Coastal Hydrodynamics

Non-linear effects on wave characteristics in shallow water

& Extreme wave analysis

Prof. dr. ir. Peter TROCH

dr. ir. Vicky STRATIGAKI
ir. Brecht DEVOLDER
dr. Tomas VAN OYEN

Department of Civil Engineering Faculty of Engineering & Architecture

NON-LINEAR EFFECTS IN
SHALLOW WATER

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Non-linear effects in shallow water

When waves propagate from deep water to shallow water

(coastline)

They undergo various wave transformations

Resulting in changes of the spectral and time domain related

characteristics

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Transformation of wave spectra

Experimental setup for transformations of irregular waves

over a bottom with slope 1:30

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Transformation of wave spectra
Hm0/d = 0.2

1: generated Jonswap spectra with

Hs = 12.8 cm, Tp = 1.6 s (fp = 0.625 Hz)
2: emerging of 2 secondary peaks
low frequency (bound long wave)
higher frequency (fp2 = 1.25 Hz = 2fp)
quite weak at 3fp
4: increasing of higher frequency peaks
until breaking, and stable long wave
6: wave breaking causes less (and more
uniformly distributed) energy

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Consequences for time domain characteristics

Deviation from normal distribution for surface elevations

Deviation from Rayleigh distribution for individual wave
heights:

Hm0/d = 0.5

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Maximum Wave Height

HMAX

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Maximum Wave Height Hmax

Hmax can not be calculated deterministically

Distribution for Hmax ?
Assume Rayleigh CDF for X = H/Hm
FX ( x ) = P( X x )
= 1 exp( 4 x 2 )
New CDF for Xmax = Hmax/Hm
X is stochastic variable with N independant realisations X1, , XN, with
Xmax = max(Xi), e.g. storm with N waves (N 1000)

FX max ( x ) = P ( X max x )
= P ( X1 x )...P ( X N x )
= (FX ( x ) )N
= (1 exp(
4
2
x ) )
N Interpretation: probability of
non-occurence of X > x with
N (independent) realisations

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 Maximum Wave Height Hmax

Distribitution for Hmax ?

PDF voor Xmax = Hmax/Hm

d
f X max ( x ) = FX max ( x )
dx
= 2 4
(
Nx exp( x 2 ) 1 exp( x 2 )
4
)N 1

Rayleigh
PDF for X

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Maximum Wave Height Hmax

Distribution for Hmax ?

+
0.577
(Hmax)mean = E[Hmax] = xf X max ( x )dx 0.706( ln N + )H s
2 ln N

(Hmax)mode = Hmax (voor FXmax=0.5) = 0.706( ln N )H s

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STATISTICAL ANALYSIS OF
EXTREME WAVES

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Overview

Short term statistics

derivation of Hs, Tp, for 1 wave record of duration e.g. 1 hour,
with Hs = cte, Tp = cte (hourly stats)
statistical properties of individual waves

Long term statistics

statistical properties of Hs, Tp, for longer durations (e.g. one
season, or last twenty years)
estimating of a wave characteristic that only appears once in a
long period (extreme waves stats)

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Return period R
retourperiode of terugkeerperiode

K = number of years with observations van X (= Hs or H1/10 or

)
NT = number of observations in period K
mean rate or sampling intensity = NT / K

k = number of observations where X > xR:

k = NT (1-F(xR))
= K(1-F(xR)) from where K = k / [(1-F(xR))]

Return period R average duration (in years) for which the extreme
wave height is exceeded once
R = K(with k = 1)
= 1 / [(1-F(xR))]
on average, xR will be exceeded once in R year

return value xR = F-1(1-1/(R))

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Return period R

NT = 80 obs

K = 20 y

K= 20 NT = 80

= NT /K
= 80/20
= 4 obs/y
k (with X>xR)

R=K(k=1)

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Encounter probability PL
overschrijdingskans tijdens levensduur

x is exceeded once in R year ?

Exceedance probability of x in 1 year is equal to 1/R
F(x) in 1 year will be 1 1/R
F(x) in 2 years will be (1 1/R)
F(x) in L years will be (1 1/R)L

PL will be the exceedance probability of x in L years (L:

service lifetime [levensduur] of the structure):
PL = 1 (1- 1/R)L
1 exp(- L/R) for large R values

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Encounter probability PL

Calculation example
Assume:
design wave height Hs = 10 m
with return period R = 100 year
the wave height 10 m will be exceeded once in 100 years
Reliability based design
Service lifetime of structure L = 25 year
from where we calculate PL = 22%
with 22% probability, the 10 m wave height (belonging to a return
period of 100 year) will be exceeded during the durability of 25 year of
the structure
If we choose L = R, the probability that the design wave will be
exceeded is PL = 63%
Therefore choose for design R > 2.8L, yielding PL < 0.3

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General procedure for analysis of extreme
waves
Objective
Based on a data set with measured wave heights during a
limited period (e.g. 20 yrs),
To predict the design (extreme value) wave height that would
occur in a (much) longer period
Procedure
1) Choice of the data set of wave data
2) Choice of theoretical CDFs
3) Fitting of these CDFs through the data set
4) Choice of most suitable CDF based on goodness-of-fit
5) Extrapolation of the most suitable CDF towards the
selected return period R
6) Calculation of confidence intervals

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1) Choice of data set of wave data

Databank of wave data through:

field measurements (max. 20 year)
hindcasting on basis of meteorological info (max. 50 year)
Several methods to obtain a data set (or a sample):
total sample method (complete data set)
contains all Hs data, not frequently used
annual maxima method (annual series data set)
contains only the maximum wave height per year ( = 1)
peak-over-treshold (POT) method (partial series data set)
contains peak wave heights larger than the threshold value
generates a relatively large number of data in the data set

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1) Choice of data set of wave data

annual maxima method

POT method

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1) Choice of data set of wave data

Required conditions for data sets

Independency
no correlation between consective data

Homogeneity
all data follow the same distribution (same origin)
e.g. dont mix monsoon and post-monsoon periods

Stationarity
are trends in wave climate after a long period noticable?

Total sample method doesnt meet:

independency: large correlation between waves in record of 24 h
homogenity: distribution of small waves differs from distribution of
large waves

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General procedure for analysis of extreme
waves

1) Choice of the data set of wave data

2) Choice of theoretical CDFs
3) Fitting of these CDFs through the data set
4) Choice of most suitable CDF based on goodness-of-fit
5) Extrapolation of the most suitable CDF towards the
selected return period R
6) Calculation of confidence intervals

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2) Choice of theoretical CDFs

No theoretical basis to recommend a priori a specific CDF

due to the POT character: does not produce maxima in pure
statistical sense
A consensus within the world of extreme wave analysis:
apply different CDFs to the data set
choose the most suitable CDF
There are a lot of possible candidate distribution functions
F(x) available (~ extreme value distributions)
Parameters for CDFs
A = scale parameter (~ linear scale of x)
B = location parameter (~ position of axis van x) y = (x B) / A
k = shape parameter (~ shape of the distribution)

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2) Choice of theoretical CDFs

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2) Choice of theoretical CDFs

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2) Choice of theoretical CDFs

FT II FT I for k

if k decreases, the shape will

be wider (longer tail),

and as a result,

for a given probability of

return period (e.g. R = 100
jaar), the 100 years wave
height increases (variable x
or y)

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2) Choice of theoretical CDFs

Weibull exponential for k = 1

If k decreases, the shape will be

wider (longer tail), and the 100
years wave height increases

log-normal Weibull for k = 2

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General procedure for analysis of extreme
waves

1) Choice of the data set of wave data

2) Choice of theoretical CDFs
3) Fitting of these CDFs through the data set
4) Choice of most suitable CDF based on goodness-of-fit
5) Extrapolation of the most suitable CDF towards the
selected return period R
6) Calculation of confidence intervals

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3) Fitting of these CDFs through the data set

Fitting methods to fit the theoretical candidate distribution

functions F(x) to a data set of extreme wave heights:

(i) graphical fitting method (grafisch)

(ii) least squares method (kleinste kwadratenmethode)

(iii) method of moments (momentenmethode)

(iv) maximum likelihood method (MLM)

(v) others

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3) Fitting of these CDFs through the data set

(i) Graphical fitting method (grafisch)

Rearrange the N data from the data set from large to small:

x1 (= xmax), x2, , xm, xN (m is the order number)

Allocate a non-exceedance frequency Fi for each xi

using the order number m and using N
i.e. applying a plotting position formula (see further)

Plot the N data in a graph where the theoretical CDF F(x) becomes
a straight line (probability paper)

Draw a straight line through the N data by using a visual estimation

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3) Fitting of these CDFs through the data set

(ii) Least squares method (kleinste kwadratenmethode)

Replaces the visual estimation of (i) by a more objective
goodness-of-fit

(iii) Method of moments (momentenmethode)

Calculating the average and the standard deviation of the data set
and comparing with the characteristics of table 11.1 for the specific
F(x)
A way to estimate the parameters A and B
Pre-computer period (like graphical method)

(iv) Maximum likelihood method (MLM)

Iterative numerical calculation

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3) Fitting of these CDFs through the data set

Plotting position formula

N data in data set
Ranked from large to small x1 (= xmax), x2, , xm, xN
Use index m for x and F
Allocate a cumulative frequency F^m to xm:

F^m = 1 m/(N+1)
valid for Weibull formula
also more complex form cf. Goda

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3) Fitting of these CDFs through the data set

Example of application for the least squares method

Step 1: choose a specific candidate distribution function F(x)
work with 2 parameters A and B, and keep k fixed
e.g. Weibull: k = 0.75, 1.0, 1.4, 2.0 gives 4 candidate functions F(x)

Step 2: use the plotting position formula for determination of F^m

result is N pairs {F^m(xm), xm}

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3) Fitting of these CDFs through the data set

Example of application for the least squares method

Step 3: rewrite the candidate distribution function to the shape that
allows linear regression:
xm = A^ym + B^
where e.g.: ym = [-ln(1-F^m)]1/k for Weibull distribution
and calculate N pairs {ym(F^m(xm)), xm}, ym
x-as

verschaalde F
x
golfhoogte m
y-as

Step 4: determine the regression coefficients A^ en B^ in the

model xm = A^ym + B^ through classical linear regression :
A^ = Cov(ym, xm)/Var(ym) and B^ = E[xm] A^E[ym]

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General procedure for analysis of extreme
waves

1) Choice of the data set of wave data

2) Choice of theoretical CDFs
3) Fitting of these CDFs through the data set
4) Choice of most suitable CDF based on goodness-of-fit
5) Extrapolation of the most suitable CDF towards the
selected return period R
6) Calculation of confidence intervals

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4) Choice of most suitable CDF based on
goodness-of-fit
Either by traditional statistical tests:
Kolmogorov-Smirnov
Anderson-Darling
Chi-squared

Or by the least squares method

Calculate the correlation coefficient ( or r) between xm and ym:
= Cov(ym, xm) / sqrt[Var(xm)Var(ym) ]

value as close as possible near 1

degree of close to 1 is dependent on the used distribution:
wider distributions gives more deviation then a small
distribution
suggestion of Goda: use MIR r = 1 - r

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4) Choice of most suitable CDF based on
goodness-of-fit
Outlier = data point which is far off the fitted distribution
DOL method to detect outliers (suitable for all data in data set
and all CDFs):
if data point is detected als outlier:
quality/error check
if no error occured:
keep data point and dont use candidate CDF

NOT: outlier detection details

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General procedure for analysis of extreme
waves

1) Choice of the data set of wave data

2) Choice of theoretical CDFs
3) Fitting of these CDFs through the data set
4) Choice of most suitable CDF based on goodness-of-fit
5) Extrapolation of the most suitable CDF towards the
selected return period R
6) Calculation of confidence intervals

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5) extrapolation of the most suitable CDF until
the chosen return period R
Make use of:
A^, B^
xm = A^ym + B^
ym = [-ln(1-F)]1/k for the Weibull distribution

Define the return period value R

R = 1/[(1-F)]
yielding F = 1 1/(R)

To calculate the wave height xR (= return value) associated

with the return period R:
ymR = [-ln(1-1+ 1/(R))]1/k for the Weibull distribution
or ymR = [ln(R)]1/k
yielding xmR = A^ymR + B^

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5) extrapolation of the most suitable CDF until
the chosen return period R
R = 1/((1-F))

golfhoogte
y-as
xm

ym
x-as
verschaalde F

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General procedure for analysis of extreme
waves

1) Choice of the data set of wave data

2) Choice of theoretical CDFs
3) Fitting of these CDFs through the data set
4) Choice of most suitable CDF based on goodness-of-fit
5) Extrapolation of the most suitable CDF towards the
selected return period R
6) Calculation of confidence intervals
See exercises
not p. 407 - 417

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Example wave atlas Belgian Coast
http://www.vlaamsehydrografie.be/
hydrometeoatlas.htm

H33 [cm]

return period R
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