Heavy tails and probability density functions to any nonlinear order for the surface elevation in irregular seas

Mathias Klahn, Yanyan Zhai, D. Fuhrman
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Abstract

The probability density function (PDF) for the free surface elevation in an irregular sea has an integral formulation when based on the cumulant generating function. To leading order, the result is Gaussian, whereas nonlinear extensions have long been limited to Gram–Charlier series approximations. As shown recently by Fuhrman et al. (J. Fluid Mech., vol. 970, 2023, A38), however, the second-order integral can be represented exactly in closed form. The present work extends this further, enabling determination of this PDF to even higher orders. Towards this end, a new ordinary differential equation (ODE) governing the PDF is first derived. Asymptotic solutions in the limit of large surface elevation are then found, utilizing the method of dominant balance. These provide new analytical forms for the positive tail of the PDF beyond second order. These likewise clarify how high-order cumulants (involving statistical moments such as the kurtosis) govern the tail, which is shown to get heavier with each successive order. The asymptotic solutions are finally utilized to generate boundary conditions, such that the governing ODE may be solved numerically, enabling novel determination of the PDF at third and higher order. Successful comparisons with challenging data sets confirm accuracy. The methodology thus enables the PDF of the surface elevation to be determined numerically, and the asymptotic tail analytically, to any desired order. Results are worked out explicitly up to fifth order. The theoretical probability of extreme surface elevations (typical of rogue waves) may thus be assessed quantitatively for highly nonlinear irregular seas, requiring only relevant statistical quantities as input.
不规则海域海面高程的重尾和任意非线性阶概率密度函数
不规则海域中自由表面高程的概率密度函数(PDF)是基于累积生成函数的积分公式。对于前阶,结果是高斯的,而非线性扩展长期以来一直局限于格拉姆-沙利叶级数近似。然而,正如 Fuhrman 等人最近的研究(《流体力学》,第 970 卷,2023 年,A38 期)所示,二阶积分可以精确地以封闭形式表示。目前的工作进一步扩展了这一范围,从而能够确定甚至更高阶的 PDF。为此,我们首先推导出一个新的常微分方程(ODE)来控制 PDF。然后,利用显性平衡法找到大表面高程极限的渐近解。这为超过二阶的 PDF 正尾部提供了新的解析形式。这同样阐明了高阶累积量(涉及峰度等统计矩)是如何控制尾部的,尾部随着阶数的增加而加重。最后,利用渐近解生成边界条件,这样就可以对支配的 ODE 进行数值求解,从而以新颖的方式确定三阶和更高阶的 PDF。与具有挑战性的数据集进行的成功比较证实了其准确性。因此,该方法能够以数值方式确定地表高程的 PDF,并对任何所需阶次的渐近尾部进行分析。结果可明确计算到五阶。因此,对于高度非线性的不规则海域,只需要输入相关的统计量,就可以定量评估极端海面高程(典型的恶浪)的理论概率。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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