Environmental wave contours by inverse FORM and Monte Carlo Simulation with variance reduction techniques

被引:17
|
作者
Clarindo, G. [1 ]
Teixeira, A. P. [1 ]
Soares, C. Guedes [1 ]
机构
[1] Univ Lisbon, Ctr Marine Technol & Ocean Engn CENTEC, Inst Super Tecn, Lisbon, Portugal
关键词
Environmental contours; IFORM; Direct sampling; Importance sampling; DISTRIBUTIONS; HEIGHT; MODELS; DEFINITION; REANALYSES; HINDCAST; CLIMATE; PERIOD; OCEAN; WIND;
D O I
10.1016/j.oceaneng.2021.108916
中图分类号
U6 [水路运输]; P75 [海洋工程];
学科分类号
0814 ; 081505 ; 0824 ; 082401 ;
摘要
Environmental contours of significant wave height and wave period are established for 10, 25 and 100 year return periods by different approaches. The environmental contours are first derived by Direct sampling and by the Inverse First Order Reliability method (IFORM) using the Rosenblatt transformation. Then, the importance sampling technique is applied at different locations along the environmental contours to reduce the variance of the estimates and, consequently, to increase the accuracy and efficiency of the prediction method. The different environmental contours are derived from a large collection of hindcast wave data from offshore of Canary Islands, which is used as a case study to compare the different approaches.
引用
收藏
页数:12
相关论文
共 50 条
  • [1] Monte Carlo Simulation and Improvement of Variance Reduction Techniques
    Cao, Zi-xuan
    Yang, Zhuo
    Liu, Kun
    Zhang, Ze-wei
    Luo, Zi-ting
    Zhang, Zhi-gang
    [J]. INTERNATIONAL CONFERENCE ON MATHEMATICS, MODELLING AND SIMULATION TECHNOLOGIES AND APPLICATIONS (MMSTA 2017), 2017, 215 : 122 - 130
  • [2] Variance reduction in Monte Carlo simulation of product form systems
    Lassila, PE
    Virtamo, JT
    [J]. ELECTRONICS LETTERS, 1998, 34 (12) : 1204 - 1205
  • [3] Variance Reduction Techniques for Monte Carlo Simulation of Coincidence Circuits
    Tsvetkov, E. A.
    [J]. BULLETIN OF THE LEBEDEV PHYSICS INSTITUTE, 2021, 48 (08) : 232 - 235
  • [4] Variance Reduction Techniques for Monte Carlo Simulation of Coincidence Circuits
    E. A. Tsvetkov
    [J]. Bulletin of the Lebedev Physics Institute, 2021, 48 : 232 - 235
  • [5] Variance reduction for Monte Carlo simulation of stochastic environmental models
    Schoenmakers, JGM
    Heemink, AW
    Ponnambalam, K
    Kloeden, PE
    [J]. APPLIED MATHEMATICAL MODELLING, 2002, 26 (08) : 785 - 795
  • [6] Variance reduction for multivariate Monte Carlo simulation
    Wang, Jr-Yan
    [J]. JOURNAL OF DERIVATIVES, 2008, 16 (01): : 7 - 28
  • [7] Evaluation of variance reduction techniques in BEAMnrc Monte Carlo simulation to improve the computing efficiency
    Mohammed, Maged
    Chakir, E.
    Boukhal, H.
    Saeed, Mroan
    El Bardouni, T.
    [J]. JOURNAL OF RADIATION RESEARCH AND APPLIED SCIENCES, 2016, 9 (04) : 424 - 430
  • [8] Monte Carlo simulation variance reduction techniques for photon transport in liquid xenon detectors
    Bruenner, S.
    Colijn, A. P.
    Decowski, M. P.
    Kesber, O., V
    [J]. JOURNAL OF COSMOLOGY AND ASTROPARTICLE PHYSICS, 2021, (03):
  • [9] A combined approach of variance-reduction techniques for the efficient Monte Carlo simulation of linacs
    Rodriguez, M.
    Sempau, J.
    Brualla, L.
    [J]. PHYSICS IN MEDICINE AND BIOLOGY, 2012, 57 (10): : 3013 - 3024
  • [10] Application of variance reduction techniques in Monte Carlo simulation of clinical electron linear accelerator
    Zoubair, M.
    El Bardouni, T.
    El Gonnouni, L.
    Boulaich, Y.
    El Bakkari, B.
    El Younoussi, C.
    [J]. NUCLEAR INSTRUMENTS & METHODS IN PHYSICS RESEARCH SECTION A-ACCELERATORS SPECTROMETERS DETECTORS AND ASSOCIATED EQUIPMENT, 2012, 661 (01): : 93 - 97