Tomasz Hinz, Polish Registry of Shipping;Tomasz.Hinz@prs.

pl
Jerzy Matusiak, Aalto University School of Science and Technology

FUZZY MONTE CARLO METHOD FOR PROBABILITY OF

CAPSIZING CALCULATION USING REGULAR AND NON-REGULAR
WAVE

Summary

Currently, research centres from all over the world (Italy, Greece, Japan, USA,
Germany) are working on a new generation of stability regulations. IMO proposed to focus on
three main scenarios of ship capsizing. One of these scenarios refers to Dead Ship Condition.
The new regulations are to be of a probabilistic nature. To achieve this, it will be necessary to
create appropriate methods for determining the probability of ship capsizing or the probability
of loss of stability (LOSA - loss of stability accident).
In order to calculate the risk of ship capsizing it is necessary to build a mathematical
model of ship motion. One of the exiting models, which was developed in Finland at Aalto
University in Espoo, is called LAIDYN.
This article presents one of the methods used to assess LOSA probability. This method
is based on the Monte Carlo simulation with the application of the fuzzy number method. In
the ship’s motion model both regular and irregular waves are considered.

Key words: capsizing, dead ship condition, Monte Carlo

T. Hinz, J. Matusiak Fuzzy Monte Carlo Method for Probability of Capsizing
Calculation Using Regular and Non-Regular Wave

1. Introduction
During some previous IMO - SLF sessions (from 47th to 52st) [1], [2], [3], [4]
discussions took place concerning the new generation of regulations. It was decided to
develop the regulation basing mainly on the following four scenarios:
− Dead Ship Condition, i.e. ship without forward speed, exposed to action of waves
and wind;
− Pure-loss of stability;
− Parametric roll;
− Surf-riding and broaching.
In order to present a new approach to the stability issue, it is necessary to define the
intact stability failure. The definition can be found in SLF document 51/WP.2 [4]:
"Intact stability failure is a state of inability of a ship to remain within design
limits of roll angle and combination of rigid body accelerations".
SLF subcommittee presented four definitions of criteria, which deal with the assessment
of the intact stability failure in different ways:
− "probabilistic performance-based" – this criterion is based on the physical model of
intact stability failure considering the probability of an event;
− "deterministic performance-based" – this criterion resembles the previous one,
except the fact that the event is determined;
− "probabilistic parametric criterion" – this criterion is based on the value
measurement connected with an occurrence but it does not encompass the physical
model of the occurrence. It exploits one or more stochastic values;
− "deterministic parametric criterion" – this criterion also does not contain
the physical model but is based on one or more deterministic values, which take part
in measuring the values connected with the occurrence. This criterion is applied to
present regulations.

Fig. 1 Process of assessment in the new generation of stability rules [4]

Fuzzy Monte Carlo Method for Probability of Capsizing T. Hinz, J. Matusiak
Calculation Using Regular and Non-Regular Wave

Fig. 1 presents the multi-stage approach of the stability regulations. The concept is built
on the performance based criteria and on the vulnerability criteria [4]:
− Performance based criteria – criteria combined with attaining the performance; they
can be based on the model test or numerical simulations and can have a probabilistic
or deterministic nature;
− Vulnerability criteria – criteria connected with a ship’s susceptibility to intact
stability failure for particular scenarios; these criteria can be divided into two or
more levels:
° level 1 is based on the simple criterion combined with the ship geometry,
° level 2 is based on the simple physical model of an occurrence of a dangerous
phenomenon.
The discussion concerning the new generation of IS Code is widely described in
literature [5], [6]. It is also possible to find some critical voices that do not agree with this new
concept [6].
Individual countries, which participate in developing the new generation of rules,
presented their suggestions on how to apply the multi-stage approach to particular scenarios,
which are given in Table 1.

Table 1 Summary of the methodologies for different stability scenarios [6]

Stability failure mode Level 1 Level 2 Direct assessment Operational
guidance
Pure loss stability USA Germany Germany
Parametric roll USA Germany Germany
Surf riding/ broaching Japan Japan Japan
Dead ship condition Italy, Japan Italy, Italy, Japan, Germany
Japan

2. The Probability of ship capsizing in Dead Ship Condition

The capsizing probability of non-damaged ship is the main part of the probability
criteria. The probability model that is mostly presented is the model described by the
following formula [7], [8], [9], [10]:

(1)

where:
− P(Cannual) – probability of ship capsizing,
− Vs – ship speed,
− pvs – probability that ship will be in giving speed
− β – heading,
− p – probability that ship will be in giving heading
β

− H/λ– wave steepness,

− pH/ – probability of appearance giving wave steepness
λ

− Hs,annual– maximum significant wave height,

T. Hinz, J. Matusiak Fuzzy Monte Carlo Method for Probability of Capsizing
Calculation Using Regular and Non-Regular Wave

− QHs, annual – probability of appearance of a certain significant wave height during a

storm,
− HC – minimum significant height of wave which causes the capsizing in the
presence of parametrical data,
By deleting from Formula (1) elements associated with speed we obtain the capsizing
probability of non-damaged ship in Dead Ship Condition.

. (2)

It is possible to calculate the probability of ship capsizing as well as to compute the

probability of exceeding a certain roll angle.
McTaggart [9] proposed the usage of the method based on the probability calculation of
exceeding a certain roll angle instead of calculating the capsizing probability directly. This
method is based on calculating the distribution of maximal roll angle for different sea
conditions.

(3)

where:
QX(X) – probability of exceeding variable X.
By deleting from Formula (3) elements associated with speed we obtain the distribution
of maximal roll angle for different sea conditions for non-damaged ship in Dead Ship
Condition.

(4)

In the case of this approach the ship capsizing probability can be calculated from
Formula 4:
, (5)

In order to calculate the ship capsizing probability for Dead Ship Condition the Monte
Carlo method was applied. The capsizing probability was determined from Equation 5.
The Monte Carlo method can be described by Formula 6:

, (6)

where:
– number of simulations where the assumed angle was reached,
– number of simulations.
Fuzzy Monte Carlo Method for Probability of Capsizing T. Hinz, J. Matusiak
Calculation Using Regular and Non-Regular Wave

In this article the ship heeling angle equal to 60° is used as criterion of capsizing. The
value of critical angle was taken from experts’ opinion and intact stability rules.
2.1. Fuzzy probability of capsizing (lost of stability accident)
The probability of ship capsizing can also be described using the fuzzy numbers.
According to definition a fuzzy number is described with the formula (7).given below [11]
, (7)

where
.

There also exists a verbal description, as well, where particular numbers or sets of
numbers are assigned to a given linguistic term. The latter way of description is more natural
for people [11].
In order to determine the fuzzy probability of ship capsizing it is possible to use two
ways separately or both of them at the same time:
− with the usage of operation performed on fuzzy numbers
− with the usage of linguistic terms
In this article, the second approach was applied to calculate the probability of ship
capsizing in Dead Ship Condition, with the usage of the ranges presented in Table 2.

Table 2 Probability range for linguistic terms [11]

Probability MTBF range Failure rate
(linguistic term) (days) (ordinal scale)
Very high 1 to 5 1E-1 to 2E-1
High 5 to 50 2E-1 to 2E-2
Moderate 50 to 500 2E-2 to 2E-3
Low 500 to 2000 2E-3 to 5E-4
Remote 2000 to 10000 5E-4 to 1E-5

Fig. 2 presented form of the function for fuzzy probability of capsizing describe be
linguistic terms.
T. Hinz, J. Matusiak Fuzzy Monte Carlo Method for Probability of Capsizing
Calculation Using Regular and Non-Regular Wave

Fig. 2 Form of the function [12]

3. Calculations and results

The calculations were conducted for a container ship ITTC A1 [13]. Table 3 gives the
elementary technical data of the ship.
The calculations were conducted for regular and irregular waves. The wave parameters
were chosen basing on the statistics for the Adriatic [14], [15]. The Tabain spectrum [14],
which is appropriate for this sea, was chosen as the wave spectrum.
The program LAIDYN was applied to conduct all calculations (for regular and irregular
waves). The program is under continuous development in Finland at Aalto University in
Espoo [16], [17], [18], [19]. The LAIDYN method is based on the assumption that the
complete response of a ship equals to the sum of linear and non-linear parts [16]. The
diffraction and radiation forces are well described by the linear theory. In this method, the
main part of the first order load is calculated with the linear approximation, based on the
current heading and location in relation to a wave. Defining the non-linear part, hydrostatics,
wave force (regular and irregular waves [19]), propeller and rudder forces, were taken into
consideration.
It was obtained from the computations that for angle 60° the probability of ship
capsizing in regular waves is equals to .
The dangerous weather conditions for this ship were chosen from the calculation for
regular wave. The most dangerous area is for significant wave height ranging from 2.6 m to
5.9 m and periods taken from statistics[14], [15] for this significant wave height.
In the case of irregular waves, the probability of ship capsizing is smaller the for regular
waves and is about 4.279E-4.
Fuzzy Monte Carlo Method for Probability of Capsizing T. Hinz, J. Matusiak
Calculation Using Regular and Non-Regular Wave

Table 3 Principal particulars of the test[13]

Items Ship ITTC A1
Lpp Length [m] 150.00
B Breadth [m] 27.2
D Depth [m] 13.5
Tf Draught at FP [m] 8.5
T Mean draught [m] 8.5
Ta Draught at AP [m] 8.5
Cb Block Coefficient [-] 0.667
Pitch radius of gyration [m] 0.244
xCG Longitudinal position of centre [m] 1.01 aft
of gravity from midships
GM Metacentric height [m] 1.0
Te Natural roll period [s] 21

Table 4 presents the results of calculations, which concern the fuzzy probability of ship
capsizing. Fuzzy probability of ship capsizing was assess using theory of fuzzy number[11]
and range of linguistics term[11], [12] from Fig. 2.

Table 4 Fuzzy probability of ship capsizing

Regular wave Irregular wave

Remote 1 1
Low 0.25 0.25

4. Conclusions
The probability of capsizing of the container ship during one-year operation is found to
be 4.808E-4 for regular waves and 4.279E-4 for irregular waves.
The safety level for the Dead Ship Condition remains open and must be evaluated by
governments or insurance companies.
The Dead Ship Condition scenario is considered at IMO as one of the main scenarios
for stability accidents. It is assumed as especially dangerous for ships with big
"superstructures" like a loaded container ship or RoPax.
Monte Carlo method, as a tool for probability computations, has some disadvantages.
The most serious one is its time-consuming nature in particular for irregular waves. This
method gives better results when the number of computations increases.

REFERENCES
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T. Hinz, J. Matusiak Fuzzy Monte Carlo Method for Probability of Capsizing
Calculation Using Regular and Non-Regular Wave

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