical and experimental results. From
slamming and deck wetness phenomena. Slam- evidence shown in Figures 6.2 and 6.3, it may
ming, for example, occurs randomly at sea. safely be concluded that slamming is a sequence
The time interval between successive slams is of events following a Poisson process.
also random: sometimes a ship may slam suc- The Poisson process (with mean rate of oc-
cessively with varying intensity; while again no currence v) has the following important proper-
slamming may occur for a relatively long period ties which can be applicable to many practical
of time and then suddenly a severe slam may problems. These are,
occur.
1. The time interval, ti , between two successive
In order to examine whether or not slamming
events is a random variable obeying the ex-
is a sequence of events occurring in time which
ponential probability law with mean l/v . That is,
follows a Poisson process, Ochi [73] conducted
the probability density function of the time in-
a model experiment in irregular waves and ob-
terval is given by,
tained the time history during 203 cycles of wave
encounter in a 31 minutes 7 sec. (converted to -vt
full scale) observation as shown in Figure 6.1. f(ti) = ve 0 t. < (6.3)
The vertical lines marked in the figure indicate
slams whose pressure magnitude measured at
Station 2 are proportional to the height of the
o.
line. The black circles indicate wave encounters
i ".41%,
without slamming. To determine the Poisson
a*--- .rmwimolt
distribution curve, the expected value (mean) of \,
1
slams for every 20 sec. ( A in equation 6. 2) was
Poisson Distribution
computed from the time history. By using this
value ( A = O. 89), the Poisson distribution was
obtained from equation (6.2). Comparison
between the computed and observed distribution aI \•

shows good agreement between them as is

:).--. •
•
demonstrated in Figure 6.2. /
0 2 3 . a

A similar comparison was made by Wheaton, Number of Slams in 20 Sec Observation

et al, on data observed over an operating period Figure 6.2. Comparison between the probability density
of 20 minutes is SS WOLVERINE STATE, the for number of slams in 20 sec. observation and Poisson
result of which is shown in Figure 6.3 [74]. distribution (MARINER model) [73].
360

O.,
process to ship slamming, Ochi [73] found that
The ttttt est
there exists a shortest time interval between
successive slams which is very close to the
natural pitching period of the ship (see Figure
6.1). Hence, he modified euqation (6.3) and
\ ..—lipartasatal
derived the following truncated exponential
probability density function for the time interval
between successive slams:
-v(t-t„)
f(t) = v e t, t•- (6. 9)
2
Its Is • ,Mat,-S•c••• Oloserwatts•

where
Figure 6.3. Comparisonbetween the probability density
t* = natural pitching period of a ship.
for number of slams in 20 sec. observation and Poisson
distribution (SS WOLVERINE STATE) [74]. Results of numerical calculations using equa-
tion (6. 9) together with the histogram obtained
2. The length of time, tm , from the start of ob- from model experiments and full scale trials
servations that it is required to wait for the are shown in Figures 6.4 and 6. 5.
event to occur for the m-th time, is a random
variable obeying the gamma probability law.
That is,

m -vt
-1 m
f(t t e 0 t (6.4)
m) (m) mm m
3

The derivation of the probability density func-

tion given in equation (6.3) from the Poisson
distribution function is rather complicated ex- k
cept for a particular case by applying the method
of mathematical induction. A rigorous mathe-
matical derivation for the general case may be
found in Reference [75].
The probability density function given in equa- 20 40 60 100
Time in Sec.
tion (6.4) is derived by means of the following Truncated
at 76 Sec
relationship, Figure 6.4. Sample histogram and predicted probability
(6. 6) density function for time interval between successive
Pr 1 N(t) m = Pr 1 t m > t 1 = 1 -F(t)
slams (MARINER model) [73].
On the other hand, from equation (6.2),

mr-1
-vt (vt)
Pr N(t) mt = e (6. 7)
k=o k!

By writing t as t m in equations (6. 6) and (6. 7),

the probability density function f(t m) can be ob-
tained thus,
k
m=1 -vt ( vm t )
m
f(t ) - (t ) e
dt F m dt k!
m

m -vt
m-1 m (6. 8)
II ea. Mtvr. Blum

- t e Figure 6.5. Sample histogram and predicted probability

r(m) rn density function for time interval between successive
In applying the first property of the Poisson slams (SS WOLVERINE STATE) 174].
 361

Using the relationship that the exponential t +t

0
probability density function is a particular case - v (u)du
of the gamma probability distribution (m = 1 in t
o
equation 6.4), Ochi [73] derived a probability f(t) = (t0+t) • e (6. 12)
density function for the time interval between
two severe slams for which the ship suffers from 1.6 0

an impact pressure greater than a preassigned

value p0 . That is, 120
Eroar hheht

m
v m -1 -vt Theory

t e -a- 060

r(m)
f(t) - (6. 10)
m
.0 m-1 -vt 040
t e dt
1—( 11)
mt g. t < 00
*
00
40 80 120 160 200 240
Time m Sec
where, Truncated it
31.6 See

1 Figure 6.6. Sample histogram and predicted probability

m=
f(p)dp
Po
f(p) = probability density function of slamming
impact pressure (see Section 6.3).
It is noted that the parameter m in the above
equation is not necessarily an integer. A numer-
ical calculation of equation (6.10) was made
choosing po = 50 psi at Station 2 of the MARINER
at a 10-knot speed in Sea State 7, and the result
was compared with an experimentally obtained
histogram. As can be seen in Figure 6.6, good
agreement between them was obtained. Hence,
the probability that time, T, or more, elapses
before the next severe slam occurs can be ob-
tained from the following formula by assigning a
specific pressure magnitude, p0 ,
00 v m m-1
t e
If(m)
Pr 1 t T1=
1 m m-i --vt
t e dt
mt* r(m)
In the foregoing discussion on the Poisson
process, the mean rate of occurrence of the
event per unit time, V , is considered to be a
constant. The mean rate, however, may be a
function of time for some practical problems.
In this case, the process is called a non-homo-
geneous (time dependent) Poisson process, and
the probability density function of the time in-
terval between one event at time to (specified)
and the next event is given by [76],
density function for time interval between two severe
slams (MARINER model) [73].
6.2. Frequency of occurrence of ship slamming.
The slamming phenomenon is considered to
be an example of the Bernoulli trials, since the
outcome of the event is either slam or no-slam
for each wave encounter. The probability of oc-
currence of a slam is then obtained by a
frequency interpretation of the probability
results obtained from a large number of obser-
vations of the event. Theoretically, it can be
obtained by applying either the method of the
threshold crossing problem or the phase-plane
diagram discussed in Section 3.
In order to obtain the frequency of slamming
theoretically, the conditions leading to slam
must be first established. Two necessary and
sufficient conditions leading to slamming in
dt
rough seas are [73]:
(6.11)
1. Bow emergence. That is, r H, where r is
the bow motion relative to waves, and H is the
draft at the ship bow.
2. A certain magnitude for the relative velocity
between bow and waves. In other words,
where r is the relative velocity between bow and
waves, and 1.•* is the threshold relative velocity.
Tick [77] considered one further condition in
his derivation of the frequency formula, namely:
3. A certain relative angle between keel line and
wave surface at the instant of impact. That is,
(Po , where cp is the angle between wave and
keel line, and To is the threshold angle.
362

It is noted that the above-defined r is a corn- per unit time satisfying the conditions 1, 2 and
bination of wave, pitch and heave motions in- 3 can be derived as follows [72]:
eluding their phases, and that r and i• are H
statistically independent. Hence, 0
N =J I Jr f(r,1*. ) dr di dp
(6.13) s -~o •
Coy = =0 r* H dt
rr .2
2 r*
The random variable p is a combination of 1 ai• H
(--)exp Alio ka2)_0(a1)}
wave angle and pitching motion, and it is neither ar 2a 2a.
statistically independent of r nor r. Tick ob- r r
tained the covariances as, 22 2
00 a. cp -2a H+a . H
Cov [r, cp ] = a rp = Re I S(co)dw (6.14) a ro rcp rcp
0 N 2B
00

Cov =a = -fImt S(co)dco (6. 15) (6.19)

rp q32) -0 (Pill
0
where,
where, 2 a r cp rep .
a.
L a H — r2
Q = [exp./i K (co ) LK2 (coe )] 1 2 a 2 *
g 1 e — CT

2
w L 2
expli-1 K2 (w)1 a • a a rp
r r rp
I. \11J 11:
K1(we ) = frequency response function for heave 1 2
K2(we) = frequency response function for pitch p 1 =- po and p 2 = p0
L = longitudinal distance between bow and
C. G. of a ship 22 2
N = a a - (a )
we = encounter frequency ✓ p rep
= power density spectrum of wave. N
S(w) u=
1 2 2 2
The variances of the r, r, and 9 are, N-(a. ) a
✓ rp r
2 .
2 w L a a
r r
Var[r] = a = I expli —g K1(we) u=
r o 2 2 22
2 aN(a.)a
✓ rp r
- L K 2(we ) S(w) • d co (6. 16)
In the case where condition 3 is dropped (i.e..
2 p0 -00), equation (6.19) simplifies to
2 2 L
Var[r] = a . = f e expli--1- K1(we)
r .2
0 . 2 r2
2 1 r H
- L K (co ) I S(w) d (6.17) Ns
N = —)exp + (6.20)
2 e s 2 Tr a 111 2 *2 )
r 2a .
r r
2
2 co2 L
V ark) ] - a = iiexp i — K (w) S(03) d The above equation (6.20) can also be derived
(1) o 111 2
(6.18) by applying the phase-plane diagram discussed
in connection with Figure 2.6 [73]. That is, let
Consider a joint normal distribution of r.
the bow motion relative to waves shown in
and p with zero mean and the covariance matrix Figure 6. 7(a) he expressed as,
whose components are given in equations (6. 13)
through (6.18). Then, by the same procedure as r(t) r (t) • Cosl t 4 E(t) (6.21)
0 o
was discussed in Section 2 regarding the zero
crossing problem. the expected number of slams where,
 363

r o (t) = amplitude of the envelope of the bow

motion relative to waves
= expected frequency (see equation 2. 11)
Then, analogous to equation (2.39), the en-
velope process ro(t) can be written,
2
2 2 + (t)
ro(t)1 = r(t)1 (6.22)
2
w
Under the assumpti that r(t) is a normal
on
narrow-band process, ro(t) follow a Rayleigh
probability distribution. Then, the joint prob-
ability density function of r and r, which are
statistically independent, becomes,
.2 .2
2 r 2r
2jr + — r+
2
OD
f(r,i) - (6.23)
R exP Rir
r
where,
RI = twice the variance of the bow motion
r
relative to waves.
(b)

Now, slamming occurs when the relative Figure 6.7. Explanatory sketch of time history of bow
velocity exceeds the threshold velocity at the motion relative to wave and phase-plane diagram for
instant of reentry, i.e. , r = H, and In slamming [73].
the phase -plane diagram shown in Figure 6.7(b),
slamming occurs whenever the curve crosses 6.3. Prediction of slamming severity.
the line DC. Thus, the probability of occurrence Ship slamming is always accompanied by an
of slamming is given by impact pressure, and the magnitude of the pres-
Pr Slamt = Pr 1 r = H, i• * 1 sure is indicative of the severity of the phenom-
enon. It was found experimentally that the im-
.2
2+ r pact pressure is approximately proportional to
H
2 ))3 - the square of the magnitude of relative velocity
0 at the instant of impact. Let the impact pres-
- exp
sure, p, be
r r =r * . (6.25)
p = k r2
.2 where,
2 r k = constant dependent on ship section shape.
H *
= exp )1 (6.24)
Rt RH. The relative velocity critical for slamming,
on the other hand. ha's the following probability
where, density function:
= twice the variance of the relative veloc- 1 .2 .2
- --r(r -r * )
ity = OD 2 I . H.
o Rr 2r
f(r ) , (6.26)
Then, by multiplying equation (6.24) by w0/2n. R.
the number of slams per unit time given in
equation (6.20) is derived. Note that the probability density function is
364

truncated at the threshold velocity I:* due to
condition 2 given in Section 6.2, and that the
parameter of the Rayleigh distribution, Rt , is
twice the variance of the relative velocity since
only the positive value is associated with slam
impact.
From equations (6.25) and (6.26) with the aid
of the transformation theorem on random varia-
bles, the following truncated exponential dis-
tribution is derived as the probability density
function of impact pressure [73]
(P -P0)
f(p) = 1‘ e
be able to withstand such high impacts which
might cause structural damage to bottom plating
or severe vibration of the entire hull. For this.
Ochi and Motter [78] applied order statistics to
the probability density function given in equa-
tion (6.27).
Let pn be the extreme pressure which will
occur in n finite number of observations. Then,
from equations (6.27) and (5. 23), the probability
density function of pn is obtained, namely.
n-1
-N(P -P ) 1 -e- A(P -Po )}
n o1 n
g(p ) n e (6.28)
Po < (6.27) n

P :=.13
where, o n
= l/k R .t Then, the probability that the extreme pres-
2
po = threshold pressure = k .
sure will exceed a certain magnitude pa is given
An example of the comparison between an ex- by,
perimentally obtained histogram of pressure Pr \ Extreme value pl = g(p )cip
and the function given in equation (6.27) is shown n n n
in Figure 6.8. A good agreement between them pn

can be seen in this example. --p ) n

o
Although the foregoing probability density =1 -11 - e (6.29)
1
function provides various statistical information
By letting this probability be a, the pressure
such as the average pressure, the significant magnitude fin(a) is obtained from the above equa-
value, etc. , it may not be adequate for ship tion. Here, pn(a) is a pressure for which the
design. Instead, the extreme pressure mag- probability that the extreme pressure in n-ob-
nitude which will occur in a certain ship opera- servations (slams) will exceed this value is a.
tion time appears to provide a more useful That is,
criterion for design practice, since a ship must 1
1
p (a) = p - -ln{l -(1 -a )11} (6.30)
Arerope of Avirogt of n o A
1/3 HINV 1/10 Highest
n PSI an PSI
—
5
Predcreci 67 5 96 9
To express the extreme values in terms of
Measured 62.0 83.3 ship operation time in rough weather rather than
4
the number of observations n, the following for-
,,.. Theory
mula for the number of slam impacts during T-
hours will be used:
Experrnent

.2
•••--.1
2 r
3T H * )1
n = (3. 6x10)— /R exp
2 -Fr r r +
Ihh. R R.
r r
where,
(6.31)
T - ship operation time (hours).
12 0
Info-timid Pressure in PSI Figure 6.9 is an example of numerical com-
Ensure, P.
12 4 PSI putation of the extreme values obtained from
Station 2 of the MARINER at 10-knot speed in
Figure 6.8. Sample histogram and predicted probability
density function of slamming pressure (MARINER model) Sea State 7. The most probable value of extreme
[73]. pressure in the figure is the one for which the
 365

Thus,
2
999 D
Pr{Deck wetness} = exp - 7 (6.32)
11
R
o. 990 - r
SHIP OPERAT ON
, TIME IN HOURS
0. 950 It is noted that R r in the above equation has a
N
0. 900 I different value from that in equation (6.24),
1,
0. 800
since the relative motion between wave and ship
bow at the stem (forward perpendicular) is con-
sidered for this case. It is noted also that Tasai
0. 500 Ne
modified the freeboard, D, in the above equation
to include bow wave, sinkage and trim, and
0
dynamic effect of water surface elevation, and
o. 100 obtained a good agreement between computed
1
0. 050
and observed frequencies of deck wetness of a
0. 025
O. 010 full form ship [80].
0. 005 As a criterion for the severity of deck wet-
......\...............
ness, a statical pressure due to the head of
a 001
water flowing over the deck may be considered.
The probability distribution of this pressure is
80 100 120 140 160 180 200 220 240 260
derived as follows [73]:
PRESSURE
Analogous to equation (6.26), the probability
Figure 6.9. Probability that extreme value exceeds a density function to the bow motion relative to
preassigned pressure as a function of ship operation time
waves which is critical for deck wetness is given
(MARINER, Station 2, Sea State 7, 10-knot speed) [78].
by,
1 2 2
probability density function of the extreme pres- -7-(r -D )
sure has the peak value. It can be seen from R
2r r (6.33)
f(r) = e D<r<.,
this figure that for a given sea condition only
one ship in 100 sister ships operating under R
r
statistically identical environments may suffer
from a pressure higher than 260 psi at Station In order to express this probability function
o = r/a
2. Further application of this prediction method in terms of pressure units (psi), write q
a is the conversion unit.
to ship design using the lines is discussed in and q* = D/a, where
Reference [79]. Then, equation (6.33) becomes,
2
a 2
6.4. Frequency and severity of deck wetness. (c10 -1̀. )
Another example of the Poisson process in the 2
2a q. <qo <= (6.34)
naval engineering field is the deck wetness f(%) = t go e
phenomenon. The deck wetness defined here is R
caused by the shipping of green water from the
where,
stem, and the phenomenon is quite similar to a = constant, 2.32 ft/psi (conversion unit).
slamming from the statistical point of view. An
essential difference between these two phenom- Since RD in the above equation is the pressure
ena is that slamming is a function of relative corresponding to the peak of the relative motion,
motion and velocity between waves and shipbow, and q, is that corresponding to the freeboard
while the deck wetness is a function of relative forward, the pressure due to the green water on
motion only. Hence, the probability of occur- the deck, q, is the difference between them.
rence of deck wetness is readily obtained from Thus, the probability density function of the
equation (6. 24) by letting = 0 and by replacing pressure due to green water can be derived from
the draft, H, by freeboard at ship bow, D. equation (6.34):
366

2
a q*) 2
q*2 perienced on deck due to green water with an
l( experimental histogram is shown in Figure
2 R
2a r 6.10. The experimental histogram was obtained
f(q) = (q+q*)e
from model tests on the MARINER operating at
R 0<q (6. 35)
r a 10-knot speed in a moderate Sea State 7. In-
where, eluded also in the figure are the averages of the
q = pressure due to green water on the deck one-third (significant value) and one-tenth high-
(psi). est pressures. On the basis of the reasonable
agreement between theory and experiment, it
The significant pressure value, ci v,, average
may be concluded that the pressure associated
of the one-third highest, is then given by [73]:
with green water on deck follows the probability
2 density function given in equation (6.35).
a 2 21
Although no formula has yet been made avail-
i(ch/3+cl*)
able, the probability density function of the ex-
Y1/3= 3 q,4 e Rr treme pressure values associated with green
water may be derived by the same procedure as
2
a 2 was discussed in Section 6.3.
q*
R R 2
r r 2a VII. Statistics as applied to powering characteris-
1-1) ( q +
2 tics.
a R
r 7.1. Powering characteristics in waves.
(6 . 36)
The method to predict ship motions and bend-
where,
ing moments in a seaway described in the
R preceding sections are not necessarily applic-
2 r
q* -( )(log -q* able to the prediction of the powering character-
cli/3
a istics of ships in waves. This is primarily due
2 to the fact that, whereas ship motions are ap-
t
u proximately proportional to wave height for
(1)(u)= 1 j e dt either a constant ship speed or a constant num-
V2Tr -00
ber of propeller revolutions (rpm), increase in
powering characteristics in waves is rather
An example of the comparison of the theoret-
sensitive to the propulsion system and linearity
ical probability density function of pressure ex-
does not always hold. For instance, results of
30 model experiments have shown that the mean
Average of Avoroge of increase in thrust (or torque) in regular waves
1/3 Highest I/10 Highest
el PSI II PSI is proportional to either wave height or wave
Predicted 7.2 10.6
height squared, depending on whether the test is
Theory
MSCISUI ad 5.9 13.1 conducted at a constant rpm or at a constant
20
speed [81]. It should be recalled that correction
0- "."---Experiment of the wave spectrum for ship speed is required
when applying a superposition technique for
estimating ship response in irregular waves.
10 Hence, the same prediction technique as that
used for ship motions in irregular seas, which
is based on the linear relationship between wave
and motions, is no longer valid for the estima-
oo tion of the mean increase of power in waves.
2 4 6 10 12
Pressure in PSI Before discussing the statistics applied to
Figure 6.10. Sample histogram and predicted probability
powering characteristics in waves, it may be
density function of pressure on the deck due to gree water well to outline the behavior of thrust in waves as
(MARINER model) [73]. an example. Figure 7.1 shows an explanatory
 367

1 ; —
IN REGULAR WAVES
• CONSTANT RPM
T 0 CONSTANT SPEED
Tm
12 o
d
AVERAGE
IN CALM WATER I [

ZERO
1 I
UPPER LIMIT FOR
CONST. SPEED --/ y
To
,
cc
7
IN IRREGULAR WAVES 0
/ IN CALM WATER

,,,,/
IN CALM o/ LOWER LIMIT FOR
WATER dT CONST. SPEED
25 /5
ZERO
TO

Figure 7.1. Explanatory sketchof time history of thrust

in regular and irregular waves. 0 5 10 15 20 25
SHIP SPEED IN KNOTS

Figure 7.2. Ship speed and propeller rpm in irregular

sketch illustrating the behavior of the time his-
tory of thrust for both regular and irregular
waves. Whether the ship is moving with a con-
stant speed or a constant rpm, the time history
may still be thought of as consisting of three
elements:
1. To , the magnitude of thrust required to move
the ship in calm water,
2. T m , the mean increase in waves required
over and above T o,
3. A T, the fluctuation about Tm with the
frequency of wave encounter.
In the case of regular waves, T m is constant
with respect to time and AT performs regular
oscillations with a period equal to that of the
regular wave encountered. In the case of ir-
regular waves, however, both T m and AT are
random variables following different probability
laws as will be discussed later.
It is of interest to note the type of relationship
waves (MARINER, Sea State 7) [81].
tests coincide with those of speed for constant
rpm tests, although the upper and lower bounds
are reversed. This result suggests that the
powering characteristics for constant rpm may
be converted to those for constant speed, and
vice versa.
As was mentioned earlier, the prediction of
ship performance in irregular waves is possible
only for constant speed. A ship in a seaway, on
the other hand, has effectively to be operated at
either constant rpm, power, or torque, because
of its propulsion machinery, so that ship speed
fluctuates slowly. These different situations,
however, may be linked together by the above-
mentioned powering characteristics in waves,
0.6
HISTOGRAM FROM OBSERVATION
03

which exists between the speed and rpm of a 8

0.4
ship in irregular waves observed from model NORMAL
DISTRIBUTION
experiments. This may be seen in Figure 7.2 5 0.3
where the solid circles are the variation of
speed with respect to constant rpm, whilst the 0.2
0
white circles are the variation of rpm with a.
0.I
respect to constant speed. The observed minim-
um, average, and maximum values are given in
8 9 10 11 12 13 14
the figure. Tests have shown that these two MINIMUM 8.4 AVERAGE 11.3 MAXIMUM 13.8
SHIP SPEED IN KNOTS
variations are normally distributed (see Figures
7.3 and 7.4), and that the lines of average, up- Figure 7.3. Histogram of ship speed for constant pro-
per and lower bounds of rpm for constant speed- peller rpm, 81.5 (MARINER, Sea State 7) [81].
368

7
• PROPWIR RACING

HISTOGRAM FROM
6 OBSERVATION
x to • RACING AND BOW EMERGENCE
30
a7

5
503 25
Tr'
0- 4
cc •
NORMAL SAte4 0 a

THRUST IN L BS
DISTRIBUTION
!--c) 3

303
2

•
203 10

• '

103 5
40 50 r60 70 so 100 • '
IN CALM WATER MINIMUM 54.2 AVERAGE 72.0 MAXIMUM 89.4

PROPELLER RPM 30 ex)

0 10 20
WAVE HEIGHT IN FT
Figure 7.4. Histogram of propeller rpm for constant
11501140 1/30 1/25 1/20 1/15
ship speed, 10 knots (MARINER, Sea State 7) [81]. C/A

Figure 7.5. Thrustversus wave height in regular waves

and hence the predicted average values of the for constantpropeller rpm (Wave length/Ship length = 1,
powering characteristics for constant speed may rpm - 109) [81].
represent those for constant rpm, power, or
torque. For example, the predicted mean in-
crease of thrust for a constant speed may re- x103
present that for a constant rpm in a given ir- 3,000 Qm
4Q
regular sea. Similarly, the predicted mean in- 2,500
crease of torque for a constant speed may re-
2,000
preseht that for a constant power in a given ir-
regular sea if a relationship similar to that 1,500
shown in Figure 7.2 is obtained between speed
and power.
1,000
7.2. Mean increase of power in waves. a SOO /
TOF

It was mentioned in the previous section that

the mean increase of a quantity such as thrust, 600
T m , is constant in regular waves. It increases
with increase in wave height, but the rate of in-
crease for constant rpm is different from that
for constant speed.
Figure 7. 5 shows an example of the wave
height effect on thrust for constant rpm in
200
regular waves of length equal to ship length. 8 10 15 20 25 30 417
Since propeller rpm is the same for all waves, WAVE HEIGHT IN FT
the ship speed decreases with increase of wave
1/60 1150 1/40 1130 1/20
height as shown in the figure. For reference
t/A
purposes, the wave height for which propeller
racing and/or bow emergence were observed is Figure 7.6. Torque versus wave height in regular waves
also indicated in the figure. As can he seen, the for constant speed (Wave length/Ship length - 1, Speed -
15 knots) [81].
mean increase, T m , for reduced speed in waves
is approximately linear with wave height. On the
other hand, as may be seen in Figure 7.6, T m , al to the square of the wave height for constant
(or mean increase of torque, Q m ) is proportion- speed in regular waves. This Figure 7.6 shows
 369

SS

F. 0.214

Is_

10.,

et:
s_

• Is s Is IS
X/t.—••• A y

SO
Q211 Fr.. Q211

IS_ vs_

10

•
es I IS IS A is

Figure 7.7. Mean increase of resistance, thrust, torque, propeller revolution and power in regular waves of dif-
ferent heights and lengths [82].

an example of the mean increase of torque in
regular waves of different heights.
A more complete picture of the above-men-
tioned properties can be found in a series of
model experiments carried out by Gerritsma et
al [82]. Figure 7. 7 shows the mean increase of
600
.S,o,e6
../
THRU STINGR. TORQUE INGR-Cr
resistance, thrust, and torque, etc., divided by
the square of wave amplitude for various speeds
and wave lengths. Its can be seen in the figure
that all powering characteristics are propor-
tional to wave amplitude squared for constant
speed or wave length. If Gerritsma's data is
replotted for a constant rpm, however, the mean
increases of thrust and torque are approximately
0,
linear with wave height as exampled in Figure
1.2
7. 8.
The mean increase of thrust, Tm , (or torque,
• 1.0

etc.) varies slowly in irregular waves (see

• T.
400 0.8

4
z
•
300 0.6 Iat
rHISTOGR M FR. OBSER ATION
PROB ABIL ITYDENSI TY IFT-L BS

200 0.4 111A 70

r1 I
a a!
FrOr Mil DISTRI 37105
RPS. 12
,••4 .;
100 VI.. =1.0 0.2

,,,P"k
0 2 6
I
10 12 III IS
m isn 2(01 250 300
4 Ar"":1
1
1.1111
400 450 501 550 603 10'
WAVE HEIGHT IN CM AVERAGE 313 10 MAXIMUM 5 1 v 10'
MINIMUM 167.
Om IN FT-LOS
Figure 7.8. Mean increase of thrust and torque in regular
waves for constant propeller rpm (Data from Reference Figure 7.9. Histogram of mean increase of torque in ir-
82). regular waves (MARINER, Sea State 7, rpm = 81.5) [81].
370

1000

900_ PROPELLER REVOLUTIONS

65
900_

700..

600

E 500 - 10

S.
/t00., t '-
O c
300.,

200_,

2_
100_

0
0 11111 lir
0S •0.6 0.7 09 09 1.0 1'1 1.'2 1.3
11 1.4 15
QS 06 07 Q9 09 1.0 1.1 1.2 1.3 14. 1.5
V
V mAic

10

-
9

I-
7-

6 ..

E ,
o
3_

2..

IIIT 1I 1
05 06 0.7 0.9 09 10 1.1 1.2 1.3 14 1.5
Vim.rn,sec

Figure 7.10. Comparison of measured and predicted values of torque, propeller revolution, and power in regular
waves [82].

Figure 7.1). Observations during model ex- stant for a given ship speed moving in regular
periments have shown that it is a random varia- waves with amplitude c A . Using this frequency
ble obeying the normal distribution for both con- dependent function together with the wave spec-
stant speed and constant rpm [81]. An example trum, S(coe ), representing the encountered ir-
of the mean increase of torque, Q m , for con- regular sea, the average value of T in ir-
m
stant rpm in Sea State 7 is shown in Figure 7. 9. regular waves is given by,
It is surmised from this result obtained by
T(co )
model experiments that the mean increase of the e
17
propulsive qualities of a ship in a seaway may m=2 f S(0.) ) •
e m
2 de (7. 1)
o
be normally distributed regardless of its propul- A
sion system. Comparison between the predicted and meas-
Maruo [83] and Gerritsma et al [82] have ured mean increases of torque, rpm, and power
shown a method of predicting the average value for various speeds in two different sea states
of T m , for example, by applying a superposition was made by Gerritsma et al, and good agree-
technique as follows: ment between them was obtained as is shown in
Consider the quantity T nnA 2A which is a con- Figure 7.10.
 371

9000-

9000 —
6000

7000_
5000

6000_
4000
CALCULATED INCREASE
g 5000— OF POWER IN WAVES •
•
t 3000 FOR SPEEDS ACCORDING
TO FIG 12
E 4000 — \•
0.
E 2000
t 3000 —
DERIVED FROM
7 SERVICE PERFORMANCE
t 1000
2000- DATA
a-
79

1000_ 0

0 PGURE5 NEAR 3•POTS INDICATE NUMEIER OF 3FISERVAI.ONS

ON WHICH THE AVERAGE IS WAD
10 12 13 14 15 16 17
Vs —a—knots

Figure 7.11. Calculated mean increase of power in uni- 0 1 2 3 1. 5 6

directional head seas [82]. SIGNIFICANT WAVE HEIGHT-22—m

Figure 7.13. Comparison of calculated mean increase of

power in waves with service performance data [82].

compared with the mean values evaluated from

the service performance data collected on the
18 —
North-Atlantic route [82]. Figure 7.11 shows
the estimated mean increase of power for
17-
various ship speeds in seas represented by the
Neumann spectra [84], and Figure 7.12 shows
16_
the relationship between ship speed and the ob-
served wave height assuming that the latter cor-
responds to the significant wave height calculat-
•
ed from the Neumann spectrum. From these two
•
•
•
figures, the mean increase of power in various
sea states was obtained. Although some as-
•
13_ •
•
•
sumptions are involved in this estimation, the
•
•
• mean increase of power in a seaway as predict-
12_ FIGURES NEAR SPOTS INOICATE NUMBER OF
OBSERVATIONS ON WHICH THE AVERAGE IS BASED
• •
ed from model test responses is in good agree-
ment with service performance data as can be
seen in Figure 7.13.

1 I I I I r
0 1 2 3 4 5 6 7.3. Thrust and torque variations due to waves.
OBSERVED WAVE HEIGHT —2..m Results of model experiments have shown that
Figure 7.12. Ship speed as a function of wave height
the variation or fluctuation of the thrust, A T,
de rived from service performance data [82].
(torque also) in regular waves is approximately
sinusoidal, and that the magnitude of variation
Further application of the prediction method is proportional to the square of the wave height
was made to estimate the mean increase of for both constant speed and constant rpm tests
power in various sea states, and the result was (see AT in Figures 7.5 and AQ in Figure 7.6).
372
10'
4
HISTOGRAM FROM 00S RVATIGH
3 are also due to Dr. Cummins of the Naval Ship
p riPAFT4111
-9,
,4
2 suggestions offered during his review.
1 o
r f
0 E'
IKI 2130 303 CO 503
• 03 IM FT-1.11s
Figure 7.14. Histogram of variation of torque in ir-
regularwaves (MARINER, Sea State 7, rpm = 81.5) [81].
This result suggests that the variation of any
powering quantity in regular waves may be as-
sumed to be proportional to the square of the
wave height irrespective of whether the ship is
operating at constant rpm, power, or torque.
On the other hand, the variation of any power-
ing quantity in irregular seas appears to follow
the Rayleigh probability distribution irrespect-
ive of whether the ship is operating at constant
rpm, power, or torque. Figure 7.14, for exam-
ple, shows the histogram of the variation of
torque in irregular waves obtained from model
experiments conducted at constant rpm. A
similar result was also obtained for constant
speed tests.
Thus, although the statistical properties of
the power variation in irregular waves have
been clarified, a prediction method based on
applying the superposition technique has not yet
been developed. Since the variation of thrust and
torque is proportional to the square of the wave
height in regular waves, it might be surmised
that the thrust and torque follow the exponential
distribution in irregular waves. However, this
is not the case in practice; because, for con-
stant rpm, for example, ship speed varies in
irregular waves and this variation affects the
distribution. In other words, the exponential
distribution is plausible for the conditional dis-
tribution assuming that the ship can maintain
both steady rpm and steady speed, but this is
only the case when she is moving in regular
waves.
Acknowledgment.
This monograph was prepared under the
General Hydromechanics Research Program,
U. S. Navy. The authors are grateful to Profes-
sor Timman of the Technological University
Delft, who kindly reviewed the manuscript and
contributed many valuable suggestions. Thanks
RAYLEIGH DISTRIBUTION Research and Development Center for the fruitful
• A,..r
References.
KO 700 KO 903 1.030 110' 59. Abrahamsen, E., Nordenstrom, N. and Roren,
E. M.Q. , 'Design and reliability of ship struct-
ures', Spring Meeting Soc. Nay. Arch. & Mar.
Eng. , 1970.
60. Mansour, A.E., 'Probabilistic design concepts in
ship structural safety and reliability', Trans.
Soc. Nay. Arch. & Mar. Eng., Vol. 80, 1972.
61. Fukuda, J., 'Predicting long-term trends of deck
wetness for ships in ocean waves', Memoirs of
the Faculty of Eng., Kyushu Univ., Vol. 28, No.
2, 1968.
62. Walden, H., 'Die Eigenschaften der Meerswellen im
Nordatlantischen Ozean', Deutscher Wetter-
dienst, Seewetteramt, Einzelveroffentlichungen,
No. 41, Hamburg 1964.
63. Ochi, M.K., 'On prediction of extreme values',
Journal of Ship Research (will appear in Vol. 17,
1973.
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