Research Papers On Anchors

WIND ENERGY
Wind Energ. 2014; 17:87–104

Published online 18 October 2012 in Wiley Online Library (wileyonlinelibrary.com). DOI: 10.1002/we.1561
RESEARCH ARTICLE
Short-term extreme response analysis of a jacket

supporting an offshore wind turbine
Nilanjan Saha1,2 , Zhen Gao2,3 , Torgeir Moan2 and Arvid Naess2,4
1 Department of Ocean Engineering, Indian Institute of Technology Madras , Chennai 600 036, India
2 Center for Ships and Ocean Structures, Norwegian University of Science and Technology , Trondheim, NO 7491, Norway
3 Department of Marine Technology, Norwegian University of Science and Technology , Trondheim, NO 7491, Norway
4 Department of Mathematical Sciences, Norwegian University of Science and Technology , Trondheim, NO 7491, Norway
ABSTRACT
Wind turbines must be designed in such a way that they can survive in extreme environmental conditions. Therefore, it is
important to accurately estimate the extreme design loads. This paper deals with a recently proposed method for obtaining
short-term extreme values for the dynamic responses of offshore fixed wind turbines. The 5 MW NREL wind turbine is
mounted on a jacket structure (92 m high) at a water depth of 70 m at a northern offshore site in the North Sea. The hub
height is 67 m above tower base or top of the jacket, i.e. 89 m above mean water level. The turbine response is numerically
obtained by using the aerodynamic software HAWC2 and the hydrodynamic software U SFOS. Two critical responses are
discussed, the base shear force and the bending moment at the bottom of the jacket. The extreme structural responses are
considered for wave-induced and wind-induced loads for a 100 year return-period harsh metocean condition with a 14:0 m
significant wave height, a 16 s peak spectral period, a 50 m s1 (10 min average) wind speed (at the hub) and a turbulence
intensity of 0:1 for a parked wind turbine. After performing the 10 min nonlinear dynamic simulations, a recently proposed
extrapolation method is used for obtaining the extreme values of those responses over a period of 3 h. The sensitivity of the
extremes to sample size is also studied. The extreme value statistics are estimated from the empirical mean upcrossing rates.
This method together with other frequently used methods (i.e. the Weibull tail method and the global maxima method) is
compared with the 3 h extreme values obtained directly from the time-domain simulations. Copyright © 2012 John Wiley
& Sons, Ltd.
KEYWORDS
offshore fixed wind turbines; jacket foundation; aerodynamic and hydrodynamic response; statistical uncertainty; extreme responses
Correspondence
Nilanjan Saha, Department of Ocean Engineering, Indian Institute of Technology Madras, Chennai 600 036, India.
E-mail: email.nilanjan@gmail.com
Received 7 September 2011; Revised 2 September 2012; Accepted 5 September 2012
NOMENCLATURE
AUR Averaged upcrossing rate
DFT Discrete Fourier transform
IEC International Electrotechnical Commission Standards35
IMUR Instantaneous mean upcrossing rate
GMM Global maxima method
HAWC2 Aero elastic wind turbine code from Risø National Laboratory, DTU4
MCS Monte Carlo simulation
MUR Mean upcrossing rate
MW Megawatt
NREL National Renewable Energy Laboratory13
rpm Revolutions per minute
WTM Weibull tail method
An ,Bn Normal random variable (equation (4))
Copyright © 2012 John Wiley & Sons, Ltd. 87

Short-term extreme response analysis of a jacket supporting an offshore wind turbine N. Saha et al.
Cd Hydrodynamic drag force coefficient (equation (1))

Cm Hydrodynamic added mass coefficient (equation (1))
n Uniform random variable (equation (5))
Hs Significant wave height
Tp Peak spectral period
Uw 10 min average wind speeds at hub of wind turbine
X .t / Sea elevation stochastic process (equation (4))
Y .t / Stochastic response process
a; b; c; q Parameters of the asymptotic extreme Gumbel distribution (equation (15))
h Reference height above mean sea level (D10 m)
h Hours
n Number of discrete frequencies (equation (4))]
y Upcrossing level (equation (6))
r Rotational velocity of wind turbine rotor
Instantaneous mean upcrossing rate
w Mass density of water
air Mass density of air
1. INTRODUCTION
Wind energy is fast becoming one of the most reliable sources of renewable energy. Owing to constraints such as limited
land space, high variations in wind speeds, visual and noise disturbance, the paradigm is slowly shifting towards off-
shore wind turbines. While fixed offshore wind turbines have already been installed in shallow water (20–30 m depth),1
research is underway for the use of fixed turbines at water depths in the range of 40–100 m. With the increase in water
depth, the flexible nature of wind turbines along with their substructure may play an important role in the dynamic response
analysis. Moreover, stronger support structures, such as jacket and gravity bases, are necessary for deeper water depths than
the monopile and tripod foundations used in shallow waters. Therefore, accurate estimation of extreme aerodynamic and
hydrodynamic loads is important for the design of blades as well as tower and support structures. In harsh environmental
conditions, the wind turbine is parked (standing still or idling) to reduce wind loads and avoid catastrophic damage or
failure. In parked conditions, the blades are pitched at 90ı (i.e. parallel to wind direction), and the nacelle yaw is kept
at 0ı . Thus, the blades are locked or rotating with few rotations per minute. The study shows the extreme structural
responses (base shear and bending moment) of the fixed offshore wind turbine in harsh environmental conditions
(while also considering the contribution from the wave loads).
For wind turbines mounted on a jacket, an uncoupled analysis of wind-induced and wave-induced responses has been
proposed by Seidel et al.,2 and it has been shown that the wave loads on a stiff jacket may induce quasi-static responses;
therefore, the uncoupled analysis is still valid. Seidel et al.3 further suggested that the uncoupled analysis may be sufficient
for obtaining a global response, and they also showed that uncoupled response gives more conservative results than coupled
ones. The survival (extreme) cases can cause damage to the tower and blades, or in the worst-case scenario lead to total
structural loss. In this paper, the uncoupled response method using HAWC24 along with U SFOS5 is used to perform
aero-hydro-servo-elastic analysis for a jacket-type fixed offshore wind turbine.
In the past, studies have been carried out for load extrapolation for fixed wind turbines under wind (and wave)
conditions by Moriarty et al.,6 Fogle et al.7 and Agarwal and Manuel.8 These studies are mainly concentrated on block
maxima techniques. The peaks over threshold method have also been used along with various tail distributions.9,10 In this
paper, a recently proposed method of extrapolation is used for estimating extreme values of the response.11,12 Moreover,
a comparative analysis of the global maxima and a tail-fitting method will be presented. The prime objectives of the study
are to explore the recently proposed method of predicting the extreme values based on upcrossing statistics, to compare
these predictions with existing methods and to assess the uncertainty due to the ensemble size in the context of offshore
wind turbines.
2. A WIND TURBINE WITH JACKET SUBSTRUCTURE

A 5 MW jacket wind turbine is considered for a northern offshore area of the North Sea at a water depth of 70 m
(Figure 1). The wind turbine chosen for this study is the three-bladed upwind 5 MW NREL wind turbine.13 In this paper,
a stand-still wind turbine is considered for extreme conditions. The parked condition refers to a stand-still condition. The
jacket substructure was designed by Aker Solutions (T. Alm, Aker Solutions, pers. comm., Norway). For the study, an
equivalent monopile model was used to replace the jacket structure with equivalent mass, stiffness and hydrodynamic
properties, as shown in Figure 1. The equivalent response of the monopile and jacket structure has been validated by the
Wind Energ. 2014; 17:87–104 © 2012 John Wiley & Sons, Ltd.
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N. Saha et al. Short-term extreme response analysis of a jacket supporting an offshore wind turbine
Figure 1. Jacket wind turbine analysis using an equivalent model. (a) Real site conditions, (b) HAWC2 analysis and (c) USFOS analysis.
authors.14 The first four eigenmodes for the monopile and jacket with the wind turbine were equal. The monopile model is
used in wind and wave load analyses to obtain global responses, such as shear forces and bending moments. The equivalent
modelling technique for offshore wind turbines in 25 m water depth was used by Jha et al.15 for assessing the safety levels
defined by the design codes. The soil conditions at the northern North Sea site have a relatively high stiffness, and they
do not affect the eigenfrequencies and the eigenmodes significantly. Therefore, the substructure (jacket or monopile) is
assumed to be rigidly fixed to the sea bed in this study.
The jacket structure is quite stiff when compared with the tower and the rotor. The first (and the second) eigenmode does
not show significant deformation in the jacket, and the eigenperiod is about 2:869 s, which is close to the first eigenperiod
of the structure with only the tower and the rotor.16 The third (and the fourth) eigenperiod is approximately 0:593 s, and
the jacket presents significant deformation in this eigenmode. However, typical wave periods at the representative northern
North Sea site are from 4 to 20 s (T. Alm, Aker Solutions, pers. comm.). Wave loads will not contribute to the dynamic
responses related to the flexible modes, and they can be considered as quasi-static. The nonlinearity arising because of wave
breaking is not considered in the present study as the extreme waves are not close to the breaking condition. Therefore, the
uncoupled analysis shown in Figure 1 can be used to predict the total responses due to wind and wave loads. For further
reference, we direct the reader to our previous paper.14 The present paper will focus on the extreme value prediction of
critical global responses, such as the base shear force and the overturning moment, under both wind and wave loads.
However, before describing the extrapolation methods, the main features employed for generation of time-domain
simulations are discussed in the following sections. They are the hydrodynamic code U SFOS,5 the aerodynamic code
HAWC24 along with the turbulence model, the choice of environmental conditions, the structural dynamics and the
stochastic methods.
2.1. Hydrodynamic code USFOS
The hydrodynamic forces in U SFOS are based on the Morison formula, which is suitable for slender hydrodynamically
transparent jacket structures. The hydrodynamic forces on a unit length of the tubular members of monopile or jacket
(substructure part of the wind turbine) are calculated with the Morison equation:17,18
w D 2
dF D Cd Djur jur C w .Cm uP r C uP w / (1)
2 4
Here w is the mass density of sea water, D is the cylinder diameter, and uP r and ur are the relative acceleration and velocity
normal to the cylinder given by
ur D uw ub (2)
where uw is the wave particle velocity and ub is the body velocity. Cd and Cm are the non-dimensional drag and added mass
coefficients, and they are empirically derived from many parameters such as the Reynolds number, the Keulegan–Carpenter
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number, the relative current number and the surface roughness ratio.17 The hydrodynamic damping is explicitly considered
in the Morison formula by using the concept of relative velocity. The drag and the added mass coefficients used are 0:7 and
0:8. Because the jacket is stiff, ub is small compared with uw . The Joint North Sea Wave Project (JONSWAP) spectrum
is used to simulate the irregular long crested waves by using the peakedness parameter of 3:3. At each time step based on
the linear wave theory, the wave kinematics are obtained and used to calculate the hydrodynamic forces for each section,
considering the instantaneous position of that strip. Linear wave (Airy’s) theory and the Wheeler stretching are used. This
is the state-of-the-art method in design rules for jacket structures.
2.2. Aerodynamic code HAWC2
HAWC2 is used in this paper for calculating the wind loads on turbines in a parked condition. For a parked wind turbine,
the rotational speed r is zero as the blades are fixed and not allowed to rotate. The aerodynamic force for a wind turbine
in operation is calculated on the basis of the blade element momentum theory, but it extends beyond the classic approach
to handle dynamic inflow, dynamic stall, skew inflow, shear effects on the induction and effects from large deflections. In
the present study, the wind turbine is at a standstill in extreme environmental conditions, and control is not active. All of
these features in HAWC2 are validated in the IEA OC3 benchmark study.4,16
The wind conditions are divided into a deterministic component and a stochastic component. The deterministic wind in
HAWC2 is represented by the mean wind velocity, wind steps, ramps, special gust events and special shears, including the
possibility for fully user-defined shears. The stochastic wind, normally referred to as turbulence, is generated outside the
HAWC2 code. In the HAWC2 code, the Cartesian model19 (e.g. Mann turbulence generated by the code WaSP engineering)
is applied, which is suitable for offshore wind turbines. Tower shadow effects are also a part of the wind module, as it
changes the wind conditions locally near the tower. For upwind turbines (the present wind turbine is upwind), a potential
flow method is used, whereas a jet model produces better results for downwind turbines.4
2.3. Structural dynamics
The structural part of the HAWC2 code is based on a multibody formulation, meaning that the main structure is sub-divided
into a number of bodies such that each body is an assembly of Timoshenko beam elements. Each body has its own
coordinate system along with a calculation of internal inertia loads when the body moves in space. This feature accounts
for large displacements and rotations. However, inside each Timoshenko element, the formulation is linear with the
assumption of small deflections and rotations. Thus, a structure modelled as a single body will not include the same
nonlinear geometrical effects relating to large motions as a blade divided into several bodies.4 The structural damping is
taken as 1% of the critical damping for the whole wind turbine. External forces are generally placed on the structure in
the deformed state, which is especially important for pitch loads and the twist of the blades. Because large rotations are
handled by the proper subdivision of bodies, the code is also especially suited for calculations of flexible turbines subjected
to large blade deflections.4
2.4. Environmental conditions: wave and wind
The offshore site considered for this study is a Norwegian sector of the North Sea. The simultaneous wind and wave
measurements during 1973–1999 from the northern North Sea are used.20 Johannessen et al.20 had fitted the wind and wave
data to obtain the analytical functions and the 100 year return period contour surfaces. One representative environmental
condition along the contour surface is chosen in this study, i.e. Uw D 36 m s1 , Hs D 14:0 m and Tp D 16:0 s.
To obtain the wind turbine responses, 10 min average wind speeds at the hub of the turbine are needed.
The power law is used for wind shear model to obtain the wind speed at the hub height:21
Uw .z/ z
D (3)
Uw .h/ h
where z D 90 m is the hub height, h is the reference height (10 m in the present case) and Uw ./ is the mean wind speed
at that specific height. is the power law exponent. Using equation (3) with D 0:14,22 the 10 min average wind speed at
the top of the tower is 50:0 m s1 .
The metocean condition considered is shown in Table I.
Table I. The metocean state for estimation of short-term extreme values.

Condition 10 min average wind speed Significant wave height Peak spectral period Turbulence intensity
Parked 50 m s1 14 m 16.0 s 0.10
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2.5. Stochastic methods
The stochastic wind and wave loadings exhibit long-term and short-term variations. The long-term behaviour of wind loads
is described by the mean wind speeds and the direction; and the stochastic nature of the wave loads is described by the
wave spectral parameters, the significant wave height and the peak spectral period. This paper focuses on the extreme value
prediction for a short-term extreme condition. Time-domain simulations of dynamic responses are performed. A random
number (seed) is used to generate a realization of the time history for the given mean wind speed and turbulence intensity. If
time histories at two or more points in space are required, the time histories are not considered as independent. The
dependency arises from the physical distance between the two points, as well as the frequency. A time series may be
constructed from a known power spectral density by using an inverse discrete Fourier transform (DFT). In simulating the
wind field in HAWC2, the turbulence generator used a three-dimensional DFT based on the 3-D spectrum also called a
spectral tensor.
Sea wave elevations are usually assumed to be stationary, zero-mean Gaussian stochastic processes. For a specified sea
state with a defined significant wave height and a spectral peak period based on Rice’s23 formulations, one can represent
the sea-surface elevation as a Gaussian process from the specified JONSWAP wave spectrum. According to Rice’s
representation of a stochastic process, the sea elevation X .t / at the sea surface can be expressed approximately as a discrete
Fourier series with random coefficients,
N
X
X .1/ .t / D .An cos !n t C Bn sin !n t / (4)
nD1

where An and Bn are normal random variables, N 0; n2 , with n2 D S .!n / !n , and S .!/ being the specified spectrum.
Rice proposed another representation,
N
X
X .2/ .t / D Cn cos.!n t n / (5)
nD1
p
where the amplitudes Cn D 2S .!n / !n are deterministic, whereas the n are uniform random variables over the
interval Œ0; 2/. In the codes, equation (5) is used to generate the stochastic processes. The wave spectrum is truncated at
wave period of 0:1Tp in the numerical simulation. To avoid the repetition of the wind and waves, each 3 h simulation is
divided into 18 numbers of 10 min simulations with different seed numbers for wave and wind. The 3 h extreme value is
obtained by extrapolating the 10 min data. The response spectra are obtained from time-domain simulations by applying
the Fourier transformation. The result spectra have been smoothed to capture important patterns. In the present study, the
maximum lag size of the Parzen window function controls the smoothing.
3. PREDICTION OF SHORT-TERM EXTREME VALUES

3.1. Upcrossing rate method
3.1.1. Averaged upcrossing rate.

The positive upcrossing is defined as a point in the response process Y .t / having an amplitude greater than the level
Y .t / D y, and the upcrossing rate is the average frequency of the positive slope crossings of the level y. For a response
process Y .t /, let the expected rate of occurrence of the event Y .t / D y at time t be denoted by C .yI t / when dYdt.t/ > 0.
That is, C .yI t / denotes the instantaneous mean upcrossing rate (IMUR) of the level y. Assuming that the random number
of upcrossings during the time interval .0; T /, N C .yI 0; T /, is finite; then under suitable regularity conditions of the
response process, which can be adopted in this case, the following formula is obtained as:
Z
EŒN C .yI t t =2; t C t =2/
1
C .yI t / D lim D s fY .t/YP .t/ .y; s/ ds (6)
t!0 t 0
where fY .t/YP .t/ .; / denotes the joint probability density function (PDF) of Y .t / and YP .t / D dY .t /=dt . Equation (6) is
often referred to as the Rice formula.23 C .yI t / is assumed throughout to be finite.
Note that equation (6) can also be written as
Z 1 h i
C .yI t / D s fYP .t/jY .t/ .sjy/ ds fY .t/ .y/ D E YP .t /C jY .t / D y fY .t/ .y/ (7)
0
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where YP C D max.YP ; 0/. Equation (7) highlights the close connection between the underlying PDF of a response process
and its mean upcrossing rate (MUR).
If M .T / D maxfY .t /I 0 t T g denotes the extremum for the process Y .t / for duration .0; T /, then the IMUR
C .yI t / is related to the extreme value distribution under the Poisson assumption by (see e.g. Naess24 )
" Z #
h i T
C C
P .M .T / y/ D exp EŒN .yI 0; T /
D exp .yI t /dt (8)
0
To calculate the distribution of M .T /, C .yI t / must be calculated or, more precisely, the time-averaged IMUR, which
is referred to as the averaged upcrossing rate (AUR) in the sequel. In this paper, the AUR is obtained by direct estimation
RT
from simulated time series. Rewriting equation (8) in terms of the AUR N C .y/ D T1 0 C .y; t /dt , the probability of
exceedance of a high response level y is
h i
P .M .T / > y/ D 1 exp N C .y/T (9)
N C .y/T (10)
y!1
Note that for a stationary response process, C .yI t / does not depend on t . Hence, N C .y/ D C .y/, where C .y/ denotes
the MUR of the stationary process. In the sequel, C .y/ will be used as a generic notation for both the AUR and the
MUR. For the numerical illustrations presented in this paper, the extreme value distribution of equation (8) is assumed to
asymptotically approach a Gumbel distribution.25 If doubts exist regarding the applicability of the Poisson assumption, that
is, independence of upcrossings of high levels, then the ACER method can be used.26
3.1.2. Empirical estimation of the AUR.

For a particular time history of the system, and if nC .yI 0; T / denotes the number of upcrossings for time duration
Œ0; T
, then the appropriate sample mean value estimate of C .y/ for k time histories of duration T would be
k
1 X C
O C .y/ D nj .yI 0; T / (11)
kT
j D1
where nC
j .yI 0; T / denotes the number of upcrossings of the level y by the j th time history during Œ0; T
.
For a suitable number k, e.g. k 20, a good approximation of the 95% confidence interval for the value C .y/ can be
obtained as
C p
conf. band.y/ D O .y/ ˙ 1:96 sO .y/= k (12)
where the empirical standard deviation sO .y/ is given as

!2
1 X
k nC
j .yI 0; T / C
2
sO .y/ D O .y/ (13)
k1 T
j D1
As a measure of uncertainty in the estimation of O C .y/ at 95% confidence interval CI, with limits denoted by CI˙ will
be calculated on the basis of a central limit theorem. Although various techniques are available for estimation of confidence
intervals, herein we assume that the underlying distribution of error statistics are normal and the Neyman–Pearson
statistics is used. The consistency of the estimates obtained by equation (13) can be verified by the observation that
VarŒN C .yI 0; T /
D C .y/ T since N C .yI 0; T / is a Poisson random variable by assumption (for large values of y).
This leads to the equation
2 3
Xk
1 1 C .y/
sO .y/2 D Var 4 NjC .yI 0; T /5 D (14)
k T T
j D1
n o n o
where N1C .yI 0; T /; : : : ; NkC .yI 0; T / denotes a random sample with nC C
1 .yI 0; T /; : : : ; nk .yI 0; T / as a possible
C
outcome. Hence, sO .y/2 =k O .y/=.k T /. Because this last relation is consistent with the adopted assumptions, it could
have originally been used as the empirical estimate of the variance, at least for large values of y. However, the advantage
of equation (13) is that it does not rely on any specific assumptions about the statistical distributions involved.
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3.1.3. Extrapolation of the AUR.

For the response processes considered in this paper, the appropriate asymptotic extreme value distribution will be the
Gumbel distribution. In accordance with equation (8), we assume that
C .y/ D q.y/ expfa.y b/c g ; y y0 (15)
where the function q.y/ is slowly varying compared with the exponential function expfa.y b/c g for tail values of y.
Writing down the extreme value distribution corresponding to equations (9) and (15), the following expression
is obtained
P .M .T / y/ D expŒ C .y/T
where; C .y/ D expflnŒq.y/

a.y b/c g (16)
On the basis of the underlying assumption that the appropriate asymptotic extreme value distribution for the response data
under study is the Gumbel distribution, the following asymptotic relation for the extreme value distribution holds,27
P .M .T / y/ expf exp.˛T .y ˇT //g for T ! 1 (17)
for the suitable parameters ˛T > 0 and ˇT .

In practice, it is common to assume that the observed extreme value response data follow a Gumbel distribution. The
problem with this approach is that the classical extreme value theory cannot be used to decide the extent that asymptotic
distribution is actually valid for a given set of extreme value data. By comparing equations (16) and (17), it is noted that
the asymptotic Gumbel distribution corresponds to a purely exponential asymptotic upcrossing rate, that is, c D 1:0
(and q D 1) in equation (15). Hence, by adopting a much more general class of functions, with the purely exponential
functions as a subclass, to represent the upcrossing rate, the ability to capture sub-asymptotic behaviour is greatly enhanced.
In this way, the necessity to limit ourselves to strictly asymptotic extreme value distributions, of questionable validity,
is avoided.
To determine the parameters a; b; c; q, the optimized fitting on the log level is suggested by minimizing the following
mean square error function with respect to all four arguments,
N
X ˇ ˇ2
ˇ ˇ
F .a; b; c; q/ D wj ˇlog O C .yj / log q C a.yj b/c ˇ (18)
j D1
where wj denotes a weight factor that puts more emphasis on the more reliably estimated values. The choice of the
2
weight factor is arbitrary to some extent. In this paper, we use wj D log CIC .yj / log CI .yj / , combined with the
Levenberg–Marquardt least squares optimization method,28 which is available in the statistics toolbox of MATLAB. This
method has usually worked well provided reasonable initial values for the parameters were chosen. Note that the form of
wj puts some restriction on the use of these data. Usually, there is a level yj beyond which wj is no longer defined. Hence,
the summation in equation (18) should stop before such a scenario occurs. Moreover, the data should be preconditioned by
establishing the tail marker y0 from an inspection of the plot of the upcrossing rate function.
A note of caution: When the parameter c is equal or near to 1.0, the optimization problem becomes ill defined or close
to ill defined. When c D 1, there are infinite .b; q/ values that give exactly the same value of F .a; b; c; q/. Hence, there is
no well-defined optimum in parameter space. This problem may, in fact, also occur to some extent for other values of c. It
is alleviated by fixing the q value (e.g. q D 1).
Although the Levenberg–Marquardt method seems to work well when applied to the optimization problem with all four
parameters, we have developed a simplified version that effectively leads to a reduced two-parameter optimization problem.
It is realized by scrutinizing equation (18) that if b and c are fixed, the optimization problem reduces to a standard weighted
linear regression problem. That is, when both b and c are fixed, the optimal values of a and log q are found using closed-
form weighted linear regression formulas in terms of wj , zj D log O C .yj / and xj D .yj b/c . The optimal values of a
and q are given by the relations
PN
j D1 wj .xj x/.zj z/
a .b; c/ D PN (19)
2
j D1 wj .xj x/
log q .b; c/ D z C a .b; c/x (20)

PN PN
where x D j D1 wj xj = j D1 wj and with a similar definition of z.
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To calculate the final optimal set of parameters, the Levenberg–Marquardt method can now be used on the objective
function FQ .b; c/ D F .a .b, c/; b; c; q .b; c// to find the optimal values b and c . Then equations (19) and (20) can
be used to calculate the corresponding a and q . For estimation of the confidence interval for a predicted value of the
upcrossing rate function provided by the optimal curve, the empirical confidence band is reanchored to the optimal curve.
The range of fitted curves that stay within the reanchored confidence band will determine an optimized confidence interval
of the predicted value. As a final point, the predicted value is not particularly sensitive to the choice of y0 , provided it is
chosen with some care.
As a result of the extrapolation technique described earlier, the empirical estimation of the y-upcrossing rate needed for
a specific extreme value estimation can be achieved with sufficient accuracy for most practical prediction purposes with
much less numerical effort than a direct estimation of the pertinent extreme values. In Naess and Gaidai,12 the accuracy of
this presented method has been verified for a range of different dynamical systems where the exact result could be obtained
by massive Monte Carlo simulations (MCSs). In the next section on numerical results, different case studies demonstrate
that good accuracy can be achieved by the proposed extrapolation predictions with moderate computational efforts.
3.2. The global maxima method and Weibull tail method
3.2.1. Global maxima method.

To demonstrate the comparative performance of the upcrossing rate statistics method, we present results by using the
global maxima method (GMM). To use this method, we extract the single largest maximum value from each simulation of
duration Ts D 600 s D 10 min. The method is synonymously referred as the Gumbel method,29,30 which is actually based
on classical extreme value statistics. Thus, when we use the Gumbel method, we only consider the single global maximum
M .10 min/ extracted from each of the 10 min simulated response time series. Subsequently, the sample of independent
M .10 min/ values from a ensemble of simulations are fitted to a Gumbel distribution FM .10 min/ .y/. That is, it is assumed
that, cf. equation (17),
FM .10 min/ .y/ D expf exp.˛.y ˇ//g (21)
where the parameters ˛ and ˇ are related to the mean value mM and standard deviation M of M .10 min/ as follows:
ˇ D mM 0:57722 ˛ 1 and ˛ D 1:28255=M .31 The estimates of mM and M are obtained from the available sample of
20 and therefore provides estimates of ˛ and ˇ, leading to the fitted Gumbel distribution, by the moment method. Moreover,
prediction is needed for the 3 h extreme value rather than the 10 min extreme. Extreme value statistics can be applied to
obtain the distribution for the 3 h extreme, denoted by M .3 h/
FM .3 h/ .y/ D ŒFM .10 min/ .y/

18 D expf exp.˛.y ˇ 0 //g (22)
because 18 is the number of 10 min periods in 3 h. Here ˇ 0 D ˇ C ln 18=˛. Therefore, the expected 3 h extreme value by
the Gumbel method can also be obtained. Using the distribution of M .3 h/, the expected value can be estimated as
Z 1
EŒM .3 h/
D y fM .3 h/ .y/ dy (23)
0
where fM .3 h/ .y/ D dFM .3 h/ .y/=dy is the PDF of M .3 h/. Moreover, the most probable largest value ymp is also
frequently used for comparison. It is defined as the value of y that gives the largest value of fM .3 h/ .y/. This value
can also be derived approximately from the distribution FM .3 h/ .y/ by the relation
1
FM .3 h/ .ymp / D (24)
e
which gives ymp ˇ 0 . In this paper, the most probable value for comparison of the different methods is used. For a narrow
band stationary Gaussian process depending on the expected number of positive zero crossings, the most probable largest
value during 3 h is . C 3:98 / whereas the expected largest maximum value is . C 4:13 /. Here and are the mean
and standard deviation of the Gaussian process.
3.2.2. Weibull tail method.

The Weibull tail method (WTM) is another method that will be used for comparison.32,33 Different from the upcrossing
rate analysis, the peaks of the response time series of a certain duration can be used to predict, or in many cases to
extrapolate, the extreme value corresponding to a longer return period. A peak is defined as the maximum between two
mean value upcrossings; therefore, all of the local maxima of the response process Y .t / above the threshold are called
peaks. The simulation length is 10 min, and we want to predict the 3 h extreme value for design purposes because a
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stationary wind and sea condition normally refers to a period of 3 h. Rather than using only the upcrossings of the mean
threshold level (), we may now also use a higher threshold level (e.g. the mean plus twice the standard deviation ( ))
and obtain the peaks between two successive upcrossings of that threshold level. In the WTM, all the global peaks above
the mean or defined high-value thresholds are extracted, and the tail regime is fitted to a Weibull distribution. The tail
regime is heuristically chosen as the 80% fractile value of the peaks. In this paper, we only used the notation WTM with
the threshold level suffixed in parenthesis. Obviously, for fitting the distribution, the WTM considers data only in the tail of
the distribution of the global peaks because they are more important for extreme value prediction. Choosing the threshold
is empirical, and normally any value of . C f0; 1; 2; 3g / may be used as the threshold level. However, in the prediction
of extremes of wind turbine response, the threshold level ( C 2:0 ) is used.6,34
There is one aspect of this procedure that appears to be largely overlooked. When fitting a Weibull distribution only to
tail data, it becomes a biased statistical method if the assumption about a global Weibull distribution is maintained. Strictly
speaking, when fitting the distribution to data above a given threshold, the assumption that the conditional distribution of
the censored data fits a Weibull distribution in the tail can be made. This will introduce an additional unknown parameter
into the problem, and this fact is usually neglected in the engineering literature. Such a choice can have a far-reaching
implication in the sense that the extreme values would be incorrectly predicted. To comply with what seems to be the
standard engineering procedure, which is statistically incorrect, we shall also neglect this observation here.
After extraction of the peaks, we attempt to fit the two-parameter Weibull distribution FYP ./ to the peaks YP in the
tail regime by using the maximum likelihood estimator to obtain the parameters of the Weibull distribution. The mean
frequency of these peaks is obtained as P D NP =.N Ts /, where NP is the total number of the global peaks counted
from the simulations, N .D20) is the number of simulations and Ts (D600 s) is the time duration of each simulation.
Assuming that the global peaks in a duration of T , equal to 3 h herein, are independent and identically distributed with the
cumulative distribution function FYP .x/, the distribution of the extreme response M .3 h/ in T D 3 h is obtained using
extreme value statistics
T
FM .3 h/ .y/ D FYP .y/ P (25)
where P T simply represents the number of the peaks in T D 3 h. ymp is now determined by solving equation (24).
Because the peaks are assumed to follow a Weibull distribution in the tail, which is a special case of a generalized Gamma
distribution, the global maximum should asymptotically have a Gumbel-type extreme value distribution.
4. NUMERICAL RESULTS
In this section, the 3 h (short-term) extrapolated extreme value from 10 min simulations for a parked condition is shown.
The parked condition represents a 100 year return period for which the 3 h extrapolated extreme values are presented as
C , where and are the ensemble mean and standard deviation of the time series of all simulations, and is a
multiplying factor.
4.1. Statistics of structural responses
For demonstrating the uncertainty in an extrapolated response, an MCS procedure is used to generate a statistical set
(ensemble) of responses, which is used for estimating extreme values. Note that the turbulent wind field and irregular
waves are generated on the basis of the MCS, whereas the structural responses are obtained using the software HAWC2
and U SFOS, given the simulated wind and waves as input. Before estimating the extreme values, the chosen large ensemble
number of 396 simulations is used for comparison with smaller sample number. Each of these 396 time series is of 600 s
(as per IEC35 recommendations) duration with data stored at an interval of 0:025 s. The smaller ensemble numbers (297,
198, 99 and 20) are chosen to demonstrate the uncertainty effect of ensemble numbers on the extrapolated extreme response.
No bootstrapping is done. In terms of jacket structural responses, the global responses are characterized by the quasi-static
wind-induced and wave-induced responses at very low frequencies and wave frequencies, respectively, and by the resonant
responses at the natural frequencies of the first (or second) and third (or fourth) modes. Although the resonant responses are
typically Gaussian, the quasi-static responses due to both wind and waves are non-Gaussian. The resulting total responses
might be non-Gaussian depending on the relative contributions at these different frequencies. In Table II, the statistics of the
turbine response are shown to envisage the effect of statistical uncertainty and non-Gaussianity. The statistical moments
and extremes are calculated for each time series, and then ensemble averaging is performed. In Table II for the parked
condition, the statistics of the shear force and bending moment with the blades feathered at 90ı are shown. As shown in
the table, the responses under only wind loads are close to Gaussian. This is because in extreme wind conditions, the wind
loads are the drag-type loads, and with a large mean wind speed and a small turbulence intensity factor of 0:1, the loads
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Table II. Ensemble averages of statistical properties of turbine response for the parked condition (Uw D 50 m s1 , Hs D 14 m,
Tp D 16:0 s).
Response Average statistic Wind only Combined wave and wind
Ensemble number Ensemble number
396 297 198 99 20 396 297 198 99 20
Mean (kN) 364.25 364.22 364.24 364.20 364.20 817.43 817.45 817.78 817.79 817.29
Shear force SD (kN) 111.12 111.48 111.36 112.50 110.61 676.37 675.65 676.22 676.78 669.69
Skewness 0.01 0.01 0.01 0.01 0.02 0.69 0.68 0.67 0.68 0.63
Kurtosis 2.92 2.91 2.92 2.90 2.88 4.01 3.94 3.92 3.95 3.77
Extreme (kN) 763.38 764.70 764.11 768.62 756.24 3758.45 3718.32 3708.40 3696.20 3572.34
Mean (MN) 47.94 47.97 48.04 48.25 48.25 66.63 66.66 66.75 66.96 66.89
Overturning SD (MN) 13.57 13.64 13.59 13.78 13.50 34.37 34.34 34.35 34.46 33.92
moment Skewness 0.01 0.00 0.01 0.01 0.02 0.92 0.89 0.89 0.89 0.84
Kurtosis 2.83 2.83 2.83 2.81 2.76 4.89 4.78 4.72 4.73 4.48
Extreme (MN) 92.66 92.95 93.10 93.71 91.14 238.85 236.25 235.17 234.27 227.50
SD = standard deviation.
tend to be Gaussian. However, the responses under combined wind and wave loads are non-Gaussian. This is because of the
drag-type wave loads. It is also noted that the wave loads dominate over the wind loads for this condition. The difference
of the statistical moments between the sample sizes is small.
4.2. Extreme response prediction under wind loads only
For the flexible tower, we plot the MUR of the response at the sea bed that was obtained from HAWC2 for an extreme wind
condition with a mean wind speed of Uw D 50:0 m s1 . The short-term MUR that corresponds to 3 h expected extreme
value in a given environmental condition is 104 s1 (equation (9)), which is shown in optimized plots.
In Figure 2, we plot the MUR for time series obtained using MCS. We also standardize the response with respect to
standard deviation of the corresponding time series. We clearly see that the upcrossing method follows the empirical points
appropriately. The confidence interval of 95% is shown to estimate of the deviation of the results.
In Figure 3, the peaks are shown above the specified thresholds to indicate how the Weibull probability plots fit the
peaks in the tail for the wind loads only. We also show the extreme values to show the effect of the threshold on a Weibull
probability plot.
The corresponding extreme value results are also obtained from the extrapolated curves. One can see that the Weibull
distribution fits only in the tail regime of the higher thresholds. The tail marker is chosen as 80% fractile of the cumulative
distribution function. The uncertainty in prediction of extremes with respect to choice of threshold level is shown.
In Figure 4, the global peaks (10 min extremes) are plotted in a Gumbel Probability plot. However, the Gumbel
distribution does fit the peaks well.
10−1 CI+
CI−
ν+(y)
ν+,fit(y)
10−2 +
CIextr
−
CIextr
ν+(y) 10−3
10−4
10−5
2 2.5 3 3.5 4 4.5 5
y/σ
Figure 2. The MUR of the shear force at the sea bed under only wind forces using 99 samples for the parked condition. Extreme
load D C 4:421 , D 364:20 kN, D 112:50 kN. Legends: Monte Carlo simulation ( ), optimized curve fits (—), empirical
95% confidence band (CI – – –), smooth confidence band (CIextr ).
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4
4
ln( − ln(1 − F))

0
ln( − ln(1 − F))

−4 −4
Peaks −8 Peaks
−8 Tail data for fitting Tail data for fitting
Linear fit Linear fit
−12 −12
−10 −6 −2 2 0.2 0.6 1 1.4 1.8
(a) Weibull probability plot for (b) Weibull probability plot for
local peaks above threshold level as local peaks above threshold level as
4 6
0 2
ln( − ln(1 − F))

ln( − ln(1 − F))
−4 −2
−8 Peaks −6 Peaks
Tail data for fitting Tail data for fitting
−12 −10
0.6 1 1.4 1.8 2 0.8 1.2 1.6 2
(c) Weibull probability plot for (d) Weibull probability plot for
local peaks above threshold level as local peaks above threshold level as
Figure 3. The Weibull tail method: the Weibull probability plot for local peaks obtained from the time series of the shear force at the
sea bed under wind forces only, using 99 samples for the parked condition, D 364:20 kN, D 112:50 kN.
6 6
− ln ( − ln ( F ))
− ln ( − ln ( F ))
2 2
−2 −2
2 4 6 4 4.4 4.8 5.2 5.6
y y
(a) 10 − min extreme values (b) 3 − h extreme values
Figure 4. The Gumbel probability plot for global peaks obtained from the time series of the shear force at the sea bed due to
wind only for the parked condition: (a) 10 min extreme values obtained using 99 time series each of 10 min duration. Extreme load
D C 4:488 , D 364:20 kN, D 112:50 kN. (b) Three hour extreme values obtained using 22 time series each of 180 min duration.
Before proceeding to illustrate the various response conditions, we tabulate (refer Table III) the extreme shear forces
obtained for different ensemble sizes at the sea bed due to wind forces only, using various extrapolation methods. The
and corresponding to different ensemble sizes are obtained from the ‘wind only’ part of Table II. The relative error as
compared with the reference value is shown for each method. The reference value is obtained by grouping the 396 samples
of 10 min simulations into 22 time series of 3 h simulations. In order to find the most probable value of 3 h extremes, a
Gumbel fit is applied. It should be noted that it is the most probable value of 3h extremes that is considered for comparison
with different methods.
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Table III. Three hour extreme shear force ( C ) at the sea bed due to wind only calculated using various extrapolation methods
for the parked condition.
Methods Ensemble number
396 297 198 99 20
Relative Relative Relative Relative Relative

factora error % factora error % factora error % factora error % factora error %
Upcrossing 4.365 0.6 4.365 0.6 4.373 0.8 4.421 1.9 4.171 3.9
Weibull tail 4.586 5.7 4.601 6.0 4.597 5.9 4.654 7.3 4.509 3.9
(threshold D )
Weibull tail 4.226 2.6 4.242 2.2 4.235 2.4 4.306 0.8 4.077 6.0
(threshold D C 1:4 )
Weibull tail 4.210 3.0 4.222 2.7 4.213 2.9 4.298 1.0 3.983 8.2
Weibull tail 4.289 1.2 4.298 1.0 4.302 0.9 4.382 1.0 3.973 8.4
Global maxima 4.414 1.7 4.430 2.1 4.445 2.4 4.488 3.4 4.140 4.6
a
Reference value D 4:339.
As shown in Table III, among all of the methods that are compared, the upcrossing method is the most accurate method
for 3 h extreme value prediction as compared with the reference value. The WTM with the threshold of mean value always
over-predicts the extreme value, and this method gives the largest errors, whereas using the thresholds higher than the mean
value, it seems to under-predict the extreme value, but the relative error is reduced. The GMM performs reasonably well.
As expected, the sample size has an effect on the extreme value prediction. Especially, when the sample size is small, e.g.
twenty 10 min simulations in this case, all of the methods predict less accurate extreme values. It should be noted that it
is the 3 h extreme value that is predicted and twenty 10 min simulations only represent one value of 3 h extremes. The
statistical uncertainty associated with that prediction is significant.
Because a similar behaviour is observed in the case of overturning moments at the sea bed, we present the results
corresponding to the moment at the base of the jacket by using various extrapolation methods in Table IV. For and
corresponding to different ensemble sizes in Table IV, the ‘wind only’ components of Table II are used. For the present
case, Figure 5 shows the log plot using the upcrossing method. On the basis of peak extractions using the WTM and the
GMM, the extrapolated load is also obtained. As can be seen, the extreme estimates obtained using upcrossing method
have lesser error than those obtained using the other methods.
Although the upcrossing method gives lower errors in comparison with the Weibull tail and GMM, still it would be
difficult to choose an existing method that actually provides more accurate results. The majority of the existing methods,
such as the GMM and the Weibull tail fitting method, are based on an assumed distribution for the peaks such as Gumbel
and Weibull. However, in most practical situations, it is not easy to ascertain if the given response time series contains data
Table IV. Three hour extreme overturning moment ( C ) at the sea bed due to wind only using various extrapolation methods
for the parked condition.
396 297 198 99 20

Upcrossing 4.269 4.4 4.272 4.5 4.264 4.3 4.394 7.5 3.891 4.8
Weibull tail 4.381 7.2 4.405 7.7 4.396 7.5 4.499 10.0 4.168 2.0
(threshold D )
Weibull tail 4.143 1.3 4.167 1.9 4.149 1.5 4.263 4.3 3.787 7.4
Weibull tail 4.147 1.4 4.163 1.8 4.154 1.6 4.282 4.7 3.696 9.6
Weibull tail 4.226 3.4 4.236 3.6 4.262 4.3 4.423 8.2 3.746 8.4
Global maxima 4.212 3.0 4.261 4.2 4.281 4.7 4.321 5.7 3.836 6.2
a
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CI+
CI−
10−2 ν+(y)
ν+,fit(y)
+
CIextr
ν+(y)
−
CIextr
10−4
2 2.5 3 3.5 4 4.5 5
y/σ
Figure 5. The MUR of the overturning moment at the sea bed under only wind forces using 99 samples for the parked condition.
Extreme load D C 4:394 , D 48:25 MN, D 13:78 MN. Legends: Monte Carlo simulation ( ), optimized curve fits (—),
empirical 95% confidence band (CI– – –), smooth confidence band (CIextr ).
above a high level that are truly asymptotic, and hence, the parameter values obtained by the adopted estimation methods
may point to some erroneous extreme value. Now, one can reasonably assume that the long time series obtained from prac-
tical measurements do contain values that are large enough to provide useful information about extreme events and are truly
asymptotic. This cannot be strictly proven in general, but the accumulated experience indicates that asymptotic extreme
value distributions provide reasonable, if not always highly accurate, predictions when based on measured or simulated
data in offshore scenarios. With that in mind, we hereby use the upcrossing method for estimation of extremes that uses an
extrapolation method based on primarily sub-asymptotic data. In the upcrossing method, we assume the asymptotic distri-
bution is Gumbel, and therefore, the choice of the function for the MUR is exponential. However, the choice of functional
for MUR is such that it has an enhanced ability to capture sub-asymptotic data. Note that the Gumbel distribution of peaks
becomes a special case for the expression for the upcrossing rate. With this argument, we proceed to further tabulate the
data with respect to various parked cases for wind turbines.
Additionally, the anomalies in estimating the 3 h extreme values based on the Weilbull tail fitting method is further reit-
erated. The first and foremost one is the choice of the threshold value. Next is the choice of the tail marker beyond which
the data would be fitted. The tail marker that was arbitrarily chosen was the value of 80%. The sensitivity of such a choice
is a topic of research. One of the main source of errors in estimating extreme values by using GMM is few data points
(i.e. 20) in extrapolation of data. Since the GMM relies on selecting only one peak per set, some of the highest loads will
be excluded during the extrapolation process.
4.3. Extreme response prediction under combined wind and wave loads
After obtaining the forces at the base of nacelle, we import them to U SFOS and perform a combined analysis including the
wind and wave forces. Using the time series, we calculate the extrapolated loads for the shear force and the overturning
moment at the sea bed from U SFOS for the extreme wind and wave condition. Similar to the case of wind loads only, the
extreme response plots for the shear forces using the three methods are shown. The MUR plot for shear force are shown
in Figure 6 for 99 samples. The peaks of the shear forces under combined wind and waves fitted to a Weibull probability
plot is shown in Figure 7. The plots illustrate the effect of their sensitivity also. In Figure 8, the Gumbel probability plot
for the combined wind and wave action for the forces are shown. The upcrossing plot for the bending moment is also
shown in Figure 9. The extreme values corresponding to the shear force and bending moment using the upcrossing method,
WTM and global maxima for the combined wind and wave forces in parked conditions are presented in Tables V and VI,
respectively. The and corresponding to different ensemble sizes are shown in Table II.
As shown in Tables V and VI, when the responses considered present non-Gaussian statistical behaviour with kurtosis
larger than 3 (cf. Table II), a larger -factor was obtained. In such a case, all of the methods give results of less accuracy
in comparison with the Gaussian case. In general, the upcrossing method is still the most accurate one, followed by the
GMMs and the WTM with higher thresholds than the mean value. The WTM with the threshold as mean value is too con-
servative for the non-Gaussian case. The reason for the reduced accuracy of these methods might be related to the goodness
of the distribution fit. Comparing Figures 6–9 to Figures 2–5, one can see that the raw data do not seem to follow the
Gumbel distribution and the Weibull distribution in the GMM and the WTM, respectively. It is similar for the upcrossing
method, and a better fit of the upcrossing rate is obtained in Figure 5 for the Gaussian response than that in Figure 9 for the
non-Gaussian response.
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CI+
10−2 CI−
ν+(y)
ν+,fit(y)
+
CIextr
10−3
ν+(y) −
CIextr
10−4
10−5
3 4 5 6
y/σ
Figure 6. The MUR of the shear force at the sea bed under combined wind and wave forces using 99 samples for the parked
condition. Extreme load D C 5:751 , D 817:79 kN, D 676:78 kN. Legends: Monte Carlo simulation ( ), optimized curve
fits (—), empirical 95% confidence band (CI – – –), smooth confidence band (CIextr ).
4 4
0 0
ln( − ln(1 − F))
ln( − ln(1 − F))
−4 −4
−12 −12
−12 −8 −4 0 4 0.2 0.6 1 1.4 1.8 2.2
(a) Weibull probability plot for (b) Weibull probability plot for local
local peaks above threshold level peaks above threshold level as (µ+1.4 )
as µ (Extreme value=µ + 6.776 ) (Extreme value=µ + 5.304
4
4
ln( − ln(1 − F))
ln( − ln(1 − F))
0
0
−8 −8
0.6 1 1.4 1.8 2 0.8 1.2 1.6 2
(c) Weibull probability plot for local (d) Weibull probability plot for local
peaks above threshold level as peaks above threshold level as (µ+2.7 )
(µ+2.0 ) (Extreme value=µ + 5.312 ) (Extreme value=µ + 5.464 )
Figure 7. The Weibull tail method: The Weibull probability plot for local peaks obtained from the time series of the shear force at the
sea bed due to combined wind and wave forces, using 99 samples for the parked condition, D 817:79 kN, D 676:78 kN.
5. STATISTICAL UNCERTAINTY OF THE DIFFERENT METHODS

In order to investigate the statistical uncertainty on the predicted 3 h extreme values by using only an ensemble size of 20,
the 396 samples have been grouped into 19 independent sets with the last 16 samples discarded. Each of these sets therefore
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4
6
− ln ( − ln (F))
− ln (− ln (F))
2
0
0
−2 −2
2 4 6 8 5 6 7
y y
(a) 10 − min extreme values (b) 3 − h extreme values
Figure 8. The Gumbel probability plot for global peaks obtained from the time series of the shear force at the sea bed due to
wind only for the parked condition. (a) 10 min extreme values obtained using 99 time series each of 10 min duration. Extreme load
D C 5:398 , D 364:20 kN, D 112:50 kN. (b) 3 h extreme values obtained using 22 time series each of 180 min duration.
CI+
−2 CI−
10
ν+(y)
ν+,fit(y)
+
CIextr
10−3
ν +(y) −
CIextr
10−4
10−5
3 4 5 6 7 8
y/σ
Figure 9. The MUR of the overturning moment at the sea bed under combined wind and wave forces using 99 samples for the
parked condition. Extreme load D C 6:496 , D 66:96 MN, D 34:46 MN. Legends: Monte Carlo simulation ( ), optimized
curve fits (—), empirical 95% confidence band (CI – – –), smooth confidence band (CIextr ).
Table V. Three hour extreme shear force ( C ) at the sea bed due to combined wind and wave forces, using various
extrapolation methods for the parked condition.
396 297 198 99 20

Upcrossing 6.000 1.9 5.866 0.4 5.739 2.5 5.549 5.8 5.751 2.3
Weibull tail 6.753 14.7 6.684 13.5 6.644 12.8 6.776 15.1 6.603 12.1
(threshold D )
Weibull tail 5.513 6.4 5.432 7.7 5.388 8.5 5.304 9.9 5.003 15.0
Weibull tail 5.576 5.3 5.471 7.1 5.401 8.3 5.312 9.8 4.755 19.2
Weibull tail 5.756 2.2 5.628 4.4 5.551 5.7 5.464 7.2 4.785 18.7
Global maxima 5.645 4.1 5.533 6.0 5.477 7.0 5.398 8.3 4.820 18.1
a
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Table VI. Three hour extreme overturning moment ( C ) at the sea bed due to combined wind and wave forces, using various
extrapolation methods for the parked condition.
396 297 198 99 20

Upcrossing 7.002 0.1 6.817 2.7 6.699 4.4 6.496 7.3 6.943 0.9
Weibull tail 7.941 13.4 7.880 12.5 7.833 11.8 7.950 13.5 7.791 11.2
(threshold D )
Weibull tail 6.493 7.3 6.383 8.9 6.338 9.5 6.228 11.1 5.917 15.5
Weibull tail 6.478 7.5 6.332 9.6 6.235 11.0 6.090 13.1 5.481 21.8
Weibull tail 6.763 3.4 6.569 6.2 6.457 7.8 6.308 10.0 5.44 22.3
Global maxima 6.609 5.6 6.474 7.6 6.415 8.4 6.335 9.6 5.568 20.5
a
Table VII. Mean value and coefficient of variation (CoV) of the 3 h extreme value predicted by different methods using 19 sets of 3 h
extremes (each prediction is based on 20 samples of 10 min).
Methods 19 sets of 3 h extreme value predictions
Only wind condition Combined wind and wave condition
Response variable
Base shear force Overturning moment Base shear force Overturning moment
Mean CoV Mean Cov Mean Cov Mean Cov
Upcrossing 4.364 0.038 4.315 0.062 5.809 0.072 6.796 0.086

Weibull tail 4.591 0.028 4.388 0.05 6.767 0.054 7.977 0.056
(threshold D )
Weibull tail 4.243 0.035 4.121 0.058 5.477 0.057 6.495 0.058
Weibull tail 4.259 0.035 4.111 0.059 5.561 0.072 6.566 0.081
Weibull tail 4.35 0.038 4.181 0.067 5.891 0.078 6.982 0.094
Global maxima 4.382 0.056 4.195 0.073 5.584 0.079 6.54 0.082
contains 20 independent simulations each of 10 min duration. Different extrapolation methods are applied to each data set
and nineteen 3 h extreme values predicted by each method. On the basis of these 19 data points, the mean value and the
coefficient of variation (CoV) are obtained and shown in Table VII. As expected, the obtained mean values are quite close
to the prediction by using 396 simulations for all of the methods (Tables III–VI). The CoV varies between 0:03 and 0:10
for different methods, and for non-Gaussian responses, a higher CoV of the predicted extreme value is obtained. The WTM
with threshold of mean value uses most of the data points for extreme value prediction and gives a smallest CoV, whereas
only a few data points are used in the GMM, and the statistical uncertainty is higher. The upcrossing method gives similar
CoVs as compared with the WTM with higher thresholds, and this is because the fitting of upcrossing rates is also applied
to the tail part.
6. CONCLUSIONS
This paper explores a recently proposed method for estimating the extreme responses of offshore wind turbines. The
long-term environmental data for the northern North Sea site provided by Johannessen20 were used for obtaining extreme
environmental conditions. The analysis of the base structural response of the jacket that supports the wind turbine shows
that the forces in the parked condition (Uw D 50 m s1 , Hs D 14 m, Tp D 16 s, turbulence intensity D 0:1) are larger than
in the operational case with wind speeds close to the rated wind speeds. The responses under wind loads only are close to the
Gaussian whereas those under the combined wind and wave loads are non-Gaussian with the kurtosis close to 5:0.
The non-Gaussianity arises because of the contribution of the drag forces in the waves.
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On the basis of the time-domain simulations, the extrapolation methods are used for predicting the extremes. All the
three methods of extreme value prediction that are discussed in this paper are based on the assumption that the asymptotic
extreme value distribution follows a Gumbel distribution. The MUR function is assumed to be capable of accommodating
a large class of exponential functions. After numerically obtaining the parameters of the MUR, one can easily obtain the
extreme values. Along with the upcrossing method, we have compared the results with two methods on the basis of the
peaks: the Weibull tail fitting method and the GMM. The sensitivity of the choice of threshold level was investigated, and it
was observed that threshold value of . C 2 / gives correct predictions. The global peaks between the successive upcross-
ings of the threshold are then used to fit a Weibull distribution. The choice of threshold should reflect regular tail behaviour.
The implication of this aspect of the Weibull tail fitting method appears to be largely overlooked. When fitting a Weibull
distribution only to tail data, it becomes a biased statistical method if the assumption about a global Weibull distribution is
maintained. Strictly speaking, when fitting the distribution to data above a given threshold, this assumption must be mod-
ified to the following: The conditional distribution of the censored data fits a conditional Weibull distribution in the tail.
The tail marker can be difficult to ascertain by mere visual inspection. It is therefore recommended to check sensitivity of
the final prediction with respect to the choice of tail marker. Here the tail marker is chosen as the 80% fractile. The GMM
accounts only for the single largest value or global maximum from each time series. After obtaining those global maxima,
we fit the maxima points by using the Gumbel distribution.
On the basis of the comparison, the following remarks are made. As compared with the reference extreme value, a better
agreement of the extremes by using the different methods is observed for the responses that are close to Gaussian, whereas
for non-Gaussian responses, these methods predict less accurate extremes. The upcrossing method performs better not only
for the case of Gaussian responses but also for the case of non-Gaussian responses in comparison with the other methods.
The GMM seems to give reasonable estimates of extreme values. The WTM with threshold equal to the mean value always
over-estimates the 3 h extreme value. The WTMs with higher thresholds than the mean value predict a more accurate 3 h
extreme value, than the one with the threshold of mean value. However, it is not possible to say which threshold is the opti-
mum one. The accuracy of the methods depends on the goodness of distribution fitting. In general, a better fit is obtained,
and therefore the methods predict more accurate extreme values for the Gaussian case.
ACKNOWLEDGEMENTS
The authors wish to thank Aker Solutions for providing the jacket model used in this study. The financial support from the
Research Council of Norway (NFR) through the Centre for Ships and Ocean Structures (CeSOS) at the Norwegian Uni-
versity of Science and Technology (NTNU) is gratefully acknowledged. The first author also wishes to thank the support
under the ‘New Faculty Seed Grant’ scheme through the Indian Institute of Technology Madras (IIT Madras) and also the
support through the National Institute of Ocean Technology (NIOT). The second and the third authors also wish to thank
the Norwegian Research Centre for Offshore Wind Technology (NOWITECH) for funding part of this study. The authors
thank the anonymous reviewers for insightful comments leading to a substantial revision of the manuscript.
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WIND ENERGY

Wind Energ. 2014; 17:87–104

Short-term extreme response analysis of a jacket

Received 7 September 2011; Revised 2 September 2012; Accepted 5 September 2012

Copyright © 2012 John Wiley & Sons, Ltd. 87

Cd Hydrodynamic drag force coefficient (equation (1))

2. A WIND TURBINE WITH JACKET SUBSTRUCTURE

2.1. Hydrodynamic code USFOS

2.2. Aerodynamic code HAWC2

2.3. Structural dynamics

2.4. Environmental conditions: wave and wind

Table I. The metocean state for estimation of short-term extreme values.

Parked 50 m s1 14 m 16.0 s 0.10

2.5. Stochastic methods

3. PREDICTION OF SHORT-TERM EXTREME VALUES

3.1.1. Averaged upcrossing rate.

3.1.2. Empirical estimation of the AUR.

where the empirical standard deviation sO .y/ is given as

3.1.3. Extrapolation of the AUR.

C .y/ D q.y/ expfa.y b/c g ; y  y0 (15)

where; C .y/ D expflnŒq.y/

P .M .T / y/  expf exp.˛T .y ˇT //g for T ! 1 (17)

for the suitable parameters ˛T > 0 and ˇT .

log q .b; c/ D z C a .b; c/x (20)

3.2. The global maxima method and Weibull tail method

3.2.1. Global maxima method.

FM .10 min/ .y/ D expf exp.˛.y ˇ//g (21)

FM .3 h/ .y/ D ŒFM .10 min/ .y/

3.2.2. Weibull tail method.

4.1. Statistics of structural responses

Ensemble number Ensemble number

396 297 198 99 20 396 297 198 99 20

4.2. Extreme response prediction under wind loads only

ln( − ln(1 − F))

ln( − ln(1 − F))

ln( − ln(1 − F))

396 297 198 99 20

 Relative  Relative  Relative  Relative  Relative

396 297 198 99 20

 Relative  Relative  Relative  Relative  Relative

2 2.5 3 3.5 4 4.5 5

5. STATISTICAL UNCERTAINTY OF THE DIFFERENT METHODS

396 297 198 99 20

 Relative  Relative  Relative  Relative  Relative

396 297 198 99 20

 Relative  Relative  Relative  Relative  Relative

Only wind condition Combined wind and wave condition

Mean CoV Mean Cov Mean Cov Mean Cov

Upcrossing 4.364 0.038 4.315 0.062 5.809 0.072 6.796 0.086

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C .y/ D q.y/ expfa.y b/c g ; y y0 (15)

P .M .T / y/ expf exp.˛T .y ˇT //g for T ! 1 (17)

Relative Relative Relative Relative Relative

Relative Relative Relative Relative Relative

Relative Relative Relative Relative Relative

Relative Relative Relative Relative Relative