Applied Mathematical Modelling 33 (2009) 41534162

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Applied Mathematical Modelling

journal homepage: www.elsevier.com/locate/apm

The sea-wave elevation and multistability in a non-autonomous nonlinear

Its stochastic differential equation for the rolling angle of a ship
E. Mamontov a,b,*, A. Naess b
a
Department of Physics, Faculty of Science, University of Gothenburg, SE-412 96 Gothenburg, Sweden
b
Centre for Ships and Ocean Structures and Department of Mathematics, The Norwegian University of Science and Technology, NO-7491 Trondheim, Norway

a r t i c l e i n f o a b s t r a c t

Article history: Prediction of the rolling behavior of ships in irregular sea remains one of the most difcult
Received 10 June 2008 problems in ship engineering. The present work facilitates solution of this problem by der-
Received in revised form 18 February 2009 ivation of a model which is meaningful from the subject-specic point of view and can ef-
Accepted 24 February 2009
ciently be analyzed with the path-integration method. The model is a single Its stochastic
Available online 6 March 2009
differential equation for the rolling angle of a ship located at a xed spatial point. The equa-
tion appears to be of the third order and nonlinear. It takes into account the elevation of
stochastic traveling sea waves. The stochasticity of the elevation is allowed for by station-
Keywords:
Rolling angle of a ship
ary stochastic velocity of the waves. The works also notes the picture for the multistability
Its stochastic differential equation of the derived model. Improvement of capabilities of the methods for multistable nonlinear
Elevation of sea waves systems is included in directions for future research.
Nonlinearity 2009 Elsevier Inc. All rights reserved.
Multistability

1. Introduction

Work [1] derives analytical expressions for the stationary ship-self-righting and ship-capsizing probabilities on the basis
of the stationary solution of an autonomous nonlinear Its stochastic differential equation (ISDE) for the ship-rolling angle in
the beam sea waves. The derived expressions can be used in many applications such as ship design, maritime regulation,
ship-insurance business. The work also proposes a principle for ship design which can improve the self-righting
performance.
Among the directions for future research, the work stresses generalization of the analysis based on autonomous ISDE in
[1] to non-autonomous models preliminary discussed, for instance, in [2]. The point is that sea waves are traveling. This fea-
ture is, in terms of an ordinary differential equations (ODE), corresponds to the property of the equation to be non-auton-
omous. In contrast to that, the term representing stochastic sea waves used in the ISDE of [1] is autonomous. A need in
allowing for non-autonomous descriptions of sea waves in ship dynamics is also discussed in [3, Sections 6.20 and 6.21].
As is well known (e.g., [3, Sections 6.16.3]), the spacetime behavior of the surface of sea waves is described by means of
the spacetime-dependent elevation, say g, of the free surface of the sea relative to the free surface at rest. The present work
considers the waves in one spatial dimension, i.e. as the plane waves traveling along the spatial axis. In this case, the eleva-
tion, which always depends on time t 2 R 1; 1, depends only on a scalar (rather than vector) spatial coordinate, say,
x 2 R, and is denoted with g(x, t).

* Corresponding author. Address: Department of Physics, Faculty of Science, University of Gothenburg, SE-412 96 Gothenburg, Sweden. Tel.: +46 (0) 31
7723489/+47 73 550446.
E-mail addresses: eugen.mamontov@physics.gu.se, eugen.mamontov@ntnu.no (E. Mamontov).

0307-904X/$ - see front matter 2009 Elsevier Inc. All rights reserved.
doi:10.1016/j.apm.2009.02.014
4154 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162

The approach of [4, Section VIII.2] suggests to consider the elevation more generally, namely as random eld. In this case,
the elevation depends not only on (x, t) but also on elementary event n 2 N where N is the space of elementary events. Sub-
sequently, notation g(x, t) is generalized to g(x, t, n). Since the key phenomenon analyzed in the present work is rolling of ship,
the above axis is regarded to be perpendicular to the portside of the ship. A plane wave traveling along this axis is often
called a beam wave.
Remark 1.1. Motion of a ship is described with the well-known six scalar variables (e.g., [3, Fig. 6.19]): surge, roll, heave,
yaw, sway, and pitch. Many works on the analytical study of the roll motion allow for the roll neglecting the ve other
variables. The specic cases when this approximation is adequate are discussed, for instance, in [5, p. 1917]. One of such
cases is a ship at low speed in unidirectional beam waves.
Less restrictive approximations are considered in the survey [6]. This work introduces the assumption (see [6, the part of
Section 4 on p. 145]) that enables one to analyze a more detailed model for the roll motion in terms of the roll coupled with
both the heave and sway. The corresponding modelling is developed in [6, Sections 4.14.5]. This treatment also formulates
the additional assumptions which allow to consistently reduce the model in the rollheavesway phase space to the
equation for a single variable, the roll angle (see also [6, Section 4.6] for the latter, archetypical equation). The roll-related
dynamical models in three, two, or one spatial variables are exemplied in [6, Section 4.7.1]).
The aforementioned analysis in [6] presents an instructive picture for the models of very different levels of complexity
and shows how the passing from less simple equations to more simple equations can be carried out. This analysis also
includes all of the assumptions employed in the course of the consideration.
In agreement with the simplication line noted in Remark 1.1, the present work neglects such phenomena as the surge,
heave, yaw, sway, and pitch of a ship. The work focuses on the roll angle but suggests a way of accounting for the actual
characteristics of sea waves in the roll. This is the main innovation of the present work.
The published theoretical models, which couple the roll with other modes (see Remark 1.1), deal with the waves in some-
what oversimplied ways because they stress the many-mode description. However, the many-mode models can be gener-
alized to more realistic representations of sea waves, for instance, the one proposed in this work.
The present work focuses on:

 extension of the autonomous rolling-angle ISDE of [1] to a non-autonomous counterpart that takes into account stochastic
elevation g(x, t, n) of sea waves and
 discussion on the multistability due to the elevation inuence upon the solutions of the resulting ISDE.

Section 2 summarizes the ISDE model proposed in [1] and species the angular potential energy of a ship. Section 3 derives
a stochastic differential equation (SDE) which includes elevation of stochastic sea waves. The inuence of the elevation deter-
mines the multistability picture described in Section 4. Section 5 species the elevation by means of the stationary stochastic
velocity of traveling sea waves. This allows to reformulate the above SDE in Section 6 in terms of the shape and stochastic
dynamics of the waves. Section 7 implements the reduction to the ISDE form which presents a non-autonomous elevation-
aware extension of the autonomous ISDE of [1]. The summary and concluding remarks are formulated in Section 8.

2. Summary on the autonomous nonlinear Its stochastic differential equation for the ship-rolling angle

According to [1], the time dynamics of the ship-rolling angle u 2 R is described with equation
s
2  2
d u 1 du du 1 dPu F
1 c2 ; 2:1
dt
2 so dt dt I du I
where F is specied as follows
s
2 dWn; t
FI X : 2:2
so dt

In these relations, P(u) is the angular potential energy of the ship, F is the angular force of wind or sea waves acting on a ship,
W(n, t) is the Wiener stochastic process, and I is the angular momentum of inertia of the ship. Scalars I, so, c, and X are po-
sitive constants. Eq. (2.1) under specication (2.2) presents an autonomous ISDE for u.
The terms on the left-hand side of (2.1) are of the following meaning.

 The rst term is due to the angular kinetic energy of the ship E = (I/2)(du/dt)2. This relation indicates that the physical
dimension of parameter I is energy multiplied by squared time.
 The second term corresponds to the roll damping of the ship with water (and air). The square-root component is a smooth
approximation for the well-known term (e.g., [5, (5.9)], [6, (48)]) 1 + cjdu/dtj where parameter c determines the intensity
of the damping dependence on angular velocity du/dt. A concise summary and further references on this description can
be found in [5, the paragraph below (5.9)].
 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162 4155

 The third term is the restoring force due to the angular potential energy P(u). This force is the one that gives rise to a
physical equilibrium. When the ship is perturbed away from the equilibrium, this force will tend to bring it back toward
the equilibrium.

The physical meanings of parameters so and X become straightforward if one considers a simplied version of ISDE (2.1)
and (2.2). Indeed, neglecting the third term on the left-hand side of (2.1), setting c = 0, and allowing for (2.2), one obtains
ISDE
s
2
d u 1 du 2 dWn; t
X
dt
2 so dt so dt

for angular velocity du/dt. The displayed equation indicates that so is the relaxation time of the velocity and X is the standard
deviation for the stationary version of the velocity (in the particular case corresponding to the mentioned approximation).
The initial conditions for ISDE (2.1) and (2.2) are set at an arbitrary time point, say, to 2 R which is, thus, the initial mo-
ment. We come back to it in Section 6.
The present work assumes that:

(a) the directions of wind and sea waves are the same;
(b) the ship is symmetrical in this direction for all t, u, and n; this assumption in particular means that neither the so-
called list is present nor weight can be shifted; it is a considerable idealization; indeed, in the course of the change
of juj from 0 to, say, p/2, some weight is usually shifted and the ship deck is partly ooded;
(c) the parameters of the ship are independent of t, u, and n; this is one more idealization; it in particular means that no
weight (e.g., see water) can be loaded on the ship or discharged from it (e.g., lost cargo); moreover, the ship can not be
damaged or vary in other ways; it is not easy to assure the constant-parameter assumption in practice; for instance,
the ship must be very special to make this assumption applicable when juj changes from 0 to high values such as p/2,
not to mention p or greater.

One can say that, if assumptions (b) and (c) hold for a ship, then it has some features similar to that of a piece of cork on
the water surface.
Remark 2.1. There are many formalism-targeted works in multistability of the ship-rolling angle u described with various
versions of Eq. (2.1). The key term in this analysis is the shape of function P(u), i.e. the u-dependence of the angular potential
energy of a ship. However, the mentioned works usually apply this function in the form of a polynomial of the fourth degree
such that
lim Pu 1: 2:3
juj)1

The informal interpretation of (2.3) is highly problematic.

Indeed, feature (2.3) is purely hypothetical because the physical phenomena represented by it are unknown. In other
words, (2.3) is, from the physical point of view, a nonsense. The polynomial potential energy is probably a concise and handy
term to be easily dealt with in analytical manipulations but, obviously, the potential energy of any terrestrial system is
bounded. It cannot tend to innite in any physically realizable limit case either.
Moreover, it is also obvious that the rolling angle u is determined up to the additive scalar 2pj where j is an arbitrary
integer number. Consequently, function P(u) is periodic in u with the period 2p. This in particular means that P (u) is
uniformly bounded in u that corresponds to the aforementioned boundedness.
The above indicates that the rolling-angle equations such as (2.1) can be meaningful only if the term P(u) possesses at
least some of the key qualitative properties which would allow a proper physical reading of this term.
A work that further analyzes the problem noted in Remark 2.1 and derives other features of function P(u) which follow
from its physical meaning is work [1]. Work [1] notes that function P (u) possesses the properties listed below.

(i) Function P(u) is dened, uniformly bounded, and non-negative on the entire axis R. These properties are fundamental
to any ship in any scenario as far as it is on the water surface. The feature that P is dened on the entire R follows from
the fact that the set of values of u is generally unbounded, i.e. u can be arbitrary in R. The uniform boundedness and
non-negativeness follow from the physical meaning of angular potential energy P(u). (In contrast to this, polynomial
models for P violate the uniform boundedness. Many of them do not provide the non-negativeness either.)
(ii) Function P(u) has at least one point of the global minimum, the value of the function at this point is zero, and this
point is also the point of a local minimum. These features are also fundamental. Usually, ships are designed in such
a way that the global minimum is achieved at u = 0, i.e. P(0) = 0. Note that P (u) can have more than one local min-
imums. Any nonzero u which is the abscissa of the point of a local minimum of function P (u) is known as the angle of
loll.
(iii) Function P(u) is even. This is not a fundamental property. It follows from the above assumption (b).
4156 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162

(iv) Function P(u) has at least two points of the global maximum. Each of them is also the point of a local maximum. The
global-maximum-point abscissae u = uc and u = uc which are the closest ones to u = 0 are called the critical values of
rolling angle u. Certainly, P(uc) = P(uc). Since each of angles u = p and u = p corresponds to the keel-over state of
the ship, uc is such that uc 2 (0, p).
These properties are not fundamental. They, and the subsequent features, follow from the above assumptions (b)
and (c).
The local-extremum picture is, in terms of derivative dP (u)/du, expressed as follows:
dP0 dPuc dPuc
0; 0; 2:4
du du du
2 2 2
d P0 d Puc d Puc
> 0; < 0: 2:5
du2 du2 du2
Value u = 0 is the abscissa of a stable node or focus of autonomous ordinary differential equation (ODE)
s
2  2
d u 1 du du 1 dPu
1 c 2 0; 2:6
dt
2 so dt dt I du
which is the autonomous version of (2.1), whereas u = uc and u = uc are the abscissae of saddle equilibrium points
of (2.6).
(v) Since values of rolling angle u are determined up to the additive scalar 2pj where j is an arbitrary integer number,
function P(u) is periodic in u with the period 2p.
(vi) The periodicity and evenness also imply relations
dPp=du dPp=du 0:
They indicate that values u = p and u = p are abscissae of the two equilibrium points of autonomous ODE (2.6). The
sign of the second derivatives of P at each of these points generally depends on the ship.

The rst relations in (2.4) and (2.5) imply that there is positive constant xo such that
Ix2o 2
Pu u; in the limit case when u ! 0: 2:7
2
As is shown in [1], if the ship is designed in such a way that
2so xo 2  1; 2:8
then the rolling performance of the ship is improved, at least at small juj.
Since function P(u) is even and 2p-periodic in u, it is sufcient to determine it on interval u 2 [p, p] and then extend it
to the entire axis R by means of relation
Pu 2pj Pu; u 2 p; p; j 2 f. . . ; 2; 1; 1; 2; . . .g; 2:9
This description is applicable, no matter if dependence P (u) on interval[p, p] is available experimentally or theoretically.
However, we can indicate the result which was not included in our previous work [1] but makes the extension technique
unnecessary.
Proposition 2.1. Function
  2
p sinu=2
Pu Puc sin 2:10
2 sinuc =2
possesses all of the above properties (i)(vi) of function P (u).

Proof. In order to prove the assertion, it is sufcient to make sure that the mentioned properties are the case for (2.10). We
only note that function sin(u/2) in (2.10) is 4p-periodic. However, the 2p-periodicity of (2.10) follows from the facts that the
sine function is odd and the squared sine function is even. h
Proposition 2.1 is an example of the specic outcomes of the analysis stressed in Remark 2.1. According to (2.10), function
P(u) includes exactly two parameters: uc which is discussed above and P (uc) which is the value of this function at each
critical angles uc and uc. One can also show that asymptotic representation (2.7) applied to (2.10) results in
8  uc  2
Puc Ix2o sin : 2:11
p2 2
Expression (2.10) transforms Eq. (2.1) into equation
s
2  2   
d u 1 du du Puc d p sinu=2 2 F
1 c2 sin : 2:12
dt
2 so dt dt I du 2 sinuc =2 I
In what follows, we consider this equation.
 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162 4157

3. Incorporation of the sea-wave elevation into the rolling-angle equation

Formula (2.2) is a rather idealized representation because the version of (2.12) corresponding to it is autonomous. The
need to apply more realistic models for the ship dynamics is discussed in [3, p. 311].
This discussion can serve as an informal guidance on the effects of wind and sea waves to be incorporated into the rolling-
angle equation (2.12). As is noted in Section 1, the water surface should be described in terms of stochastic sea-wave eleva-
tion g(x, t, n). We focus on one of the ways to implement this.
We incorporate g(x, t, n) into two terms in Eq. (2.12), namely into the restoring force (the numerator in the last term on the
left-hand side) and force F (the numerator on the right-hand side). In order to do that, we assume that:

 the slope of the water surface or, equivalently, @ g/@x at every (t, n) is approximately constant along the ship breadth; this is
known as the so-called long-wave approximation (e.g., [3, p. 301]) and
 the sway of the ship (e.g., see [3, Fig. 6.19]) is zero.

These assumptions enable us to consider the ship as a spatial point, say, x and to regard it as xed, i.e. independent of (t, n).
They also imply the following two features related to anglea (x, t, n) which is determined from equality
@ gx; t; n
tan ax; t; n : 3:1
@x
Firstly, as is well known (e.g., http://en.wikipedia.org/wiki/Metacentric_height), the restoring force is directly propor-
tional to the upward component of the buoyancy force. This component is, in turn, directly proportional to cos a(x, t, n). Con-
sequently, we introduce multiplier cos a(x, t, n) in front of the last term on the left-hand side of (2.12). This leads to
s
2  2   
d u 1 du du Puc d p sinu=2 2 F
1 c2 sin cos ax; t; n : 3:2
dt
2 so dt dt I du 2 sinuc =2 I

Secondly, the horizontal sea-wave force acting on the ship has two components. One of them is perpendicular to the water
surface. Angular force F is directly proportional to this component, i.e.
F f sin ax; t; n; 3:3

where f 0 is a constant parameter. Substituting (3.3) into (3.2), one gets

s
2  2   
d u 1 du du Puc d p sinu=2 2 f
1 c 2 sin cos ax; t; n sin ax; t; n: 3:4
dt
2 so dt dt I du 2 sinuc =2 I

This equation enables us to obtain the specic version of (2.12) which takes into account stochastic sea-wave elevation
g(x,t,n). Indeed, as follows from (3.1),
1 @ gx; t; n=@x
cos ax; t; n q ; sin ax; t; n q : 3:5
1 @ gx; t; n=@x2 1 @ gx; t; n=@x2

Substitution of (3.5) into (3.4) results in

s
2  2   
d u 1 du du Puc d p sinu=2 2 1 f @ gx; t; n=@x
1 c 2 sin q q :
dt
2 so dt dt I du 2 sinuc =2
1 @ gx; t; n=@x 2 I
1 @ gx; t; n=@x2
3:6
This is the version of (2.12) which includes stochastic sea-wave elevation g(x, t, n). Thus, (3.6) is an SDE for u. It should be
remembered that x in (3.6) is arbitrary xed.
The next section species g(x, t, n). The resulting form of SDE (3.6) appear to be non-autonomous. However, before we pass
to this topic, we note one of the advantageous features of SDE (3.6).
Remark 3.1. The case when
1 j@ gx; t; n=@xj
q  0; q  1;
1 @ gx; t; n=@x2 1 @ gx; t; n=@x2

i.e.
@ gx; t; n=@x2  1 3:7
4158 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162

is highly unfavorable to any ship because the water surface, which the ship is located on, presents a vertical wall (cf., (3.7))
(the ship will inevitably fall or slip down from this wall). This critical effect is not represented in Eq. (3.6) properly because
the ship sway is neglected (see the above bullet list).
However, this limitation is taken into account in (3.6) to a certain extent in the following way. From the point of view of
mechanics, the state of the rolling angle corresponding to (3.7) can not be equilibrium. Eq. (3.6) does include this feature.
Indeed, in the limit case of innite j@ g(x, t, n)/@xj, SDE (3.6) is reduced to two ODEs
s
2  2
d u 1 du du f
1 c 2  : 3:8
dt
2 so dt dt I

Solutions of (3.8) are the time derivatives of the ship-rolling angle u. One can show that any of the solutions tends to a non-
zero time-independent value, namely
q 
 1 2cso f =I2  1 2c2 ; 3:9

respectively. Thus, the equation does not have any equilibrium point, in agreement with the mechanical picture noted above.
Stochastic sea-wave elevation g(x, t, n) is specied in Section 5. The next section considers the multistability picture for
SDE (3.6).

4. The multistability picture for the rolling-angle SDE

In terms of a ship located at xed spatial point x, sea waves can schematically be viewed as a temporary sequence of the
water-surface alternating regions of low and high absolute values j@ g(x, t, n)/@xj of slope @ g(x, t, n)/@x. When the value is low,
SDE (3.6) is a nearly identical to the corresponding autonomous ODE (cf., (2.6)). The latter, as is noted in Section 2, has the
alternating sequence of the domains of attraction to respective stable modes of the ship-rolling angle u.
Let us assume that, at some moment when the slope is low and u is in one of these domains, the slope changes to a high
value and the latter is kept for some time. Then, according to Remark 3.1, velocity du/dt during the mentioned time reaches
nearly constant value (cf., (3.9)). The latter can bring u into one of the neighboring domains of attraction where, however, the
attracting mode is different from that in the previous domain. When the high value of the slope changes to the next low one,
u in the reached domain is attracted to the corresponding stable mode. An arrival of the next high value may bring u into
another neighboring domain of attraction, and so on.
The above picture schematically explains how sea waves may transfer u between different domains of attraction. This
behavior is know as multistable. As is discussed in [7, Section 5.5], the multistability of the ship-rolling angle is associated
with the variation of the corresponding damping coefcient between positive and negative values. This feature requires
development of special computer-simulation methods such as those of [7] or [8].
Multistable behavior is well known in many other elds. For instance, multistability is focused in [8,9] in connection with
oncology and an even more general theory, the one of living systems.
A vast majority of practical-computing methods are developed for asymptotically stable solutions. Very few techniques
can adequately treat unstable modes. Even less tools are available for multistable systems where solutions may travel be-
tween domains of stability and instability.

5. Stochastic elevation of sea waves

According to [3], the most relevant description for determinate sea-wave elevation g(x, t) is the Fourier series in x (cf., [3,
p. 256]). In connection with this, we note the following.
Remark 5.1. Let function u of scalar spatial coordinate X be dened on the entire axis R. As is well known (e.g., [10,
Supplement, 410]) function u is representable in the form of the Fourier series converging uniformly in X if and only if
this function is almost periodic in X in sense of Bohr.
The Fourier-series form of the above functions is inherently associated with another important feature. The functions
which are almost periodic in X 2 R in the sense of Bohr constitute a function Banach space with a scalar product (e.g., [10,
Supplement, 710]).
The angular frequencies of all of the harmonics used in the Fourier series for an almost periodic function are called the
Fourier exponents of this function. The set of all of the Fourier exponents of an almost periodic function is called the
spectrum of this function (e.g., [10, pp. 391392]).
Note that (e.g., [10, p. 395]) the structure of the spectrum of an almost periodic function may be quite complicated. For
instance, there may be the nite accumulation points, the spectrum may be everywhere dense on R, and so on. This explains
the difculties in the studying the Fourier series for an almost periodic function compared to a purely periodic function
because the spectrum of the latter is an arithmetic progression.
 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162 4159

We assume that the above function, u, is almost periodic in the sense of Bohr. Then, in view of the aspect mentioned at the
very beginning of the present section and Remark 5.1, determinate sea-wave elevation g (x, t) is expressed as follows:

gx; t ux  st 5:1

where
st sto v t  t o ; 5:2
to is the very same initial time point that is mentioned in the text below (2.2) and scalar sto is the initial shift of sea waves.
Relations (5.1) and (5.2) describe the elevation of the sea waves traveling with velocity v  along the x-axis in its positive or
negative direction depending on if v  is positive or negative.
In particular, function u in (5.1) may include a nite (rather than innite) number of harmonics, i.e.
X
J


uX Aj coskj X Bj sinkj X ; 5:3
j1

where the Fourier exponent kj is the wave number of the jth harmonic (e.g., [3, p. 256]). The particular cases of model (5.1)
and (5.2) which correspond to (5.3) are well known in theory of sea waves (e.g., [3, Sections 6.26.4, 6.6, and 6.7]).
Since (5.1) models an elevation, the so-called average value of almost periodic function u (e.g., [10, p. 383]) used in (5.1) is
zero, i.e.
Z T
1
lim uX dX 0: 5:4
T!1 2T T
Since function u is almost periodic, it is uniformly bounded in the entire axis R (e.g., [10, p. 369, Theorem 1]). This fact
brings (5.1) into a full correspondence with what is observed in practice. Indeed, no matter how large the wave amplitudes
are, they are never innite and the wave elevation is always uniformly bounded.
Description (5.1) and (5.2) can straightforwardly be generalized to the case when the velocity is stochastic.
Remark 5.2. The simplest meaningful stochastic generalization of (5.1) is

gx; t; n ux  st; n; 5:5

where (cf., (5.2))

Z t
st; n sto ; n v i; ndi: 5:6
to

st o ; n is the random initial shift (i.e. the probabilistic counterpart of sto in (5.2)), and v
 t; n is the unique stationary solu-
tion of ISDE
p
dv t; n fv  v t; n=hgdt 2=hrdWt; n: 5:7

In this equation, v(t, n) is the generally nonstationary velocity of sea waves, parameters v  , h > 0, r > 0 are constant (i.e. inde-
pendent of (t, n)), h is the relaxation time of v, v
 is the expectation of the stationary velocity v  , i.e.

Ev t;
  v ; 5:8
r is the standard deviation of v , and the stochastic term (the last one on the right-hand side) is caused by wind. As is well
known, function
p 1 h i
qv 2pr exp v  v 2 =2r2

is the stationary probability density for v

 . We also note that (cf., (5.2))

Est;
  st sto v t  t o : 5:9
Obviously, each of the stochastic processes v  and s is a nonrandom (or determinate) functions of time if and only if r = 0.
If this equality holds, relations v
 t; n  Ev
 t;
 and st; n  Est;
 are valid.

The above specication for stochastic elevation g(x, t, n) of sea waves is applied to SDE (3.6) in the next section.

6. The sea-wave-elevation-aware system of non-autonomous nonlinear stochastic differential equations for the ship-
rolling angle

Assume that almost periodic function u(X) is differentiable on R and derivative du(X)/dX is uniformly continuous on R.
Then (e.g., [10, p. 375, Theorem 2]) function du(X)/dX is also almost periodic. This feature and stochastic expression (5.5)
allow us to specify SDE (3.6) to equation
4160 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162

s (
2  2   )
d u 1 du du Puc d p sinu=2 2 1
1c 2 sin q
dt
2 so dt dt I du 2 sinuc =2
1 dux  st; n=dX2
f dux  st; n=dX
q : 6:1
I
1 dux  st; n=dX2

This equation, relation (5.6), and ISDE (5.7) conned to its stationary solution v  t; n constitute a system of nonlinear sto-
chastic differential equations for the ship-rolling angle which explicitly takes into account the slope dux  st; n=dX of
the stochastic sea-wave elevation ux  st; n. This system is non-autonomous due to the explicit t-dependence in (5.6)
(or (5.9)).
The above uniform boundedness of du(X)/dX assures that the second-order time derivative of the ship-rolling angle / ex-
ists. In other words, the t-dependence of the angle is sufciently smooth. This agrees with the observed rolling behavior of
ships.
Note that x used in (6.1) is, as before, constant, i.e. independent of (t, n). By changing x, one gets different systems and,
thus, different integral manifolds (i.e. families of the solutions).
The initial time point for the above model is to (see the text below (2.2) and (5.2)). The observed seaship interactions
indicate that the initial conditions, i.e. the ones set at to, has no inuence on the ship behavior. This means that, in order
to improve the correspondence of the model to what is known from practice, the solutions should be analyzed under an
approximation for the limit case when to ? 1, for instance, at very high t  to. If the time behavior resulting from this limit
is asymptotically stable, it presents the so-called dynamic equilibrium (cf., [11]).
The above SDE system possesses a number of the features which may considerably affect the family of the methods appli-
cable to analysis of it.
First, Eq. (6.1) includes a rather peculiar stochastic driving excitation, dux  st; n=dX. Indeed, the latter, as is noted
at the very beginning of the present section, is an almost periodic (in the sense of Bohr) function. This function is the
one of stochastic shift of sea waves st; n. This shift is determined by stochastic sea-wave velocity v  t; n with the help
of (5.6). Since any almost periodic function is uniformly bounded, stochastic process dux  st; n=dX is uniformly
bounded.
Next, the system is nonlinear because of:

 the nonlinearity in du/dt of the second term on the left-hand side of (6.1);
 the nonlinearity in u of the third term on the left-hand side of (6.1);
 the nonlinearity of almost periodic function du(
)/dX in (6.1) (no almost periodic function which is not identically constant
is linear).

Finally, the system is multistable in rolling angle u. In view of relation (5.5) and the discussion in Section 4, the slope
@ux  st; n=@X of the stochastic sea-wave elevation ux  st; n is the factor activating the multistability picture. The
multistability noticeably inuences the choice of appropriate analysis techniques.
It is not easy to indicate a method for quantitative analysis of the present model. One of them can be outlined as follows.
Relation (5.6) can be replaced with

dst; n=dt v t; n: 6:2

This transforms the model into an ISDE system. The approach that not only allows to numerically obtain multistable solu-
tions but also is comparatively simple in practical implementation is the technique of [12, Section 2.3.2]. It is based on the
approximation of the expectations of solutions of a nonlinear ISDE system with solutions of the ODE system derived in a
special way from the ISDE one. Importantly, the ODE system explicitly includes the term that determines the effect of the
Wiener process in the initial, ISDE system upon the expectations. In the case of the present ISDE system, this term is param-
eter r in ISDE (5.7).
However, there may be few mathematical methods for quantitative analysis of the above model. For this single reason, it
is desirable to reduce it to another model which is, in contrast, admits application of a bigger family of techniques. The reduc-
tion to a stochastic differential equation of the It type is considered in the next section.

7. Reduction to a single non-autonomous Its stochastic differential equation

Let us strengthen the assumption introduced at the very beginning of the previous section. We assume that almost peri-
odic function u(X) is twice differentiable on R and both derivatives du(X)/dX and d2u(X)/dX2 are uniformly continuous on R.
Then both functions du(X)/dX and d2u(X)/dX2 are also almost periodic. The fact that d2u(X)/dX2 exists and is almost periodic
allows to differentiate SDE (6.1) with respect to t that results in (see also (6.2))
 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162 4161

(   )
3 2
d u 1 1 2c2 du=dt2 d u 1 Puc d2 p sinu=2 2 du
q q sin
dt
3 so 1 c2 du=dt2 dt2 1 dux  st; n=dX2
I du2 2 sinuc =2 dt
( (   ) )
2 2
dux  st; n Puc d p sinu=2 2 f d ux  st; n=dX
 sin v t; n: 7:1
dX I du 2 sinuc =2 I f1 dux  st; n=dX2 g3=2

As is noted above (see the text above (5.7)), v

p
 t; n is the unique stationary solution of (5.7). This in particular means that
dv
 t; n v
  v
 t; n=hdt 2=hrdWt; n. Neglecting the left-hand side here leads to

p dWt; n
v t; n v 2D 7:2
dt
where

D hr2 : 7:3
p
Expression (7.2) determines the diffusion approximation dst; n v
 dt 2DdWt; n for the sea-wave shift described with
(6.2). This feature shows that parameter (7.3) is the diffusion coefcient for the shift.
Substituting (7.2) into (7.1) and replacing in the resulting equation stochastic shift st; n with its expectation (5.9), one
obtains
(  2 )
3 2 2
d u 1 1 2c2 du=dt2 d u 1 Puc d p sinu=2 du
q q sin
dt
3 so 1 c2 du=dt2 dt2 1 fdux  st o  v t  t o =dXg 2 I du2 2 sinuc =2 dt
( (   ) )
dux  st o  v t  to Puc d p sinu=2 2 f
 sin
dX I du 2 sinuc =2 I
2 2  p

d ux  sto  v t  t o =dX dWt; n
 v 2D : 7:4
f1 dux  sto  v t  t o =dX2 g3=2 dt

This is the ISDE for the rolling angle u of the ship located at xed spatial point x.
The corresponding initial conditions are formulated at initial time point to. Since ISDE (7.4) is of the third order, these
conditions include initial values for angle u and its rst and second time derivatives du/dt and d2u/dt2. The initial values
for u and du/dt are the same as those for the second-order equation (6.1). These values and the equation also provide the
initial value for d2u/dt2.
The derived ISDE (7.4) can be efciently analyzed by means of the path-integration (PI) method recently endowed [7]
with the explicit account for the damping term. This extension corresponds to the role of the term in multistable behaviors
noted in Section 4. The advantage of the PI technique is that it enables one to numerically obtain the probability densities
from the corresponding Kolmogorov-forward/Fokker-Planck equation.
Along with this, more research should be carried out to enrich the set of methods for multistable nonlinear ISDEs. This is
equally related to both computational and analytical techniques.

8. Concluding remarks

Summing up the present work, we note that the following main results.
Prediction of the rolling behavior of ships in irregular sea remains one of the most difcult problems in ship engineering.
The present work facilitates solution of this problem by derivation of a model which is meaningful from the subject-specic
point of view and can efciently be analyzed with the path-integration method. The model is a single Its stochastic differ-
ential equation (7.4) for the rolling angle of a ship located at a xed spatial point. The equation appears to be of the third
order and nonlinear. It takes into account the elevation of stochastic traveling sea waves. The stochasticity of the elevation
is allowed for by stationary stochastic velocity of the waves. The picture for the multistability of the derived model is out-
lined in Section 4. The determinate particular case of the ISDE (7.4) corresponds to the case when D = 0 (cf., (7.3)).
The derived ISDE includes: (i) ve scalar calm-sea parameters of the ship: I, so, c, xo (see (2.11)), and uc; (ii) ve scalar
parameters of sea waves: t o ; f ; sto ; v
 , and D; and (iii) one scalar function, u(X); it is an almost periodic function of a scalar
variable X that may be stochastic or determinate; the function has zero average value (cf., (5.4)) and represents the shape of
the dependence of the sea-wave elevation on X.
The solutions and characteristics of ISDE (7.4) (such as expectations and probability densities for u) can be studied by the
technique of [12, Section 2.3.2] and the explicit-damping version of the path-integration method [7], respectively. An impor-
tant advantages of these techniques is that they consistently allow for a combination of the nonlinearity and multistability.
This feature makes the mentioned methods suitable to practical analysis of such a challenging ISDE as (7.4).
4162 E. Mamontov, A. Naess / Applied Mathematical Modelling 33 (2009) 41534162

Along with this, future research should comprise improvement of capabilities of the available methods. Moreover, the
experimental techniques which would provide the aforementioned parameters of ISDE (7.4) or improve the accuracy of
these parameters should also be a topic for future study.

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