analysis of jack-ups units using a constrained newwave methodology
TRANSCRIPT
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Analysis of jack-up units using a Constrained NewWave methodology
M.J. Cassidya,*, R. Eatock Taylorb, G.T. Houlsbyb
aCentre for Offshore Foundation Systems, University of Western Australia, Crawley, WA 6009 Australia
b Department of Engineering Science, Oxford University, UK
Received 25 February 2000; revised 12 March 2001
Abstract
There is a steadily increasing demand for the use of jack-up units in deeper water and harsher environments. Con®dence in their use in
these environments requires jack-up analysis techniques to re¯ect accurately the physical processes occurring. This paper is concerned with
the models appropriate for the dynamic assessment of jack-ups, with a balanced approach taken in considering the non-linearities in the
structure, foundations and wave loading. A work hardening plasticity model for spud-cans on sand is used for the foundation model. The
spectral content of wave loading is considered using NewWave theory, and the importance of random wave histories shown by constraining
the deterministic NewWaves into a completely random background. A method for determining short-term extreme response statistics for a
sea-state using Constrained NewWaves is detailed. q 2001 Elsevier Science Ltd. All rights reserved.
Keywords: NewWave; Constrained NewWave; Jack-up; Spudcan foundations; Work hardening plasticity; Random wave
1. Introduction
As jack-up units are used for most offshore drilling opera-
tions in water depths up to 120 m, they are of signi®cant
economic importance within the offshore industry. Since
their ®rst employment in relatively shallow sections of theGulf of Mexico, there has been a steadily increasing demand
for their use in deeper waters and in harsher environments [1].
There is also a desire for longer commitment of a jack-up at a
single location, especially in the role of a production unit [2].
Before a jack-up can operate at a given site, an assess-
ment of its capacity to withstand a design storm, usually for
a 50-year period, must be performed. In the past, with jack-
ups used in relatively shallow and calm waters, it has been
possible to use overly simplistic and conservative analysis
techniques for this assessment. However, as jack-ups have
moved into deeper and harsher environments, there has been
an increased need to understand jack-up behaviour anddevelop analysis techniques. The publication of the `Guide-
lines for the Site Speci®c Assessment of Mobile Jack-Up
Units' [3] is an example of the offshore industry's desire both
to standardise and to develop jack-up assessment procedures.
The most signi®cant developments in the modelling of
jack-ups have been in the areas of
² dynamic effects,
² geometric and other non-linearities in structural modelling,
² environmental wave loading,
² models for foundation response.
There has been considerable diversity in this development,
with studies using varying levels of complexity for different
aspects of the analysis. This is shown in Table 1, which details
a representative set of published studies from the last 15 years.
The four areas of development highlighted have been broken
into components of increasing degrees of sophistication (and
accuracy). Table 1 shows that single studies often employ
complex methods in one or two of theareas but use the simplest
of assumptions in the others. This is especially true for founda-
tion modelling, with many studies using detailed structural
models or advanced wave mechanics, whilst still using the
simplest of foundation assumptions (i.e. pinned footings).
In calculating wave loading on jack-ups deterministic regu-
lar wave theories,such as Airy andStokes V, together with the
Morison equationare still widely used. However, by assumingall wave energy is concentrated in one frequency component
rather than thebroad spectrum of the ocean environment regu-
lar wave theoriesgives an unrepresentativedynamic response.
For jack-ups, which are dynamically responding structures, it
is important to simulate the random, spectral and non-linear
properties of ocean loading. The extreme dynamic response
depends not only on the load currently being applied, but is
also affected by its load history. Therefore, the most accurate
methods of estimating extreme response are based on time
domain simulation of a pseudo-random ocean surface and
calculation of the corresponding kinematics.
Applied Ocean Research 23 (2001) 221±234
0141-1187/01/$ - see front matter q 2001 Elsevier Science Ltd. All rights reserved.
PII: S0141-1187(01) 00005-0
www.elsevier.com/locate/apor
* Corresponding author. Tel.:161-8-9380-3732.
E-mail address: [email protected] (M.J. Cassidy).
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Table 1
Level of complexity used in the analysis of jack-up units
Degree of complexity and accuracy
Structural Foundations Dynamic
Assessment
grade
g b b a g b b a g b b a
Author Year Linearelastic
Non-lineareffects as
correction
factors
Non-linearstructural
algorithm
Pinned Linearsprings
Non-linear
springs
Plasticitytheory
Quasistatic
DynamicAmpli®cation
Factor
Frequencydomain
Timdom
P±D Euler
Grenda [26] 86 u u u u
Bradshaw [10] 87 u u ub u u
Schotman [39] 89 u u u
Kjeùy et al. [40] 89 u u u
Brekke et al. [23] 90 u u u
Chen et al. [41] 90 u u u u
Mommass and
Grundlehner [42]
92 u u u u u
Karunakaran et al. [43] 92 u u u uSpidsùe and
Karunakaran [9]
93 u u u
Harland [17] 94 ug u u
Martin [20] 94 u u u
Taylor et al. [4] 95 ug u u
Manuel and Cornell [44] 96 u u u u u
Thompson [5] 96 u u u
Hoyle and Snell j [45] 97 u uk u
Morandi et al. j [46] 97 u u u
Daghigh et al. j [47] 97 u u u um u
Cassidy [7] 99 u u u
a Investigated Dynamic Ampli®cation Factors for different levels of damping for 1000 waves (representing one 3 h event).b Uncoupled springs.c
For random time domain simpli®ed the structure to a stick model.d Fitted extreme response of 3 h storm with 3 parameter Weibull distribution from one 40 min and two 20 min simulations.e Ten 2.3 h simulations.f Ten 3 h simulations.g Used single degree of freedom stick model.h Used Constrained NewWave.i Six 0.57 h simulations. j Studies on jack-up reliability.k Implemented the non-linear stiffness model recommended in the SNAME (1994) procedures.l Used a 200 s segment of one 3 h storm to scale and represent the extreme case.
m Used dynamic analysis of a simpli®ed stick model to evaluate Dynamic Ampli®cation Factors at speci®c H s values for use in a quasi static push over anal
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Acquiring con®dence in random time domain simulation
results is, however, computationally time consuming, with
only a few of the waves in each time series capable of
producing the extreme result. For this reason the majority
of the studies in Table 1 used simplifying assumptions. In
contrast to this, by constraining a NewWave with a pre-
determined large crest in an arbitrary random time series,
a method for calculating extreme statistics without the same
degree of computational burden can be devised [4].
The purpose of this paper is twofold. Firstly, a more
balanced approach to the modelling of jack-up platforms
will be described. The major non-linearities in the analysis
of jack-up platforms are considered using a dynamic struc-
tural analysis program, named jakup. The principle char-
acteristics of the structural, foundation and wave loading
models used in jakup are given in this paper, however,
further details can be found in Thompson [5], Williams et
al. [6] and Cassidy [7]. Secondly, a methodology for using
Constrained NewWaves for the evaluation of extreme
response statistics of jack-up units is outlined. Examplenumerical calculations of a jack-up unit subjected to
short-term (three-hour) storms are shown.
2. Outline of the model used
2.1. Example structure
Fig. 1 shows a schematic diagram of the idealised plane
frame jack-up used in this paper. The mean water depth was
assumed to be 90 m with the rig size typical of a three-
legged jack-up used in harsh North Sea conditions. Fig. 1
represents an equivalent beam model, with the correspond-
ing stiffnesses and masses of the beams shown. The hull is
also represented as a beam element with a rigid leg/hull
connection. Though non-linearities in the leg/hull jack
houses are recognised as signi®cant [8,9], they vary from
rig to rig, and depend critically on the details of the leg
jacking and locking mechanisms. Accurate modelling of
these non-linearities can involve, for instance, use of special
elements to model gapping effects (see for example
Ref. [10]). No attempt was made to include these effects
in this study. Example structural node locations and hydro-
dynamic modelling coef®cients for the leg sections are
shown in Fig. 1.
2.2. The wave loading model
NewWave Theory and Constrained NewWave have beenimplemented in jakup to evaluate the surface elevations and
wave kinematics, with the extended Morison equation
incorporating relative motions used to calculate the hydro-
dynamic loads on the jack-up legs. Horizontal particle kine-
matics are calculated at the unde¯ected beam position, with
the equivalent nodal loads found by integrating the dis-
tributed load with the corresponding shape function (using
Gaussian integration techniques).
NewWave theory, a deterministic method described by
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234 223
Fig. 1. General layout of idealised jack-up used in the analyses.
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Tromans et al. [11], accounts for the spectral composition of
the sea, and can be used as an alternative to both regular
wave and full random time domain simulations of lengthy
time histories. By assuming that the surface elevation can be
modelled as a Gaussian random process, the expected eleva-
tion at an extreme event (for example a crest) can be derived
theoretically. The surface elevation around this extreme
event is modelled by the statistically most probable shape
associated with its occurrence. It is shown by Tromans et al.
[11] that the surface elevation is normally distributed about
this most probable shape, with the surface elevation
described by two terms, one deterministic and one random.
As a function of time, the surface elevation can be
written as
h t ar t 1
1 gt 2
; 1
where t t 2 t 1; the time relative to the initial position
of the crest (i.e. t 1 is the time when the extreme event
occurs). In Eq. (1), term (1) describes the most probablevalue, where a is the crest elevation de®ned as the
vertical distance between the wave maximum and the
mean water-level, and r t the autocorrelation function
for the ocean surface elevation. The autocorrelation
function is proportional to the inverse Fourier Transform
of the surface energy spectrum, allowing the surface eleva-
tion to be determined ef®ciently.
Term (2) of Eq. (1) is a non-stationary Gaussian process
with a mean of zero and a standard deviation that increases
from zero at the crest to s , the standard deviation of the
underlying sea at a distance away from the crest. Therefore,
as the crest elevation increases, term (1) becomes dominant
and can be used alone in the derivation of surface elevationand wave kinematics near the crest.
The continuous time autocorrelation function is de®ned
as:
r t 1
s 2
Z10
S hh v eivt dv 2
with the time history of the extreme wave group propor-
tional to r t at the region around t 0: For a time lag of
t 0; the autocorrelation function of Eq. (2) reduces to one,
allowing the surface elevation of the NewWave to be scaled
ef®ciently. This is shown below in Eq. (3).The NewWave shape as de®ned by the autocorrelation
function (Eq. (1)) can be discretised by a ®nite number ( N )
of component sinusoidal waves. As there exists a unique
relationship between wave number and frequency, spatial
dependency can also be included, leading to the discrete
form:
h X ; t a
s 2
X N
n1
S hh v n dv cosk n X 2 v nt ; 3
where k n is the wavenumber of the nth component. (An
approximate solution method for the dispersion relation
for plane waves in a constant water depth, as outlined by
Newman [12], has been implemented in jakup.) As de®ned
previously, a is the crest elevation, S hh v n dv the surface
elevation spectrum and s the standard deviation corre-
sponding to that wave spectrum. X x2 x1 is the distance
relative to the initial position with X 0 representing the
wave crest. This allows the positioning of the spatial
®eld such that the crest occurs at a user-de®ned position
relative to the structure, a useful tool for time domain
analysis.
This deterministic formulation of NewWave allows it to
be conveniently and ef®ciently implemented into structural
analysis programs, such as jakup. Furthermore, because it is
based on linear theory, the water wave particle kinematics
can be easily obtained once the water surface has been
established. However, care must be taken in describing
their values in a crest with a number of stretching
approaches commonly used. These include Delta stretching
[13] and Wheeler stretching [14]. Although there are numer-ous other stretching or extrapolation methods described in
the literature, there is no clear preferred option. Due to the
substantial separation of jack-up legs the ability to evalu-
ate accurately the time varying surface elevation and
kinematics at two spatial positions is important.
NewWave theory provides a realistic deterministic alter-
native to regular wave theories. For structures which
respond quasi-statically, NewWave theory has been used
successfully in the prediction of global response [15]. It
has also been validated against both measured global load-
ing and conventional random wave modelling on a real plat-
form by Elzinga and Tromans [16] and on standard columnexamples [11]. However, when used as a time-history for
analysing dynamically sensitive structures, NewWave's
single pro®le does not account for the randomness of the
sea in which a large crest is found and therefore the effect
this randomness has on the structure's dynamic response.
By constraining a NewWave with a pre-determined height
within a completely random background, NewWave theory
can be used to produce a time series of a random surface
elevation. This is performed in a mathematically rigorous
manner such that the constrained sequence is statistically
indistinguishable from the original random sequence. The
details of a procedure achieving this are outlined by Taylor
et al. [4].Fig. 2 shows the surface elevation of a NewWave with a
crest elevation of 15 m embedded in a random sea-state
characterised by H s 12 m and T z 10 s: The wave has
been constrained such that its peak occurs at about 60 s. It is
shown in Fig. 3 that, for this example, the in¯uence of the
NewWave on the surface elevation is contained to within
40 s of the constrained peak.
Constrained NewWave allows for the easy and ef®cient
evaluation of extreme response statistics, provided the
required extreme response correlates, on average, with the
occurrence of a large wave within a random sea-state.
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234224
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Constrained NewWave has been used for the calculation of
extreme response by Harland [17] and Harland et al. [18].
The application of Constrained NewWave to the study of
jack-up response is discussed further here.
2.3. The structural model
Structural non-linearities (P±D and Euler effects) are
considered in jakup by using Oran's [19] path-depen-
dent formulation of beam column theory to specify anincremental stiffness matrix. Additional modi®cations to
produce the additional end rotations on the beam due to
the presence of shear have also been implemented [20].
Both the mass and damping matrix are time invariant,
with the former derived using cubic Hermitian poly-
nomial shape functions and the latter by use of
Rayleigh damping. Structural damping coef®cients are
de®ned for the lowest two modes and have been set
at 2% of critical. This represents a typical value used
for Rayleigh damping [21,22] and is based on estima-
tions of measured jack-ups. For instance, Brekke et al.
[23] estimated structural damping of between 1.8 and
2.8% for the Maersk Guarian jack-up in approximately
70 m of water.
Conventionally, jack-up assessments have used the
same quasi-static analysis methods employed for ®xed
structures [24]; however, the need to consider dynamic
effects has long been acknowledged [10,25,26,]. Withuse in deeper water, the contribution of dynamic effects
to the total response has become more important as the
natural period of the jack-up approaches the peak wave
periods in the sea-state. Due to their ability to model all
non-linearities, time domain techniques using numerical
step-by-step direct integration provide the most versatile
approach to the analysis of the extreme response of
jack-ups. Within jakup, the Newmark b 0:25; d
0:5 method is used, since it is an unconditionally stable
and highly accurate algorithm. Further details of the
structural formulations and dynamic solution techniques
can be found in Martin [20] and Thompson [5].
2.4. The foundation model
The use of a strain hardening plasticity theory is seen as
the best approach to model soil behaviour with a terminol-
ogy amenable to numerical analysis. This is because the
response of the foundation is expressed purely in terms of
force resultants. Accounting for a level of foundation ®xity
reduces critical member stresses (usually at the leg/hull
connection) and other critical response values [27,28].
Furthermore, the natural period of the jack-up is also
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234 225
Fig. 3. Shape of yield surface in Model C.
Fig. 2. Surface elevation of a NewWave of 15 m elevation constrained within a random background.
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reduced, usually improving the dynamic characteristics of
the rig.1
jakup has the capabilities of modelling pinned, ®xed or
linear springs as the foundations of a jack-up. Furthermore,
a strain hardening plasticity model for spudcan footings on
dense sand has been developed and its numerical formula-
tion implemented into jakup. It is called Model C and its
main features are discussed further here, however, for a
detailed description reference can be made to Cassidy [7].
Model C is basedon a series of experimentaltests performed at
the University of Oxford and described in Gottardi et al.
[29] and follows `Model B', a strain hardening plasticity
model described by Martin [20] for spudcans on clay.
Model C has four major components:
(1) An empirical expression for the yield surface in three
dimensional vertical, moment and horizontal loading space
V ; M = 2 R; H (note: moment is normalised by the diameter
of the spudcan, 2 R). This envelope represents a yield locus
de®ning permissible load states and its `rugby ball' shaped
surface is shown in Fig. 3. The shape is best described as an
eccentric ellipse in section on the planes of constant V , and
approximately parabolic on any section including the V -
axis. Once the yield surface is established, any changes of
load within this surface will result only in elastic deforma-
tion. Plastic deformation can result, however, when the loadstate touches the surface.
(2) An empirical strain-hardening expression to de®ne the
variation of the size of the yield surface with the plastic
component of vertical displacement. Though the shape of
the yield surface is assumed constant, it expands with verti-
cal plastic penetration (as the footing is pushed further into
the soil). A strain hardening law for spudcans has been
derived by combining the experimental observations for
¯at circular footings and the theoretical predictions of coni-
cal footings. Details of this `combined' strain hardening law
will not be given here, but can be found in Cassidy [7] or
Cassidy and Houlsby [30].
(3) A model for elastic load-displacement behaviour
within the yield surface. Finite element work has shown
that cross coupling exists between the horizontal and
rotational footing displacements [33], with a linear elas-
tic incremental force±displacement relationship of the
form
dV
dM = 2 R
dH
0BB@
1CCA 2GR
k v 0 0
0 k m k c
0 k c k h
2664
3775
dwe
2 Rd u e
due
0BB@
1CCA 4
where w, u and u are the vertical, rotational and hori-
zontal displacements respectively. G is a representative
soil shear modulus, estimated as:
G
pa
g
2 Rg 0
pa
s ; 5
where pa is atmospheric pressure, g 0 the submerged unit
weight of sand and g a non-dimensional shear modulus
factor. Eq. (4) represents elastic behaviour in Model C
with typical values of the stiffnesses k v; k m; k h; k c and g
given in Table 2.
(4) A suitable ¯ow rule to allow prediction of the footing
displacements during yield. The experimental evidence did
not support the application of associated ¯ow, and a plastic
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234226
Table 2
Example values used in the foundation model
Constant Dimension Explanation Typical value Notes
R L Footing radius (various)
g 0 F / L 3 Unit weight of soil 10 kN/m3 Saturated sand
g ± Shear modulus factor 4000 For calculation of the ShearModulus (G) using Eq. 5.
k v ± Elastic stiffness factor (vertical) 2.65 For calculation of elastic
behaviour within the yield
surface using Eq. 4. These
dimensionless elastic
coef®cients were evaluated by
Bell [33] for ¯at circular
footings using ®nite element
methods. These typical values
represent results at the surface
with a Poisson's ratio of 0.2.
k m ± Elastic stiffness factor (moment) 0.46
k h ± Elastic stiffness factor (horizontal) 2.3
k c ± Elastic stiffness factor
(horizontal/moment coupling)
20.14
1 It is still widely accepted practice to assume pinned footings (in®nite
horizontal and vertical and no moment restraint) in the analysis of jack-ups
[31,32]. This results in over-conservative analyses. Another approach often
used in jack-up analysis, and an improvement on use of pinned footings, is
the use of linear springs. Unfortunately, linear springs, while easy to imple-
ment into structural programs, do not account for the complexities and non-
linearities of spudcan behaviour, and this simplistic method can render
unrealistic results, which may be unconservative.
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potential function g was de®ned to relate the ratio
between the plastic displacements. Details are given in
Cassidy [7].
3. Example response of a jack-up subjected to a
constrained NewWave
An example jack-up analysis for the structure shown in
Fig. 1 subjected to a Constrained NewWave will be
outlined. As in the rest of this paper, wave loading is the
only environmental force, with no current or wind applied.
Fig. 4 displays the wave as in Fig. 2 constrained such that its
peak is located at the upwave leg of the jack-up. The surface
elevation time history at the downwave leg, as evaluated in
jakup, is also displayed. The corresponding deck displace-
ments with time are shown in Fig. 5 for the cases of linear
springs, Model C and pinned foundations. Pinned footings
represent in®nite horizontal and vertical, but no rotational
stiffness. Model C is the strain hardening plasticity model
described above, whilst linear springs represents the elastic
region of the Model C case (Eq. (4)) with plastic strains
excluded.
The peak displacements shown in this example are
not necessarily what would be evaluated for an analysis
considering just the equivalent NewWave. This is
because of the random background and the structural
memory caused, indicating that for dynamically sensi-
tive structures, such as jack-ups, the response is not
only dependent on the present applied load, but also
on the load history.
The assumption of pinned footings is clearly shown in
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234 227
Fig. 4. Surface elevations at the upwave and downwave legs for a Constrained NewWave.
Fig. 5. Horizontal deck displacements due to the Constrained NewWave.
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Fig. 5 to be overly conservative. The linear springs can be
seen to yield lower displacements than the Model C footing,
due to the greater stiffness exhibited. In addition, Model C
indicates a permanent horizontal displacement occurring in
the jack-up. There is a little less than a factor of four differ-
ences between the pinned and the linear springs cases. This
is expected as non-linearities in both the structure and load-
ing are included, and the linear springs case, though very
stiff, is not fully ®xed. Theoretically, if non-linear and
dynamic ampli®cation effects were not considered, there
would be a factor of four difference between a pinned and
®xed case for a jack-up with a very stiff hull and a rigid leg/
hull connection.
4. Application of Constrained NewWave in evaluating
response statistics of jack-ups
Though only one Constrained NewWave example has so
far been shown here, one of the main bene®ts of the
constraining technique is that the probability distribution
of the extreme response can be estimated without the need
to simulate many hours of real time, most of which is of no
interest. For a storm associated with one sea-state, shorter
time periods can be used with a logical combination of crest
elevations to simulate responses for the expected wave
sizes within that sea-state. Convolution with the prob-
ability of occurrences of crest elevations allows for the
compilation of response statistics. A method used for
evaluating short-term extreme response statistics will
be described here.
Within this paper, simulations of 75 s duration, with
the crests constrained to occur after 60 s, are used to
estimate the time history of response associated with
one crest height. A lead-time of 60 s was considered
to be long enough to give the same statistical response
properties (due to the crest) as longer lead-time periods.
For ®ve discrete crest elevations representative of the
full range of wave heights in a three-hour storm, 200
simulations per crest elevation were performed using
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234228
Fig. 6. Explanation of methodology adopted to evaluate the extreme response statistics for one short-term sea-state.
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jakup. The largest response caused by the constrained
peak was recorded for each simulation. The extreme
response distributions were evaluated by convolving
responses from the ®ve constrained crest elevations
with the Rayleigh distribution of crest heights. This
was accomplished numerically using Monte Carlo tech-niques. The steps followed are outlined below and are
also shown in Fig. 6:
Step 1: For a short time period (for example 3 h), crest
heights may be randomly derived assuming a Rayleigh
distribution.2 One crest elevation is predicted as
apred
22s 2 ln12 rn
q ; 6
where rn is a random number generated from a uniform
distribution between 0 and 1. Therefore, a set of wave crests
ai; i 1; 2; ¼; N crest; can be estimated from a Monte Carlosimulation ( N crest is the number of wave crests, assumed as
the time period divided by T z).
Step 2: Using the response information from the 5 sets
of 200 jakup runs, lines of constant probability of
exceedence are constructed by ®rstly sorting the popu-
lation of responses at each of the ®ve NewWave crest
elevations into order from the lowest (or 1st) response
to the highest (or 200th) response. Following this, poly-
nomial curve ®tting of the ®ve responses representing
the ®ve NewWave elevations at each response level 1 !
200 gives 200 lines of constant probability.3 These linesallow response values to be estimated for crest elevations
between the ®ve NewWave amplitudes used in jakup.
Construction of the lines of constant probability will be
shown later in the example calculation.
For each crest elevation in step 1, i.e. ai; i
1; 2; ¼; N crest; a response corresponding to its elevation is
`randomly' chosen. By generating a random number
between 1 ! 200 (the size of the population of jakup
runs per NewWave crest elevation), interpolation along
that number's line of constant probability gives the
`random' response for that one crest. Repeating for all N crest
elevations completes a set of responses for that timeperiod. This is shown in step 2 of Fig. 6. Therefore,
for one random three-hour event, the distribution of
responses within that sea-state has been calculated and the
extreme event can be extracted. Importantly, the largest
crest in the sea-state does not necessarily create this extreme
response.
Step 3: By repeating steps 1 and 2, responses for different
three-hour events are evaluated and, by using the maximum
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234 229
Fig. 7. Deck displacements calculated by jakup for ®ve Constrained NewWave elevations.
2 This is based on the assumption of a Gaussian sea and a narrow-
banded process (see Longuet-Higgins [34]). Cartwright and Longuet-
Higgins [35] have outlined the probability density functions for
maxima as a function of the bandwidth parameter. In the water depths
where the dynamic response of a jack-up if of concern, it is reason-
able to use the Gaussian assumption.
3 The 200 lines of constant probability need to be constructed only once
and contain all of the response information from the jakup runs.
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of each, the distribution of extreme response can be
compiled. This is shown in step 3 of Fig. 6. This can be
repeated until the number of extreme responses required is
ful®lled.
In the example numerical experiments in this paper,
distributions are based on 2500 of these samples. Therefore,
this technique has allowed the results of 75,000 s of simula-
tion (21 h) to be used to generate statistics for 7500 h of
storms. Note that even though statistics for 2500 stormsmay seem excessive, it is the initial simulation of
Constrained NewWave that is computationally expensive
and not the Monte Carlo technique described in steps 1±3.
Therefore, to generate 1000, 2500 or even more extreme
response values make very little difference in computational
effort.
This method provides more information than 21 h of
conventional simulation. Although the latter gives an
indication of the mean value of the extreme response,
it would contain too few extremes to establish the CoV
of the extreme response with any accuracy. By focussing
attention on extreme events, the method here provides
more information about them, and in particular provides
information at the tails of the distributions, which can be of
most importance.
5. Example numerical results for one sea-state
An example of the methodology described to compile
short-term extreme response statistics is outlined here. A
sea-state described by the JONSWAP wave energy spectrum
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234230
Fig. 8. Lines of constant probability.
Fig. 9. Extreme deck displacement distributions for a three hour period of a sea-state represented by H s 12 m and T z 10:805 s:
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with parameters H s 12 m and T z 10:805 s has been
chosen, conditions which could be representative of the
100 year sea-state in a central North Sea location.
Fig. 7 shows the deck displacements calculated by jakup
for the ®ve crest elevations: 3.5, 7, 10, 12 and 15 m. Though
Fig. 7 show a larger variation of deck displacements as the
NewWave crest elevation increases, this is not the case.
When the coef®cient of variation (CoV) is calculated,
de®ned in the usual way as the standard deviation divided
by the mean of the random set, there is actually a reduction
in CoV with increasing crest elevation. This implies that as
the crest elevations become higher, they also become more
dominant in the calculation of global response, thereby
reducing the response's variation.
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234 231
Fig. 10. Repetition of the calculation of extreme response statistics.
Fig. 11. Comparison of extreme statistics evaluated using the Constrained NewWave method with 100 three-hour random simulations.
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Constructed by simple polynomial curve ®tting, Fig. 8
shows four example lines of constant probability between
the levels of evaluated response. The actual number of lines
of constant probability used is not four, as implied in Fig. 8,
but is the number of simulations at each crest elevation
performed by jakup (in this case 200).
The extreme response distribution for deck displacement,
evaluated using the convolution procedure described above,
is shown in Fig. 9. The mean and 50% exceedence values
are 0.251 and 0.241 m, respectively, and the distribution has
a CoV of 22.26%.
5.1. Veri®cation of short-term extreme response results
The accuracy of this method has been examined by
repeating the calculations. Four new sets of 200 extreme
responses per crest elevation were evaluated by jakup,
and the convolution procedures repeated. With little differ-
ence between the resulting statistics, uniformity in succes-
sive tests is shown in Fig. 10. The question of whether 200responses per crest elevation is a large enough sample has
also been addressed. With convolution performed on all the
data (1000 jakup responses per crest elevation), the extreme
response statistics evaluated are consistent with results eval-
uated from the 200 jakup response data. This is shown in
Fig. 10 and validates the use of only 200 extreme responses
per crest elevation.
Consistency is also shown in Fig. 10 for a very extreme
sea-state: H s 16:45 m and T z 12:66 s; corresponding to
a one in a million years. This is an important outcome, as the
method used is validated for cases that involve large
amounts of plasticity and non-linearities in the Model C
calculation. The results have also been veri®ed by con-
ventional random wave simulation for both sea-states. As
shown in Fig. 11, one hundred full three-hour simula-
tions correspond well to the Constrained NewWave
results.
6. Comparison of different footing conditions
Fig. 12 shows the extreme hull displacement statistics for
a three-hour time period for the same two sea-states withthree footing assumptions: linear springs, Model C and
pinned. The mean and CoV values of the extreme response
are also presented. Again, the pinned case is giving overly
M.J. Cassidy et al. / Applied Ocean Research 23 (2001) 221± 234232
Fig. 12. Extreme deck displacement distributions for three footing conditions.
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conservative results when compared to the Model C predic-
tions. The yielding effects in Model C are giving only a
slightly larger mean extreme response than the assumption
of linear springs for the H s 12 m and T z 10:806 s case.
However, for the larger sea-state the effects of the plasticity
model are clearly observed. There is an interesting differ-
ence in CoV values for the three cases, with extra variation
in the Model C case due to the use of a plasticity model.
Jack-ups dynamic behaviour is period sensitive and often
more responsive to a sea-state other than the one with the
highest H s. This implies that consideration should be given
to the natural period of the jack-up (signi®cantly affected by
the rotational stiffness of the foundations) and the sea-states
analysed, especially when extrapolating to extreme events.
7. Conclusions
A method for determining short-term extreme response
statistics using the Constrained NewWave was demon-strated. The peak responses due to ®ve Constrained
NewWave elevations (for 200 random backgrounds each)
were used to evaluate numerically the short-term extreme
statistics of that sea-state using Monte Carlo methods. This
was found to be computationally ef®cient and the results
comparable with 100 full 3 h simulations of random seas,
even with the inclusion of signi®cant amounts of foundation
non-linearities.
In this paper, linear NewWaves were constrained within
random backgrounds. Second order corrections to single
non-constrained NewWaves have been suggested by several
authors [36±38]. By accounting for the effects of shortwaves riding on longer waves, both the free surface eleva-
tion and the horizontal ¯uid velocities can be modelled to
second order. The sensitivity of jack-up response to second-
order effects (as well as linear stretching procedures) has
been described for one case at this water depth in Cassidy
[7]. It is possible to constrain second-order waves in a simi-
lar way; however, considering the level of rigour for other
components of the model (as shown for published studies in
Table 1), this might be seen to be overly sophisticated.
Furthermore, even a complete second order analysis
would not adequately account for the observed non-disper-
sive behaviour of very large waves, which retain their form
over distances comparable to the leg separation in a typical jack-up. Further investigation of this effect is recommended.
With knowledge of long-term conditions, convolution
of short-term statistics into long-term probabilities can be
performed. The methodology of evaluating short-term
statistics outlined here allows this procedure to be
performed ef®ciently. Long-term extreme exceedence prob-
abilities for response design properties of interest in the
reliability of jack-ups (for example lower leg-guide
moments or deck displacement) can therefore be evaluated.
Model C, as implemented into the plane-frame structural
analysis program jakup, represents a signi®cant advance to
the response analysis of jack-up units. When compared with
techniques widely used in the jack-up industry, a signi®-
cantly different response is found, as was shown in this
paper. Model C together with the structural model and the
Constrained NewWave technique outlined here re¯ects a
balanced approach to the design uncertainties and achieves
what is believed to be a realistic modelling of a jack-up.
Acknowledgements
Support from the Rhodes Trust for the ®rst author is
gratefully acknowledged. The helpful advice and comments
from Dr Paul Taylor of Oxford University were appreciated
during the course of this research.
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