100-year and 10,000-year extreme significant wave heights – how sure can we be of these figures?

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100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures? Rod Rainey, Atkins Oil & Gas Jeremy Colman, Independent Consultant

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100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?. Rod Rainey, Atkins Oil & Gas Jeremy Colman, Independent Consultant. Wave crest elevations: BP’s EI 322. A Statoil photograph. Wave breaking: M/T Prestige. A Statoil photograph. - PowerPoint PPT Presentation

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Page 1: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

100-year and 10,000-year Extreme Significant Wave

Heights – How Sure Can We Be of These Figures?

Rod Rainey, Atkins Oil & Gas

Jeremy Colman, Independent Consultant

Page 2: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

A Statoil photograph

Wave crest elevations: BP’s EI 322

Page 3: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

A Statoil photograph

Wave breaking: M/T Prestige

Page 4: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Wave Crest ElevationsPredicting extreme crest elevations is a two-stage process:

1. Find extreme values of significant (4xRMS) wave height, from “hindcast” databases produced by calibrated meteorological computer models, which cover the last 60 years. These are in the public domain – the area West of Shetland is pertinent, as the stormiest in the oil industry.

2. Combine with the probability distribution of wave crest elevations, for given significant wave height. This is the Rayleigh distribution on linear theory, and the “Forristall distribution” on Stokes 2nd order theory, which is the one currently used by the oil industry.

Page 5: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Some evidence of “rogue waves” higher than Forristall distribution (Sterndorff et al. OMAE 2000)

0

1

2

3

4

5

6

0.00 0.25 0.50 0.75 1.00 1.25 1.50 1.75 2.00

0

0.2

0.4

0.6

0.8

1

0.00 0.25 0.50 0.75 1.00 1.25 1.50 1.75 2.00

Cmax / Hs

No

n-E

xcee

dan

ce P

rob

abili

ty Field Measurements

Gumbel fit of Measurements

Page 6: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Recent example with C/Hs = 1.6

Page 7: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

A Statoil photograph

Strongly-nonlinear crest behaviour

Page 8: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

A Statoil photograph

Observations from “Dale Princess”

Page 9: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Explanation for violent breaking – “particle escape” (Rainey J.Eng.Maths 2007)

0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.70

0.1

0.2

0.3

0.4

0.5

0

P jp

0.80.8 Px jp Dx tr

Page 10: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Wave Crest ElevationsPredicting extreme crest elevations is a two-stage process:

1. Find extreme values of significant (4xRMS) wave height, from “hindcast” databases produced by calibrated meteorological computer models, which cover the last 60 years. These are in the public domain – the area West of Shetland is pertinent, as the stormiest in the oil industry.

2. Combine with the probability distribution of wave crest elevations, for given significant wave height. This is the Rayleigh distribution on linear theory, and the “Forristall distribution” on Stokes 2nd order theory, which is the one currently used by the oil industry.

Page 11: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

0 5 10 15

0.0

0.2

0.4

0.6

0.8

1.0

Empirical Distribution Function

Hs (metres)

Pro

ba

bili

ty

probabilitysmallest ann. max

Page 12: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

The Extremal Types Theorem

Page 13: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Bayesian method for estimating parameters

Page 14: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Markov Chain Monte Carlo (MCMC)

Page 15: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Options for priors

Page 16: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Our initial choice of priors

Page 17: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

sigma sample: 100500

sigma

0.5 1.0 1.5 2.0 2.5

P(sigm

a)0.0

2.0mu sample: 100500

mu

9.0 9.5 10.0 10.5 11.0

P(mu)

0.0

2.0

Page 18: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

eta sample: 100500

eta

-0.5 -0.25 0.0 0.25 0.5

P(eta)

0.0

2.0

4.0

Page 19: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

2 5 10 20 50 100 200 500

10

15

20

25

30

35

40

Return levels: 1 to 1000 years

years

Ma

xim

um

Hs

Page 20: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?
Page 21: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

eta sample: 100500

eta

-0.4 -0.3 -0.2 -0.1 0.1

P(eta)

0.0

10.0

Page 22: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

5 10 50 500 5000

12

14

16

18

20

22

Return levels to 10000 yrs: eta -ve

years

Ma

xim

um

Hs

Page 23: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Can we do any better?

• Use information on boundedness of Hs

• Use more of the data– Seasonality– Thresholds– Clusters

Page 24: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

Can we extend the analysis to individual wave heights – rather than Hs?

• Just give us the probability distribution for individual waves, given Hs

• BUGS will do the rest– Extracts the maximum possible information

from• The data• Your prior knowledge

– Expressed as probability distributions of the parameters of interest.

Page 25: 100-year and 10,000-year Extreme Significant Wave Heights – How Sure Can We Be of These Figures?

References

• Coles, S.G. and Tawn, J.A.(1996)A Bayesian analysis of extreme rainfall data. J.R.Stat.Soc. C.Vol.45,No.4,463-478• Coles, S.G. (2001).An introduction to statistical modelling of extreme values. Springer-Verlag.• Coles, S.G. and Powell, E.A.(1996)Bayesian methods in extreme value modelling: a review and new developments.

Int.Stat.Review.Vol.64.No.1.119-136.• Davison, A.C. and Smith, R.L.(1990) Models for exceedances over high thresholds. J.Roy.Stat.Soc B.Vol.52, No. 3

393-442• Dekkers, A.L.M. and De Haan, L. (1989). On the estimation of the extreme-value index and large

quantile estimation. Ann.Stat. Vol.17, No. 4.1795-1832• Eastoe, E.F. and Tawn, J.A. (2009) Modelling Non-stationary extremes with application to surface ozone.

J.Roy.Stat.Soc. C.Vol.58.No.1. 25-45.• Embrechts, P., Klüppelberg, C., and Mikosch, T. (1997) Modelling Extremal Events Springer• Gilks, W.R. and Spiegelhalter, D.J.(1996) Markov chain Monte Carlo in practice. Chapman and Hall• Leadbetter, M.R., Lindgren, G., and Rootzén, H. (1983). Extremes and related properties of random

sequences and processes. Springer-Verlag.• Resnick, S.I. (1997). Heavy tail modelling and teletraffic data. Ann.Stat. Vol.25, No. 5, 1805-1849• Smith, A.F.M. and Roberts, G.O.(1993) Bayesian Computation via the Gibbs sampler and related Markov

chain Monte Carlo methods.J.Roy.Stat.Soc.B.Vol.55, No.1 3-23• Smith, R.L. (1989) Extreme value analysis of environmental time series: an application to trend detection in

ground-level ozone.Stat.Sci.Vol.4, No.4, 367-377• Tawn, J.A. (1992) Estimating probabilities of extreme sea-levels. J.Roy.Stat.Soc.C. Vol.41.No.1. 77-93• Wadsworth, J.L., Tawn, J.A. and Jonathan, P. (2010). Accounting for choice of measurement scale in extreme

value modelling. Ann. Appl. Stats,Vol. 4, No. 3, 1558-1578.