Computers and Geotechnics 43 (2012) 1–11

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Computers and Geotechnics

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Natural frequencies of wind turbines on monopile foundations

in clayey soils—A probabilistic approach
L.V. Andersen, M.J. Vahdatirad ⇑, M.T. Sichani, J.D. Sørensen
Department of Civil Engineering, Aalborg University, Aalborg, Denmark

a r t i c l e i n f o a b s t r a c t

Article history: A comprehensive study is performed on the stiffness of a monopile foundation supporting an offshore
Received 28 July 2011 wind turbine in undrained, over-consolidated clay having a spatial variation of the soil properties. The
Received in revised form 8 December 2011 undrained shear strength is considered as a stochastic field with increasing mean value over depth. A
Accepted 29 January 2012
nonlinear stochastic p–y curve is integrated into a finite difference scheme for calculation of the monopile
Available online 25 February 2012
response. A simple model of a wind turbine is constructed with equivalent uncoupled springs providing
the foundation response at the pile-cap level. This is used to identify the first natural frequency of the
Keywords:
structure interacting with the soil. The reliability index and low probability events of natural frequency
Wind turbines
Foundations
as an important criterion for fatigue are obtained by the asymptotic sampling method.
Random field Ó 2012 Elsevier Ltd. All rights reserved.
Stochastic analysis
Asymptotic sampling
Dynamics

1. Introduction and subsoil. As an alternative, this paper suggests a reliability-

Monopiles are often applied as foundations for offshore wind
turbines. For a variety of subsoil conditions, this type of foundation
has proved to be cost-effective at water depths less than 30 m. An
example is the 2.0–2.3 MW turbines installed at Horns Rev in the
North Sea west of Jutland, Denmark. With growing demands for
sustainable energy and limited space for new wind farms onshore
and near the coast lines, future wind turbines are to be installed in
greater water depths. Here, fewer but larger turbines (e.g. 5 MW
turbines) provide a more economically profitable solution.
The fatigue limit state has been found to be critical for most off-
shore wind turbines. To minimize the development of fatigue dam-
age, dynamic amplification of the response must be avoided. Thus,
it is of paramount importance that the first natural frequency of
the wind turbine does not coalesce with the excitation frequencies
related to wind and wave loading. A reliable estimation of the nat-
ural frequency should therefore be provided, already in the design
phase.
Based on current codes of practice, a deterministic design is per-
formed for the foundation assuming a quasi-static load on the
structure. The design may be carried out using a total safety and/
or a partial safety factor semi-probabilistic approach; but these ap-
proaches provide limited insight into the reliability of the estimate
of the natural frequency of the structure including the foundation
⇑ Corresponding author.
E-mail addresses: mjv@civil.aau.dk, j_vahdati@yahoo.com (M.J. Vahdatirad).
based design approach for the monopile, by which the reliability
of the wind turbine can be assessed with respect to the influence
of the uncertainty related to estimation of the natural frequencies.
The reliability based approach also makes it possible to assess/
modify the safety factors used in a deterministic design.
Several methods have been proposed for the analysis of lateral
pile response, including first and foremost the p–y method that
was suggested about 55 years ago [1,2]. In this method, the lateral
capacity in terms of displacement, bending moment and shear
force is determined by modelling the pile as a beam and the soil
as a system of uncoupled lateral springs known as a Winkler mod-
el. The springs are described by p–y curves defining the load–
displacement relationship for the interaction between soil and pile
[3–5]. Today, the p–y method is the standard procedure for the
design of laterally loaded piles as recommended in the relevant
guidelines for offshore engineering, cf. e.g. [6,7]. Finite-element
or finite-deference methods are commonly used for analysis of
the pile response, using nonlinear p–y curves to account for the
initial stiffness of the soil as well as its ultimate capacity.
Usually, the material within each soil layer is regarded as homo-
geneous with deterministic strength and stiffness properties. Reli-
ability analysis of laterally loaded piles involving nonlinear soil and
pile behavior has been presented by Chan and Low [8], who pro-
posed an alternative approach to analysing laterally loaded piles
in a spread sheet platform. Haldar and Babu [9] have performed
a study on the effect of soil spatial variability on the response of
laterally loaded piles in undrained clay where the shear strength

0266-352X/$ - see front matter Ó 2012 Elsevier Ltd. All rights reserved.
doi:10.1016/j.compgeo.2012.01.010
2 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11
has been considered as a random field and the pile properties left
deterministic. Barakat et al. [10] presented a reliability-based
optimization of laterally loaded piles, and Low et al. [11] used a
stochastic nonlinear p–y method for the analysis of laterally loaded
piles. A similar study regarding the quasi-static vertical loading of
piles in random soil was performed by Fenton and Griffiths [12].
Zaaijer [13] developed a foundation modelling technique to
assess the dynamic behavior of offshore wind turbines. In order
to reduce the computational burden, the dynamic model of the
foundation was simplified while maintaining sufficient accuracy.
Alexander [14] estimated the nonlinear resonant frequency of a
single pile in nonlinear soil by determining analytical expressions
for the nonlinear resonance frequency (or natural frequency) of
the fundamental lateral mode of a pile. More sophisticated models
were developed by El Naggar and Novak [15,16], who replaced the
soil with a system of springs, dashpots and point masses account-
ing for the damping due to material dissipation and wave radiation
into the soil.
In this study, the wind turbine is modelled as a simplified struc-
tural system with the purpose of identifying the variation of the
lower natural frequency due to random variation of the soil prop-
erties. The concept of the Winkler foundation model with soil
resistance based on p–y curves has been adopted. Since this model
was originally proposed and calibrated to the design of piles sub-
jected to static loading in the ultimate limit state, significant model
uncertainties can be expected when it is applied for dynamic load-
ing for wind turbine applications. However, the method of estimat-
ing tower frequencies based on a simple p–y curve approach is
extensively used within the industry as explained above. Further,
the aim of this study is to develop and validate the consistency
of a reliability-based analysis method that can be applied to a more
refined and accurate computational model once the concept has
been proven. As such, the accuracy of the model is not a major con-
cern in this work. It is noted that the model uncertainty can easily
be included in the reliability analysis although it can be difficult to
assess the magnitude of the model uncertainty. However, if mea-
surements are available they can be used to assess the model
uncertainty, e.g. using a Bayesian statistical approach.
Firstly, crude Monte Carlo simulation (MCS) is carried out, and
for each realization of the random variables (i.e. the subsoil prop-
erties) the monopile response and natural frequency are deter-
mined. The final result is a probability density function for the
natural frequency of the wind turbine and the related stiffness of
the monopile at the seabed level. Prior to the stochastic analysis
of the natural frequency, the influence of the mean value and var-
iation of the external forces on the structural response is discussed.
very soft soft-soft soft-stiff
0 0.1 0.22
Fig. 1. Design approaches for the wind turbines (after [18]).
Secondly, Asymptotic Sampling is proposed as an efficient method
to estimate the tails of the probability distribution function for the
tower frequency with high accuracy for a small number of realiza-
tions of the random soil properties.
2. Problem definition
The first natural frequency of an offshore wind turbine and its
substructure including the foundation has a high impact on the
behavior of the system. Especially, coincidence of this so-called
tower frequency with the frequencies related to excitation from
wind and waves will lead to dynamic amplification resulting in
large-amplitude stress variations in the structure. This must be
avoided to prevent an accelerated accumulation of fatigue.
Waves related to sea states with a high rate of concurrency typ-
ically have wave periods of 4–5 s, leading to frequencies of 0.20–
0.25 Hz. This is close to the rotor frequency 1P associated with
the cyclic loading generated by mass imbalances in the blades.
For state-of-the-art wind turbines, the operational speed of the ro-
tor is typically about 7–12 rounds per minute (rpm), corresponding
to a 1P frequency of 0.12–0.20. Furthermore, each time a blade
passes the tower, the shadowing effect from the wind causes a load
on the structure. For a three-bladed wind turbine, this leads to
excitation at the blade passing frequency 3P as well as multiples
thereof, e.g. at a frequency of 6P.
If the tower frequency does not coincide with the excitation fre-
quencies of the dominant forces, resonance is avoided. Hence,
three classical design approaches have been defined [17]:
 Soft–soft design, where the tower frequency is less than 1P as
well as the frequencies related to the dominant wave action.
 Soft–stiff design, where the tower frequency lies between the
frequencies 1P and 3P.
 Stiff–stiff design, where the tower frequency is higher than the
blade passing frequency 3P.
Since state-of-the-art offshore wind turbines can operate with
variable rotor speeds, the design approach can be redefined and
enhanced as illustrated in Fig. 1 [18].
Designing the wind turbine within the soft–soft or blade–resonance
ranges requires a control system to obtain an exclusion window of the
rotor rate. Because of high wave loading, the very-soft approach may
be critical, whereas the stiff–stiff approach requires a very stiff founda-
tion leading to an expensive design. Hence, for conventional offshore
1P frequency ±10%
1P frequency
3P frequency ±10%
3P frequency
blade resonance range stiff-stiff
0.31 0.4 0.5 0.6 0.66
Frequency (Hz)
 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11 3

wind turbine foundations such as monopiles, resonance avoidance
generally is obtained by using a soft–stiff design.
As explained before, when a wind turbine is designed, the aim is
to obtain a tower frequency in a safe region, depending on the de-
sign approach. For the soft–stiff configuration, this region can be
defined on the basis of a Campbell diagram [19] as shown in
Fig. 2. The vertical black lines represent the operating range of
the turbine, where the rotor rotation is stopped for less than
6.9 rpm or higher than a design rate of 12.1 rpm. The first natural
frequency does not cross the fundamental force frequencies (1P
and 3P) in the operation range.
New wind turbines are operating at variable 1P and 3P frequen-
cies. In a deterministic soft–stiff design process, a certain value of
the tower frequency is the target, such that resonance at the 1P or
3P frequencies is avoided. However, in reality the tower frequency
is random with a probability distribution and cannot be fixed on a
deterministic value due to various uncertainties as discussed be-
low. Fig. 3 shows the difference between a deterministic and a
probability-based design. As shown in this figure, the first natural
frequency, or tower frequency, may coincidence with one or more
of the excitation frequencies, which leads to load amplification
thus decreasing the fatigue life. This is not considered in a deter-
ministic design.
As indicated by the discussion above, the natural frequencies of
wind turbines are used to estimate the fatigue load. Therefore, the
uncertainties related to the natural frequencies will be part of a
probabilistic model used for assessment of fatigue. In this regard
the main uncertainties are:
1
1P frequency
3P frequency
First natural frequency
Operation zone
0.75
Frequency (Hz)
 uncertainties in the definition of S–N curves used to estimate
the number of load cycles leading to failure for fatigue-critical
details;
 uncertainties related to Miner’s rule for linear damage accumu-
lation from each load cycle estimated using the appropriate S–N
curve;
 uncertainty in wave and wind loads due to physical and model
uncertainties;
 uncertainties related to estimation of the natural frequencies.
The natural frequencies of a wind turbine are affected by uncer-
tainties in the computational model (i.e. the p–y curve model in
this study) as well as physical or statistical uncertainties related
to the mass and stiffness of its components, including the soil–pile
foundation system. Furthermore, the magnitude of the loads acting
on the structure will have an impact on the natural frequencies due
to the nonlinear response of the soil. Thus, at higher load levels, the
first natural frequency is reduced due to a reduction of the stiff-
ness. Whereas the properties of the structure, including the pile,
can be controlled and determined with a small degree of uncer-
tainty, the soil properties are highly uncertain and cannot be con-
trolled. In addition it is expensive to perform in-situ tests offshore
to gain full insight into the material properties on a given location.
Therefore, physical and statistical uncertainties related to the soil
properties will always exist. The primary focus of this paper is to
develop a method by which the impact of the uncertainties of
the soil properties on the tower frequency can by assessed in an
efficient manner. In this context, the uncertainties related to the
loads and the structural properties will not be considered.
3. Computational model of the soil and pile response
The pile response is calculated by the finite-difference method
using a nonlinear p–y curve for undrained clay and an iterative

process as proposed by Low et al. [12], but with some modifica-

tions. For completeness, the method is described below.
0.5
Minimum Design
rotor rate rotor rate 3.1. Nonlinear p–y curve

0.25 A nonlinear p–y curve has been utilized for clay based on the
Matlock method. Hence, the ultimate soil strength per unit length
of pile is calculated as
  
0 c0 J
0 5 10 15 pu ¼ max 3 þ z þ z cu D; 9cu D ; ð1Þ
cu D
Rotor rate (RPM)
where c0 is the submerged unit weight, cu is the undrained shear
Fig. 2. Sparse Campbell diagram for soft-stiff design (after [19]). strength, z is the depth, D is the pile diameter and J is an empirical
dimensionless parameter. The deflection at one-half the ultimate
soil resistance is determined as
1P frequency
y50 ¼ 2:5e50 D; ð2Þ
3P frequency
50
Wave frequency
First natural frequency
where e50 is the strain corresponding to one-half the maximum
Deterministic design principal stress difference in the soil.
40
Probability Density

Next, the soil resistance at rest is calculated as


0:72pu if z P xr 6cu D
30 prest ¼ xr ¼ ; ð3Þ
0:72pu ðz=xr Þ if z < xr c0 D þ Jcu
20 and finally the soil resistance can be determined as
 13
y
p ¼ 0:5pu if y 6 3y50 ; ð4aÞ
10 y50

0 15y50  y
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 p ¼ prest þ if 3y50 < y < 15y50 ; ð4bÞ
12y50 ð0:72pu  prest Þ
Frequency, Hz

Fig. 3. Fundamental frequency ranges. p ¼ prest if y P 15y50 : ð4cÞ

4 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11

Here y is the absolute value of the pile deflection and the sign of p
thus has to be changed if the pile deflection is negative. Further, if
the pile deflection is y < 104 m, it is considered equal to
y = 104 m. The secant stiffness k of the soil per unit length along
the pile is calculated from the resistance divided by the deflection,
i.e.
k ¼ p=y:
3.2. Finite-difference model of the pile
A finite-difference method based on a numerical procedure pro-
posed by Low et al. [11] has been utilized. The monopile is mod-
elled as a beam and discretized into finite segments. Strain
compatibility and equilibrium among the segments and between
the segments and the soil springs are formulated. This method
was applied to a pile in soil with linear p–y relationship, and its
accuracy was verified by Low and Teh [20]. Low et al. [11] en-
hanced the flexibility of the method by allowing a non-uniform
discretization of the pile and employment of a nonlinear, strain-
softening p–y curve. The basic idea is to formulate an optimization
problem, choosing the deflections at the two discrete points near-
est the pile toe as the variables. The objective function is based on
the pile head response, such that the section moment and the shear
force should balance the external moment and force. For complete-
ness, the method is described in the following.
The monopile deflections at each node are calculated as
 
Dziþ1 0
yi ¼ yiþ1 þ ðDziþ1 =Dziþ2 Þ2 ðyiþ2  yiþ1 Þ  Dziþ1 1 þ y ;
Dziþ2 iþ1
4. Geometry and material properties
A simple model of a wind turbine has been generated. The
tower is modelled as an Euler–Bernoulli beam, and the nacelle,
hub, and rotor blades are combined into a distributed mass
placed at the top of the tower. Fig. 4 shows, in schematic form,
the wind turbine, substructure and monopile as well as the
ð5Þ
applied wind and wave forces, whereas Fig. 6 shows a simple
equivalent coupled-spring (ECS) model used in this study. The
properties given in Table 1 are calibrated such that the first nat-
ural frequency of the coupled structure–foundation system is
close to 0.285 Hz.
The undrained shear strength, cu, of the soil has been considered
as a lognormal random one-dimensional field with a mean value,
l, which exhibits an increasing trend with depth. An exponential
normalized auto-covariance function as suggested in the geotech-
nical literature has been considered [21]:
 s
q ¼ exp  : ð11Þ
d
Here, s = |g  n| is the absolute distance between points g and n in
the soil medium, here measured in the depth direction (i.e.
s = zi1  zi), and d is a correlation parameter. The correlation radius
for a one-dimensional real valued field, i.e. the correlation length, is
that proposed by Vanmarcke [22]:
ð6aÞ

Dziþ1 ¼ ziþ1  zi ; Dziþ2 ¼ ziþ2  ziþ1 ; ð6bÞ

where yi, yi+1 and yi+2 are the horizontal deflections at nodes i, i + 1
and i + 2, respectively, whereas zi, zi+1 and zi+2 are the depth coordi-
nates of these nodes. Further, y0iþ1 is the rotation of the pile at node
number i + 1. For the bottommost node at the toe of the pile, the
rotation is calculated as y0n ¼ ðyn  yn1 Þ=ðzn  zn1 Þ. The remaining
quantities will be found sequentially from the bottom and up. Thus,
   
M M
y0i ¼ y0iþ1  0:5 þ ðziþ1  zi Þ; ð7Þ
EI iþ1 EI i

where EI is the bending stiffness of the pile and M is the bending

moment that is determined based on the shear force, Q, according to
1
M i ¼ M iþ1  Q iþ1 Dziþ1 þ Dz2iþ1 ð2piþ1 þ pi Þ; ð8Þ
6

Q i ¼ Q iþ1  0:5  ðpiþ1 þ pi Þ  ðziþ1  zi Þ: ð9Þ

Here, pi = kyi is the soil reaction at node i, found by evaluating Eq.
(5) with y = abs(yi) and z = zi. Especially, at the toe of the pile, i.e.
node number n, the boundary conditions Mn = 0 and Qn = 0 apply.
In the proposed iterative method [11], the pile response has
been determined based on constrained optimization in a spread Fig. 4. Wind turbine structure and forces.
sheet with a minimal amount of programming. However, in this
paper an unconstrained optimization has been used by minimiza-
tion of the objective function
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi Table 1
F¼ M 2ext ðQ 1  Q ext Þ2 þ Q 2ext ðM1  M ext Þ2 ; ð10Þ Structural properties of wind turbine model.

Property Calibrated values

where Mext and Qext are the external moment and shear force at the
Elastic modulus of tower structure 2.05  1011 N/m2
monopile cap, respectively. Balance of the external and internal External diameter of tower structure 6.40 m
forces is ensured when F = 0. To achieve this, a very small deflection Wall thickness of tower structure 3.50  102 m
is initially assumed at the two bottommost nodes: yn ¼ y0n ; yn1 ¼ y0n1 . Height of tower structure above the seabed 1.00  102 m
Iteration is then performed, using the optimization toolbox in Matlab, Mass density of tower 8.45  103 kg/m3
Mass of nacelle, hub and rotor blades 3.36  105 kg
until the solution converges. In case of failure in the soil, a non-
Mass moment of inertia of nacelle, hub and rotor blades 6.49  107 kg m4
convergent solution is obtained.
 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11 5

Z 1
d¼2 qðsÞds: ð12Þ
0

Hence, the correlation length is equal to 2d for the exponential

normalized auto-covariance function.
A sequence of correlated and lognormally distributed soil shear
strengths is generated for each monopile response calculation. As a
first step, a sequence of uncorrelated variables, Ui, i = 1, 2, . . . , n, is
generated for the nodes in the model. In the present analysis, a
standard Gaussian distribution has been assumed for Ui. The next
step is to define a transformation from Ui to correlated variables
Yi with the same distribution. Introducing U and Y as the column
vectors with components Ui and Yi, respectively, and denoting by
T the lower triangular matrix calculated by Cholesky decomposi-
tion of the auto-covariance matrix, i.e.

TTT ¼ q; ð13Þ

the correlated variables are obtained as the components of

Y ¼ TU: ð14Þ
Finally, correlated and lognormally distributed undrained shear
strengths can be generated by the transformation

cu ¼ expðlLn þ rLn YÞ: ð15Þ

Here lLn and rLn are the lognormal mean value and standard devi-
ation. These are determined using a lognormal distribution trans-
formation given by:
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
1
lLn ¼ Lnl  r2Ln ; rLn ¼ Lnð1 þ COV 2 Þ; ð16Þ
2
where l is the mean value and COV is the coefficient of variation of
the population. Fig. 6 illustrates an example of a random sequence
of undrained shear strengths to be applied into the pile model. Ta- Fig. 5. Simple model with equivalent coupled-spring (ECS) model.
ble 2 lists the properties of the random field as well as the deter-
ministic values of the soil properties assigned for calculation of
the p–y curve. Only a single layer of soil is included in the model value (or reference level) of the horizontal force and the correspond-
and the stochastic field is assumed isotropic. ing moment. This issue is discussed in Section 5.1 below.
The base of the turbine tower is fixed to the monopile cap. In or-
der to obtain the Eigen frequency of the structure–foundation–soil
5. Deterministic and stochastic analysis of the tower frequency
system, an equivalent coupled-spring (ECS) model (cf. Fig. 5) has
been calibrated to the pile head response. The stiffnesses of the
In this section, the design of a monopile is discussed. Firstly,
horizontal and rotational springs are derived from the lateral dis-
two different approaches to deterministic design of the pile are dis-
placement and rotation at the monopile cap as:
cussed. Secondly, a stochastic analysis is performed regarding the
DQ ext DM ext variability of the Eigen frequency of the turbine.
ky ¼ ; kr ¼  : ð17Þ
Dycap Dhcap
5.1. Deterministic analysis and design of the monopile
Here, Dycap = Dy1 and Dhcap = Dy01 are the changes in lateral displace-
ment and rotation of the monopile cap, respectively, due to changes, For a 5 MW offshore wind turbine in 20 m water depth, the envi-
DQext and DMext, of the external forces and moments, respectively. ronmental forces from wind and waves have magnitudes of about
Hence, ky and kr are defined as secant stiffnesses rather than tangent Fwind = 2 MN and Fwave = 1 MN. Naturally, the loads are highly
stiffnesses. Due to the nonlinearity of the p–y curves, ky and kr will uncertain and vary with time; but this is not the focus of the
depend on the magnitudes of DQext and DMext as well as the mean present analysis. However, the eigen frequency of the structure will

Table 2
Random field and deterministic soil properties for nonlinear p–y curve generation. The properties resemble moderately over-consolidated clay.

Type Property Assumed values

Random field Undrained shear strength (cu) Mean value (l): 150 + 2z (kN/m2) (z is the layer depth in metres)
COV: 40%
Correlation length (d): 2.5 m or 5 m
Distribution: Lognormal
Deterministic Submerged unit weight (c0 ) 12 kN/m3
Strain corresponding to one-half maximum principal stress difference (e50) 0.01
Empirical dimensionless parameter (J) 0.25
6 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11

350 Case 1, a natural frequency of 0.270 Hz is obtained. Assuming that

Undrained shear strength of Clay

Random field the loads are applied in a more realistic manner within Case 1, the
300 Mean value
pile design obtained by Case 2 is therefore very poor and may lead
250 to a high probability of failure.
Finally, the sensitivity of the natural frequency to a change of
(kN/m2)

200
the forces has been performed with the results provided in Tables
150 4 and 5. As expected, the natural frequency decreases when the
loads are increased. Especially, a strong influence of the quasi-
100 static wind load is observed in Case 2. However, changes in DQext
50
and DMext only have a small impact on the Eigen frequencies calcu-
0 5 10 15 20 25 30 35 lated in Case 1.
Layer depth (m)

Fig. 6. Random field and linear increasing mean value of the shear strength.
Correlation length: d = 5 m.
depend on the magnitudes of the loads and their variation. In the
following, two approaches to the design of the pile are compared.
The design criterion is a target natural frequency of 0.285 Hz to
avoid resonance due to excitation from wind and waves.
In the first approach, referred to as Case 1, the wind load is as-
sumed to provide a quasi-static load due to the mean wind speed.
On top of this, the waves and wind produce an oscillating force. More
specifically, the pile is designed for a quasi-static wind load of 2 MN.
The change in the horizontal force is given by a variation of the wind
force of ±20% = ±0.40 MN and a variation of the wave force of ±1 MN
with a quasi-static value of 1 MN. The wind and wave load combina-
tion is considered such that horizontal forces at the pile cap are
Qext_max = max(Fwind + Fwave) and Qext_min = min(Fwind + Fwave), where
Fwind and Fwave are the wind and wave forces, respectively. Hence,
DQext = 2.80 MN and DMext = 120 MN m, assuming that the wave
and wind forces act 20 m and 100 m above the seabed, respectively.
In the second approach, referred to as Case 2, the wave and
wind forces are both considered as quasi-static loads. The magni-
tudes are Fwave = 1 MN and Fwind = 2 MN and no further variation
of the loads is assumed. Thus, the secant stiffnesses are found
based on DQext = 3 MN and DMext = 220 MN m. It should be noted
that this approach is unrealistic in the sense that the main part
of the wind load is quasi-static whereas the hydraulic force has
no quasi-static part except for a small contribution stemming from
current.
The pile is now designed for Cases 1 and 2 with the aim of
achieving a natural frequency of 0.285 Hz for a turbine with the
properties listed in Table 1 and with deterministic soil properties
corresponding to the mean values given in Table 2. The results
are provided in Table 3 where it has been assumed that the tubular
steel pile has a Young’s modulus of 2.05  1011 N/m2, correspond-
ing to that of the tower. Further, it should be noted that the piles
are far from failure in the ultimate limit state, i.e. the loads can
be increased significantly before failure occurs.
Obviously, other combinations of the diameter, wall thickness
and embedded length may lead to the same natural frequency as
the values given in Table 3. However, it is observed that the design
is very different in the two cases. The pile in Case 1 is much stiffer
than the pile in Case 2, and if the pile from Case 2 is also used in
5.2. Probability density function for the natural frequency
A stochastic analysis is carried out based on the statistical mod-
el of the undrained shear strength provided in Table 2. Before the
analysis of the natural frequency, the random response of the pile
to a deterministic load is examined by Monte Carlo simulation
with 7000 realizations. Fig. 7 illustrates profiles of the displace-
ment, rotation, bending moment and shear force as well as the soil
reaction along the pile length for a tubular steel pile with proper-
ties as listed in Table 3 for Case 2 and subjected to the wind and
wave forces Fwind = Fwave = 2 MN. A correlation length of 5 m is as-
sumed for cu. The blue line shows the reference results obtained
by employment of the mean values of the undrained shear strength
as deterministic values. These reference results do not coincide
with the mean value of the results achieved by the stochastic
simulation.
As shown in Fig. 7a, the displacement at the monopile cap has a
variation from 2.5 cm to 13 cm between the two extremes in the
7000 simulations. This variation of about 420% indicates that a
deterministic design based on the mean value of cu is subject to
great uncertainties regarding the displacement itself as well as
the horizontal stiffness defined in Eq. (17). In Fig. 7b, the monopile
cap rotation has a range of 0.008 to 0.003 radians (0.46 to
0.17 degrees) which is about 166% variation. Again, a great uncer-
tainty in the response of the pile is observed. The maximum bend-
ing moment occurs at a depth of 5–10 m (see Fig. 7c) and it has a
range of 2.42 MN m to 2.57 MN m providing a variation of less than
6% which is much smaller than the variations in the cap displace-
ment and rotation.
Next, the aim is to find a probability density function (PDF) for
the first natural frequency of the wind turbine supported by the
monopile. As a first step, the PDF of the two stiffness components
defined by Eq. (17) will be determined for design Case 1 with a
Table 4
Natural frequencies of the turbine at different load levels for Case 1.
DFwave DFwind
±10% ±20% ±30%
±0 MN 0.289 0.289 0.289
±1 MN 0.283 0.285 0.286
±2 MN 0.279 0.281 0.282
Quasi-static wave force = 1 MN; quasi-static wind force = 2 MN.

Table 5
Natural frequencies of the turbine at different load levels for Case 2.
Table 3
Properties of tubular steel monopiles for Cases 1 and 2. Fwave Fwind

Design External Wall Bending Embedded 1 MN 2 MN 3 MN

case diameter D thickness t stiffness EI length l (m) 0 MN 0.298 0.288 0.280
(m) (mm) (kN m2) 1 MN 0.293 0.285 0.277
Case 1 6.00 60 1.01  109 35.00 2 MN 0.289 0.282 0.274
Case 2 5.40 60 7.36  108 36.00
Quasi-static wave force = Fwave; quasi-static wind force = Fwind.
 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11 7

(a): Displacement (b): Pile rotation (c): Bending moment (d): Shear force (e): Soil reaction
0 0 0 0 0

-5 -5 -5 -5 -5

-10 -10 -10 -10 -10

-15 -15 -15 -15 -15

z [m]

z [m]

z [m]
z [m]

z [m]
-20 -20 -20 -20 -20

-25 -25 -25 -25 -25

-30 -30 -30 -30 -30

-35 -35 -35 -35 -35

-5 0 5 10 15 -10 -5 0 5 -3 -1 0 1 2 3 -2 -1 0 1 -4000 -2000 0 2000 4000
5 4
x 10 x 10 x 10
y [cm] Rotation [rad] M [kNm] Q [kN] p [kN/m]

Fig. 7. Response of the monopile of Case 2 subjected to Fwind = Fwave = 2 MN. The dashed blue line shows the results obtained with the mean value of cu.

quasi-static wind load of 2 MN plus/minus a wave load of 1 MN rotational stiffnesses of the monopile are likely to have a lognormal
and a wind load of 0.40 MN corresponding to a variation of the distribution if the undrained shear strength of the soil has a lognor-
wind load of ±20%. As given in Table 2, two different correlation mal distribution.
lengths of the undrained shear strength, namely d = 2.5 m and A study of Figs. 8 and 9 leads to the conclusion that the variation
d = 5 m will be analysed. The response of the monopile is deter- of the horizontal stiffness is greater than the variation of the rota-
mined for 7000 realizations of the stochastic field for cu. tional stiffness. Further, by comparison of the figures it is observed
The probability densities for the horizontal and rotational stiff- that smaller values of the correlation length, d, lead to less varia-
nesses of the pile, ky and kr, are provided in Figs. 8 and 9 in terms of tion of the stiffness components. For the smaller correlation
probability histograms and fitted lognormal distributions based on lengths, the tendency is even more pronounced, such that a rela-
the Maximum Likelihood Method. As shown in the figures, the log- tively narrow distribution is obtained for d = 1.25 m (not illustrated
normal distributions fit the probability histograms well. Thus, in in the figures). At the same time, the mean values of both stiffness
spite of the nonlinearity of the p–y curves, the horizontal and components decrease with an increase of the correlation length. A

(a) x 10
-8
(b) 1.2 x 10 -10

4.5 Histogram Histogram

Lognormal distribution Lognormal distribution
4
1

3.5

0.8
Probability Density
Probability Density

2.5
0.6

1.5 0.4

1
0.2
0.5

0 0
0 2 4 6 8 10 12 7
0 1 2 3 4 5 10
x 10 Impedance (rotational), N.m/rad x 10
Impedance (horizontal), N/m

Fig. 8. Probability density of the absolute values of the monopile cap impedances: (a) horizontal stiffness, ky; (b) rotational stiffness, kr. Correlation length: d = 2.5 m.
8 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11

(a) x 10
-8 (b) x 10
-10
3.5
Histogram Histogram
Lognormal distribution Lognormal distribution
0.9
3
0.8

2.5 0.7
Probability Density

Probability Density
0.6
2

0.5

1.5
0.4

1 0.3

0.2
0.5
0.1

0 0
0 2 4 6 8 10 12 0 1 2 3 4 5
7 10
Impedance (horizontal), N/m x 10 Impedance (rotational), N.m/rad x 10

Fig. 9. Probability density of the absolute values of the monopile cap impedances: (a) horizontal stiffness, ky; (b) rotational stiffness, kr. Correlation length: d = 5 m.

plausible explanation is that the pile smears out the variation for 80
the smaller correlations lengths, whereas the pile can undergo Histogram
70
large deformations within regions with low stiffnesses when d is
large. The main results are listed in Table 6. 60
Probability Density

Figs. 10 and 11 show the probability densities of the natural fre-

50
quencies of the simple wind turbine model. The natural frequency
has a range of 0.250 Hz to 0.305 Hz, with the mode occurring at 40
about 0.285 Hz. However, the distribution is positive skewed such
30
that the mean value is slightly lower than 0.285 Hz (see Table 6)
which was the design value for the natural frequency achieved 20
with a deterministic model based on the mean values of the soil
10
strength. Hence, whereas a lognormal distribution provides a good
fit to the probability densities of the stiffnesses ky and kr obtained 0
0.24 0.25 0.26 0.27 0.28 0.29 0.3 0.31
by Monte Carlo simulation, this is not the case for the natural fre- Natural frequency (fn), Hz
quency. This is primarily a consequence of the fact that the first
natural frequency of the wind turbine on the monopile has a max- Fig. 10. Probability density of the Eigen frequency. Correlation length: d = 2.5 m.
imum limit corresponding to the resonance frequency of the refer-
ence wind turbine fixed at the base. In the present case, the first
natural frequency of the fixed turbine is about 0.36 Hz which is Finally, in accordance with the previous discussion of the stiff-
well above the higher frequencies obtained by simulation. This ex- ness components, the mean value of the natural frequency be-
plains the low positive skewness. If the difference between the nat- comes lower when the correlation length of the undrained shear
ural frequencies in the two cases is smaller, which may be the case strength becomes large, whereas the coefficient of variation goes
for a stiffer and stronger ground, the skewness increases and the up. Thus, with reference to Table 6, d = 5 m involves a lower mean
coefficient of variation for the natural frequency becomes smaller. value and a higher COV of the Eigen frequency than d = 2.5 m.
This is advantageous with regard to the design of wind turbines, Therefore, the probability of an unacceptably low Eigen frequency
since a higher natural frequency than expected is much less prob- is higher for the soil with the longer correlation length compared
lematic than a frequency which is lower than expected. With the to the soil with the shorter correlation length.
stochastic properties of the undrained shear strength of the soil A direct quantification of the reliability of the turbine is not pos-
proposed in this paper and the resulting random foundation stiff- sible based on the present analysis, since a failure criterion has not
ness, there is a high probability of getting a natural frequency of been defined. In order to specify such a criterion, a further analysis
the wind turbine significantly lower than the design value of of the load spectrum related to the wind and wave forces is neces-
0.285 Hz. sary, and the accumulation of fatigue due to cyclic response with

Table 6
Statistical properties of the pile cap stiffness and the natural frequency.

Type Mean value (l) COV (%) Proposed distribution

d = 2.50 m d = 5.0 m d = 2.50 m d = 5.0 m
Horizontal stiffness 7.00  107 N/m 6.94  107 N/m 16 22 Lognormal
Rotational stiffness 3.75  1010 Nm/rad 3.72  1010 Nm/rad 9 13 Lognormal
Natural frequency 0.284 Hz 0.283 Hz 2.0 2.7 –
 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11 9

80 3. Generate N new sets of standard Gaussian random variables as

70
Histogram in step 1 above.
4. Choose an a e ]0; 1], cf. Ref. [26], and upscale the standard devi-
60 ation of the generated random sets to obtained scaled random
Probability Density

50 variables with ra = 1/a.

5. Perform the Monte Carlo simulation with the scaled random
40
variables.
30 6. Repeat steps 3–5 for different values of a.

20
10
0
0.24 0.25 0.26 0.27 0.28 0.29
Natural frequency (fn), Hz
Fig. 11. Probability density of the Eigen frequency. Correlation length: d = 5 m.
different strain amplitudes has to be modelled. This is beyond the
scope of the present paper. Further, huge amounts of realizations
are required in a crude Monte Carlo simulation to calculate low
failure probabilities with reasonable coefficient of variation
(COV) rather than some advanced methods which used fewer sim-
ulations. For this reason, more refined simulation techniques
should be employed. This is the focus of the following section.
6. Tails of the Eigen frequency cumulative distribution function
The number of Monte Carlo samples in this study (7000) covers
the range of low probability events down to about 1.4  104 for a
COV of about 1, which may not be reasonable due to big variation
of the estimates. The conventional design codes [23] for wind tur-
bines are calibrated to an annual probability of failure around 103
to 104 so that for a probability of 5  104 with a reasonable
COV = 0.1, about 2  105 simulations are needed. This number of
simulation is time consuming even with a simple computational
method such as the one suggested in Section 3 and will be critical
if the model is highly nonlinear with a huge random field discret-
ized into hundreds of random variables, e.g. at the integration
points of a three-dimensional finite-element model.
Henceforth, a very fast and accurate method based on Asymp-
totic Sampling (AS) is derived for determination of the low proba-
bilities. A direct presentation of the Cumulative Distribution
Function (CDF) as well as providing any considered probability
threshold level are the benefits of the AS method against other
methods, e.g. Importance Sampling [24].
The idea of AS is to change the threshold level, also known as
the barrier level, artificially such that more samples are generated
for the rare events and then they are used for estimation of target
probabilities at considered barrier levels [25]. In this regard the
Fig. 12 shows an outcome of the above procedure for a correla-
tion length of 5 m for the undrained shear strength of the clay. A
range of 0.1–1 has been chosen for the factor a and N = 500 simu-
0.3 0.31 lations have been conducted for each value of a, according to the
proposal in the work by Sichani et al. [27]. Secondly, for each value
of the scaled standard deviation, the realizations of the first natural
frequency of the model obtained by simulation are sorted and the
cumulative number of realizations below a given barrier level
(threshold value of the natural frequency) are found. As shown in
Fig. 12, the crude Monte Carlo method (uncorrelated random vari-
ables with zero mean and unit standard deviation) only covers an
interval of the natural frequency between 0.264 Hz to 0.298 Hz,
whereas the AS method with a = 0.1 covers an interval from
0.071 Hz to 0.356 Hz. Hence, the range of the barrier levels covered
by AS has been extended significantly compared to that of crude
MC simulation, thus enabling a more efficient estimation of both
lower and upper tails of the CDF.
Next, estimation of the probability related to each barrier level
is then performed in the following steps:
1. Choose the desired barrier level.
2. Estimate the scaled occurrence probability, p(a) for each a value
related to a curve in Fig. 12. This leads to a set of (a, p(a)) for
each barrier level.
3. Estimate the scaled reliability index as b(a) = u1(1  p(a)) for
each point (a, p(a)). This provides a set of (a, b(a)) for each bar-
rier level called the ‘‘support points’’ which will be used in the
regression analysis.
4. Estimate the coefficients A and B of Eq. (18) by regression anal-
ysis using the obtained set of (a, b (a)):
bðaÞ B
¼Aþ : ð18Þ
a a2
The realizations for a = 1 (crude Monte Carlo level) are weighted
higher than the realizations for a < 1 as a constraint for compatibil-
ity of the estimates within the Monte Carlo interval.
0.4

standard deviation of the random seeds is increased artificially

0.35
by the factor a1. Accordingly more samples are obtained from
Barrier level (natural frequency)

AS
the target probability distribution function. The scaled reliability
0.3
index obtained from the scaled random seeds is referred to as
MC & AS
b(a). Bucher [25] has shown that the scaled and unscaled reliability
0.25
indices have asymptotically a linear relation with factor a as crude MC ( α=1)
b(a) = a  b(1). This is utilized to estimate b(1) by estimating b(a) 0.2 α=0.6
using crude Monte Carlo simulation. α=0.4
AS
The steps of the AS method are listed below, cf. Sichani et al. α=0.3
0.15
[26,27]: α=0.2
α=0.15
0.1
α=0.1
1. Generate N sets of standard Gaussian random variables with
zero mean value and unit standard deviation. These are realiza- 0.05
0 50 100 150 200 250 300 350 400 450 500
tions of U in Eq. (14).
Cumulative number of realizations
2. Perform the Monte Carlo (MC) simulation with the generated N
random sets and sort the outcome in an incremental manner. Fig. 12. Cumulative number of realizations and respective a factor barrier level.
10 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11

5. Estimate the unscaled reliability index and probability for the the corresponding scaled reliability index b(a) has been deter-
chosen barrier level as b(1)=A + B and p(1) = u1(b(1)), mined. The coefficients of Eq. (18) have then been found by curve
respectively. fitting using regression analysis. Figs. 13 and 14 present the result-
6. Repeat steps 1–5 for any desired barrier level within the range ing curves as well as the related support points (a, b (a)) for each
of probability levels covered by AS. barrier level for the lower and upper tails of the natural frequency
CDF, respectively. In accordance with Figs. 10 and 11, results are
The scaled probability for each barrier level (threshold of the nat- provided for the correlation lengths d = 2.5 m and d = 5 m with
ural frequency) has been calculated for each value of a. Subsequently, regard to the undrained shear strength of the soil. These figures

(a) 30 (b) 25
25 20
Reliability index related to α

Reliability index related to α

20
15
15
10
10
5
5
0
0

-5 -5

-10 -10
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
α factor α factor

Fig. 13. Fitted curves and support points for each barrier level for the lower tail: (a) correlation length 2.5 m; (b) correlation length 5 m.

(a) 10 (b)10
5 5
Reliability index related to α

Reliability index related to α

0
0
-5
-5
-10
-10
-15
-15
-20

-25 -20

-30 -25
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
α factor α factor

Fig. 14. Fitted curves and support points for each barrier level for the upper tail: (a) correlation length 2.5 m; (b) correlation length 5 m.

(a) AS method (Correlation length 2.5 m) (b)

Monte Carlo
-2 AS method (Correlation length 5 m) -2
10 10
Prob (fn > fn threshold)
Prob (fn < fn threshold)

-4 -4
10 10

-6 -6
10 10

-8 -8
10 10
AS method (Correlation length 2.5 m)
Monte Carlo
AS method (Correlation length 5 m)
-10 -10
10 10
0.18 0.2 0.22 0.24 0.26 0.28 0.3 0.285 0.29 0.295 0.3 0.305 0.31 0.315
Threshold value (Hz) Threshold value (Hz)

Fig. 15. Cumulative distribution function for the first Eigen frequency of the wind turbine on the monopile: (a) lower tail; (b) upper tail.
 L.V. Andersen et al. / Computers and Geotechnics 43 (2012) 1–11
show the estimates of the unscaled reliability index b(1) for
d = 2.5 m and d = 5 m for each barrier level or threshold value,
these reliability indices correspond to a = 1. The probability of
the natural frequency exceeding a given threshold has been plotted
in Fig. 15 for the lower as well as the upper tails. As presented in
this figure, probability of the natural frequencies related to thresh-
old levels are plotted for lower and upper tail as 15a and 15b.
Crude Monte Carlo curves in this figure are plotted by 7000 sam-
ples for both correlation lengths 2.5 m and 5 m. It is seen that
the low probabilities down to 1010 can be estimated by AS meth-
od with only 9500 samples. This more than satisfies the required
reliability level of the problem. Furthermore, Fig. 15 shows that
the AS curve properly fits the crude MC curve and it follows crude
MC curve in tail. This can verify the correct performance and accu-
racy of the implemented AS method. In addition, the probability of
the same threshold level for the correlation length 2.5 m is higher
than for 5 m. This indicates that the probability of the thresholds is
decreased if the correlation length is decreased. This is explainable
by the fact that for the lower correlation length the samples are
generated close to the mean value and there are few samples far
from the mean value in the low range.
7. Conclusion
A simple model of an offshore wind turbine on a monopile foun-
dation has been considered with the aim of analysing the first nat-
ural frequency. A nonlinear p–y curve has been integrated into a
finite difference scheme for calculation of the monopile response.
Firstly, a deterministic design of the pile has been performed to
provide a natural frequency of 0.285 Hz, ensuring that no reso-
nance occurs at the excitation frequencies related to wind, waves
and blades passing the turbine tower. In the deterministic design,
the mean values of the soil properties are employed and as a fur-
ther simplification, equivalent coupled springs have been cali-
brated to the response of the pile and implemented at the base
of the turbine substructure (i.e. the monopile cap). Due to its sim-
plicity, such a model is adequate for analysis of wind turbines by
aero-elastic codes such as FLEX, FAST or HAWC [28–30]. However,
it has to be kept in mind that the model does not account for
damping in the soil due to material dissipation or wave radiation.
Secondly, the undrained shear strength of the soil has been con-
sidered a random process over the depth and a crude Monte Carlo
simulation has been carried out for a numerical determination of
the probability density function (PDF) for the pile cap displacement
and rotation. Based on this, the stiffness of the equivalent springs
has been determined for each realization of the undrained shear
strength and the PDF of the first natural frequency of the wind tur-
bine has been found. Whereas the PDFs for the pile head stiffness
components are, with good approximation, lognormally distrib-
uted if the undrained shear strength of the soil has a lognormal dis-
tribution, this is not the case for the natural frequency.
Finally, asymptotic sampling, as a variance reduction Monte
Carlo method, has been conducted to estimate the low probabili-
ties in the tails of the distribution. The cumulative distributions
of the first natural frequency of the wind turbine have been plotted
for two different correlation lengths of the undrained shear
strength of the subsoil. The results present reasonable accuracy
for the implemented variance reduction method in this type of
practice.
Acknowledgement
The authors kindly acknowledge the financial support from the
Danish Council for Strategic Research within the programme
11
‘‘Reliability-based analysis applied for reduction of cost of energy
for offshore wind turbines’’.
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