Extreme Value Distribution for Stochastic Processes Subject to a Full Load Climate

by J. B. Mathisen, A.S. Veritas Research, Norway,

Document Type: Proceeding Paper

Part of: Structural Safety and Reliability


Reliability analysis of structures subject to environmental loads generally involves load effects which are properly treated as stochastic processes, and requires determination of the extreme value distribution due to these loads. For ships and offshore structures, the extreme value distribution is often obtained via combination of the distribution of the load effect for a set of environmental states, together with the probability of occurrence of those states. This procedure becomes cumbersome if the set of environmental states is large, or if the load effect requires much effort for each environmental state. An approximation for the extreme value distribution is presented, which only requires results from a limited number of environmental states. Bounds are included with the probability estimate. Results are obtained for an idealised offshore response to combined wind and waves.

Subject Headings: Stochastic processes | Load distribution | Load factors | Offshore structures | Climates | Structural analysis | Load combinations | Structural safety

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