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Design Current Profiles Using Empirical Orthogonal Function (EOF) and Inverse
FORM Methods
George Z. Forristall, Shell International Exploration and Production, BV, and
Cortis K. Cooper, Chevron Petroleum Technology Company
Copyright 1997, Offshore Technology Conference These simple design profiles are reasonable for shallow
This paper was prepared for presentation at the 1997 Offshore Technology Conference held water and more traditional structures like jackets where waves
in Houston, Texas, 5--8 May 1997
are a more important load factor then currents. For these
This paper was selected for presentation by the OTC Program Committee following review of
information contained in an abstract submitted by the author(s), Contents of the paper, as cases, the extreme loads occur during extreme storms and the
presented, have not been reviewed by the Offshore Technology Conference and are subject current profiles are relatively simple. Errors in the profiles are
to corredion by the author(s), The material, as presented, does not necessanly refled any
position of the Offshore Technology Conference or its officers, Electronic reproduction, of little consequence because the waves dominate the load
distribution, or storage of any pari of this paper for commercial purposes without the written
consent of the Offshore Technology Conference is prohibited, Permission to reproduce in print equation. In deeper water the situation can change, especially
is restrided 10 an abstract of not more than 300 words; illustrations may not be copied, The
abstract must contain conspicuous acknowledgment of where and by whom the paper was
for newer concepts like spars and subsystems like risers. In
presented, these cases, currents can actually dominate the load equation
so simplification of the profile can introduce substantial
Abstract errors. In addition, the currents tend to be much more
complex and less constant with depth. The extreme load may
In the past, the oil industry has used highly simplified design indeed occur during a storm but it may be accompanied by a
current profiles. The simplification process produces errors persistent and strong non-storm generated current. A good
which are typically unimportant in shallow water but the example of this condition is found west of Shetlands where
errors can be substantial in deeper water where currents are there is often a strong (I m/s) current which is largely
more complex and some design concepts are sensitive to independent of local wind forcing.
current. We suggest a new method to develop more accurate Figure 2 shows some examples of strong, non-storm
current profiles without significantly burdening the design current profiles measured in various sites around the world.
engineer. The method consists of two steps. In the first step, Note the complex profiles.
we simplify the current data using Empirical Orthogonal This paper describes a technique to develop more realistic
Functions (EOF), a method that accurately expresses complex current profiles with two techniques used in sequence:
data with just a few energetic modes. To these modes, we empirical orthogonal functions (EOF) followed by the inverse
then apply the inverse First Order Reliability Method (FORM) First Order Reliability Method (FORM). EOFs are used to
to develop a profile with an n-year recurrence. We describe reduce a vertical profile into a small number of values, called
the EOF and FORM methods and provide some examples of modes. These are analyzed by the inverse FORM to develop
how the analysis applies to real data. design currents of a specified recurrence interval.
EOFs have been used by meteorologists and
IntrOduction oceanographers for several decades to analyze complex time
series. Wunsch (1996) gives a number of examples and
Historically the oil industry has based the vertical variation of references in the field of oceanography. In the case of
design current profiles on either simple theoretical formulas or currents, EOFs have been used to simplify time series of ocean
piecewise linear profiles. The latter are usually derived by currents into a series of modes. Just a few modes can replicate
applying some simplistic vertical averaging to numerical extremely complex current profiles. In addition, one can often
model hindcast results. Figure I shows several examples of gather substantial irtsigl!!Jnto the physical processes driving
design profiles given in the codes of API (1993), DOE (1992), the currents by examining the shape and frequency of the EOF
and DnV (1991). Note the simple shapes. The magnitudes of components.
the profiles are not important because they reflect local Once the EOF procedure has been used to reduce the data
forcing. to a few characteristic modes, we apply the inverse FORM to
the modal components to derive currents at specified
11
2 GEORGE Z. FORRISTALL AND CORTIS K. COOPER OTC 8267
recurrence intervals. The inverse FORM is an elegant way to (U) and a spatial modulation (V) multiplied by a constant
develop loads from multiple inputs that may be statistically weight vector (W). Equation (I) is known as the Singular
dependent In our case, the inputs correspond to the dominant Value Decomposition (SVD) of A. The decomposition
modes derived from the EOF. Winterstein et aL (1993) consists of finding the matrices W, U and V given A. SVD is
describe the inverse FORM and give examples which include a powerful technique for solving over- and under-determined
the determination of loads based on wave height and period. systems of linear equations. Wunsch (1996) gives a
The next chapter outlines the basic EOF procedure. It is comprehensive discussion of the relationship of the SVD to
followed by a chapter that demonstrates the application of the least squares estimation and its use in an oceanographic
EOF method to data collected west of Shetlands. This context Another good explanation of the use of the SVD for
application illustrates how EOFs can dramatically reduce the an oceanographic problem can be found in Davis (1986).
amount of data needed to describe time series. It also Press et aL (1986) give a FORTRAN routine that performs the
illustrates how they can provide insight into the dominant SVD along with a simple explanation of its use.
physical processes driving the currents. Alternatively, Equation (1) can be solved as a classical
The fourth chapter describes the inverse FORM, and eigenvalue problem. Wunsch (1996) outlines the procedure.
applies it to hindcasted typhoon-generated current profiles The first step is to calculate the covariance matrix
from the South China Sea. We compare the 100-yr extremes
to values derived from traditional means.
(5)
The final chapter discusses some of the more important
results and closes with conclusions. The next step is to solve the eigenvalue problem
U=AVW- I (7)
l time series of the current at one depth. Neither the times nor
the depths need to be evenly spaced, although the depths must
be the same in every profile.
The rows of VT (columns of V) are called the EOFs. Each
where U has the same dimensions as A, and Wand V are N x
EOF is a vector with a value at each depth in the original data,
N square matrices. W is a diagonal matrix and U and V are
and there are the same number of functions as there are
orthogonal so that depths. As indicated in equation (3), the EOFs are orthogonal
to each other. They play the same role as sine waves do in an
(2) ordinary Fourier spectral analysis. The current profiles are
and expressed as a sum of the EOFs just as they could be
(3) expressed as a sum of sine waves. The difference is that the
EOF modes are functions which fit the data matrix most
Written out explicitly, the matrix multiplication in equation efficiently as opposed the predetermined functions used in a
Fourier analysis.
(1) is
1\/
The diagonal elements of Ware called the magnitudes of
Au = L
k=l
WkU,kVjk (4) the EOF modes. There is one non-negative magnitude per
mode. The matrix U gives the amplitudes of the modes in each
current profile; that is they modulate the fit in the time
Equation (I) decomposes the data into a time modulation domain. There is one row in U for each profile, and the N
12
OTC 8267 DESIGN CURRENT PROFILES USING EOF AND INVERSE FORM METHODS 3
amplitudes in the row multiply the N modes which add to give fit is generally excellent. Similar fits are found at other depth
the current profile at that time. The coefficient of mode k for bins.
profile i is thus wkuik, but since both the EOF and amplitude Figure 5 quantifies the error by showing the percent of the
matrices are orthonormal, all of the information about the variance in the data that is reproduced using the EOF fits as
relative importance of the modes in explaining the data is the finction of the number of modes used. Our measure of
contained in the magnitudes wk. We will use the notation error is defined as
convention that uk is the variable giving the amplitude of the
kth mode. That is
uk = uk(i) = Uik
inversion
more effort from the design engineer. The improved accuracy produce a 100-yr typhoon current profile. Since all of the
should be especially important in deeper waters and with new hindcast current profiles were zero below 130 m depth, all of
design concepts like spars and deepwater risers that are the mode vectors also go to zero below that depth. It is,
sensitive to current. however, likely that the 100-yr storm would create enough
The method uses two steps. The first step applies the EOF mixing to produce a deeper current profile. Extrapolation of
technique to decompose the measured or hindcast time series the modes of the profiles in the hindcast data can not
of current profiles into spatially- and temporally- dependent duplicate such a profile. In the present example, it appears
parts multiplied by a constant vector. When applied to that this theoretical problem was not too important, since the
oceanographic data, EOFs usually yield a set of dominant 100-yr drag from the inverse FORM calculations agreed well
modes. We demonstrated this for data from west of Shetlands with direct analysis of the hindcast profiles.
which we found could be accurately described with just three We also suspect that the EOF would underestimate the
modes, amounting to an order of magnitude decrease in data. profile in regions where high wave number currents occur
EOF analysis can also give insight into the physical processes infrequently. An example would be the northwest shelf of
of importance in the data. In the case of the west of Shetlands, Australia where solitons add substantially to the extreme
the first mode corresponds to the barotropic tide and slope currents but because they occur for only a few minutes each
current while the second mode is probably generated by an day and represent a relatively small portion of the total
internal tide. variance, they will not be well captured by the EOF method.
The combination of modes which gives an extreme Keep in mind, the design profiles in present design codes are
current profile is found using the inverse FORM method of of course no better.
Winterstein et al. (1993). Inverse FORM searches a
hypersphere of a constant and specified recurrence level to
find the amplitudes of the EOF modes that give the maximum Acknowledgments
response function. We provided an example for the case of
typhoon-generated currents in the S. China Sea. We used a Rabi Dee gave us a beginner's guide to inverse FORM
drag response function for our example, though clearly other calculations. Lakshmi Kantha kindly sent us a copy of the
response functions are possible. We found that the method code for his turbulence closure model. Colin Grant gave us
produced estimates of the 100-yr response that were within permission to use the west of Shetlands ADCP data, and he,
1% of a more traditional approach. The advantage of our Chris Shaw, Kevin Ewans and Paul Taylor made helpful
approach is that one can quickly back out the profile that comments on a draft of the paper
generated the 100-yr response. This is not so easy if inverse
FORM is applied to the full 3-D current data. Our method References
retains the advantage of inverse FORM over the more straight-
forward simulation used by Forristall et al. (1991). That is, 1. API( 1993), Recommended practice for planning, designing,
one can quickly find the design profile for another response and constructing fixed offshore platforms, American Petroleum
function without rerunning the entire simulation. One only Institute, API R P 2A, Washington.
has to re-plot the load curves in Figure 12. 2. Cardone, V.J. and C.K. Grant (1994), Southeast Asia
A description of current profiles as a sum of EOFs should meteorological and oceanographic hindcast study (SEAMOS).
be ideal for use in fatigue analyses of risers. The joint In Proceedings of the 10th Offshore South East Asia
probabilities of mode amplitudes given in scatter plots like Conference and Exhibition, OSEA 94 132, Singapore, 1994.
Figure 11 can be combined into bins, producing a scatter
diagram of mode amplitudes similar to the scatter diagrams of 3. Davis, R.E. (1986), Predictability of sea surface temperature
wave height and period used in the fatigue analysis of fixed and sea level pressure anomalies over the North Pacific Ocean,
platforms. A riser analysis would be performed for the current Journal ofPhysica1 Oceanography, 6,249-266.
profile represented by each bin, and the fatigue damage added
4. DOE (1992), Offshore Installations: Guidance on Design,
up taking into account the number of profiles in the bin. The Construction and Certification, UK Department of Energy,
number of modes which need to be considered will depend on London.
how sensitive the riser stresses are to the higher modes as well
as how energetic the modes are. We suspect that only a few 5. DnV (Det norske Veritas) (1991), Environmental conditions and
modes will be necessary for an accurate calculation of fatigue environmental loads. Hovik, Norway, March.
damage.
While the method appears to be a clear improvement over 6. Forristall, G.Z.. R.D. Larrabee and R.S. Mercier (1991),
previous methods, there are some potential limitations which Combined oceanographic criteria for deepwater structures in the
Gulf of Mexico, Proceedings of the 23rd Annual Offshore
must be investigated hrther. For example, there is one subtle Technology Conference, OTC 654 1. Houston
problem with extrapolating the amplitudes of the modes to
OTC 8267 DESIGN CURRENT PROFILES USING EOF AND INVERSE FORM METHODS 7
0 , I
Modes Used
Fig. 5 The dashed curve shows the magnitudes of the EOF Fig. 7 Time series of the size of the first three EOF modes
modes used to fit ADCP measurements west of Shetlands, and fined to the ADCP measurements from west of Shetlands. The
the solid curve shows the percentage of the variance in the mode size is given by its amplitude multiplied by its magnitude.
original data as a function of the number of modes used in the fit.
L
Current Speed (m/s)
Fig. 6 Shapes of the first three EOF modes for the ADCP Fig. 8 Representative current profiles from the typhoon
measurements from west of Shetlands. hindcasts.
10 GEORGE Z. FORRISTALL AND CORTIS K. COOPER OTC 8267
Mode 3
.. . i' .
. ).
I . . .
.
I . '
. . - .. . .
..
. .. . '
Fig. 9 The first four EOF modes for the typhoon hindcasts. Fig. 11 Scatter plot of the first two EOF modal amplitudes for
the typhoon hindcasts.
Mode Number
U
Fig. 10 Magnitudes of the first 10 EOF modes for the typhoon Fig. 12 The bold curve is the IOOyr contour of the amplitudes
of the first two EOF modes for the typhoon profiles. The thin
hindcasts.
contours show equal drag on a single pile. The design current
profile is given by the point on the bold curve with the maximum
drag.
OTC 8267 DESIGN CURRENT PROFILES USING EOF AND INVERSE FORM METHODS 11
Maximum in Hindcosts
-
100
, 1 100 Yeor profile from 2 modes 1 I
1 0 0 Yeor profile from 3 modes 11