Professional Documents
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Wave Theory
Wave Theory
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2
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Probability of exceedance
1 1
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2 2
10 10
3 3
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4 4
10 10
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Probability of exceedance
1 1
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'
7 3 :('
'
5&
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/
1 5
&
3 :('
.
2
! D
D& 8&& /
01
+&
>,! /C!1'
J N )/ 1 ! "
5&
J (
. . ' &
/
1!
4 /
1 -
(
&
'
3
! *
& !
&
'
(
4
3 6
>>
:
> %
0 10 7
( ,
! " (
& &
&
B &
N M M
M
/ M 1
M
M /C!1
M
M
&
&'
! ( /$1 3
' # &
/ 1N
/7
1 7
(
7
% N F M M G
/C!B1
% (
/01 /01 / 1
/
/ / 1
& . . . . )
& )
& . /01 . /01 . / 1 . / / 1
/ )
7 N && / ))
) /C!C1
& . / 1 . / / 1 . /01 . /01 )
' *
/ / 1 / / 1
.
/01 /01
. . .
" ' . / 1' 3 &
. / 1 N >F( /$1( /$ U 1G N ! /" 1@'/ " /C!1
! A . /01 N ! >, /C!1
N ( ) /C! 1
. /01 / / 1
( /
& . /01 N .& 8 N ( '
(&
&
9/3 = 1 N N ( ) /C!1
/ 8 1
& '
& (&
&
9/3 = 1 N ( ) /C!1
C / 8 1
0
10
Rayleigh
LonguetHiggins 1980
Nss 1985
Draupner data
Probability of exceedance
1
10
2
10
3
10
&' &
5
! 2
4 &
C
- /1 N ( ) /C!01
8 8
&
C! -
+&
D& 8&& /
01 4 /
1!
+&
&
& D& 8&& /
01 4 /
1 ! "
& ,
! +
6
.
! "
+&
4 /
1 '
&
' 4 /
1 &
!
L# /
1 '
#
.
! * ( 4 /
1
!
" #
& &
+&
& >,! /B!C1
C U 2 2
- - / 1 N ( % N N /C!1
' 8 '
/ 1
/ 1 / 1
8 8- - N
) /C!1
8 & >,! /B! 1!
43
3 6
>>
:
> %
0 10 7
/ U 1 C
- - / 1 N ( ) /C!B1
/ 1/ 8 1 / 1/ 8 1 / 1/ 8 1
3
'
"
1
2 &
& +&
2
' (
&
! "' -
#
&! " 3
! "
. 3
!
1!
8,9
:
( *
0
0
0 / + 1 N /
/1
0 /+ 11 ) /C!C1
0
@/
1 @/
0 1
0
0
!"!#
$
0
% 44
8,9
:
( ( ) ) ) (
) ) )
%
%
/ ) ) ) 1 N
/ 1
/ 1 ) ) )
/ 1 ) /C!1
) ) )
@/
1 @/
1 @/
1
%
) ) )
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%
$
) ) )
"
! *
&
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&
&' . ,
!
%
'(")
" $
@/
1
/$1
/
/$11 N $ /C! 1
* $
@/
1
/$1 N
/1 $ N
/1 $ /C!1
&' ,
,'
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E F0'G' N ) ) ) !
45
3 6
>>
:
> %
0 10 7
$ $
" 3
! " (
( ,
! "
3
&
/ !&! D 6
@
&'
1' & /
1
&
!
"
& #
& .
' (
! *
3 &
/E E 1 N R R /E 1 R /E 1 /C!
1
%1 N R/, 1 F0'G!
"
&
& /
>,! /C!C11
- - / 1 N /
- / 1
- / 11
/C!1
NR R F
- / 1G R F
- / 1G
-
-
!
" -
!
' 4 /
1
- /1 N ( /C!B1
8
&
&! '
. 3
'
2
#
- /1 N ( /C!C1
.
! A 2
)( .
4 /
1
! " 2
. /
( $ !
3 7
> %
0 10 7 7 %
% 48
0.99999 0.99999
0.999 0.999
0.99 0.99
0.9 0.9
0.75 0.75
0.5 0.5
0.25 0.25
0.1 0.1
0.05 0.05
0.02 0.02
0.01 0.01
0.003 0.003
0.001 0.001
2 1 0 1 2 1 0 1
10 10 10 10 10 10 10 10
& C!V 1 &! * & # ) ,) ! ) !&"! @ = L
&
C! /1 2
5 &
6
.! "
&! C! /1'
& ! 4 /
1
2
. N 0)
/ N )0B
!
S- /1 N
( ) /C!1
8
" >,! /C!1
- - / 1 N R S- / 1 S- / 1 /C! 1
49
3 6
>>
:
> %
0 10 7
1 0
10
Weibull Weibull
Nss 1985 Nss 1985
Rayleigh Rayleigh
0.8
Probability density function
Probability of exceedance
1
10
0.6
2
0.4 10
0.2
3
10
0
0 0.5 1 1.5 2 2.5 3 3.5 0 0.5 1 1.5 2 2.5 3 3.5
& C!BV $+ ! * " * "- " " $ + &! * -"- ! # ) ,)
8
S- / 1 S- / 1! "
S-
&
/ *( 1
7
C
S- /1 N (
( ) /C!1
8 8 8
!
(' 2
! 6.& S- /1 N R /E- 1
%- N
- /1
>,! /C!C1'
>,! /C!1
+ # ,
!
S- /1 N
( /C!
1
.
% 4?
0.5
0.4
0.2
0.1
0
4 3 2 1 0 1 2 3 4
&
C!CV ! * " * "- " !"! # ) ,) = '!" " *
M ( '!" " * M
!( "! 7 " " * "- " $ ; /?89(
; /2?(
- -
; /59?+
"
& >,!
! !
/C!1' S-
& S- S-
& S- ! "
8
! !
8! '
S- / 1 S- / 1!
"
&
6
.
" C!!
'
&
! "
5 &
! "
,
&!
&
C!C $
& S-
!
S-
3
! " .&
(
3
! "
& 2
&
3
'
& 4 /
1
! !
" C!V =
S- / 1 S- / 1 S- / 1 S- / 1'
5 & 8 ' N B C'
6
!
8 F G 0!B
8! F G 0!BC 8 F G 0!C
4 4
Nataf Weibull KDE data
Nataf Nss Nataf Weibull
Nss 1985 Nataf Nss
Rayleigh Nss 1985
3 3
2 2
1 1
0 0
0 1 2 3 4 0 1 2 3 4
& C!V "! & ) # " " &! * " * "- " ) "
) L $?94+ ! -&! # ) $+ ) * ,) ! " $ + '!" " *
) !&"! @ !-" ) , " -"! " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? "
??? $ ; /?89(
; /2?( !
; / 299(
; / 59?(
; / 29?(
; / 325+
&
C! /1
' &
2
' 2' 4 /
1 ' 4'
! "
+&
' &
>,! /C!1 N 0)CB ' 4 /
1 ! "
-
+&
4 /
1 !
&
' 4 /
1
+&
! *
$'
,
! *& & / N 1' 2 +&
' 4 /
1
&
!
A &' 2 +&
! *& & 4 4 /
1
'
&
!
"
$
6
&!
C! /1! " 4 /
1
!
&
'
&
, ' &' &
!
$
'
2 & &
$ 4 !
A
' 2 & &
!
3 7
> %
0 10 7 7 %
% 5
4 4
3 3
2 2
1 1
0 0
1 1
2 2
3 3
4 4
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
; / 5+ !-" ) , " -"! " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ???
2 & '
& #
&! 8
'
( !&!
! &
C!
& S- /1 /1 ! "
3
! " .&
,
3
'
$
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!
& S- &! C! /1 /1
! 8
,
3
!
5
3 6
>>
:
> %
0 10 7
4 4
3 3
2 2
1 1
0 0
1 1
2 2
3 3
4 4
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
& 2 !
" (
'
5
N F ) ) ) G &
-
!
/ 1N
S- / 1
/7 1
(
7
!
S- / 1
7 !
S- / 1 /C!B1
8!
3 7
> %
0 10 7 7 %
% 52
0
10
Probability of exceedance
1
10
2
10
3
10
& C!V ! * -"- ! "! C # ) ,) $ +< 1
1 = ) " " - ) "! C ," @-" # ) ,)
3 $ ; /?89(
; /2?( !
; / 299( !
; / 5 ! !&"! @ +
&
C! 2 >,! /C!B1
(
N B! "
6
.!
.&
& (&
! " 2 &
,
.&
!
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'
&
3
! "
3
&'
( !&!
!
*
,
( & &
&! " &
>F
N G N
- - /
1 /C!BB1
- - /
1
>,!
/B!B1!
53
3 6
>>
:
> %
0 10 7
2.5
1.5
1
0.5
0
0 0.5 1 1.5 2 2.5
&
C!
V " " &- " ) # ) ,) , " ) &! # ) ,)
! ; / 299(
; / 59? ! !&"! @ +
&
C!
( >F
N G
! " 2
4 /
1 +&
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6
.
! "
&'
2
& &
& ' 4 /
1
& &
!
( &
&
& ( & ' !&!
! "
( &
& (
E &
9/ E =
= E = 1
9/ =
=
E =
E1 N
9/ E =
= E1
### /C!BC1
- - - / 1
E E
N # #
)
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3
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32 0 10 7
%
7
0
$
$++
54
"
( /$1! A
&
/*+1
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&
& /:*1
'
!
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*+ :*
&
2 /
01!
*+
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! * *+
5
7 ) ) ) 7
& 1/$1 5
3
!
-
5
'
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' 8 '
' : !
'
5 8
: ! "
/*=1
( /$1 ( /$ U ? 1
=F( /$1 ( /$ U ? 1G
8 N /C!B 1
L
F( /$1G L
F( /$ U ? 1G
"
/9*=1
( /$1 ( /$ U ? 1
&
( /$ U 1 ) ) ) ( /$ U ? 1
' !!'
. H
8H : 8H
:H N .
/C!B
1
H
: 8
H
0.5 0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0
0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
& C!0V $+ & -!! " "- "( " $ + & &! -!! " "- "
M
! ! !&"! ) " " - $0!I N J+
-
;
&
'
:
H
(
H G
L
F: ) /C!C1
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8
H :
H
!
8 N 8 ? ) /C!C1
8 N 7 ? N
: N /C!CB1
0 ? )
"' ( /$1
$& ( /$ 1!
*+/1
'
.!
!
" *= 9*=
5 & S-
6
'
&! C!0 /1 /1'
! "
*=
( (! " 9*= $ ? N '
32 0 10 7
%
7
0
$
$++
58
0.5 0
10
Draupner data 2param Weibull
Simulated AR(1) Nss (1985)
Draupner data
0.4 Simulated AR(1)
Probability density function
Probability of exceedance
10
0.3
0.2 2
10
0.1
3
10
4 3 2 1 0 1 2 3 4 0 0.5 1 1.5 2 2.5 3 3.5
?
&
! "
*+/1
! * .
*+/1
=
C!B!!
"' &
!
S- /$1 N 8 S!
- /$ 1 U 1/$1% $ N ) ) ) /C!C1
1/$1
3
5
,
!
/ 8 1L
FS- G N 8 ! " !&! ' !!'
!
S- /01 N 0!
C00
&
&
8 N
8! ! &
C! /1 $
$
6
! "
*+/1
6
!
!
"
5 &
S-
&
& >,! /C!
1' &
#
!
N .
S- /1 ) /C!C 1
&
C! /1
(
5 &
6
&
*+/1 ' >,! /C!C 1! "
59
3 6
>>
:
> %
0 10 7
4 0
10
KDE Draupner data NatafWeibull
KDE Simulated AR(1) Nss (1985)
Draupner data
Simulated AR(1)
3
1
Probability of exceedance
10
2
10
3
10
0
0 1 2 3 4
0 0.5 1 1.5 2 2.5 3 3.5
& C!V $+ "! & ) # " " '!" " * !-" ) , "
-"! " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ??? $ + ! * -"- , "
$$ ++ $ ; /?89(
; /2?( ! ; / 299(
; / 59?(
; / 325+
&
C! /1
$
6
*+/1 ! "
6
' *+/1
! " &! C! /1'
(
' & (
' !!' = !
32 0 10 7
%
7
0
$
$++
5?
& 8 8 )
& )
V 7 N 7 N & !!!
& !! !! )
! ! ) /C!C1
& )
' *
8
8
( /7 1
( /71
PN /C!C1
$ ! 2 5
&' P
(
,
&
! "
# &.
.
P)* = ; !
#' *+/1
& ( & &. !
!
/S- /11 N /71
7
(
!
S- / 1
7 !
S- / 1 ) /C!C
1
" ( $ 7
( /
71 N /71
7H
@
/C!01
7H N !
/S- / 1 J!/
S - 11/S!- /1 SJ !- /11 ) /C!1
7
D H
( (5 / 7 1! "
! "
$
&
+ ,
7 1 N
7H
( / B
!
7
!
( /71
S- / 1 H S- / 1 )
7
P N ( /C!1
H
1
!
8/
3 6
>>
:
> %
0 10 7
"
&
&
&
6
.! "
& 5 N
P)* N ) !
; N ) '
# B! Y &. !
'()
"
$
&
*= 9*=
&
6
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& &
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&
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&
. '
'
$
$++
8
0 0
10 10
Probability of exceedance
!
Probability of exceedance
1 1
10 10
2 2
10 10
3 3
10 10
0 0
10 10
""
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
3 3
10 10
& C!BV " " &! * -"- "! C # ) ,)
$ O O
1 = =
+<
$ O
+<
O O O
1 =
$ ; /?89( ; /2?( ! ; /299( ! ; /5 ! !&"! @ +
8
3 6
>>
:
> %
0 10 7
)
'
' ' &&!
'
&!
"
& $ N BJ'
5&
'
J'
! &'
5
JN !
/
1
&! " &' 4 ' +&
'
! " & &
,
' &&
/ N /7B 14 1' ,
+&
! "
5&
& ,
' !!'
J
N 2 /
1 !
$ N B '
&
/$1 N C $ ( $ % $ 0) /!1
2 2
D& 8&& /
1
(
3
#
' 3 '
B
83
4 6
>>
:
> %
0 10
' <M '
. & /3 <M 1! "
$
&
<M !
&
$
/$1 N U /!1
1 1
1
& >,! /!B1! A
&
, & $
! "
& $' !!'
'
>,!
/!1 ' &
5&
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5&
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B1' &
U U 1 ) /!B1
D& 8&& /
B1 #
. & /3 <M 1
#
' '
' '
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5&
$
! "
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&
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/$1 N
U ) /!C1
1 F U / U 1 1 G$ 1
=K
! /
1
# &
3
!
&
% (
!
.
'
$ *
- / $1 N
( .
U. .
/!1
C 71 / 1 1 $
1 $
"
7 1
N .
N . N U 1 ) /! 1
. 1
& ' &
% (
. . $ '
$
/$1 N
. U . . * ) /!1
4
7
> %
10
84
1.5
0.5
0
0 0.5 1 1.5 2
&
!V ! * " * "- " "! C # &! '!" " * !
&
! &
5
6
$
! " -
! A
! " $
$
! "
/
1 &
&
' D& 8&& /
'
B1
&
!
=K
/
1 &
! 8
'
&
'
!
!
&
. !
:
& + /
B'
1.5 1.5
Probability density function
0.5 0.5
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 2.5 3 3.5
& !V $+ ,! # &! ! *!), " .Q" $?93+ " $ + ) ,!
# &! ! .Q" $?9+ .!" " * !&"! ( >!-)" !
$?4?+ $
; ? 8? ! !&"! +
&
!B 2 6
. ' :
& @# /
C1
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1 ! "
/
1 2
. 6
.
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6
5
2! " .&
-
@# /
1
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&
@# /
1
! "
&& . =
'
:
& /
+
K
W&5 3
/0001
(
D& 8&& /
B1 =K
! /
1 ! "
&
'
&
! "
.
.
(
9
& = /3
=
' 00B1! " =K
! /
1 &
D& 8&& /
B1
&! !! "
'
=K
! /
1
+
K
W&5 3
/0001 3
=
/00B1!
4 6
> % 0 10
88
0.999999
0.9999
0.999
0.99
0.2
0.1
0.05
0.3 0.4 0.5 0.7 1 1.5 2 3
& !BV 1 &! * & # &! ! !&"! @= ! *!),
" .Q" $?93+= ! .Q" $?9+= 1 ! " @ ! !&"!
# ) ; /?9 "
; 2 3= >!-)" ! $?4?+ $
; ? 8? ! !&"! +
) 8
'
"
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/
01
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B1
#
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D $ N B $ N B
$ N $
$ N $ '
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&
/ /$ $ 1# $# U $# / /$ $ 1
#
/$ $ 1 N ( /!1
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O
#
# # % % /
8/ 8 N ) /!
1
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# O
#
1'
.
2B
.
89
4 6
>>
:
> %
0 10
! & 2 . N 2B / N C' : & + /
B1
!
"
!
'
2
' & >,! /C!C1' ! A . N 2B
/ N C &
/
1 ! 8
'
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2
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3
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+ # ,
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$
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.
&
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6
.'
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2
'
$ '
& . !
0.999999
0.9999
0.999
0.99
0.9
0.1
0.05
0.01
0.005
0.2 0.3 0.4 0.5 0.7 1 1.5 2 3
& !CV 1 &! * & ) # &! ! ) !&"! @= ( @
&
! /1 &
$
6
.
2
&
5 3
!
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/
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&
2
/
1 ' $! " &
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&
&
2
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( &! ! /1!
&
' !!'
$ &
5 3
&
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(
& $!
" !V 9
2
&
5 3
( $ 6
!
. F G !0 4 F G 0!C
/ F G B!C F G !B
6 F G !B
9/
4 6
>>
:
> %
0 10
2 0
10
1.5
Probability density function
Probability of exceedance
1
10
1
0.5
2
10
0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
& !V $+ ) ,! ) !&"! -&! # ) &! * " * "- "( "
$ + &! * -"- ) # &! # ) &!! ! ) !&"! = '!"
" & 5 3
$
/$1 N 4 /!1
6
3
4 2
/4 E1 N @ ) /!B1
O/41
5
6.& S /$1 N R /E 1
% N
/$1
>,! /!1'
>,! /C!1
3 &
5 $
S /$1 N
4 ) /!C1
6
5
"
3
! "
S &
2
7
$ $ $
5
S /$1 N (
4 ) /!1
O/416 6 6 6
4 6
> % 0 10
9
0.5
0.45
0.4
0.3
0.25
0.2
0.15
0.1
0.05
0
4 3 2 1 0 1 2 3 4
&
! V ! * " * "- " !"! # ) ,) = . M
!( .
5
M ( "! 7 " " * "- "
!
&
! $
S
5
S
3
! " .&
&
( 3
! " $
&'
3 !
3
'
3
&
3
! 8
'
-
$ '
&
' &! ! /1! ;
'
)
! *
' !&!'
&
& ( & ! "
=
!B!
& 3 !
5
5
/$ $ 1 N R S /$ 1 S /$ 1 /! 1
5 5
S /$ 1S /$ 1
/$ $ 1 N $
7 85
/!1
5 5
(
S /$ 1 U S /$ 1
85 S5 5
/$ 1S /$ 1
/ 85 1
9
4 6
>>
:
> %
0 10
2.5 2.5
Nataf gen. Gamma KDE data
Myrhaug 1998 Nataf gen. Gamma
Myrhaug 1993
2 2
1.5 1.5
1 1
0.5 0.5
0 0
0 0.5 1 1.5 2 2.5 0 0.5 1 1.5 2 2.5
& !V "! & ) # " " &! * " * "- " !-" ) , "
-"! " "- ! /( 2/( 4/( 8/( ?/( ?4( ?? " ??? $+ ) 7 -&!
# ) ) *!), "
$??2+ $ ; /88( ; 3( / ; /3/3+ " ) *!), "
$??9+ $ ; /49( ; 2 3( / ; /2?+ $ + ) 7 -&! # ) '!"
" * ) $ ; /34( ; 52( ; 2( 5 ; /24+
85 5 5
S /$ 1 S /$ 1! " !
6
. ! "
5
' &
85 !
!
&
! /1
3 ! " :
&
+ /
1 /. N )0'
/ N B)C' / N 0)B
1
! " $
$ $ 3 ! "
5 5
" !V =
S /$ 1 S /$ 1'
5
8/ ' N B C'
6
!
4 4
3 3
2 2
1 1
0 0
1 1
2 2
3 3
4 4
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
3
& $ $ ! "
3
$
6
&! !
/1! " $
' &
3
& & !
&
! /1 /1
$
$ ' $ $ '
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3
! .&
3
!
"' & 3
'
3
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&
3'
(& !
' 3
&
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'
&
(
$
!
-5
/ 1N
S /$ 1
/7 1
(
7
5
S / 1
7 5
S / 1 /!1
93
4 6
>>
:
> %
0 10
1.5
1
0.5
0
0 0.5 1 1.5 2
&
!
V " " &- " ) # &! , " ) &! # &!
7 $
; / 34(
; 5 2(
; 2( 5 ; / 24+= *!), "
$??2+
$ ; /88( ; 3( /
; / 3/3+= *!), "
$??9+ $ ; /49(
; 2 3( /
; / 2?+=
@
85
*
,
(
&
! " &
>F
N $ G N $
/$
$ 1 $ /!01
/$
$ 1
>,!
/B!B1! &
!
( >F
N $ G
$
3
:
& + /
B'
B'
0.5 0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0
0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
&
!0V $+ & -!! " "- "( " $ + & &! -!! " "- "
5
M ! !&"! ) "
" - $0!I N J+
,
(8:
" 3
6
.
*+/1 =
C!B! &
!0 *= 9*=
5
S ! " *=
( (' 9*= $ ? N !
* $
=
C!B! &
P)* N B)
N 0!
; N B)'
&
*+/1 /!!'
& >,! /C!C11
#
0)Y &. !
"
&
& &
5 3
! "
5
&
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!
8
'
&
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F$E $E G &
N /$E U $E 1B! 8
$E N 0) $E N U 0)! " 3
:
& + /
B'
0.3
0.2
0.1
0
0 0.5 1 1.5 2
$ ; $
/
F / /
F / ++
7 = *!), " $??2+ = *!), " $??9+ =
@
42
> % 0 10
%
7 10 7 98
D& 8&& /
1 # &
&
$
- / $1 N ( U ) /!1
71 1
&
% (
7
E
$E
'
E 7
*
- /$
=
E1 N
U
/!1
(/
E1 71 $E @
C$E C $E
$
$E N U ) /!B1
1
& >,! /!1' &
>,! /!1 /!1 , & $
!
- /$
=
E1 N % (
7
E $E
C
'
E 7
*
U
/!1
$E @
C$E C $E
71 U / U 1
1 $
$E NU /! 1
1
5&
&
&
C
(/ 1
N
U
) /!1
U / U 1 1 1
99
4 6
>>
:
> %
0 10
" /
= 5 N &! "
&
& & & " /
01
- /1 N U ( % = 5 /!
1
B U
5&
+&
! "
& &
(
3
' & &
&
&
$ 5
- /$
1 N ( % = 5 /!B01
9
5&
5 N U 1 / U 1 1 /!B1
1
9 N ) /!B1
/ U 1 1
C
$ 5
- / $1 N U ( U /!BB1
B U 9
5&
! "
& E
=
!
&
! &
6
.
& &
&
' !!' = ' $
! "
D& 8&& /
'
B1 " /
B1 !
" .
& &
! "
$' $
! "
&
! 8
'
$ $
!
" &! ! 3 & &
! &
!B
3
'
& " !B
N ! " 3 &
!
"'
! " #
E '
N F ) ) ) G ' &
& & (&
42
> % 0 10
%
7 10 7 9?
2.5
1.5
0.5
0
0 0.5 1 1.5 2 2.5
& !V ! * " * "- " # &! #)! ) -!!&" ", # ) ,)
/
= E1 N
/7 1
7
(
/ 1 7 1
/
/!BC1
=F
EG 9
=F
EG N 8 9
9
!
" !BV =
3
E N '
N !C 0! CC
N F!' !
G F0!' 0!G 0!C B 0
NB F!' !B' !
G F0!' 0! ' 0! G F0!' 0!0G
?/
4 6
>>
:
> %
0 10
2.5
1.5
0.5
0
0 0.5 1 1.5 2 2.5
& !BV ! * " * "- " # &! #)! ) -!!&" ", # ) ,) !,!
)" ( ( = '!" " * ( 7 " " * "- " $ !
; 3(
" ; /9+
6
'
& &
&
! "
" !B
N N B'
'
! '
'
N F8 ) ) ) 8 G '
&!
5 &. & !C E '
'
&
! " =
!C!'
!
&
!C
3
>,! /!BC1 N
N '
$
6
! " .&
E
3
&
'
(' !&!'
! &
!
/1 /1
$ $ ' $ $ '
! " .&
3
!
"'
&
& & (
' !&!' '
3
! "
3
&
& &'
(!
42
> % 0 10
%
7 10 7 ?
1.5
1
0.5
KDE data
2D Gauss
0
0 0.5 1 1.5 2
& !CV "! & # -- # &! ( , " ) ) -!!&" ", # ) ,)
! !,! )" ( * ) ! 7 " &! * " * "- " " -&!
# ) '!" " * !&"! !-" ) , " -"! " "- ! /(
2 2
1.5 1.5
1 1
0.5 0.5
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
&
!V ! & #" $+ " ( " $ + !-" ) , " -"!
"
; I/98 /4/J +
?
4 6
>>
:
> %
0 10
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
# &! " $ + ) # &! # &! #! " )
"!( #)! O ;
/ "
O ;
F / ) -!!&" ", # ) ,) ! !,! )"
7 " ! "= ! !&"! @
=
!! 3
6
. *+/1 ! " :
$
>,! /C!CC1
'
&
&
&
! =,'
&
'
&
&
& &!
&
!
&
F$E $E G & /1
/1
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& & (
! 8
$E N 0) $E N U 0)! " 3
&
,
! "
,
'
*+/1 !
"
.
!
-
!
0
(
!
* $
&
! /1
! =
. &! ! /1'
,
'
& $
/)0 )B 1
$
. ' N )B !
B
?3
5
14 14
12 12
Spectral density [m2 s/rad]
8 8
6 6
4 4
2 2
0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]
& !V $+ &-! " ! $ + ) &-! " * @
" !V 6 ! + 0 !
FG ! !
I !
0 0!0
FG !
!
BI
!0B 0!0B
FG !B
!BI!CC 0!0
9 FG !
! I! 0!0
8 F G B!0B !
IB!0
0!0C
+ %
2
* 9
7
&
!B
! " $
,' " N 0)C
I! * 7A2*9
$
0 N
.&
$ ! " 7A2*9
5
,
. ! "
&
-
, -' -
!
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,
6
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8
'
C BI
6
.'
-
(
! " &.
&
$ $
! * &
3
5
, /! 1 &! !C!
.&
$ !
48
Russia
China
44 Vladivostok
40 Japan Sea
Yura
36 Tokyo
Japan
32
130 134 138 142 146
&
!V & ) 6&" ) " &! 2 ' E :!
?5
5
2
4
0
0 0.5 1 1.5 2 2.5 3
Frequency [rad/s]
& !BV ) &-! " * @ ! 6&" $ += 61 &-! # ) ;
FG !
FG !
FG
!C
FG !0
J F IG 0!0
FG !CB
9 FG !
8 F G 0!C
8 F G B!
1 F G 0!C0
1 F G 0!0C
# F G 0!0B
5
?8
10000
8000
Number of observations
6000
4000
2000
0
10 8 6 4 2 0 2 4 6 8 10
Surface elevation [m]
&
!CV ,! ) !- " ! 6&" ) " " - 7 " !
" # ) C! " " ! "- A $8 +
" !BV 6 0 7 . !
FG !
0 !I!B 0!BC
FG
!CC
!I
! 0!
8 F G 0!0 0!CI0!C
0!0
1 F G 0!C
0!C I0! 0!00
1 F G 0!
C 0!0 I0!
0!0C
&
'
0 /!!'
1
! "
' (
& " !B! "
&
! &. & $
&
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"
& " !C! " &.
& $
&
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. ' J J
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I1 &
. &! ! /1!
5
??
10 10
4 4
2 2
0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]
& !V $+ &-! " ! $ + ) &-! " * @
" !CV 6 ! + 0 !
FG !
! I!C 0!
FG !
!I
!00 0!0
9 FG !C !
I!
0!0B
8 F G 0! 0!I0!
0 0!0
8 F G B!0
B!00IB!C 0!0
+ "
. /
*
&
&
7A2*9
0 N B! " $
N ) ' &. &
N
! ' V00'
N '
N
!
" &
V00! " &
, 85
&
00 '
&
0 !
25 25 25 25
2
15 15 15 15
10 10 10 10
5 5 5 5
0 0 0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
Frequency [rad/s] Frequency [rad/s] Frequency [rad/s] Frequency [rad/s]
&
!
-
! " $
,
-
' !!' " N 0)B
I! "
,
(
&
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&
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*
$
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&
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&
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N 0
& $
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I'
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&
,
&
N 0
& N
N C ! "
N ( ,
N 0 ! "' N 0 N
.
0!
I
& ! " &
&
/ 1!
2
2
2
2
Spectral density [m s/rad]
1 1 1 1
0 0 0 0
0 0.05 0.1 0.15 0.2 0.25 0 0.05 0.1 0.15 0.2 0.25 0 0.05 0.1 0.15 0.2 0.25 0 0.05 0.1 0.15 0.2 0.25
Frequency [rad/s] Frequency [rad/s] Frequency [rad/s] Frequency [rad/s]
&
!V
# !A"-* &! &-! " * $+ ; 9/ ( $ + ; 89 ( $-+ ; 3 ( $+
; 2
/
5
"
-
" !! "
N 0 N
.
! A
&. &
&
' $
! "
( &.
'
'
-
! "
$
$
! "
$
N C N B
N 0 N ! 5
& ' I0
5
&!
$ N C N B
5
&
I0
'
&
&
&
(! "
&! !
!
-
! A
N B '
,
& /3
N 0)1!
"
$
'
&
& >,! /B!01' 3
J
> 0)B! '
&
$
! 6
N 0 N N C N B
FG
!0 ! ! !
1 F G 0!C 0!B 0! C 0! 0B
1 F G 0! B 0!
0!
0!
B
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2 0 0.5 1 1.5 2
$ $ $ $
&
!
V ! & ) "! C # &! " ) -!!&" ", "! C # ) ,)
N C N B '
!
8
' & $
&
/
'
&' &
1!
"
" ! ! " &.
& $
& " !'
' &! "
& -
8 8 '
, -
&
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& !
"
-! "'
-
N C N B '
!
/3
5
" ! V 6 !
N 0 N N C N B
:
! !
!B !
FG :I:( ! I
!B ! I
! !0CI!C !
I!B
!I!
! 0!0 0!0 0!0 0!0
: !
!C !0 !0
9 FG :I:( !I!BB !I! !0I! !
I!0
! 0!0C 0!0C 0!0C 0!0C
: 0!C 0! 0! B 0!
8 F G :I:( 0!CBI0!0 0!CI0!
0! I0!
C 0!I0!
B
! 0!0 0!0 0!0 0!0
: B!0 B!0 B!0 B!0
8 F G :I:( !
0IB!B !
IB!B !
0IB!B !
IB!B
! 0!B 0!B 0!B 0!B
: 0!B 0!B 0! 0!0
1 F G :I:( 0!B0I0!B0 0!B0I0!B 0!0I0! 0!C
I0!
! 0!00B 0!00C 0!00C 0!00C
: 0!
C 0!00 0!
C 0!
BB
1 F G :I:( 0! 0I0!0 0! I0! 0!
CI0!
C 0!
BI0!
B
! 0!0B 0!0B 0!00 0!00
: 0!0CB 0!0C 0!0CB 0!0C
# F G :I:( 0!0CI0!0CC 0!0CI0!0CB 0!0CI0!0C 0!0CI0!0C
! 0!00 0!00 0!00 0!00
5
%
10
7 10
7 /4
) -
'
'
,
-
,
! "
&! !0 !
&
6
. '
-
&. / =
!C1! "
&
&
!
&
!0
! "
&
&
,
!
.&
,
, &.'
&' &
&
&! * ' -
,
-! "
&
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,
& ! "'
&
&
& !
&
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!
A -
&! ! /1'
, -
,
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,
,'
&
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$
,
! 8
'
&
,' " '
&
& &.
!
&
,' " B'
5
'
, ! " -
, &
,!
"
-
, -
=
!!B!
/5
5
12
10
!"
8 ! # $
%&
$
%&
' %&
6
Surface elevation [m]
4
8
0 10 20 30 40 50 60 70
Time [s]
& !0V E!" -&"" ) !- " " !
0.05
0.04 !"
$
%&
Spectral density [m2 s/rad]
0.02
0.01
0
0 0.5 1 1.5 2 2.5 3 3.5 4
Frequency [rad/s]
&
!V E!" -&"" ) &-! " * " ! $
; / 45 !B+
5
%
10
7 10
7 /8
0 0
10 10
Probability of exceedance
1 1 1
10 U
& /1
10
! / 1
2 2
10 10
3 3
10 10
& !V !, " ! "= * ,) ! "( " -" !! (
-" !! ' ( %!! ( %!! 2 ) " ) ! ,)
" ) * ,) ! " -!!&" ) -! ) ,) " !,) &)( !&- *
&
!
&
&
&
(! /1 .
'
! /1 &
,
'
, ! >
0 $
0 !
"
.
&!
B!
/1 B!!
&! ! /1
&
. !
&
&
. ! " +&
(
'
&
! "
&
. ' (
&
,
!
"
&! ! /1
-
&
, &
& -
,
! "
&! !0' !!'
& -
,
! "
,
+&
'
/9
5
0 0
10 10
Probability of exceedance
1 1
10 10
2 2
10 10
3 3
10 10
& !BV !, " ! "= * ,) ! "( " -" !! (
-" !! ' ( %!! ( %!! 2 ) " ) ! ,)
" ) * ,) ! " -!!&" ) -! ) ,) " !,) &)( !&- * $+
" ! " # ) -"@"- "! $ + ! ) " "
$ ! A
(
-
, .
' !!'
('
/ &! B!1!
"
&! !B! " 0
&! !B /1! =.
& L
FG '
0 '
! &
!B /1
!
&
!C
' ' & ' ' '
'
(! 8
.
' ' '
! "
&! ! /1' &
&
! A
'
$ (
!
.&
(
&
' ' !
) > ' ' > )0'
,
& ' ' ! "
& '
'
+&
(
! "
&
. ' &
&
& ' ' !
5
%
10
7 10
7 /?
0 0
10 10
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
N
N
3 3
10 N 0B 10 N
0 0
10 10
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
N C B N
3 3
10 N B 10 N B
& !CV " " ! "= * ,) ! "( " -" !! (
-" !! ' ( %!! ( %!! 2 ) " ) ! ,)
" )
* ,) ! " -!!&" ) -! ) ,) " !,) &)( !&- *
/
5
! "
&
-
& -
,
&
,
! " (
'
-
(
&
! *
'
' ! %
! "
&'
6
. '
% B ! !
" &
! 8
'
,
!
&
! &
.
& $
/1
& /1
& '
+&
'
$ (
! "
/1
-
! 8
'
( &! ! '
-
! "
$ (
&
! "
&
&
' '
' !
&
!
(
&
&
! /1 .
' /1
/
1
, !
&
& .
(
(
&
&'
$ ! "
-
6
. '
! *
'
-
$ (
&
&! !! "
F G 0!0
/
J 1 F G !0C
/
J 1 F G 0!B
! F G 0!0C
B % F G 0!0C %$ F G 0!CC
1 1
0.9 0.9
0.8 0.8
Probability density function
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
$
& !V !, " &! * " * "- " " ) ,! ) @ $+ # -!
) ,) $ + # !,) &)= '!" " * ( * ,) ! "( "
- &
, - .
-
(
'
( ! "
-
'
+&
(
! " -
(
& &!
!! " &
.
' '
/' ' 1!
6
'
&
& ' ! A
'
&
& ' ' 6
! "
&
!
' (!
&
!
(! A
&
&
&
'
'
00! "
&! ! /1' &
! "
$ (
&
'
& ' ! "
&
! A
(
'
& +&
(
!
" ( &
*( 8!'
6
. !
5
0 0
10 10
Probability of exceedance
1 1 1
10 U
& /1
10
! / 1
2 2
10 10
3 3
10 10
& ! V !, " ! "= * ,) ! "( " -" !! (
-" !! ' ( %!! ( %!! 2 ) " ) ! ,)
" ) * ,) ! " -!!&" ) -! ) ,) " !,) &)( !&- *
0 0
10 10
Probability of exceedance
1 1
10 U
& /1 10 U
& /1
2 2
10 10
10
3
) 10
3
& !V " " ! "= * ,) ! "( " -" !! (
-" !! ' ( %!! ) " ) ! ,) " ) * ,)
! " -!!&" ) -! ) ,) " !,) &)( !&- *
5
%
10
7 10
7 2
&
! -
-
! A
'
&! !' !!'
,
,'
-
, &
,!
.&
-
&
! >
-
,
&.
N 0 N B ! "
&
-'
!
N 0 N N C N B
F G 0!0 0!0
0!C 0!
J 1
/ F G !0
!0B !0
!B0B
/
J 1 F G 0!
0!00 0!BC 0!C
8 F G 0!B
0!B
0!CC 0!C0
F G 0!C 0!C
0!C 0!
F G 0!C 0!B
0!0 0!C0
! F G 0!00C 0!0C
0!0C
0 0!0CB
/$ F G !
!
!
!
0.4 0.4
N 0 N
2
0.1 0.1
0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]
0.4 0.4
N C N B
2
0.1 0.1
0 0
0 0.5 1 1.5 2 2.5 3 0 0.5 1 1.5 2 2.5 3
Frequency [rad/s] Frequency [rad/s]
& !V E!" -&"" ) &-! " * " ! $+ ; 9/ =
$ + ; 89 = $-+ ; 3 = $+ ; 2
5
%
10
7 10
7 4
&
!
&
&
&
(! "
-
! "
' +&
6 ! " &
'
&
6
!
.&
'
$ ' (
&
! "
&
'
&
$
N 0 N ! 8
'
$
N C N B ! "
& &
$ (
!
" &
! "
' &
& ! "
(
6
!
A
5 '
$
&!
&
!0 -
,
-
!
&
,
'
&
&
&
! " & &
) -
=
!!! " -
&
! A
'
,
$ !
&
! !
' ' & ' ' '
'
(! A
' '
&
&
&
00!
&
! A
&
&
6 !
& $ .
!
" ( &
*( 8!'
6
.
7 . !
5
5
0 0
10 10
/(1
/(1
& /(1
& /(1
/1
/1
Probability of exceedance
Probability of exceedance
1 1
10 U
& /1
10 U
& /1
2 2
10 10
3 3
10 10
0 0
10 10
/(1
/(1
& /(1
& /(1
/1
/1
Probability of exceedance
Probability of exceedance
1 1
10 U
& /1
10 U
& /1
2 2
10 10
3 3
10 10
&
!
V !, " ! " !!* -&! # )
* ,)
! "( " -" !! ( -" !! ' ( %!!
) " ) ! ,) " ) * ,) ! " -!!&" ) -! ) ,) " !,)
0 0
10 10
/1
/1
! /
! /
Probability of exceedance
Probability of exceedance
1 1 1 1
10
! / 1
10
! / 1
2 2
10 10
3 3
10 10
0 0
10 10
/1
/1
! /
! /
Probability of exceedance
Probability of exceedance
1 1 1 1
10
! / 1
10
! / 1
2 2
10 10
3 3
10 10
& !0V !, " ! " ) -&! # ) ) !A"-*
* ,) ! "( " -" !! ( -" !! ' (
%!! ) " ) ! ,) " ) * ,) ! " -!!&" )
-! ) ,) " !,) &)( !&- * $+ ; 9/ = $ + ; 89 = $-+ ; 3 = $+ ; 2
9
5
0 0
10 10
N 0 N 0
Probability of exceedance
Probability of exceedance
1
1
10 10
2 2
10 10
N B N 0
3 3
10 N 10 N
0 0
10 10
N N
Probability of exceedance
Probability of exceedance
1
1
10 10
2 2
10 10
N B N
3 3
10 N C 10 N 00
& !V " " ! "= * ,) ! "( -" !! ( -"
!! ' ( %!! ) " ) ! ,) " ) * ,) ! "
-!!&" ) -! ) ,) " !,) &)( !&- * $+ ; 9/ $ + ; 89
5
%
10
7 10
7 ?
0 0
10 10
N C N C
Probability of exceedance
Probability of exceedance
1
1
10 10
2 2
10 10
N N
3 3
10 N B 10 N 0
0 0
10 10
N B N B
Probability of exceedance
Probability of exceedance
1
1
10 10
2 2
10 10
N C N
3 3
10 N 10 N B
& !V " " ! "= * ,) ! "( -" !! ( -"
!! ' ( %!! ) " ) ! ,) " ) * ,) ! "
-!!&" ) -! ) ,) " !,) &)( !&- * $+ ; 3 $ + ; 2
/
5
&
!B /1
&
5 &
(! " &
. '
&
/ 1 &
. ! "
' 4 /
1
&
!
-
&
&'
& (&
&! !B /1! " &
. '
!
&
4 /
1
&
!
.&
(
&
& ' (! "
& (& !&!
5 &. &
/
1
& F0!0
' 0!BG' &
'
& & (&
F0!0' 0!0G!
" !
V = 6
. !
FG C! . F G 0!
8 F G 0!
/ F G !0B
8 F G 0!C F G 0!CB
52
%
10 7
0 0
10 10
Nataf Nataf
Rayleigh Rayleigh
Nss 1985 Nss 1985
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
& !BV $+ ! * -"- ! " " # $$ ++= $ + ! *
-"- ! # -- # $$ ++ ) "! C ," @-" # ) ,)
&
!C
&
(!
8
. ! A
&
. ' /1
. ! " &
&
(
&
/1! "
-
! /1 /1 +&
&
4 /
1 ' /1 /1
!
5
0 0
10 10
*) )
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
Nataf Nataf
3 3
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5
0 0
10 10
)
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
Nataf Nataf
3 3
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5
! !
&
! /1 &
& $
+&
' 4 /
1
'
&
2
!
" +&
4 /
1 !
&
/ )1 4 /
1 &
'
+&
&!
&
! /1
&
(! " .
' +&
' 4 /
1
! " &
. '
4 /
1 !
* &
& &! ! /1! "
3
! " .&
&
& $ '
&
(
3! "
(
& ' &! ! /1! "
3
! "
&
,
3
! "'
&! !
/1 /1 '
$
!
FG C! . F G 0!
8 F G 0! B0 / F G !0
8! F G 0!0
3
5
1 0
10
Kernel density estimate
Nataf
Nataf
0.9 Rayleigh
Rayleigh
Nss 1985 Nss 1985
0.8 Histogram of data
Probability of exceedance
Probability density function
0.7 1
10
0.6
0.5
2
0.4 10
0.3
0
0 0.5 1 1.5 2 2.5 3 3.5 4 0.5 1 1.5 2 2.5 3 3.5
& !V $+ !, " &! * " * "- " ) "! C # ) ,) $ + !, "
0.5 4
0.45
3
0.4
2
Probability density function
0.35
1
0.3
0.25 0
0.2
1
0.15
2
0.1
3
0.05
0 4
4 3 2 1 0 1 2 3 4
4 3 2 1 0 1 2 3 4
& ! V $+ ,! ) !"! # ) ,) ) " ) "!
7 " &! * " * "- " $ + ! & ) !"! # ) ,) #" "
0.5 0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0
0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
&
!V $+ & -!! " "- "( " $ + & &! -!! " "- "
) !"! # ) ,) ) "
" - $0!I N J+
&
! *= /1 9*= /1
&!
*=
( (' 9*= $ ? N '
*+/1
! * $
N B
=
C!B!
N '
$
P)* N )!
; N )'
&
*+/1 /!!'
& >,! /C!C11
# C!CY
&. !
&
!
&
(!
A
&
&
00! " &
. ! "
& &
! 2 4 /
1 &
/1' &
/1! " +&
&
/1 /1!
" ( & &
&
*( 8!'
6
. !
5
5
0 0
10 10
* (
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
Nataf Nataf
3 3
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
0.5 1 1.5 2 2.5 3 3.5 0.5 1 1.5 2 2.5 3 3.5
&
!V " " ! " , " " ! &! * -"-
52
%
10 7 8
&
!
&
& $
' 4 /
1 +&
-
! " &
N 0 N '
-
!
N C N B .&
&
&! "
$
&
&
&
& (' =
!!B
&!
!
! " . 2
' ' & $
&
! " )
&!
"
&
(
&! !B0! "
' ' 4 /
1
+&
-
! " &
,
(
&
N B '
! "
&'
.
&
& &
!
N 0 N N C N B
F G 0! 0 0!CB 0! 00 0!
. F G !000 0!
0!
C 0!
/ F G !0 !
! !
1 1
Kernel density estimate Kernel density estimate
0.9 Nataf 0.9 Nataf
Rayleigh Rayleigh
Nss 1985 Nss 1985
0.8 Histogram of data 0.8 Histogram of data
Probability density function
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
1 1
Kernel density estimate Kernel density estimate
0.9 Nataf 0.9 Nataf
Rayleigh Rayleigh
Nss 1985 Nss 1985
0.8 Histogram of data 0.8 Histogram of data
Probability density function
0.7 0.7
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 2.5 3 3.5 4 0 0.5 1 1.5 2 2.5 3 3.5 4
&
!
V !, " &! * " * "- " ) "! C # ) ,) $+ ; 9/ ( $ +
; 89 ( $-+ ; 3 $+ ; 2
52
%
10 7 ?
0 0
10 10
Nataf Nataf
Rayleigh Rayleigh
Nss 1985 Nss 1985
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
/1 /1
/1 /1
3 3
10 10
0 0
10 10
Nataf Nataf
Rayleigh Rayleigh
Nss 1985
Nss 1985
Probability of exceedance
Probability of exceedance
1 1
10 10
2 2
10 10
/1 /1
/1 /1
3 3
10 10
&
!B0V !, " ! " ) # ) ,) " ! &! * -"-
2/
5
0 0 0 0
$+ ; 2 ) " ) "! 7 " &! * " * "- "
&
!B &
&
-
!
"
3
!
N 0
N
3
! "
&
N C N B '
&
( 3!
*
& &! !B
-
3
! "
& &
N C N B '
.&
$
!
4 4 4 4
3 3 3 3
2 2 2 2
&
&
&
&
1 1 1 1
0 0 0 0
1 1 1 1
2 2 2 2
3 3 3 3
4 4 4 4
& & & &
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
&
!BV ! & ) !"! # ) ,) #" " -&! # ) -"!
& ) "! 7 " ! " $+ ; 9/ ( $ + ; 89 ( $-+ ; 3 ( $+ ; 2
52
%
10 7 2
0.5 0.5
0.4 0.4
0.4 0.4
'??
'??
'?
'?
0.3 0.2 0.3 0.2
0.2 0.2
0 0
0.1 0.1
0 0.2 0 0.2
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
0.5 0.5
0.4 0.4
0.4 0.4
'??
'??
'?
'?
0.3 0.2 0.3 0.2
0.2 0.2
0 0
0.1 0.1
0 0.2 0 0.2
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
&
!BBV & -!! " "- " N " & &! -!! " "- " N $+
; 9/ ( $ + ; 89 ( $-+ ; 3 " $+ ; 2 ( ) !"! # ) ,) )
" " - $0!I N J+
&
!BB *= 9*=
&
-
! " *=
( (!
N 0 N
9*= $ ? N '
N C N B 9*=
$ ? N ! "
*+/1
N 0 N '
N C N B !
2
5
"
$
" !! "
& *+/1 /
& >,! /C!C11
# & &. !
$
&! !BB /1 & *+/1
N B
!
&
!BC !B
&
(! "
&
) > > )0 , '
.&
! " &
! "
&
$
.
!
8
'
&
N C N B ! "
. 2
& $
&' &
&
! "
) & !
" ( & &
&
*( 8!'
6
.
7 . !
" !V D$
N B
&
!
N 0 N N C N B
B B
BCB BB
&.
!Y !Y !Y 0Y
52
%
10 7 22
0 0
10 10
/1 /1
/1 /1
Probability of exceedance
Probability of exceedance
1 1
10 10
() *
2 2
10 10
3
Nataf 3
Nataf
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
0 0
10 10
/1 /1
/1 /1
Probability of exceedance
Probability of exceedance
1 1
10 10
( )
2 2
10 10
3
Nataf 3
Nataf
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
& !BCV " " ! " , " " ! &! * -"- $+ $ +
; 9/ ( $-+ $+ ; 89
23
5
0 0
10 10
/1 /1
/1 /1
Probability of exceedance
Probability of exceedance
1 1
10 10
(( )
2 2
10 10
3
Nataf 3
Nataf
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
0 0
10 10
/1 /1
/1 /1
Probability of exceedance
Probability of exceedance
1 1
10 10
(* *
2 2
10 10
3
Nataf 3
Nataf
10 Rayleigh 10 Rayleigh
Nss 1985 Nss 1985
& !BV " " ! " , " " ! &! * -"- $+ $ +
; 3 ( $-+ $+ ; 2
53
%
10
24
&
!B $
. 0
!
"
/
1 &
5 3
!
.&
. !
"
F$E $E G &
&! !B /1 N /$E U $E 1B! 8
$E N 0) $E N U 0)! "
:
&
+ /
B'
1 ! "
' &
. ! "
) '
$
0)! 2
&
& ' :
& + /
&
!B /1
! " 0
.
& L
F+ G '
+
0
! " .
. ' !
2 FG
!
4 F G 0!C
. F G ! 0 6 F G !B
FG
!0
85 F G 0!
25
5
1.5
0.5
0
0 0.5 1 1.5 2
& !B V !, " &! * " * "- " ) "! C # &! . =
. "= >!-)" ! $?4?+ = ,"! C 7 ! "
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
" $??2+ = *!), " $??9+ = @ = $+
" " " $ + " "- ", -"@"- "!
$ ; $
/ F /
/
F / ++
53
%
10
28
,
1
&
!B /1
F$E $E G 5 0! &
' &
&
& ( ! " N /$E U $E 1B! "
& &
. ! "
& &
! &
!B /1
'
.
& L
F+ G '
+
0 !
" .
&
&! !B /1!
"
&
& &' =
!B!
"
F$E $E G 5 0! &
' &
& &
( &! !B
/1! "
,
&!
!B'
*+/1
=
!B! " .
/1!
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
# ) ,) - = @ =
$+ " " " $ + " "- ", -"@"- "!
$ ; $
/ F /
/ F/ ++
29
5
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
&
!B
V ) &! * ) # &! " "
"! IO O J , " ) ) # &!
-!!&" ", # ) ,) - = @ =
$+ " " " $ + " "- ", -"@"- "!
1
&
!C0 /1
F$E $E G 5 0! &
' &
&
& ( ! "
& &
! " .
/1! " .
.
'
&
-
.
& !
53
%
10
2?
0.6 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
$+ " " " $ + " "- ", -"@"- "!
" !CV =
3
E N )C
N ! 0!
N F!0' !BG F0!C' 0!
G 0!
&
!C &
5
. $
! "
/
1 ' D& 8&& /
'
B1
=K
/
1
! "
6
. &! !! " .
6
. '
7
$
$ 0) ! &
!C &
5 3
! "
&
, '
$
&
! 8
'
$!
&
!C /1 &
& $
3
! "
7 .
6
.
&
!
*
$ $ &! !C /1
3
! " .&
3
!
&
!C !C
&
'
& (& ! "
'
!
FG !B F G !
. F G !B 6 F G !B
. F G 0!
85 F G 0!
FG
!C 85 F G 0!0
C
53
%
10
3
1.5
0.5
0
0 0.5 1 1.5 2
& !CV ! * " * "- " ) "! C # &! 7"! C 7
! "= . 6&" = >!-)" ! $?4?+ =
", ,, " $?84+
= F
", ,, " $?92+ = " P
$?85+
0.5 4
0.45
3
0.4
2
Probability density function
0.35
1
0.3
0.25 0
0.2
1
0.15
2
0.1
3
0.05
0 4
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
& !CV $+ ,! !"! # &! @ "! 7 " &! *
" * "- "= . ) !"! # &! $ + ! & ) !"!
# &! #" " -&! # ) -"! & ) "! 7 " ! "
3
5
0.5 0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0
0 0.1
1 2 3 4 5 6 7 8 9 10 1 2 3 4 5 6 7 8 9 10
&
!CBV $+ & -!! " "- "( " $ + & &! -!! " "- "
5 ! 6&" ) " " - $0!IN J+
M
&
!CB *= /1 9*= /1
7 . ! " *=
( ( 9*=
$ ? N '
*+/1
! * $
N B
N '
$
P)* N ) !
; N ) '
&
*+/1
# CB!Y &.
!
"
F$E $E G 5 0! &
&! !CC /1 N /$E U $E 1B!
" .
$'
$!
'
&
:
& + /
B'
" (
&
*( 8!B!'
6
. !
53
%
10
32
0.3 0.3
0.2 0.2
0.1
0.1
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
" $??2+ = *!), " $??9+ = @ = $+
" " " $ + " "- ", -"@"- "!
$ ; $
/ F /
/
F / ++
33
5
,
" !
3
& & (& ! "
.
,
&
! "' &
,
&
& & ( ! &
! 8
' . (
&! " (
, -
!
&
!C &
& $
& &
&
! &
!C /1 .
$ ' /1
$ ! "
D& 8&& /
'
B1 ' " /
B1 &
'
$ '
D& 8&& /
'
B1
$! " $
&
$ )
&
&
& (&
, / *( 8!B!1! '
&
)
& &
!
*
$ $
. &! !C /1
3
! "
'
3
!
'
&!
!C /1! 8
3
!
" ! V =
3
E N '
N ! 0!
N F!' !
G F0! ' 0!G 0!0
NB F!
' !C' !G F0! ' 0!C' 0!G F0!C' 0!0G C
53
%
10
34
3 3
2.5 2.5
Probability density function
1.5 1.5
1 1
0.5 0.5
0 0
0 0.5 1 1.5 2 2.5 0 0.5 1 1.5 2 2.5
& !CV ! * " * "- " # &! #)! ) -!!&" ", # ) ,)
!,! )" ( ( = . 6&" = *" $??2+ =
", ,, "
$?92+ =
", ,, " $?84+ = 7 " " * "- "
2 2
1.5 1.5
1 1
0.5 0.5
0 0
0 0.5 1 1.5 2 0 0.5 1 1.5 2
& !C V ! & #" " -&! # ) -"! & ) ! 7 "
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
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2
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$ $
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Extended model trough Extended model trough
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$ $
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Extended model trough Extended model trough
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$ $
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Extended model trough Extended model trough
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$ $
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Extended model crest Extended model crest
Extended model trough Extended model trough
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Probability density function
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0.2
0.1
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0 4
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
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0.5
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Probability density function
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0.2
0.1
3
0 4
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
0.6 4
3
0.5
2
Probability density function
0.4
1
0.3 0
1
0.2
0.1
3
0 4
4 3 2 1 0 1 2 3 4 4 3 2 1 0 1 2 3 4
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0.4
0.3
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0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
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" $??2+ = *!), " $??9+ = !!* =
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$ !$
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