An Efficient Monte Carlo Simulation Technique for Derivation of the Probability Distribution of the Extreme Values of Offshore Structural Response

Abstract

Offshore structures are exposed to random wave loading in the ocean environment and hence the probability distribution of the extreme values of their response to wave loading is required for their safe and economical design. To this end, the conventional simulation technique (CTS) is frequently used for predicting the probability distribution of the extreme values of response. However, this technique suffers from excessive sampling variability and hence a large number of simulated response extreme values (hundreds of simulated response records) are required to reduce the sampling variability to acceptable levels. In this paper, a more efficient version of the time simulation technique (ETS) is introduced to derive the probability distribution of response extreme values from a much smaller sample of simulated extreme values.