Stochastic Analysis and Nonlinear Dynamics Seminar Series
Prof. Vladas Pipiras
Professor, Department of Statistics and Operations Research, University of North Carolina - Chapel Hill
Some extreme value problems arising with ship motions
Thursday, September 21, 2017, 3:00pm to 4:00pm | Room 5-314
The focus of the talk is on estimating probabilities of two extreme events of interest in Naval Architecture: a ship motion (e.g. roll) exceeding some critical large value and capsizing of a ship, both in irregular waves. These events are rare and usually not observed in collected data. Extreme Value Theory provides statistical tools and some justification for constructing probability estimates of rare events by extrapolating into distribution tails where data are not available, for example, by using the generalized Pareto distribution (GPD) in the peaks-over-threshold approach. These statistical tools will be examined for the rare events of interest on ship motion data generated by high-fidelity computer codes, and in the context of qualitative physical models for ship motions such as 1-DOF nonlinear random oscillators. This will lead to several lessons on how stochastic dynamics and Naval Architecture can guide the use of statistical methods for extreme value analysis related to ship motions. The talk is based on joint work with D. Glotzer (UNC), T. Sapsis (MIT), and V. Belenky, K. Weems and other researchers (NSWC, Carderock Division).