0009

Chapter 9
Waves and Wave Forces on Coastal and Ocean Structures Downloaded from www.worldscientific.com
by MCGILL UNIVERSITY on 04/05/16. For personal use only.
Real Ocean Waves
9.1. Introduction
Kinsman (1965, p. 386) is careful to point out that a valid specification of real
ocean waves must integrate the following three concepts: 1) Fourier and spectral analyses of random processes, 2) probability theories applied to stochastic
processes, and 3) hydrodynamics. Techniques from the first two concepts that
do not depend on the physics of the hydrodynamic processes are available for
analyzing real ocean waves. However, only those techniques from concepts
that may be related rigorously to the physics of the hydrodynamics of real
ocean waves are reviewed.
The theoretical techniques reviewed are applicable to stationary ergodic
processes and are limited strictly to short term statics. Isaacson and
MacKenzie (1981) give an excellent review of long term statistical and probabilistic techniques applied to real ocean waves. The significance of the
stationary ergodic hypothesis is that the ensemble average E[x(t\)] at the
same time t\ shown in Fig. 9.1 of an infinite number of finite length time
series x$t$,X2(t\),x-s(t\),
,*oo(^l) is equivalent to the temporal average over all times shown in Fig. 9.2 of an infinitely long single time series
X$t$,X\(t2),Xl{tl),....,X\(tooY,i-S;
E[x(tn)]=
lim I
TRÔO
1R
719
JO
xi(t)dt.
(9.1)
720
Waves and Wave Forces on Coastal and Ocean Structures
Xjrft)
-A/l/yAA^JjV/
x3(0
x2(t)
-X1
xtf)
'
!/
*
Fig. 9.1. Two ensemble averages of finite length records *,- (t) at times t\ and ti (Bendat and
Piersol, 1986).
Xrft)
Fig. 9.2. Temporal average of a single time series x\ it) of infinite length.
9.2. Fourier Analyses

Definitions of Fourier coefficients
Fourier coefficients are defined separately for deterministic and for nondeterministic (or, equivalently, random) analyses.
721
Real Ocean Waves
Deterministic: Fourier coefficients are those coefficients that provide the

best least squares fit to the data.
Non-Deterministic: Fourier coefficients are those coefficients that explain
the contribution by each frequency to the total variance of a random process.
When both time and frequency are continuous, the Fourier transform pairs
are given by the following integrals:
r+0
r)(t) = f==.
'In j /oo
Jc
+
F(a))exp(i(ot)d(D,
(9.2a)
t](t)exp^(icot)dt,
(9.2b)
F(a>) = - =
V2TT JOO
where u> = 2nf = radian frequency; where F(co) = Fourier transform

of the time series r){t); and where the plus + sign in Eq. (9.2a) must be
paired with the negative sign in Eq. (9.2b). Both choices for the
signs in the arguments of the exponential functions exp() in Eqs. (9.2)
may be found in the literature; and the placement of the normalizing constant 2n is also arbitrary (Lighthill, 1964). If the frequency / is given
in Hertz, the normalizing constant 2n does not appear and Eqs. (9.2)
reduce to
+00
F(f)exV(i2nft)df,
(9.3a)
r,(t)expT(i2nft)dt.
(9.3b)
-00
/+0O
-00
Data records that are continuous in time are termed time series; and data
records that are digitized to discrete values of time are termed time sequences.
Modern Fourier analyses employ discrete/inite Fourier transform (FFT)
algorithms that are designed to take advantage of high speed digital computers.
Discretization of Eqs. (9.3) requires a finite record length TR and discrete
722
values of both time and frequency; i.e.;
t -> t = nAt,
f -> fm=
mAf,
co - com = 2nfm =
InmAf,
(9.4 a-c)
where At(=T[t/N) and Af(=l/NAt)

are constant fixed temporal and
frequency intervals, respectively, of N total discrete values of time and frequency. A discrete Fourier transform pair may be approximated from
Eqs. (9.2) by
N-l
rj(n) = A / ^
F(ra)exp {ilizrimAf At),
n = 0,1,2,... ,N - 1,
m=0
(9.5a)
N-l
F(m) = At y ^ rj(n)exp ^(UnnmAtAf),
m = 0,1,2,.. .,N 1,
n=0
(9.5b)
where the total number of discrete time and frequency values are equal to ./V;
and where the FFT coefficients F(m) are complex-valued quantities. The mean
value of the discrete time sequence r\ (n) is given by the real-valued FFT coefficient ^(0); and the FFT coefficient F(N/2) is also real-valued at the Nyquist
or folding frequency fy = (N/2)Af in Eq. (9.5a). The discrete positivedefinite frequencies fm > 0 in Eqs. (9.2 and 9.3) are represented by the
indices 1 < m < N/2 1; while the discrete negative-definite frequencies
fm < 0 in Eqs. (9.2 and 9.3) have the indices N/2 + 1 < m < N - 1. The
complex-valued FFT coefficients F(m) at these discrete negative-definite frequencies are the complex conjugate values (denoted by superscript asterisks *)
of the FFT coefficients at the corresponding positive-definite frequencies; i.e.,
F(N -m)
= F*(m),
N
1 < m < - 1.
(9.5c)
Both of the summations of the series of discrete values in Eqs. (9.5) begin
with a zero index n = m = 0 that are compatible with modern digital computer
algorithms. However, older FORTRAN versions of the discrete algorithm
723
Real Ocean Waves
Eqs. (9.5) did not permit zero indices and Eqs. (9.5) were given by only
positive-definite indices m, n > 0 according to
N
rj(n) = A / ^ F ( m ) e x p ( / 2 ; r ( M - l)(m - 1 ) A / A 0 , n =
l,2,...,N
(9.6a)
F(m) = At^t](n)exp
=F(/2jr(n - \)(m - \)AtAf),
m = 1,2,...
,N.
(9.6b)
The mean value of r)(n) in Eqs. (9.6) is given now by the real-valued FFT
coefficient F(l); and the real-valued coefficient F(N/2 + 1) is now at the
Nyquist or folding frequency /N = (N/2 + 1)A/. The discrete positivedefinite frequencies fm > 0 in Eq. (9.5a) now have the indices 2 <m< N/2 in
Eq. (9.6a); while the discrete negative-definite frequencies fm < OinEq. (9.5a)
now have the indices N/2 + 2 < m < N in Eq. (9.6a). The complex-valued
FFT coefficients F(m) at these discrete negative-definite frequencies are the
complex conjugate values of the FFT coefficients at the positive-definite
frequencies; i.e.,
F(N + 2-m)
= F*(m),
2 < m < .
(9.6c)
A normalizing constant CN appears in all modern FFT algorithms that

is related to the constant discrete intervals At and A / . Just as there is no
standard convention regarding the normalizing constant 2n in the transform
pair in Eqs. (9.2) for continuous time series (Lighthill, 1964), there is also
no standard convention for where to place the normalizing constant CN in the
FFT transform pairs in Eqs. (9.5) or Eqs. (9.6) for discrete time sequences; and
it must be determined uniquely for each FFT algorithm before applying them.
To illustrate how this normalizing constant CN is related to A? and A / ,
consider the geometric sequence
sN = i + z + z2 +
N-l
=0
3
z
+ ... +
N 1
z
724
Waves and Wave Forces on Coastal and Ocean
Structures
that may be reduced to the following compact result:

-;\-zN
z#l
,
N
If z is a complex-valued variable given by
z= l
SN
\-z
(9.7b)
(9.7c)
z = exp {i2n(m m)/N),
(9.8)
where m and m are integer constants; then Eq. (9.7a) becomes

N-l
SN = ^
exp[i2jr(#n -
m)/Nf
(9.9a)
1 exp \i2n{m m)\

1 exp [ilTz{m m)/N]
(9.9b)
n=0
and Eq. (9.7b) is

SN
N,
0,
m m = 0,
0 < m m < N 1.
(9.9c)
The normalizing constant CN may be determined by substituting Eq. (9.5a)

into Eq. (9.5b) with a careful change of dummy indices from m to m and
obtaining
N-l
N-l
F(m) = AtJ2
A / y ^ F(m) exp (ilnnmAf
At)
n=0
x exp ==
| {ilnnmAf
N-l
At)
(N-l
= A?A/ ] T F(m) | ] T exp (ilnim m=0

N-l
m)nAfAt)
ln=0
N-l
= AtAf J^ F^)
m=0
J]{exp
(i2n( ~ m)AfAt)f.
(9.9d)
n=0
If AtAf = N 1; then the term in curly brackets {}" = N (5^m by Eqs. (9.9b, c
and 9.5b) reduces to
F(m) = ( A f A / ) F ( m ) { A ^ m )
(9.9e)
725
Real Ocean Waves
that is possible only if

At Af N = I,
so that
Af A / = i
(9.10)
= CN
and the normalizing constant CN is inversely proportional to N.

For example, the FFT algorithm in the symbolic software
MATHEMATICA employs the finite Fourier transform pair Eqs. (9.6),
pre-multiplies the complex-valued FFT coefficients F(m) by a normalizing
constant CN = s/N and selects the minus () sign for the exponential function in Eq. (9.6a) and the positive sign (+) for the exponential function in
Eqs. (9.6b). With this convention, Eqs. (9.6) become
N
r](n)= ] [ ^ f l ( m ) e x p - ( i 2 j r ( n - l)(m - \)/N);
n=
l,2,...,N,
(9.11a)
B(m) = */NF(m) = ^
rj(n) exp+(/27r(n - l)(ra -
m = l,2,...,N.
l)/N);
(9.11b)
Because Eq. (9.11a) applies the minus () sign for the argument in the
exponential function exp(), the complex-valued FFT coefficients B(m) are
expressed with a negative () sign for the phase by
B(m) = \B(m)\ exp - ia(m),
(9.11c)
where a(m) = phase angle at the discrete frequency mAf. Figure 9.3 illustrates the frequency domain representation of the amplitudes (moduli) \B(m)\
in Eq. (9.11c).
To illustrate a simple numerical test that may be applied to determine
where a particular FFT algorithm places the normalizing constant CN, synthesize the following time sequence that consists of a non-zero mean F(l); first
F(2) and fourth F(5) harmonic components with positive and negative phase
726
\B(m)\
,
I-J I i I U,J_I
I .
t i > i s 1 e \i|JJ.!! ",M,-mHH"'' "
fff
Fig. 9.3. Frequency domain representation of the amplitudes of the FFT coefficients \B{m)\.
11
0.5 ,
0
1
i
"-
"sT -l
.
-2 -
r
J!
1
L
I
1I
J1
1
L
I
-H
I
'
J1
4_
!
11
L
L
I
I
-i
i
I
I
10
13
n
Fig. 9.4. Discrete nondimensional time sequence for N = 16.
angles a(2) and a(5), respectively; and a total number of discrete sequences
N = 16 = 2 4 (NOTE: /wys select N = 22M where 2M must always be an
even integer so that if the FFT algorithm applies the square root J convention for the normalizing constant CN then the normalizing constant CM will
always be a rational number). Consider the discrete time sequence
(Inn
TT
(litAn
C S
2 U^~4
(9.12)
that is illustrated in Fig. 9.4. A program for synthesizing the normalized discrete time sequence in Eq. (9.12) by the FFT algorithm in MATHEMATICA
is listed below. The amplitudes \B(m)\ of the complex-valued FFT coefficients are illustrated in Fig. 9.5; and the phases aim) of the complex-valued
FFT coefficients are illustrated in Fig. 9.6. Note the change in sign of the
phases a(m) in Fig. 9.6 as a result of the sign convention defined for the
727
Real Ocean Waves

5
4
~^~ 3
i
i
-r-i
1
0
7
10
13
16
m
Fig. 9.5. Amplitudes of the FFT coefficients for the discrete time sequence r)(ri) in Fig. 9.4.
Fig. 9.6. FFT phase angles for the discrete time sequence shown in Fig. 9.4.
FFT coefficients in Eq. (9.11c). Table 9.1 lists both the expected amplitudes
\F(m) | of the Fourier coefficients without regard for the normalizing constant
CN and the amplitudes \B(m)\ from the program MATHEMATICA. By
dividing the values of the amplitudes \B(m)\ from MATHEMATICA by
the expected amplitudes \F{m)\ of the Fourier coefficients in Table 9.1, it is
easy to obtain the normalizing constant CV = V16 = 4. Note that in Table 9.1
that the negative-definite frequencies in the FFT algorithm are stored in the
discrete frequencies identified by the indices N/2 + 2 < m < Af. Accordingly,
the complex-valued FFT coefficients B(m) for the negative-definite frequencies with indices N/2 + 2 < m < JV are the complex conjugate values B*(m)
728
Table 9.1. Determination of normalizing constant Qy and phase angles a (m)

from MATHEMATICA FFT algorithm for N = 16 = 4 2 {terms in ()
are the amplitudes and phases of the complex-conjugate FFT values}.
\F(m)\
1
2(16)
3(15)
4(14)
5(13)
6(12)
7(11)
8(10)
9
1.0
0.75 (0.75)
0(0)
0(0)
0.25 (0.25)
0(0)
0(0)
0(0)
0
\B(m)\ =
CN\F(m)\
4.0
3.0(3.0)
0(0)
0(0)
1.0(1.0)
0(0)
0(0)
0(0)
0
a(m)
(Radians)
CN = JN
4.0
4.0 (4.0)
-(-)
-(-)
4.0 (4.0)
-(-)
-(-)
-(-)
-
n
-JT/4(+TC/4)
0(0)
0(0)
+jr/4(-7r/4)
0(0)
0(0)
0(0)
0(0)
of the positive-definite frequencies with indices 2 < m < N/2; i.e.,

B(N + 2-m)
= B*(m),
N
2 < m < .
(9.13a)
The mean of the time sequence is stored in the first real-valued FFT coefficient
B(\); and the Nyquist or folding frequency is fy = (N/2)Af and is stored in
the real-valued FFT coefficient B (N/2 +1) for 1 < m < N when the positivedefinite index notation of Eqs. (9.6) are applied. Both the mean B(l) and the
complex-valued FFT amplitude at the Nyquist or folding frequency B{N/2 +
1) are real-valued because, for the Nyquist frequency at m N/2 + 1, the
complex-valued FFT coefficients B*(N/2 + 1) = B(N/2 + 1) by Eq. (9.13a).
For FFT algorithms that employ the positive semi-definite notation for
0 < m < N 1 given by Eqs. (9.5), the complex-valued FFT coefficients
F(m) for the negative frequencies with indices N/2 + 1 < m < N are the
complex conjugate values F*(m) of the positive-definite frequencies with
indices 1 < m < N/2 1 given by
F(N -m)
= F*(m),
N
2 <m < - 1
(9.13b)
Real Ocean Waves
729
and the Nyquist frequency is /N = (N/2)Af. Again, both the mean F(0) and
the complex-valued amplitude at the Nyquist frequency F(N/2) are both realvalued, because for the Nyquist frequency m = N/2, F*(N/2) =
F(N-N/2)
by Eq. (9.13b).
The algorithm from the software package MATHEMATICA is not
optimized and is dated. It is intended only to illustrate one of many possible algorithms that may be applied to determine the normalizing constant CN
and the sign of the phase angles a(m) for complex-valued FFT coefficients.
Some of the commands illustrated in the program may need to be changed for
later versions of MATHEMATICA.
(* PROGRAM DEBUGFFT.MTH FOR DEBUGGING FFT
MATHEMATICA *)
(* RULES*)
TagReal[x_] := (x/: Re[x] = x; x/: Im[x] = 0;)
Unprotect[Arg]; Arg[0.0] :=0.; Arg[0] :=0;Protect[Arg];
els :=Run["cls"]
(* TIME SEQUENCE w/MEAN AND 2 HARMONICS *)
fn :=N[m + al Cos[2 Pi n/npts - Pi/pl] + a2 Cos[8 Pi n/npts - Pi /p2]]
f=Table[fn/.{al->1.5,a2->0.5,npts->16,pl->-4.,p2->+4.,m->-l.},{n,0,15}]
f=Chop[fJ
(* SEQUENCE OF INTEGERS FOR N = 16 *)
t=Table[t,{t,0,15}];tf=Table[{t[[i]],f[[i]]},{i,l,16}]
tsplot=ListPlot[tf,Frame->True,FrameLabel-> {"n dt","f(n dt)"},
FrameTicks-> {t,Automatic,t,Automatic}, GridLines->Automatic,
Prolog->AbsolutePointSize[10]]
Display ["ts.plt",tsplot];
(* COMPUTE FFT COEFFICIENTS B(m) *)
bnX2=Fourier[fJ;bn=Chop[bnX2];absbn=Abs[bn];
tbn=Table[{t[[i]],Abs[bn[[i]]]},{i,l,16}]
bnplot=ListPlot[tbn,Frame->True,FrameLabel-> {"m df","F(m)"},
FrameTicks->{t,Automatic,t,Automatic},GridLines-> Automatic,
Prolog- > AbsolutePointSize[ 10]]
Display ["bn.plt",bnplot];
phase = N[Table[Arg[bn[[i]]],{i,l,16}]];tph=Table[{t[[i]],Phase[[i]]},{i,l,16}]
tphplot=ListPlot[tph,Frame->True,FrameLabel-> {"m df","phase(m)"},
FrameTicks-> {t,Automatic,t,Automatic}, GridLines->Automatic,
PlotRange->All,Prolog->AbsolutePointSize[10]]
Display ["tph.plt",tphplot];
finv=InverseFourier[bn];finv=Chop[finv]
730
SameQ[finv==f]
(* OUTPUT FILE TO BE IMPORTED TO SPREADSHEET "QPRO" *)
SetDirectory["C:\lfn\"];
z=Table[ {t[[i]],f[[i]],absbn[[i]],phase[[i]]}, {i, 1,16}]
ColumnForm[z];debugfft.prn
9.3. Ocean Wave Spectra

Spectral representations of stationary ergodic random seas are required for
engineering analyses of random ocean waves. Several two-parameter theoretical spectral models have been applied to engineering applications along with
five- and six-parameter spectral models. The parameters applied in the original
derivations of these spectral models are varied. Among the most commonly
applied parameters are wind speed Uw, fetch length F, significant wave height
Hs and period Ts. For those two-parameter spectral densities, it is convenient
for engineering design to replace the original parameters with the zeroeth spectral moment mo (= to the variance a2 of the time series or the area under the
spectrum) and the frequency of the spectral peak /o or COQ.
The mean (= p,\), the mean square value (= \xi), the variance (= a% =
mo) and the standard deviation (= <JX) of a continuous time series may be
computed from a stationary ergodic random process by either an ensemble average of an infinite number of finite length records (vide., Fig. 9.1)
or from a temporal average of a single record of infinite length TR (vide.,
Fig. 9.2) or from probability moments /x() by the following (Bendat and
Piersol, 1986):
+oo
xnp{x)dx
-00
lim [ *xn(t)dt,
TR-ôo TR JQ
n = l,2,3,...,
(9.14a)
+oo
/
1
TR
(X -
pLX)2p(x)dx
-00
->
lim /
(x(t) - n\Ydt
TRôo TR JO
= 112- p\,
(9.14b)
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Real Ocean Waves
where [] = an ensemble averaging operator defined in Eq. (9.1); p() = the

probability density function (pdf) for the random variable (); and 7> = a temporal record that is infinitely long in Eq. (9.1). Data are frequently normalized
by subtracting the mean \x\ and then dividing by the standard deviation ax of
x(t) in order to obtain the following zero-mean, unit variance data record:
=
*(O-MIW
(914c)
Ox
The Wiener-Khinchine Fourier transform pair is similar to the Fourier series

transform pair from Eqs. (9.2) but relates the covariance function Cxy(x) to
the two-sided spectral density function Gxy(co) (Bendat and Piersol, 1986)
according to
1
r+
Cxy(r) = /
Gxy(oo)exp (ioor)dco,
V2TT Joo
i
Gxy(co) = =
(9.15a)
r+
I
Cxy(r)exTp^(ia)T)dr,
(9.15b)
V2TT J-OO
where Gxy (co) = a complex-valued, two-sided cross-spectral density function

that may be expressed as
Gxy(co) = Cxy(co) iQxy(a>),
(9.15c)
where Cxy (oo) = coincident spectral density function and Qxy (co) = quadrature spectral density function. Alternatively, the complex-valued, two-sided
cross-spectral density function in Eq. (9.15c) may be expressed as an amplitude
and a phase by
Gxy(co) - \Gxy(oo)\exp iaxy(co),
(9.15d)
where the amplitude \Gxy(oo)\ and phase axy(co) are computed from
Gxy(oo)\ = JC^Jco) + QlJco),
axy(co) = arctan
Qxy (CO)
Cxy(00) _
(9.15e,f)
732
A real-valued coherence function may be computed by

2
YIy(w) =
\Gxy{co)\2
\
< 1,
(9.15g)
where G f f (&>) = areal-valued, two-sided spectral density function for the time
series (/) A real-valued one-sided spectral density function Sm{co) for the
time series r) (t) may be computed from the two-sided spectral density function
Gxy{(o) by
Sm{a>)=2Gm(a>)U{a))
(9.15h)
where U(a>) = the Heaviside step function in Eq. (2.1) in Sec. 2.2.2. Onesided spectral density values Snri (a>m) may be computed for the discrete radian
frequency com from two-sided, complex-valued discrete FFT amplitudes | Bm \
in Eq. (9.11c) by
Sm(a)m) =
2\Bm\2
' "'
IjcdfCî
\Bm\2
= ^Ndt,
TTCN
(9.15i)
where Eq. (9.10) has been substituted for ^f and where CN =the FFT normalizing constant defined in Eq. (9.10) for the FFT coefficients computed by
MATHEMATICA. Similarly, values may be computed from Eq. (9.15i)for
the random wave simulations in Sec. 9.6 by
2\Bm\2
Sîcom) = ^ - ^
(9.15J)
where CN = the FFT normalizing constant defined in Eq. (9.10) for the FFT
coefficients computed by MATHEMATICA.
One-sided spectral density functions Sm () may be expressed as functions
of the independent variables () of radian frequencies a>(=27tf), or of cyclesper-second (cps) frequencies / , or of wave periods T, or of scalar wave
numbers k{=2iz/X) or of vector wave numbers k. In order to determine the
relationship between spectral densities expressed with different independent
variables, equate the differential area under each spectral density in a small
incremental interval of the independent variable according to
-S^mdT
= Snr}{(o)da> = Sr,(f)df = Snn{k)dk = Snri{k)dk.
(9.16a)
733
Real Ocean Waves
For co = 2nf, the transformation Jacobians required for Eq. (9.16a) may be
determined from
dco = litdf
= -^rdT
z
T
= -27tf2dT;
= -dT
(9.16b)
2n
so that, accordingly, for the independent variables T, f and co

7
Sm(T) =
T
f2Sm(f)
CO
= Sm(a>),
lie
(9.16c)
S^f)
= 2nSr,n(eo).
(9.16d)
Transformations between frequency / and wave number k spectra require the
linear dispersion equations (4.15) in Chapter 4.3 given by
co2 = (2TT/) 2 = gktanhkh;
(9.16e)
and the corresponding Jacobian transformation from Eq. (9.16e) is given

by Eq. (4.60c) in Chapter 4.5
where CG =the wave group velocity. The Jacobians from Eq. (9.16f) for the
deep- and shallow-water approximations, respectively, for Eq. (9.16e) are
dco
co
TT
=^r>
UK deep-water
ZICQ
dco
co
/-
, , ^ , s
=T = Vgk,
(9.16g,h)
UK shallow-water
where the deep-water wave number ko = co2/g.

Correlation-covariance definitions
There do not appear to be consistent definitions with respect to the time
series Cxy{x) (Kinsman, 1965). The function Cxy(r) is defined as a crosscorrelation function if the times series x(t) and y{t) are scaled by their
means [i\ and standard deviations at in accordance with Eq. (9.14c) such
that each time series has zero-mean /xi = 0 and unit variance of = 1.
If the time series x{t) and y(t) of record length TR are not scaled by
Eq. (9.14c), then the function Cxy (r) is defined as a cross-covariance function.
734
The two-sided spectral density function Gxy(a>) is always defined as a crossspectral density function regardless of whether or not the time series x(t)
and y(t) are scaled in accordance with Eq. (9.14c). If the two time series
x(t) and y(t) are identical, then Eq. (9.15a) is defined as an auto-covariance
(or -correlation) and Eq. (9.15b) the auto-spectral density
function.
Historically, the covariance (or correlation) function was computed in order
to efface the randomness from a time series of a random process in order to
expose the invariant statistical anatomy of the process (Wiener 1964, p. 6).
The cross-covariance and cross-correlation functions are computed from time
series x(t) and y{t) by
1
fTR/2
Cxy(x) = lim /
TRÔO
1R
x(t)y(t + r)dt,
|r| < oo,
(9.17a)
J-TR/2
TR-+oo 1R J-TR/2
<yxay
|r|<oo,
(9.17b)
where Eqs. (9.17a, b) are symmetric according to
Cxy(-r) J = j Cxy{x) 1
<W-T)J
iQÔOj
(9i7c)
(9.17d)
and where Eqs. (9.17) are always real-valued functions and symmetric about
r = 0. The auto-covariance Cxx{x) and auto-correlation C^x^y{x) functions
are computed from
1
Cxx(r)=
f>TR/2
lim /
r f i ^ o o 1R
?x&(T) =
Tlmi
x(t)x(t + r)dt,
(9.18a)
J-TR/2
/
dt,
(9.18b)
735
Real Ocean Waves
where Eqs. (9.18a, b) are always real-valued functions, symmetric about x = 0

and equal to the variance 0% of x(t) for r = 0; i.e.,
Cxx(0) 1 = }a x 2 ]
lCfc&(0)J
11J
(9!8c)
(9.18d)
Unless x(t) is a strictly periodic time series, Eq. (9.18b) is also proportional
to the mean ii\ (x) for r > 00; i.e.,
j y/Cxx{oo) I _ j ^ j ^ J
(9.18e)
IV^()J~1 J
(9.18f)
The first analyses of random data computed the cross- (or auto-) covariance
(or correlation) function from the time series by Eqs. (9.17a, b or 9.18a, b) and
then applied the Wiener-Khinchine Fourier transform Eq. (9.15b) to obtain
the two-sided spectral density function. Modern analyses of digitized discrete time sequences (tn = ndt, Eq. (9.4a)) employ the discrete finite Fourier
transform (FFT) (fm mdf, Eq. (9.4b)) to compute the complex-valued
discrete FFT coefficients Fx(m) and Fy{m) of the discrete time sequences
x(n) and y(n); and then apply these discrete coefficients to compute either
the discrete cross-covariance Cxy{n) (or cross-correlation Cxy{n)) function or
the two-sided Gxy(m) (or one-sided Sxy(m)) cross-spectral density functions.
A comparison of these two methods for obtaining discrete spectral estimates
from an FFT algorithm is illustrated in Fig. 9.7 where the notation FFT implies
the forward transform from Eq. (9.11b); and the notation F F T - 1 implies the
inverse transform from Eq. (9.11a).
To illustrate how either a two-sided Gxy(m) or a one-sided Sxy(m) crossspectrum may be computed by either of the two paths in Fig. 9.7 by a discrete
FFT form of the Wiener-Khinchine Fourier transform pair in Eqs. (9.15a, b),
a random time series rj{t) of six cosine waves is synthesized from the amplitudes and phase angles listed in Table 9.2 and is illustrated in Fig. 9.8a. The
amplitudes Am, phase angles am and discrete frequencies com = lizmdf for
each of the six cosine wave are summarized in Table 9.2. Continuous time
and frequency are discretized by Eqs. (9.4a, b) for application of an FFT algorithm where dt = 0.2 sec, AT = 64 and df = 1/Ndt = 0.078125 Hz. The
auto-correlation function C^(x) for the normalized random time series f(/)
computed from x (t) = rj (t) by Eq. (9.14c) may be computed from the discrete
736
{x(n),y(n)}
C {n) "
Fx (m),Fy (m)
Gxy(m),Sxl,(m)
Fig. 9.7. Comparison of methods for computing spectra by FFT and by covariance functions.
Table 9.2. Parameters for
the random time sequence
dx = 0.2 sec, N =
0.078125 Hz, MI (?) = 0 ft
frequency m
5
1
9
11
13
15
the six cosine waves for

in Figs. 9.8a and b (dt =
64, df
= 1/Ndt
=
and tr 2 = 64ft2).
a>m (rads/ sec)
A m (ft)
am (rads)
2.4544
3.4361
4.4179
5.3996
6.3814
7.3631
2.0
4.0
8.0
6.0
2.0
2.0
1.0192
2.0579
5.2495
5.3168
2.6336
0.6556
Fourier coefficients F f (m) by the FFT coefficients Bm for f (n) following the
horizontal path in the middle of Fig. 9.7 according to
C ff (T) = |F f (m)| 2 = - ^ - ,
(9.19a)
where Civ=the FFT normalizing constant defined in Eq. (9.10) for the
complex-valued FFT coefficients Bm computed by MATHEMATICA.
The two-sided discrete amplitude spectrum \G^(m)\ in Eq. (9.15d) may be
computed from discrete FFT coefficients Bm by
\Gu(m)\ = \F((m)\2 = ^-,
(9.19b)
737
10 12 14
t (sec)
Fig. 9.8a. Random time sequence r){tn) of six cosine waves in Table 9.2 where tn =
n(0.2) sec.
JJJ.._LLL J.1L
JJJ.._LLL J-LL
JJJ...LLL J-LL
_LLL
-LLL
Real Ocean Waves
.LLL AAL JJJ. .LLL

.LLL AIL -UJ. .LLL
.LLL AIL .UJ. L L L
JJJ..-LLL AIL _UJ. .LLL AAL JJJ. L L L

JJJ. .LLL J-LL JJJ. .LLL J-LL -UJ. L L L
JJJ..JJJ. JJ.L JJJ. .LLL J 1 L -UJ, L L L
JJJ.. .LLL J 1 L JJJ. .LLL J-LL -UJ- L L L
JJJ, .LLL J 1 L JJJ. .LLL i l l -UJ_ L L L
JJJ.. .LLL J L L J J J . .LLL J L L -UJ- L L L
JJJ,. .LLL AIL JJJ. .LLL J 1 L _UJ_ L L L
JJJ.. .LLL ALL JJJ. .LLL J 1 L -UJ. L L L
JJJ.
ALL JJJ .LLL J 1 L
J, -J
-UJ*
8 16 24 32 40 48 56 64
m
Fig. 9.8b. Two-sided discrete amplitude spectrum computed from FFT coefficients for six
cosine waves in Table 9.2 for fm = m/Ndt Hz.
where CM =the FFT normalizing constant defined in Eq. (9.10) for the FFT
coefficients computed by MATHEMATICA.
The two-sided discrete amplitude spectrum |G w (m)| for the time series
rj(t) computed from FFT coefficients Bm by Eq. (9.19b) is illustrated in
Fig. 9.8b. The symmetry about the Nyquist or folding frequency m N/2 +
1 = 33 in Fig. 9.8b of the two-sided discrete amplitude spectrum \Gm(m)\ is
a consequence of the negative-definite frequencies being represented by the
discrete frequency interval N/2 + 2 < m < N 1.
The mean and standard deviation of the random time series r](t) synthesized
from the parameters in Table 9.2 are ii\{r)) = Oft and or] = 8.0ft, respectively. The random time series r](t) is normalized by this mean ii\(,rf) and
standard deviation <7n in accordance with Eq. (9.14c) and the resulting normalized random time series C, (t) is illustrated in Fig. 9.9a. The two-sided discrete
amplitude spectrum \G^(m)\ may be computed from discrete FFT coefficients
738
t (sec)
10 12 14
Fig. 9.9a. Normalized random time sequence f (tn) of the six cosine waves in Table 9.2 where
0.25
_
H-4 +
0.2 ' 4 4 +
10.15
to. 0.1
0.05
0
43
-1-4 +
"lOT
i-l-ti-in-tTO
TTT44-HI4T
Ed:
4-14- -t-H- + 4-4-4+4- 44 +
L I J - l L U - xrt xnr
+ 4-h -4 +
31
1-4 +
uremic 431 B J '

ittitJit
trnnTrriTT
331
-U +
111
0 8 16 24 32 40 48 56 64
m
Fig. 9.9b. Two-sided discrete amplitude spectrum computed from FFT coefficients for the
normalized time sequence r (t) in Table 9.2 for fm = m/Ndt Hz.
by Eq. (9.19b) and is illustrated in Fig. 9.9b. This illustrates the computational
procedure for computing the two-sided discrete amplitude spectrum \Grr(m)\
following the FFT path on the right side of Fig. 9.7.
The two paths illustrated in Fig. 9.7 for computing the two-sided discrete
amplitude spectrum \Grr(m)\ for the normalized random time sequence f (tn)
in Fig. 9.9a will both be followed in order to demonstrate their differences.
First, the auto-correlation function Crr(t) is computed by Eq. (9.19a) from
the FFT coefficients Bm for the normalized random time sequence (?) and
is illustrated in Fig. 9.10a. Algorithms for constructing covariance or correlation functions from FFT coefficients are given by Brigham (1974, p.206,
Fig. 13-6a) or by Bendat and Piersol (1986, Chapter 11.6.2, pp. 406-407).
Note in Fig. 9.10a the symmetry about T = 0 of the auto-correlation function
Crr (T) in accordance with Eq. (9.17d); and the limiting values of the autocorrelation function Crr (T) ~ 0 = the mean /AI() as r -> 7>2dt = 6.4
sec in accordance with Eq. (9.18f). Next, the two-sided discrete amplitude
739
Real Ocean Waves
- 6 - 4 - 2 0 2 4 6
T (sec)
Fig. 9.10a. Auto-correlation function for normalized time sequence f (?) in Table 9.2.
0.25
-H4-
0.2 FmF!-"
444;0.15:m
fc
-t-H--n-i--n-t--i-n111:311:311
-t-i-t--t-t-t--i-t-t-
tctltcaitzlit
H 4 -H4- 4-H- 4J-H4

^4-
l-H- 4 H - 4 +
0.1 --H-I- : P 3 : : c q :
0.05
: B I bzfci l t d : rp:
ttt
444*^4-
- 1 ^ * 1 . -|i*r -jpr-i
4 : S nrx
t.+. t. . . . . J - H -
mcdumtar
'
-T-TI"
-144
-144-
-+4*444
innttnnir
:!
41-1-4
Q ^ . . i | r 5 y h | T r T iIBIWi
0 8 16 24 32 40 48 56 64
Fig. 9.10b. Two-sided discrete amplitude spectra for the auto-correlation function Cjf (r) computed from Table 9.2 by the FFT coefficients from f (r){} and by the Wiener-Khinchine
Fourier transform pair {xx}.
function \G^(m)\ is then computed from the FFT coefficients of the autocorrelation function C^(t) by Eq. (9.19b) following the path on the lower left
side in Fig. 9.7. Second, the two-sided discrete amplitude spectrum | G^ {m) \
is computed from the FFT coefficients of the normalized time sequence (/)
by Eq. (9.19b) following the path on the lower right in Fig. 9.7. Both of these
two-sided discrete amplitude spectra \G^(m)\ are compared in Fig. 9.10b.
The non-deterministic definition for Fourier coefficients in Sec. 9.2 is
illustrated in Fig. 9.10b. Both of the two-sided discrete amplitude spectra in
Fig. 9.10b have unit variance; but contributions to the variance by the amplitudes from each frequency are very different. The discrete spectrum computed
from the FFT coefficients for f (f) by the path on the right side in Fig. 9.7 are
limited to only the six discrete frequencies in Table 9.2. In contrast, the discrete
740
spectrum computed from the auto-correlation function for (?) distributes contributions to the total variance at more than the six discrete frequencies listed in
Table 9.2. However, the total variance computed from the discrete amplitudes
of both spectra are identically equal to unity but the contributions from the
discrete frequencies are different. For this reason, two-sided discrete amplitude spectra are rarely computed from covariance or correlation functions and
are computed directly from the FFT coefficients by the path on the right in
Fig. 9.7 for stochastic processes.
9.3.1. Generic Four-Parameter
Wave Density Spectrum
A generic four-parameter one-sided wave density spectrum that may be related

to many theoretical wave spectra may be expressed as a product of two
frequency functions that are dimensional (denoted by tildes ~) and that are
given by
F\(5>) =
mW
F2(a>) = exp
m'
p,q>0,
(9.20a,b)
CD
where the dimensional parameter A is a constant; m is a characteristic radian

wave frequency that may also include other multiplicative constants; and p
and q are positive-definite integer constants. A generic dimensional fourparameter, one-sided spectrum derived from the product of Eqs. (9.20) is
5(o>) =
m\qm
{5>)P
exp
0 < a> < oo.
(9.21)
CO
If Eq. (9.21) represents a one-sided wave density spectrum, the dimensions of

Sw(<u) are [Length2* Time] and the dimensions of A and m are [Length2*
Time^ 1- ^] and [Time -1 ], respectively. If the dimension of [Length] is scaled
by the dimensional standard deviation of the wave elevation time series Jm =
an that has the dimensions of [Length] and the dimension of [Time] is scaled by
a dimensional characteristic radian wave frequency m that has the dimensions
of [Time -1 ] according to
[Length] = ymo,
[Time] =
lit
(9.22a,b)
741
Real Ocean Waves
then a dimensionless generic four-parameter one-sided wave density spectrum

S(Q) may be expressed by the product of the two dimensionless functions
F\ (Q) and F2(fi) that are defined by
(9.23a,b)
mourp '
m
Fi(fl) = ,
F 2 (Q) = exp - ",
(9.23c,d)
and that may be combined according to the following product
m0
= exp-ft_<?,
0 < f t = < oo.

m
. (9.23e)
Dimensionless values of F\ (Si)/A, F2 (fi) and S(fi) are illustrated in Fig. 9.11
and demonstrate that F\{Q)/A controls the spectral behavior at frequencies
higher than the dimensionless spectral peak frequency 2 > 2o = a)/mo = 1
and that F2(Q) controls the spectral behavior at frequencies lower than the
dimensionless spectral peak frequency Q < 2o = /<ô = 1- Note that for
dimensionless frequencies less than unity that F2(2) approaches zero faster
than F{(Q)/A approaches infinity.
The dimensionless parameter A may be related to dimensionless spectral
moments that correspond to characteristic radian frequencies (Vanmarcke,
1983, Chapter 4.1). The n th dimensionless spectral moment m is
__
Q =co/i3
Fig. 9.11. Dimensionless generic spectral functions.
742
defined by
mourn
Jo
\m J mo/m
'
/<00
nn-pexp-Q-idQ,
= A
n = 0,1,2,...,
(9.24)
Jo
that may be integrated dimensionlessly to obtain
A
mn = -T[q \
(p-n-\\
q
p-n-l>0,
(9.25a)
where T() = Gamma function defined by Eq. (2.6a) in Chapter 2.2.5 and
the dimensionless zeroth moment mo = 1. For each dimensionless spectral
moment n in Eq. (9.25a), there corresponds a dimensionless characteristic
radian wave frequency defined by (Vanmarcke, 1983, Chapter 4.1, Eq. (4.1.4))
On = (^)l/"
m I
= (-J^-Y" = (m,)1'-, >0.

\mozrr"
(9.25b)
Spectral peak frequency a>o

The dimensional spectral peak frequency u>o may be computed from
Eq. (9.23e) by
^
ail
= 0,
n = 0 = - = 1
coo
(9.26)
so that the dimensional characteristic radian wave frequency parameter m may

be defined by COQ as
m = coo (-)
(9.27)
where (p/q)l^q is the multiplicative constant noted following Eqs. (9.20).

The dimensionless generic parameter A in Eq. (9.23e) may be replaced by
143
Real Ocean Waves
Eq. (9.25a) with n = 0 and with the dimensionless variance of the time
series mo = 1.0 (or, equivalently, the area under the dimensionless spectrum
5(fi)); i.e.,
A=
r / > - i)A?)
(9.28)
and the dimensional characteristic radian wave frequency m from Eq. (9.27)
so that Eq. (9.23e) becomes
jP/o
S(Q0)
q(.(j>/9)-Dr ((p 0 <
SIQ
\)/q)
Q0
exp | Q0
u>
= < oo.
coo
(9.29a)
A dimensional form of Eq. (9.29a) for arbitrary values of the exponents p and
q may be obtained by multiplying Eq. (9.29a) by mo/m with m defined by
Eq. (9.27) to obtain
S(co,mo,coo,p,q)
= 1
(iq + \-p)lq)
m0
p(d-p)/) co0r((p - \)/q)
x exp
P_ im
q\co
\!o
(9.29b)
A number of theoretical wave spectral density functions have exponent

values of p 5 and q = 4. The parameters of several of these theoretical
wave spectral density functions may be converted to the parameters of mo and
coo to obtain a generic dimensional two-parameter spectral density function
given by
mo (coo
S(co, mo, coo, P = 5, q = 4) = 5
COQ \ co
exp
5 /coo
~4\~co~
(9.29c)
and that are tabulated in Table 9.5. A dimensionless plot of the generic spectral
density function Eq. (9.29c) is shown in Fig. 9.12.
It is not an easy task to determine the spectral peak frequency coo from measured wave data because of the variability in real spectral estimates obtained
from dimensional FFT algorithms. An estimate of the spectral peak frequency
may be computed from FFT coefficients in a best least-squares sense by
744
1.9
[.../.
mju>a
n K-
i -4
n
0.5
i
1
\
1.5
2.5
G5/W
Fig. 9.12. Dimensionless two-parameter generic spectral density function for p = 5 and
q=4.
applying the linear Taylor differential correction method (Marquardt, 1963).

Because the dimensional FFT coefficients are indexed to discrete frequencies m, the method may be defined with discrete dimensional radian wave
frequencies a)m = mAco = m2nAf for the dimensional FFT algorithm
from Eq. (9.5b). A dimensional mean-square error e~ between a dimensional
measured spectral density estimate SM(W) computed from the dimensional
two-sided discrete FFT coefficients at discrete frequencies m by Eq. (9.15i)
and the dimensional theoretical generic spectral density S(m) computed by
Eq. (9.29c) may be defined by
1 =
MC
1
Mc
J2
-Ms
[SM("0
- 5(m)] ,
(9.30)
mMs
where Ms = the starting index for the first significant dimensional FFT
coefficient and Mc = the index of the cut-off frequency above which the
dimensional FFT coefficients are negligible in the measured spectral density
SM()- By restricting the linear Taylor differential correction method to only
those few frequencies in the vicinity of the estimated value of COQ, the algorithm
is very efficient. The generic dimensional theoretical spectral density S(m)
from Eq. (9.29c) may be expanded in a Taylor series about the dimensional
spectral peak frequency u>o by
S(m) = S(m) +
dS(m)
dcoo
-<5<y0 + O(Sti0)2-
(9.31)
Substituting Eq. (9.31) into Eq. (9.30) and minimizing with respect to Sa)0
according to
dScbo
= 0
745
Real Ocean Waves
gives
j:
(SM(m) - S(m))
m=Ms
SCOQ
9<wo
(9.32)
An initial estimate for <SQ may made from the dimensional spectral estimates
and the (j + 1) estimate for a)J0+ may be computed from the jth correction
computed from Eq. (9.32) by
&l+l = a>J0 + 8&1.
(9.33)
The iterations are terminated when the corrections 8a)JQ are stable and
acceptably small (10~ 6 ,say). Note that the theoretical spectrum S(m) from
Eq. (9.29c) must be recomputed after each iteration because of the newly computed value of <5Q . Table 9.3 summarizes an application of this algorithm to
Hurricane Carla spectra (Hudspeth, 1975). There are commercially available
software packages that will compute spectral peak frequencies from spectral
estimates.
Average or mean radian wave frequency 5)

Because it is easier to compute the spectral moments mn than it is to compute
a>o from data, the dimensional characteristic radian wave frequency m in the
dimensionless generic four-parameter spectrum in Eq. (9.23e) may be replaced
Table 9.3. Summary of least-squares fit to Hurricane Carla data for MQ Ms = 305
and N = 4096 (Hudspeth, 1975).
Record No.
06885/1
06886/1
06886/2
06887/1
Initial col.
[rad/sec]
Final <J>Q
Final <S<WQ
[rad/sec]
[rad/sec]
Final j
0.52
0.50
0.50
0.50
0.4990
0.5187
0.4847
0.5199
-6xl0"6
- 1 xlO-6
-97xl0~6
5
4
4xl0"6
9
5
el
s
[ft 2 /(rad/sec]
m0
[ft2]
5.29
5.83
12.23
6.52
22.31
28.76
24.96
28.63
746
by the dimensional average or mean radian wave frequency cb or period T that

may be computed easily from the spectral moments in Eqs. (9.25) for n = 1
by (Vanmarcke, 1983)
m\
{mQTu)m\
\ i J
co = =
= mmi = w)-Y = mA2\(p,q)
m0
(m0)(m0 = 1)
H ^ )
(9.34a)
from Eq. (9.25a) and where

Aijip, q) =
.{.
(9.34b)
A dimensional characteristic radian wave frequency m and dimensionless

frequency ratio Q may be replaced by
OJ
m = coAn(p,q),
fit
= ,
(9.35a,b)
OJ
where A12 is the multiplicative constant noted following Eq. (9.20) and
Eq. (9.23e) becomes
S(Q)=
qA\2{p,q)
' " " ' "
exp-
(An(p,q)\q
"-?'1'
,
CO
0<Q = ^r < o o .
(9.36)
The dimensional average or mean radian frequency may be interpreted as

the distance of the centroid of a one-sided spectral density function with unit
variance from the frequency origin in analogy to the average of a non-negative
random variable computed from a probability density function (Vanmarcke,
1983).
Zero-crossing coz or root-mean-square a>s frequency
A dimensional zero-crossing eoz or root-mean-square u>s radian wave frequency may be defined as
mi
/ (mom2)m2
_ .
a>z=Q)s = J = J - T
= mjmi
V mo
V (mo)(mo = 1)
.- __ .
(9.37a)
1A1
Real Ocean Waves
and the dimensionless second-moment m,2 from Eq. (9.25a) with the constant
A defined by Eq. (9.28) for mo = 1 as
m2 =
) \[
= A31 (p,q),
Vz = ^-
(9.37b,c)
and Eq. (9.23e) becomes

S("z) = 7
rv
TZv
'(V)
exp-'
v ?
0 < ^ z = - ^ < oo.
(9.38)
Vanmarcke (1983) defines a generic characteristic wave frequency Qk as

jfc =
mA
i/k
(9-39)
" ( m0/
9.3.2. Wave and Spectral

Moments mn
Parameters
Computed from
Spectral
All of the variables in this section Sec. 9.3.2 are dimensional variables; and,
consequently, the tilde () notation applied in Sec. 9.3.1 is not applied here
to denote dimensional variables. Dimensional spectral density moments are
computed from a dimensional one-sided spectrum Sm{a)) by
/OO
I con Snr)(oo)da).
(9.40)
Jo
Many of the wave and spectral parameters that are computed below are evaluated for the dimensional generic two-parameter spectrum Sm{ma,a>o,co,
p = 5,q = 4) in Eq. (9.29c); consequently, the first four dimensionless
spectral moments computed by a dimensionless Eq. (9.40) are summarized
in Table 9.4 where the Gamma function F() is defined by Eq. (2.6a) in
Chapter 2.2.5.
mn=
Spectral shapes
Dimensional spectral moments mn computed from Eq. (9.40) are functions
of the shape of the dimensional spectral density Snn{co). These dimensional
748
Table 9.4. Summary of dimensionless spectral moments mn for a dimensionless generic two-parameter spectrum Sîmo,ci)o,a>,p = 5,q = 4 )
where mn = mn /<3)g.
mn
ar-
f1 r~
[5 I
! ) -
r(0) = oo
spectral density moments have been applied to compute a number of important

and useful wave and spectral characteristics for design; e.g., the probability
distributions of extreme value statistics; the maximum wave height; characteristic spectral wave frequencies; the maximum structural displacement due
to wave loading, inter alia. A few of these wave and spectral parameters are
derived below and are also summarized along with their formulas for a dimensionless generic two-parameter dimensional spectrum Sm{mQ,a>o,5),p = 5,
q = 4) in Eq. (9.29c) for the first five dimensionless spectral moments
n = 0 - 4 in Table 9.4.
Spectral bandwidth parameters e,q and v
A dimensionless spectral bandwidth parameter e that may be applied to compute some extreme value statistics for a Gaussian process (vide., Sec. 9.4) is
the following (Cartwright and Longuet-Higgins, 1956):
e2 = 1
-,
(9.41)
where the dimensional spectral density moments mn are computed from

Eq. (9.40). For a narrow-banded spectrum, e -> 0 and the maximum values
for a stochastic process that is represented by a narrow-banded spectrum are
Rayleigh distributed (vide., Sec. 9.4.2). For a broad-banded spectrum, e - 1
and the maxima values for a stochastic process that is represented by a broadbanded spectrum are Gaussian distributed (vide., Sec. 9.4.1). For the generic
two-parameter dimensional spectral density 5^^(mo,a>0!<w> P = 5,g = 4) in
Eq. (9.29c), Eq. (9.41) is
rHm_ =
r(i)r(0)
749
Real Ocean Waves
where r(0) = oo in Table 9.4. Consequently, all of the generic two-parameter

dimensional spectra Svr){m,Q,coQ,CL>,p 5, q = 4) that are tabulated in
Table 9.5 may be interpreted as being dimensional broad-banded spectra;
i.e., e > 1. However, even though the dimensionless spectral bandwidth
parameters e, q and v discussed here are useful for estimating certain statistical quantities, the effects of the variability in the spectra computed from
measured realizations limit the interpretation that these measured spectra are
broad-banded for engineering applications. The effects of this variability in the
realizations from these spectra are evaluated by the Hilbert transform and the
envelope function for engineering applications to damage estimates for rubble
mound breakwaters in Sec. 9.5. The fourth spectral moment m.4 is undefined
by Eq. (9.40) and in Table 9.4 for the generic two-parameter dimensional
spectra S(mo,coo,co,p = 5,q = 4) in Eq. (9.29c). In addition, m.4 is also
non-converging when computed numerically from data. For this reason, the
spectral bandwidth parameter e may not be computed reliably in engineering applications from data; but it does continue to serve a useful purpose for
evaluating the theoretical distributions of the maximum values in time series
analyses (vide., Cartwright and Longuet-Higgins, 1956, Sec. 4, and Rice,
1954).
Extremal statistics may also be computed from the dispersion of the
wave frequency spectrum about the central spectral wave frequency from the
following alternative dimensionless spectral bandwidth parameter q (Vanmarcke, 1972):
mi2
1
q = 1
,
(9.43a)
mom2
where the bold q in Eq. (9.43a) should not be confused with the italic q
in the exponent in Eq. (9.21). Because the spectral bandwidth parameter q
in Eq. (9.43a) does not require the fourth spectral moment ra4,q2 may be
computed reliably from data. Vanmarcke (1983, Chapter 4) determines that
extreme values are Poisson distributed. For the generic two-parameter spectrum S(mo,(Oo,(o,p = 5,q = 4),q 2 from Eq. (9.43a) with the dimensional
spectral moments ra from Table 9.4 is given by
,
27
q = 1
r 2 (3/4)
- ^ = 0.152787.
Jn
(9.43b)
Table 9.5. Conversion of two-parameter theoretical spectra to generic spectral parameters mQ, a>o a n ( l /() = Heaviside step function.
SPECTRUM S(u>)
m0
0.3932
S-M-B: {Hs,cos) (Bretschneider 1958, 1966)

1.618f(^)5exp [-1.03(f)4]
j-)a>
()
"exp
e x
5^(!f)5exp[-!e)4]
0.9528&).
24/|^(t)6exP[-3(^)2]
64
'\uww) ]
P-N-J: Pierson, etal. {a,Uw} (1955)

(vide., Pierson and Moskowitz, 1964 )
^
tf02
3CJT
Neumann {C, Uw] (1943) (Kinsman, 1965)
S(mo, COQ, a>)
a>0
0.877 ( ^ )
5^(^)5exp[-I(f)4]
0.0625 if?
Q.11U5)
5^(!f)5exP[-I(^)4]
0.0625/f?
0.71ft>7
5ê)5exp[-fe)4]
ft)o
.1227(^)1
<*
-0.74 \UuCo) ]
ISSC{Hs,<uj(1964)
5
0-HOvf (f) exp [-0.4427(f) ]

ITTC(//s,(uo}(1966)
0.0795f
(f) exp[-0.318(f) ]
Scott {Hs,w0} (1965) (Darbyshire, 1959)

0.214#/exp
(W-OJQ)2
r]
[ 0.065(o)-a) 0 +0.26)
AU = {[/(ft) - &>0 + 0.26) -U(co-
AU
co0 - 1.65)}
WALLOPS IP,p,coo) (Huang, etal., 1981)
(^r-p[-f(^) ]
Mitsuyasu {A, F,g, and w} (1971)
*&)*""--[*&)-"'((,)'
,?<"-'>
ft)o
p>\
mo
5A
(?)
)f
(a)-a)p)
[ 0.065(a)-wo-
} , / 2 l AU
+ 0.26) J J
A<7 = {[/(&) - ft)0 + 0.26) - U(co - co0 - 1.65)}
^ fe2r[V]
SPECTRUM S(f)
3.424mo exp
J ( ^ 5 ) r[l( P -i)]
(^"exp^fe)4]
p>l
/o
S(m<), /o. / )
7?0>)P-
as
a.
55
(ff
751
Real Ocean Waves
Longuet-Higgins (1975) defines a spectral narrowness parameter v that

may be related to the Vanmarcke parameter q according to
v2 =
mom _
m\
1 =
/momA q 2
\ m\ ]
{gM)
Goda dimensionless spectral peakedness parameter Qp

Goda (1970) identifies a parameter Qp that correlates with wave groups in
Sec. 9.5 and is defined for dimensional one-sided spectral densities Sm(f) by
2 r00
QP = ,\
fSl(f)df.
vv
(9.45)
The Goda spectral peakedness parameter Qp appears to be less sensitive to

the cutoff frequency that is required in order to compute spectral moments
mn from data and also less sensitive to wave nonlinearities than the spectral
narrowness parameter v in Eq. (9.44). The generic two-parameter spectrum
Sm (mo, coo, co,p = 5,q = 4) in Eq. (9.29c) may be converted from radial frequencies co = 2n f to Hertzian frequencies / by equating differential spectral
areas from Eq. (9.16d) according to
S(f)df
S(f)
= S(co)dco = S((o)2 7tdf,

= 2TZS(CO).
For the generic four-parameter spectrum S^ (mo, coo, <*), p, q) in Eq. (9.29b),
Qp may be computed by substituting Eqs. (9.29b and 9.16d) into Eq. (9.45)
and obtaining
r[2(p-l)
QP = 2 + 2 q-
2p / / 0 \ T
V
r*m
/J
-"0
>(2(p-l)\
r2
()
where r[; ] = incomplete Gamma function (vide., Eqs. (2.8), Chapter 2.2.5).
752
For the dimensional generic two-parameter spectrum S^ (mo, U>Q, CO, 5,4)
in Eq. (9.29c), Qp is
QP = h
(9.47)
that is approximately equivalent to Qp for a broad-banded Gaussian white

noise spectrum (Goda, 1985).
9.3.3. Multi-Parameter
Theoretical Spectra
All of the variables in this section Sec. 9.3.3 are dimensional variables; and,
consequently, the tilde () notation applied in Sec. 9.3.1 is not applied here
to denote dimensional variables. Multi-parameter theoretical spectra include
both variance-preserving variable shape spectra and multiple peak (bi-modal)
spectra.
Goda-JONSWAP variance-preserving spectrum
The dimensional variance-preserving Goda-JONSWAP one-sided wave spectrum is (Goda, 1985 or Chakrabarti, 1987)
Snri(f) = a *
Hi
/o
exp -1.25
exp[-(/Vo) 2 /(2r, 2 / 0 2 )] ;
(9.48a)
where
_
_
r a = 0.07
0.0624
0.230 + 0 . 0 3 3 6 / - 0.185(1.9 + y ) - 1 '
if/</0;
rb = 0.09
if / >/<,,
(9.48b)
(9.48c,d)
and where 1 < y < 10 = spectral peakedness parameter; r; = spectral

shape parameter (i a or b in Eqs. (9.48c, d)); Hs = 4*Jm0 = dimensional
significant wave height in Table 9.6; and /o = spectral peak frequency that
may be computed by Eq. (9.26).
When the spectral peakedness parameter y = 1 is substituted into
Eq. (9.48b), Eq. (9.48a) is a relatively broad-banded spectrum similar to the
generic two-parameter spectrum Sm{mo,a)Q,OL>,p = 5,q = 4) in Eq. (9.29c)
753
Real Ocean Waves
derived in Sec. 9.3.1 if Eq. (9.29c) is converted from radian frequency co to

Hertzian frequency / by Eq. (9.16d) and Hs = 4^/mo from Table 9.6. When
the spectral peakedness parameter y = 10, Eq. (9.48a) is a relatively narrowbanded spectrum. Examples of these two extreme values for y are applied to
rubble mound breakwaters in Sec. 9.5 in order to evaluate the effects of spectral shapes on wave groups and the corresponding damage to rubble mound
breakwaters. Goda (1998) modified the variance preserving coefficient a in
Eqs. (9.48); but these modifications do not appear to be a good as the variance
preserving coefficient a* in Eqs. (9.48).
OCHI-HUBBLE six-parameter (bi-modal) spectrum
Ochi-Hubble (1976) derive a theoretical six-parameter (bi-modal) wave spectrum consisting of both low and high frequency peaks that results in a double
peaked spectrum. Each of these two frequency components require three
parameters: viz., a significant wave height HSj, a modal peak frequency /o 7 ,
and a shape (or peakedness) parameter Xj where the subscript j = 1 for the
low frequency components and j = 2 for the high frequency components.
Each of the two three-parameter spectral peaks may be combined into the
following single double peaked, one-sided spectral density function:
'nv
(/) = i E
j=i
(^-f
r(kj)
4A.J + 1
2TT/O,
4A./ + 1
x exp
(9.49a)
Ai = 2.72, X2 = 1.82exp(0.0277/,) = 1.82exp(0.108vô).

(9.49b,c)
The dimensional significant wave heights Hs. in each of the two frequency
regions j may be replaced by the total variance of the wave spectrum
according to
(9.50a)
H's = " i + H^ = 16m 0
Hi
HU] -i Rfrf]
= 16mo-
(9.50b,c)
754
f/foi
Fig. 9.13. Hinged wavemaker laboratory simulation of Ochi-Hubble 6 parameter wave spectrum (| = raw unsmoothed spectral density estimates;
= smoothed estimate; and
=
theoretical spectral density function).
In order to compare laboratory or field spectra with Eqs. (9.49), it is

convenient to scale Eq. (9.49a) by mo/2^/o, and obtain
Snnif/foj)
mo/27T/ 0l
4((4A1 + l)/4)*l f, , (H^\2\
i +
r(M)
U J J \foJ
, 4/ 0l 4A2+l)/4)*2 J
/o 2 r(x 2 )
11
(X-\ (4A, + 1)
Oh.}2]1
\nn)
I
exp
(J-\ -(4X2+1)
\fo2)
-*[-m(*r]
(9.51)
An example of a laboratory simulation of random waves by Eq. (9.51) in

a 2D wave channel (vide., Fig. 5.1 in Chapter 5.1) by a hinged wavemaker at
the O. H. Hinsdale-Wave Research Laboratory at Oregon State University in
the USA is shown in Fig. 9.13.
The parameters applied in the laboratory simulation in Fig. 9.13 were A.i
2.72,^2 = 1.8,/o 2 //o, - 3.5,/ 0 l = 1/7Hz, fo2 = 1/2Hz, HS2/HS1 = 1.0
and mo = 0.011m2.
9.3.4. Spectral Directional Spreading
Functions
The ocean wave spectra reviewed in Sec. 9.3 and tabulated in Table 9.5 are
unidirectional spectra. The Wave Project I and II hurricane wave force records
755
Real Ocean Waves
reviewed in Chapter 7.6.6 identify in-line and resultant force coefficients Cm

and Cd This distinction is due to the directionality ofthe random waves passing
the instrumented offshore platform. The spectral models that incorporate this
directionality of random waves are reviewed briefly (vide., Borgman, 1969a
for an extensive review)
A fundamental method for incorporating wave directionality is to assume
a separation of variables model according to
~Sm(eo, 9) = Sm{o))D(e, n,-),
D(0,n.-) = % ^ ,
(9.52a)
(9.52b)
where Sm (a>) = the unidirectional one-side spectra models reviewed above

and D(0,Tli) = a directional spreading function that may depend on several empirical parameters n , and/or radian wave frequencies w and that must
satisfy the variance-preserving constraint required by
71
/. n
D(9,Tli)d9 = l
(9.52c)
so that the variance of the time series of random waves may be computed from
m0 =
tf=
SnJ]{(o)D{e,Ui)dedo.
(9.52d)
Dirac delta distribution for uni-directional wave spectra

For the special situation where the random waves propagate uniformly in the
same direction, the spreading function may be represented by the Dirac delta
distribution in Chapter 2.2.3 that is given by
S(9-9 )
D(e,Yli)= \ 0 \
(9.53)
27T
where 0$ = the direction of propagation of the unidirectional wave spectrum.
756
Cosine raised to even integer powers

Mitsuyasu (1971) proposed a fetch-limited directional wave spreading
function given by
C(s) cos2s
o-e0
-n < 9 < n
D(9, n,o
C(s)cos2's(0-9o)
2(2s-l)
C(s) =
it
2(j
j)
r(2s + i ) '
C(s) =
<
(9.54a)
(9.54b)
<f
1 l\s + l)
(9.54c,d)
where 9Q = principal direction of propagation of the unidirectional wave spectrum, the parameters n,- = J and 5 = empirically determined integer constants
that control the amount of angular spreading about the principal direction
#o; and the Gamma function T() is defined by Eq. (2.6a) in Chapter 2.2.5.
The parametric dependency on the empirical parameter s of the width of the
spreading function is illustrated in Fig. 9.14.
When the integer parameters s = s = 1, then T2(2) = 1, T(3/2) =
*Jn72, r(3) = 2 and Eqs. (9.54) reduce to (Borgman 1969a and 1972b)
C(s = 1) cos"
0(0,n,-) s > f = 1 =
'9-90'
-it
Cis = 1) cosz(9 - do),
1
C(s = 1) = - ,
it
2
C(s = l) = -=
n
< 9 < n,
n < 9<
- -z
2C(s = 1).
TC
(9.55a)
(9.55b)
(9.55c,d)
-180-120 -60 0 60 120 180

(9-e) (deg)
Fig. 9.14. Parametric dependency of cos2i(fl 9Q) spreading function on the shape
parameters.
757
Real Ocean Waves
Mitsuyasu, et al. (1975), Goda and Suzuki (1975), inter alios observe a
dependency of the directional spreading parameter s in Eq. (9.54a) on the wave
frequencies co and scale the wave frequencies co and spreading parameter s by
CO
coU
OOQ =
11.5
co0U
so
-5/2'
CO,1
(9.56a-c)
o
where coo spectral peak frequency defined in Eq. (9.26); U = wind speed
in units consistent with the units of the gravitational constant g and so
directional spreading function parameter at the spectral peak frequency cooThe following parametric dependency of the shape parameter s on frequency
co is recommended:
CO
coo
so
co < coo,
(9.56d)
CO >
(9.56e)
2.5
I
COQ.
CO
Fourier series
Longuet-Higgins, et al. (1961) develop a Fourier series expansion for a directional spreading function given by
N
1
D(0, 111 = Wn) = + J^ Wn[an cosnO + bn sin/i0],
(9.57)
n=l
that satisfies Eq. (9.52c) and where W = Bayesian weighting functions.

This method is very computationally intensive because of the large number of
coefficients that must be estimated from the data.
Von Mises circular normal (Mardia, 1972).
Von Mise proposes
D(9,Tli =a) =
exp[a cos(# 6Q)]
(9.58a)
2TZIQ{O)
\e-Oo\<
71
2'
where /<)() = modified Bessel function of the first kind of order zero defined
by Eq. (2.52) in Chapter 2.4.3 and where the shape parameter a may be related
758
1.4i j _ . f_ -\ a = 10-i-j--H1.2 i - = 8
/ NT~
i -t
//"
a=6
^
1 _ _ _ u . fM"
CD 0.8 h a = 4 ~ ^
.J_l_
~3T^
Q 0 . 6 h - r- y a -- ^v\ - ; - r 0.4 H___;_.
afO
0.2
0 s^^s
__L
- 1
-fi!
J i
H^Sf^
-90 -60 -30 0 30 60 90

(6-e0) (deg)
Fig. 9.15. Parametric dependency of circular normal spreading function on the shape
parameter a.
to the shape parameter 5 in Eqs. (9.54) by

2arccosfl - } = 4arccos[(0.5)1/2*].
(9.58b)
Figure 9.15 illustrates the parametric dependency on the shape parameter a of

the circular normal directional wave spreading function.
SWOP wave spreading function

A wave directional spreading function derived from stereo photographs of
ocean waves is the SWOP model (Stereo Wave Observation Project, Cox
and Munk, 1954a, b) given by
1 + I 0.50 + 0.82 exp
D(6, &) = -
it
(O =
+ 0.32 exp
KI)
-*'
0)'
cos 20
it
cos46>
(9.59a)
(9.59b)
U5'
where Us = wind speed measured at 5 m (16.4 ft) above the sea surface.
759
Real Ocean Waves
Wrapped normal
Borgman (1969a) proposes the following two equivalent equations for the
wrapped normal directional wave spreading function:
oo
+ exp
2TC
(non)2
cos[n(# 6>o)L
(9.60a)
n=l
0(0,0-,) =
00
n=oo
exp
(6> 6>o 2;r/z)2

2^|
CT^V 27T
TT
|0-0ol<-,
(9.60b)
where a = the standard deviation of the water surface r](t).

9.3.5. Confidence Intervals for FFT Estimates
Bendat and Piersol (1986) and Otnes and Enochson (1972) derive formulas
for placing confidence intervals on FFT estimates. Borgman (1972a) reviews
applications for computing confidence intervals for ocean wave spectra. One
method for computing confidence intervals assumes that the real and imaginary components of each complex-valued raw (unsmoothed) FFT coefficient
Bm are independent Gaussian estimates; and, consequently, each raw FFT
estimate Bm comes from a sampling distribution that is a chi-squared / variable (Bendat and Piersol, 1986, Chapter 8.5.4, Eq. (8.151)) with two degrees
of freedom (i.e., one degree for each real and imaginary component of the
complex-valued raw (unsmoothed) FFT coefficients Bm); viz.,
Br,
2 '
(9.61)
where Bm = the complex-valued FFT coefficient computed by the expectation operator E[] in Eq. (9.1) in Sec. 9.1 for a stationary (ergodic) Gaussian
process. A smoothed FFT estimate Bm may be computed by applying an
averaging method; e.g., averaging at the same frequency fm several raw
(unsmoothed) FFT estimates Bm computed from several shorter sequential
subrecords obtained from a single long continuous record (viz., segment
averaging); averaging several raw (unsmoothed) FFT estimates Bm over several adjacent frequencies from a single long continuous record (viz., box-car
760
averaging); inter alia. A smoothed two-sided spectral amplitude estimate

\Gm(m)\df may be computed by averaging according to
\Gm(m)\df
1 Ns
= J^ \Bm\2nr,
(9.62)
where Ns < N = total number of raw (unsmoothed) FFT estimates Bm that

are averaged over several A^ shorter subrecords at the same frequency m df
(segment averaging) or the total number of raw (unsmoothed) FFT estimates
Bm that are averaged over several adjacent frequencies from the same single
long continuous record (box car averaging). The (1 a) confidence interval
for the two-sided spectral amplitude \Gm{m)\df with Nd = 2NS degrees of
freedom may be computed from (Bendat and Piersol, 1986, Chapter 8.5.4,
Eq. (8.159)),
2
< \Gw(m)\df
<
^Nd;a/2
( 9 - 63 )
X-Nd;l-a/2
Tables for the values of xjy .. maybe found in Bendat and Piersol (1986),
Zelen and Severo (1968), inter alios.
For example, a = 10% for 90% confidence intervals and Ns 8 for
segment averaging over 8 subrecords or box car averaging over 8 adjacent
frequencies (i.e., 4 frequencies before m df and 4 frequencies after m df),
so that Nd = 2NS = 2(8) = 16; and Xi6;o.os = 2630 a n d Xi6;0.95 = 7 - 9 6
(Bendat and Piersol, 1986, p. 524, Table A.3) An example of the application
of confidence intervals at the 90% confidence level is illustrated for the single
wave record CARLA85 from Hurricane CARLA in Sec. 9.7 below.
9.4. Probability Functions for Random Waves

Two probability functions that describe linear random waves are the cumulative
distribution function (cdf) P(x) and the probability density function (pdf)
p(x) for the Gaussian (Normal) and the Rayleigh distributions. The cdf is the
probability that the random variable of time x(t) is less than or equal to some
value , say; i.e., (Papoulis, 1984)
/>() = Prob[x(t) < | ] ,
(9.64)
761
Real Ocean Waves
where
P ( - o o ) = 0.0
and
P(+oo) = 1.0.
The probability that x(t) lies between the two values x\ and x2 is
Prob[x\ < x(t) < x2] = P(x2) - P(xi) = /
p(x)dx,
(9.65)
where
P(x\) < P(x2)
if
xi < X2
and where
OO < XI < X2 < + 0 0 .
The pdf p(x) is related to the cdf P(x) by the derivative (Papoulis, 1984)
pM = * ) .
ax
The total area under the pdf curve in Fig. 9.16b is unity because
(9.66)
+00
p(x)dx = P(+oo)-P(-oo)
/
= 1.0
(9.67)
-OO
and the probability that x(t) = % = a specific value of x(t) is zero from
Eq. (9.65) because
P(x(t) = ) = J p(x)dx = 0.
Specific values of a random variable may not predicted; only the probability
of having values in an interval by Eq. (9.65) is possible. It also follows from
Eq. (9.67) and Eq. (9.65) that
Prob\$ < x(0] = /
p(x)dx = 1 - P(f) = 1 - /
Jt;
p(x)dx.
J-OO
The mean value ix\ (x) (or expected value or average value) of the random
variable x(t) is defined by the integral in Eq. (9.14a) for n = 1 according to
+00
xp(x)dx
-oo
(9.68)
762
and the th probability moment ixn{x) of the random variable x(t) may be
computed from the integral in Eq. (9.14a) by
oo
xnp(x)dx.
(9.69a)
-00
Four moments computed by Eq. (9.69a) that appear repeatedly in probabilistic

analyses are the following:
mean IJL\{X):
oo
xp{x)dx,
/
(9.69b)
-00
variance a^ about the mean faix):

oo
(x-lxl(x)fp(x)dx,
(9.69c)
-00
skewness fiiix):
oo
x3p(x)dx,
(9.69d)
x4p(x)dx.
(9.69e)
-oo
kurtosis /U,4(x): kurtosis IIA{X):

oo
-00
The mode or most probable value xmode of the random variable xit) may be
computed from the maximum value of the pdf by the derivative
dx
= 0 , X = Xmode-
(9.70)
The median value xmed of the random variable x(t) may be computed from
the cdf by the value at
P{x) = 0.5,
x = xmed.
(9.71)
763
Real Ocean Waves

0.8
-I
i
[[;
i
1
i
1
i-
i-
1 Problx, x x2 J
0.6
/
4-U-U-^^Ll
V
m
0.4
n& fpw*
0.2
1
i
i
J --4.
1
1
+~\~-Jt
ll 4
1,: - ^
-6
-4
,i
-2
1
J
1
-1
1
i
1
1 U
0 ^ 2
Fig. 9.16a. Probability properties of a non-zero mean Gaussian pdf (ix\ (x) ^ 0).
ed f
0.8 *T
p .li-
0.6
, J.
0.2
T
i
i/
4 -I
\ /
(._/
t fr
1\
0.4
/
4
S=_!
/-
_ U ^
^ , =*_*,= *_,.-0.5
1
2
x
Fig. 9.16b. The mean ji\, the mode xmode ar>d the median xme,i for a symmetric Gaussian
distribution with n\ = xmmie == xmej = 0.5 and standard deviation ax = 0.5.
TheprobabilitypropertiesforP()inEq.(9.64)andforPro6[.xi < *(0 < * 2 ]

in Eq. (9.65) are illustrated in Fig. 9.16a for a symmetric Gaussian distribution
function with a non-zero mean. The mean fxi (x) in Eq. (9.68), the mode xmoa-e
in Eq. (9.70) and the median xmed in Eq. (9.71) are illustrated in Fig. 9.16b for
a symmetric Gaussian (Normal) distribution function with n\(x) = xmoa-e =
xmed = 0-5 and a standard deviation ax = 0.5.
The nth probability moment jln (x) about the mean \i \ (x) is called a central
moment that may be computed from
+00
(x-^(x))"p(x)dx.
-00
(9.72)
764
The variance a2 about the mean ju-i(x) may be computed from /Z2OO in
Eq. (9.72) by
A2OO = ol = Ey{x - Mi(x))2J

= E[x2] - 2fi\(x)E[x] + ix\{x)
= E[x2] -
rfix).
(9.73)
The root-mean-square (rms) of the random variable x(t) is the positive square
root of the mean square or standard deviation ox. These probability properties for a Gaussian (Normal) pdf with a non-zero mean are illustrated in
Figs. 9.16a and b.
Moment generating and characteristic functions (Papoulis, 1984,

Chapters 5-4 and 5-5)
Moments fin(x) of a random variable x(t) from Eqs. (9.69) may also be
computed from a moment generating function *XC?) defined by
oo
tyx(s) = E[exp(sx)]=
/J00
-00
p(x
p(x)exp(sx)dx.
(9.74)
If s = ico, then the characteristic function irx(co) of a random variable

x(t) is the Fourier transform of the pdf p{x) and may be computed from
Eq. (9.74) by
yjrx{(o) = [exp icox] = I
p(x)exp icoxdx.
(9.75)
/ ./ 0 0
Moments p,n(x) of the random variable x(t) may be computed by differentiating the moment generating function ^ ( s ) n times with respect to 5
according to
Vnix) =
dnl
-*As)
d~sn
"I
/-00
= /
_ls=0
J-oo
xnp(x)exp(sx)\s
= 0dx
= E[xn].
(9.76)
765
Real Ocean Waves
This may be verified by expanding exp sx in a Taylor series about x = 0 (vide.,

Eq. (2.18), Chapter 2.3.3);
(sx)2
exp sx 1 + sx -\
2!
(sx)3
3!
(sx)n
n\
that may be substituted into Eq. (9.74) to obtain (Papoulis, 1984, Chapter 5-5),
f
As) = pix) l+sx
L {
(sx)2
(sx)2
(sx)m
^r ^r --- ^r
r
r
s2 r 2
= /
p(x)dx + s J xp(x)dx + / x p(x)dx
JOO
_3
J00
/*oo
\ ,
---)dx
*' JOO
sm
/-oo
+ / x3p(x)dx + . . . + /
xmp(x)dx H
-00
' " /00
3! J-oo
ml y_oo
, 2 ^ 2 , 3/^3 ,
, m Mra ,
/*0+*/*l + 5 z- +^ J - + ---+sm+
2!
3!
m!
< 9 - 77 >
= HX
n=0
and Eq. (9.76) follows.

The pdf p(x) of the random variable x may be computed from the Fourier
transform of the characteristic function irx(co) (Papoulis, 1984, Chapter 5-5),
according to
i r' 0c 0
p(x) = i
fx(co) exp ~ (icox)dco,
2n J_oo
(9.78)
where the normalizing constant 2n has been placed with Eq. (9.78)
(cf, Eqs. (9.2) in Sec. 9.2).
9.4.1. Gaussian (Normal) Probability
Distribution
Linear random waves in deep or finite depth water may be approximated

by a linear boundary value problem (BVP) from Chapter 4.2 with solutions
that represent a Gaussian (Normal) process. A Gaussian (Normal) probability
766
density function (pdf) for a random variable x (t) with mean fi \ (x) and standard
deviation ax is given by
1
p(x) =
''2.11ax
-(x - ixijx))2-1
2a}
exp
(9.79a)
with a cumulative distribution function (cdf) defined by

P(x)=
p{x')dx' =
Joo
exp
fn(x'))2
(x'-
2<r}
y/2lCCTx Joo
dx'.
(9.79b)
The mean /JL\ (X) of X ( 0 may be computed from Eq. (9.68) or from Eq. (9.69b)
with n = 1; and the nth central moment [in (x) of x(t) may be computed from
Eq. (9.69a). The variance a} of x(t) is given by the second central moment
(n = 2) from Eq. (9.69c) as
oo
(x' - in (x'))2p(x')dx'.
(9.79c)
-oo
Because the Gaussian (Normal) pdf is symmetric, the odd central moments
are zero; i.e., n = 1, 3, 5, . . . , etc. The even central moments may be
computed from
oo
(x' - ^{x'))2*1
p{x')dx'
-00
= {In - \)a2n;
n = 1,2,3,...
(9.79d)
The central moment value for the kurtosis or fourth moment for n = 2 from
Eq. (9.79d) is jjL4(x) = 3CT*.
It is convenient to normalize Gaussian (Normal) random variables in order
to obtain a dimensionless normalized random variable t;{t) for a Gaussian
(Normal) random process that has zero mean (ii() = 0) and unit variance
(a2 = 1) and that is defined by (cf, Eq. (9.14c) in Sec. 9.3)
x(t) -
?(*) =
Or
ii\(x)
(9.80a)
161
Real Ocean Waves
so that the pdf from Eq. (9.79a) for the dimensionless normalized random
variable f (?) reduces to
p(0 = ^ L e x p ( - ^ .
(9.80b)
Because Eq. (9.80b) is symmetric with respect to the mean /2i(f) = 0, the
mean of the dimensionless normalized random variable f (?) is equal to zero.
Then th central moment () about the mean /zi() of (?) may be computed
from Eq. (9.72) or, alternatively, for the dimensionless normalized random
variable (?) by
oo
UniX)
lnp(X)dl
(9.81a)
-00
The mean/ti(^)fromEq. (9.81a)is equal to zero; and the variance/12(C) = f

is equal to unity. The odd moments from Eq. (9.81a) are equal to zero; and the
even moments may be computed from Eq. (9.79d). Consequently, the kurtosis
4() for a normalized Gaussian (Normal) random variable (?) is equal to
three; and the excess of kurtosis /X4(f) for a normalized random variable is
defined as
oo
<X?p{l)dl - 3,
(9.81b)
-00
where f is a normalized (possibly Gaussian) random variable defined in

Eq. (9.80a). For a zero-mean, unit-variance Gaussian (Normal) random
variable f (?), the cdf is
;?
_ -
(f
=/-' *H
,+Brf
(^)
(9.82)
where the Error Function Erf () is defined in Eq. (2.9a) in Chapter 2.2.6.
The pdf and cdf for a zero-mean, unit-variance Gaussian (Normal) random
variable f (?) are illustrated in Fig. 9.17. Very useful polynomial and rational
approximations to the pdf Eq. (9.80b) and cdf Eq. (9.82) for a zero-mean,
unit-variance Gaussian (Normal) random variable f (?) are given by Zelen and
Severo (1968). A polynomial approximation for the pdf Eq. (9.80b) of (?)
768
- 4 - 3 - 2 - 1 0 1 2 3 4
C
Fig. 9.17. Zero-mean, unit-variance Gaussian cdf P(?) and pdf p(t;).
for - o o < f < oo is (Zelen and Severe, 1968, p. 933, Eq. (26.2.21))
p(f) = (b0 + b2S2 + bÂ + hi;6 + btf* + ZôC10)"1 + e(f),
(9.83a)
where
b0 = 2.5052367,
Z>6 =0.1306469,
fe2 = 1.2831204, fc8 = -0.020249,

b4 = 0.2264718,
bio = 0.0039132,
|e(f )l < 2.3 x 10" 4 .

A polynomial approximation for the cdf Eq. (9.82) of (?) for 0 < < oo is
(Zelen and Severe, 1968, p. 932, Eq. (26.2.19))
P(jr >0) = l--(l+d^+d2^2
+ d^3+d4;A
6\-16
rf5?5+4r)
+e(C)
(9.83b)
and for oo < f < 0

P ( - o o < f <0) = - ( l + J i i a + ^ 2 l f | 2 + * K
6\-16
+ ^4ia4 + ^5K| 5 +^6lf| 6 )
(9.83c)
769
Real Ocean Waves
where
d\ = 0.0498673470,
d4 = 0.0000380036,
d2 = 0.0211410061,
d5 = 0.0000488906,
d3 = 0.0032776263,
d6 = 0.0000053830,
|e(C)| < 1.5 x 10 - 7 .

Probability plots of Gaussian (Normal) random variables may be easily constructed by the inverse rational approximation to the random variable in
Eq. (9.83b) from (Zelen and Severo, 1968, p. 933, Eq. 26.2.23)
Co + C\t + C2tl
/>< = t -
1 +d\t + d2t2+dit3 + (P),

In
(ir1p)
'- 1 " 1 ?
0.5 < p < 1.0,
0 < p < 0.5,
(9.83d)
(9.83e)
where
co = 2.515517,
d\ = 1.432788,
c i = 0.802853,
d2 = 0.189269,
c2 = 0.010328,
d3 = 0.001308,
\e(p)\ < 4.5 x 10" 4 .

An example of a comparison between linear and nonlinear simulated and
measured ocean waves plotted on Gaussian (Normal) probability paper is
shown in Fig. 9.18 (Hudspeth and Chen, 1979). The differences between the
nonlinear random waves and Gaussian (Normal) random waves is seen to be
significant only outside two standard deviations 2o$ (i.e., the upper and
lower tails of the distribution). The symmetric Gram Charlier pdf does not
accurately model the asymmetry of nonlinear random wave crests and troughs
(Hudspeth and Chen, 1979).
For a Gaussian (Normal) random variable f(f) that is Normally distributed
with zero-mean and unit-variance 7V[0, 1], the amplitudes A are Rayleigh
770
I I
i i
I T
iy
/x -
2&F
1
0
j/1*^
GRAM-CHARLIER
X MEASURED REALIZATION
<*T^
-1
2
4T
k N
o MEASURED
a SCOTT
-3
-4
-/
A
j B *
O.OI
1 .
O.I
A NEUMANN
o BRETSCHNEIDER
PIERSON-MOSKOWITZ
1 1
I I
10
1 1 1 1 1
30 50
70
I I
90
I I
99
II
99.9 99.99
P(0
Fig. 9.18. Comparisons of linear (L) and non-linear (N) DSA simulations (Hudspeth and Chen,
1979).
distributed and the phase angles a are uniformly distributed /[0,2JT], where
U should not be confused with the italic U () that is the Heaviside step function
defined in Eq. (2.1) in Chapter 2.2.2. A Gaussian (Normal) random variable
f ( 0 may be defined by
t;(t) = a cos(a>t) + fi sin(wO = A cos((ot - a),
(9.84a,b)
where the amplitudes [a, 0] = N[0,1]; the amplitude A is Rayleigh

distributed (vide., Sec. 9.4.2) and the phase angle a is uniformly distributed
U[0,2n]. The relations between the amplitudes [a, ft] and the amplitude and
phase angle [A, a] are
or = A cos a,
a \ = 0,
E\ ~
/? = Asina
(9.84c,d)
E { a- 2 \ = 1,
P2
(9.84e,f)
111
Real Ocean Waves
where {} is the expectation operator defined in Eq. (9.1). The

auto-correlation function C^(t) for Eq. (9.84a) may be computed by
C ff (T) = E{?(f)?(f + T)}
= E{(acoscot + /3 sin cot) (a cos co(t + r) + fi sm.oo{t + T))}

= - coscor[E{a2} + E{fi2}] + - cosco(2t + r)[E{a2} - E{p2}]
+ {a}{/S}sin(w(2?-|-T)
=
(9.84g)
COS<WT.
Alternatively, the auto-correlation function Q - J ( T ) for Eq. (9.84b) may be

computed by
C f f ( r ) = E{$(t)(t + T)} = E{A cos(cot - a) A cos(co(t + r)
1
,
1
Z
= -cosoor E{A } + -cosoo(2t +
1
-a)}
,
r)E{Azcos2a]
+ - s'mco(2t + T ) { A Z sin2a}
= -cosr[{a2}
1
+ - sin<y(2f +
=
+ E{p2}] + -cosco(2t + t)[E{a2} - E{fi2}]

r)E{a}E{p}
(9.84h)
COS COT.
The value of the auto-covariance function C^ (0) = 1 = unit variance. To

verify that the amplitudes A are Rayleigh distributed and that the phase angles
a are U[0,2n] when [a, ft] are Normally distributed N[0, 1], the equality of
differential pdf areas requires that
p(a)p(P)dadfi
p(A)p(a)dAda.
(9.85a)
The Jacobian of the transformation [a, /?] > [A, a] is

9(, J8)
3(A, a)
cos a
sin a
A sin a
A cos a
= A
(9.85b)
772
so that
9(g,j8)
dad ft = J
(9.85c)
dAda
d(A,a)
and Eq. (9.85a) becomes (Papoulis, 1984, Chapter 6-2,)

p(a)p(fi)dadfi
exp
(-T)
da exp (
p(A)p(a)dAda,
) dp
-M-THII
V27r
v2;r
{Normal pdf N[0,1]} {Normal pdf N[0,1]} = {Rayleigh pdf}
{/[0,2jr]Uniformpdf}.
(9.85d)
9.4.2. Rayleigh Probability
Distribution
The Rayleigh probability density function (pdf) for the wave amplitudes
A(= H/2) is given by
p(A) = - j exp
a'
U(A),
a > 0,
(9.86a)
2 \a
where a = Rayleigh parameter (Hoffman and Karst, 1975 ) and /() =

Heaviside step function defined in Eq. (2.1) in Chapter 2.2.2. The Rayleigh
cumulative distribution function (cdf) for wave amplitudes is
P(A) = 1 - e x p
U(A),
a > 0.
(9.86b)
The Rayleigh pdf Eq. (9.86a) and the Rayleigh cdf Eq. (9.86b) are
illustrated in Fig. 9.19.
773
Real Ocean Waves
Fig. 9.19. The Rayleigh pdf p(A/a) and the Rayleigh cdf P(A/a).
The following Rayleigh distributions with four different Rayleigh parameters a in Eq. (9.86a) may be found:
2"
TZA
p(A) = =- exp
2H\
p(H) =
2H
H
exp
4ra0
U(A),
yck > 0,
(9.87a)
4 V/W
H
exp
p(A) = exp
mo
p(H) =
--f-y
U(H),
tlrm,
A
/mo
H
U(A),
U(H),
Hrms > 0,
m0 > 0,
mo > 0,
(9.87b)
(9.87c)
(9.87d)
where IXA= average of the amplitude A; Hrms = root-mean-square wave

height; mo = cr% variance of the time series for the water surface elevation
rj(t) and [/() = Heaviside step function in Chapter 2.2.2. When the Rayleigh
parameter a in Eq. (9.86a) is defined to be equal to the standard deviation of
the time series an = ^/mo, then with the following change of variables
da
d$ =
s/mo'
/mo
and equating differential areas of the pdf's
da
p{$) = p{a),
774
yields a dimensionless form of the pdf in Eq. (9.86a) given by
UG)
/?() = exp
(9.88)
where U () = Heaviside step function. The four forms of the pdf in Eqs. (9.87)
may be derived from Eq. (9.86a) by solving for the generic Rayleigh parameter
a as outlined below.
Average wave amplitude a = fiA
In order to relate the Rayleigh parameter a to the average wave amplitude /ZA,
the percent or fraction \/n of wave amplitudes A(= H/2) greater than wave
amplitude A\/n{= H\/n/2) may be computed from Eq. (9.86a) by
f 1 fM/n
- = /
pia)da = exp - "
J Aim
2\
and the natural logarithm of Eq. (9.89a) gives
(9.89a)
M,n
= j2Wn),
n > 1.
(9.89b)
a
The average wave amplitude A \ / of those wave amplitudes greater than A \ /
may be determined from
/OO
A\/n
/-00
p(a)da = I
J A\jn
ap(a)da,
(9.90)
JA\/
that may be integrated by parts to obtain

A\jn
aV21n(ra)
JAU
1 (a\2
da
. 22 v\a
y
by Eqs. (9.89). Finally, integration of the last integral in the equation above
gives
^
= V2hr(^) + 7 | [ 1 - Erf(Vm^0)]
(9.91a)
= V21n() + nJÊrfc(Jh^)),
(9.91b)
775
Real Ocean Waves
where Erf() = the error function and Erfc() = complementary error function
(vide., Eqs. (2.9) in Chapter 2.2.6). The Rayleigh parameter a may now be
related to the average wave amplitude defined as HA, by setting n 1 in Eqs.
(9.91) and obtaining
M/(n=l) _ M_ _ AM_ _ [i*_
V2
a
a
a
(9.92)
a = VA\I
so that substitution of Eq. (9.92) into Eq. (9.86a) gives Eq. (9.87a). The average
wave amplitude A\/(n = \) = A \ = \x& may also be computed from the table
of integrals given by Gradshteyn and Ryzhik (1980 p. 337, Eq. (3.461.2)),
according to
_
/OO
/"OO
rOQ
A\/n I
p(a)da
J A\jn
= A \ I p(a)da = I
ap(a)da,
JO
JO
[ /a\2
1 /flx2
f
\iA = I v( y I exp
( ) da = a I
Jo
2 \a/
J0
VA
= a
f p
2
t exp -brdt
Jo
t exp
1
2
1 dt,
a(2/3-l)!! / F
= ^-^J,
2(ib)P y b'
where = 1; b = 1/2; and the odd-factorial = (2)8 - 1)!! = 1 3 5

(2/3 1). Substituting these values for b and /J yields, again, Eq. (9.92)
MA
=aJ^-
Alternatively, Eqs. (9.91) may be derived directly from special Gamma

functions defined in Chapter 2.2.5 according to
poo
^l/ /
p(a)da
J A\/n
poo
= I
J A\/n
ap(a)da
A
l/n
2a2
where the generalized incomplete Gamma function T{f5,zo,z\)
Eq. (2.7) in Chapter 2.2.5 as
r(j8,z0,zi) = r(/3,zo)-ro3,zi)
is defined in
776
and where the incomplete Gamma function T(fi, z) is defined in Eqs. (2.8) in
Chapter 2.2.5 as
oo
Y(fi,z)=
f
Jo
t?-1
exp(-t)dt,
têxpi-Odt.
Substituting for r(fi,zo,zi)

results in
with /3 = 3/2; zo = 0 and z\ =
A2/n/2a2
It
r(/3,o) = r
r(lM
=r
X 2a2
\ftexp(t)dt
-L
V7exp(t)dt
Ai/J**2
^ ^
=
^[i-Erf(V5w)]
VEfrj + ^ E r f c ( V ^ }
n
giving, again, Eqs. (9.91).

Root-mean-square wave height a = Hrms
In order to relate the Rayleigh parameter a to the root-mean-square wave
height Hrms, make the following change of variables in Eq. (9.86a):
v= a ,
dy = 2ada = 2^/yda
and equate the differential areas of the pdf's

p(a)da = p{y)dy
giving
da
p{y) = p(a)
dy
1
2^2 exp
(9.93)
y
'2a2
U(y).
111
Real Ocean Waves
The average wave amplitude squared A2 may now be related to the Rayleigh
parameter a2 from
A2 = A2ms =y=
yp(y)dy
Jo
hQX*[-iAdy
=1
z
2a..2
(9.94)
and the Rayleigh parameter a may be evaluated by

Arms
a=
^f
Hrms
^M
/n
n-
,..
(9 95a d)
- "
Substituting Eqs. (9.92 and 9.93) into Eq. (9.86b) gives

lll
=2 / ^
+ Erfc(yinOO),
(9.96a)
= V^W
+ Êrfc(V/ir^)),
(9.96b)
^ = V81n(n) + nV2;rErfc(Vln()).
(9.96c)
The significant wave height Hs or the average of the highest 1/3 wave heights
#1/3 may be computed from Eq. (9.91b) with n 3 according to
#1/3
Hs
- ~ = -^= 2.00215,
2a
2a
till,
2a = - ^
2.00215
(9.97a)
(9.97b)
Substituting 2a from Eq. (9.97b) into Eq. (9.91b) and defining A 1/n = #i//2
gives
778
Waves and Wave Forces on Coastal and Ocean
Structures
Substituting a from Eq. (9.95c) into Eq. (9.97b) gives
Us (= #1/3) = 4.0043 Vm^.
(9.98b)
Mode a = Amode
To compute the mode (or most probable) value of A(= H/2), the maximum
value of Eq. (9.86a) occurs when
dp (a)
= 0,
da
a = Amode
(9.99)
giving
Amode
= OC,
Hmode
=2
(9.100)
and
"mode
I **
Hmode
flA
V TC '
Hrms
Hmod^=Hmod1=2^
Vô
an
(9.101a,b)
</2'
*node={2sml5)-y
(9.10lc,d)
Hs (= H\/i)
Mean = median
The mean or median of A occurs when P(a) = 0.5 in Eq. (9.86b). The natural
logarithm of Eq. (9.86b) for P{Amode) = 0.5 with n = 2 is
A-med
= y/2 ln(2)
(9.102)
giving
A ^
IAa
^ ^ ^ ^ ^timed
_
/41n(2)
V JT
ln(2)
= A(2).
( 9 1Q3
These values for the Rayleigh parameter a in Eqs. (9.86) that are equal to
various probable wave heights are summarized in Table 9.6. The spectral
energy-based significant wave height Hmo from Sec. 9.3 may be computed
directly from the variance ofa time series a^ = mo according to Hmo = 4^/mo.
Real Ocean Waves
Table 9.6. Dimensionless wave heights for four values of the

Rayleigh parameter a.
Height H
0)
# s ( = #1/3)
#1/10
#1/100
(3)
(4)
(5)
(2.00215) _I
V2
Vln(2)
Jit
2.0
V81n(2)
V2 In (2)
2.00215
-J2n
2
1.41573
1.79992
2.35924
4.0043
5.09094
6.67293
2.00215
1.0
1.27137
1.66644
(2)
= 1/2)
H\ (= mean)
H
tirms
"mode
Hmed(P
H
MA
2.0
3.19497
4.06198
5.32423
Consequently, all of the values listed in column 5 in Table 9.6 may be

approximated by dividing by 4 all of the values in column 4 in Table 9.6.
Generalized Rayleigh distribution

Ochi (1978) generalized the Rayleigh probability density function (pdf) to
the following three-dimensional generalized Rayleigh distribution with four
dimensionless parameters:
p(A) = --XCmA(Cm-1}exV-kc(Ac
r(m)
+ lxc)l0(CX.2fix)U(A),
(9.104)
where C, m, X and n, are constant dimensionless parameters, A = an independent random variable for the maxima and 7o() = modified Bessel function
of the first kind of order zero (vide., Eq. (2.52) in Chapter 2.4.3). All of the
families of pdf's that may be recovered from Eq. (9.104) are illustrated in the
three dimensional parametric plot in Fig. 9.20.
In order to recover the Rayleigh pdf Eq. (9.86a) from Eq. (9.104), set
C = 2,
m 1, A.
H= 0
and because T(l) = 1 and 70(0) = 1, then Eq. (9.86a) follows.
780
/IVIAXWELL/"
HYDROGRAPH
Lai/ T~7
lEXPONENTIALl /
GAMMA
-w
IWEIBULLI
Fig. 9.20. Families of pdf s derived from the generalized Rayleigh pdf (Ochi, 1978).
In order to obtain the generalized two dimensional Gamma pdf from

Eq. (9.104), set the dimensionless parameter /x = 0 and obtain
p(A) =
_kCmA(Cm-l)
T(m)
exp
_(XA) C /(A).
(9.105)
The remaining three dimensionless parameters in Eq. (9.105) must be estimated from data; and, in general, these estimated parameters should be the
most efficient estimators that satisfy the Rao-Cramer condition (Kendall and
Stewart, 1961). Ochi (1978) gives an algorithm for estimating the dimensionless parameters from data based on the Stacy-Mihram method (Stacy and
Mihram, 1965). The solutions obtained from his algorithm may not always be
stable or reliable when the parameter m is large and when A is less than zero.
The generalized two dimensional Gamma pdf in Eq. (9.105) is very useful for
evaluating maxima from very broad-banded spectra or from weakly nonlinear
waves with high frequency nonlinear harmonics.
9.4.3. Distribution of the Maxima

Cartwright and Longuet-Higgins (1956) apply Rice's theory of noise (1954)
to evaluate the distribution of the maxima of a Gaussian random time series
representing surface gravity waves and the motions of a ship. In their theory,
781
Real Ocean Waves
moments mn are computed from one-sided spectral densities by Eq. (9.40) in

Sec. 9.3 and not from probability density functions by Eqs. (9.69) in Sec. 9.4.
A Gaussian random time series with zero-mean (e.g., surface gravity
waves) and its first two temporal derivatives are given by
lit) =x{t)
= Y^Rm
m
cos((Dmt -
(9.106a)
am),
& ( 0 = x(t) = - ] T comRm sm(comt m
am),
(9.106b)
& ( 0 = x(t) = -^co2mRm
am),
(9.106c)
cos(a>mt -
where the overdots x(t) denote ordinary temporal derivatives and where the
amplitude Rm at the radian frequency com may computed from a one-sided
spectral density function Sw by
R2
-f
(9.107)
= S(com)dco
and the random phase angles am are uniformly distributed U[0,2TI].

The
statistical averages or expectations of Eqs. (9.106) are defined by the following
moments:
3,v =
Emj]
mo
0
ni2
0
m2
0
nt2
0
iri4,
(9.108)
where [ ] = the expectation operator from Eq. (9.1) in Sec. 9.1. The
joint probability density function (pdf) for the zero-mean Gaussian random
variables in Eqs. (9.106) is
P(i,&,&)
(2TT)- 3 / 2
eA/mo/W2m4 exp
~2?
ni2
m0
2T/T
(9.109)
782
where the spectral bandwidth parameter e from Eq. (9.41) in Sec. 9.3 is
m%
ez = 1 -
(9.41)
mom.4
The maxima of Eq. (9.106a) occur when

&(O = 0,
&(0<0.
(9.110a,b)
Normalizing Eqs. (9.106a, c) by the spectral moments mo and rm, according to

x] = -4==,
= -7=
(9.111 a,b)
and with the Jacobian

p(rj,0,u)
= p($u 0 , ^ ) 7
3(fl,0, 3 )'
_ 3(r/,0,) _
= p(i,0, 3 )Vmom4
(9.111c)
reduces Eq. (9.109) for the maxima of?? to

(2^)"3/2
/?(7, 0, u) =
exp
/ __
<?Vm2
(TJ2 + 2 V l -e 2 ?7j< + u2)

2^2
(9.112)
The mean frequency of occurrence of the total maxima of r\ is computed by

oo
Ni
rv
\u\p(rj,0,u)dr]du.
(9.113)
-00 J00
The mean frequency of occurrence that a maximum of rj lies in the small

interval 1 < x < 1 + di is
P(ji)dr) = V"U
/" I" \p(r),Q,u)dr]du
(9.114)
J00
and the pdf for the maxima of r? is

P(r]) =
(9.115)
783
Real Ocean Waves
The total mean frequency N\ may be easily evaluated from Eq. (9.113) with
the following change of variables:
OO
/-U
/
/
up(n,0,u)di]du
--00
0 0 /00
"00
/>0
(rj1 + 2Vl -e2?7M + w2)
uexp
= -^*wLL
dr\du.
2e2
(9.116)
Evaluating Eq. (9.116) for A/i is simple if the square of the argument of the
exponential function in the integrand is completed according to
rj2 + 2^1 - 2r]u + u2 = (rj + y/\ - e2u\
+ eV
(9.117)
so that
(?72 + 2Vl -2t]u + u2)
exp
(t] +
exp
2?
(-T)
exp
Vl-e2u)2'
2ei
Integrating Eq. (9.116) first with respect to drj with the following change of
variables:
2
n+ VT^l u , drj edq
gives
(f?Wl-62K)2
exp
drj
2e2
=e
exp(-Yjdq
= eV2n,
(9.118)
and integration now with respect to du yields

Ni
u exp (
2n
V/n4/m2
lit
2n
2n
J du
f
I
exp(x)dx
J+oo
I
Jo
exp(x)dx
(9.119)
784
Similarly, the mean frequency of occurrence P(r]) from Eq. (9.114) is
P(tl) =
*Jm4/m2 f
(u2 + 2Vl -e2r)u + t]2)

du, (9.120)
2e2
exp
that may, again, be easily evaluated by completing the square of the argument
of the exponential function in the integrand in Eq. (9.120) according to
u2 + 2\/\ -e2r]u + r)2 = (u + Vi - 2r))2 + e V
(9.121)
so that
exp
(w2 + 2Vl -e2r)u + r}2)

2e2
exp ( - ^ - ) exp ( - ^ ) ,
(9.122)
where, with the following change of variables:

q u + V1 e2r],
dq = du,
Qo = r\y 1 e 2 ,
Eq. (9.120) becomes
Go
- /
<?exp( - ^
1^
(9.123)
With the following change of variables for each of the two integrals I\ and h
in Eq. (9.123):
h:
h
?V2
= y> dq e^/ldy,
q
r - j = f>
2
<ldq = 6 dt,
785
Real Ocean Waves
integration gives
Pin)
/-Go/evT
-W-{-h)-*x=*\L+L
/oo
x e x p ( - / ) d y + el I
e{2n)V2
exp
(4)j f ,y|yr^[ 1+Erf (

2
exp(-t)dt
ejl
/ *7
+e^ exp - '
(2jr)3/2
: exp
("&*) + ly^J^w
1+Erf
(-y)
eV2
(9.124)
The pdf for the maxima of?? from Eq. (9.115) with JVI from Eq. (9.119) is
P07)
Pin)
e
Jin
eXP
("^)
2^
T T
e X P
(~^
1+Erf
(9.125)
The parametric dependency of the pdf for the maxima of r\ on the spectral
bandwidth parameter e is shown in Fig. 9.21. Note that for strictly narrowbanded spectra when e = 0 and Erf (oo) = 1, then Eq. (9.125) reduces to the
786
0.8
0.7
0.6
^0.5
^0.4
^0.3
0.2
0.1
0.
Fig. 9.21. Parametric dependency of the pdf for the maxima of r/ on the spectral bandwidth e.
Rayleigh pdf Eq. (9.86a) with a = 1; while for strictly broad-banded spectra
when e 1 and Erf(0) = 0 then Eq. (9.125) reduces to the Gaussian pdf
Eq. (9.80b). The interpretation of these two limiting values of e are that for
strictly narrow-banded spectra (e = 0) the distribution of the dimensionless
maxima rj is identical to the distribution of the dimensionless amplitudes ; and
that for strictly broad-banded spectra (e I) there are as many negative
maxima as there are positive maxima and the pdf is a Gaussian (Normal)
distribution.
The pdf Eq. (9.125) for p(t]) may now be applied to determine the distribution of various average maximum values r)\/n in the same way that average
wave amplitudes A\/n (or average wave heights H\/n) are determined from
Eq. (9.90) for the Rayleigh distribution. The percent or fraction 1 /n of maxima
rji/n (= î/^/mo) may be computed from Eq. (9.125) according to
1
f
- = /
P(v)dr]
n
Jm,n
787
Real Ocean Waves
For strictly narrow-banded spectra e = 0, Erf (oo) = 1 and Eq. (9.126)

reduces to
n = exp
giving, again, Eq. (9.89a) with a = y/ino = 1.0andAi/ = r\\jn. The average
rji/ of those maxima greater than r)\/n may be determined from
min ( pitfdr, = ^
= r
vpWdn.
(9.127)
The values of the lower integration limit r)\/n in Eqs. (9.126 and 9.127) may
be computed numerically from Eq. (9.126) as a function of the spectral band
width parameter e. Table 9.7 tabulates selected values of the lower integration
limit r]\/n for n = 2,3,5 and 10 for ten values of e that range from 0.0 to
1.0 by 0.1. Note that for e = 0, the limits rji/n in Table 9.7 are identical
to the amplitudes A\/n for the Rayleigh pdf Eq. (9.89b) when the Rayleigh
parameter a = ^/mo. A program from MATHEMATICA that computes the values of the lower integration limits rj\/n is also listed.
Cartwright and Longuet-Higgins (1956) integrated Eq. (9.127) numerically
for a\,a\/2,a\fi,ai/5,
and ai/io normalized by ^/mo as a function of the
spectral bandwidth parameter e (vide., Sarpkaya and Isaacson, 1981 p. 499,
Fig. 7.10).
Table 9.7. Numerical values for the lower integration
limits fll/ne
m/2
ni/i
m/s
11/10
0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.0
1.17741
1.17313
1.15994
1.13666
1.10097
1.0494
0.97757
0.879346
0.743798
0.543538
0.0
1.48230
1.47891
1.46847
1.45014
1.42228
1.38203
1.32495
1.24444
1.12897
0.95067
0.430727
1.79412
1.79128
1.78271
1.76764
1.74486
1.71209
1.66546
1.59847
1.49938
1.34005
0.841621
2.54547
2.14362
2.13643
2.12388
2.10495
2.07786
2.03939
1.98366
1.89923
1.75804
1.28155
788
The algorithm from the software package MATHEMATICA is not

optimized and is dated. It is intended only to illustrate one of many possible
algorithms that may be applied to determine the lower limits of integration.
Some of the commands illustrated in the program may need to be changed for
later versions of MATHEMATICA.
(* MATHEMATICA PROGRAM TO COMPUTE LOWER LIMITS FOR MAXIMA INTEGRALS *)
(* SET THE PATH TO THE DIRECTORY FOR YOUR OUTPUT FILES *)
SetDirectory["path"];
today=Date[];
TagReal[x_]:=(x/: Re[x]=x;x/: lm[x]=0;)
TagReal[np];TagReal[e];TagReal[x];
11 =e*Exp[-(x/(e* Sqrt[2]))*2]/Sqrt[2*Pi] ;I2=Sqrt[ 1 -e"2] *x/2*Exp[-x~2/2];
I3=I2*Erf[Sqrt[l-e"2]/e*x/Sqrt[2]];
Int 1 ind=Integrate [11 ,x] ;Int 1 inf=Int 1 ind/.x- > Infinity ;Int 1 np=Int 1 ind/.x- > np;
Int 1 =Simplify [Int 1 inf-Int 1 np];
Int2np=Integrate[I2,{x,np,Infinity}];
Int2=Int2np[[2]];
Int3ind=Integrate[I3,x];Int3inf=Int3ind/.x->Infinity;Int3np=Int3ind/.x->np;
Int3=Simplify [Int3inf-Int3np] ;probnp=Simplify [Int 1 +Int2+Int3 ];
nprobnp=N[Simplify[Intl+Int2+Int3]];epnp=Simplify[Table[nprobnp, {e,. 1,1,. 1}]];
xp2:=Table[npp=np/.FindRoot[epnp[[i]]==l/2,{np,.01}],{i,l,10}];
OutputForm[u=TableForm[xp2,TableSpacing- > {0} ] ] > > xp2
xp3:=Table[npp=np/.FindRoot[epnp[[i]]==l/3,{np,.01}],{i,l,10}];
OutputForm[u=TableForm[xp3,TableSpacing-> {0}]]> >xp3
xp5 :=Table[npp=np/.FindRoot[epnp[[i]]==l/5, {np,.01}], {i, 1,10} ];
OutputForm[u=TableForm[xp5,TableSpacing-> {0} ]] > >xp5
xpl0:=Table[npp=np/.FindRoot[epnp[[i]]==l/10,{np,.01}],{i,l,10}];
OutputForm[u=TableForm[xp 10,TableSpacing- >{0}]]>>xpl0
It is possible to partially integrate Eq. (9.127) by parts to obtain
/
2
m/n = n i + v Tê
vr^
( m/n
W/
exp
ln(l-2)
l-Erf(^
VV2
m/n
V2
1+Erf
Cexp-(^)Erf
(9.128)
789
Real Ocean Waves
1
exp(-z2) ;
:W
0.5
;/
II M/
-0.5
Erffe)'
III/
-1
-5-4-3-2-1012345
Fig. 9.22. Integrands in the integral in Eq. (9.128).
The integrand of the only integral term left in Eq. (9.128) is a product of a
symmetric function {exp z2} and an anti-symmetric function {Erf (z)} that
are illustrated in Fig. 9.22 and that may be easily integrated numerically .
As a check that Eq. (9.128) gives the same result as Eqs. (9.91) for the
Rayleigh distribution, substitute e = 0 in Eq. (9.128) so that Erf [1/0] =
Erf[oo]=l giving
^ l l - E r f hl/"~h + ^ e x p - ( ^ l
m/n = n
oo
(l+Erf[oo])
- -7= ) Vrf [oo]dr}
c J
= n \ rn/n exp
V2
min
m/n
V2
+.
%{
1-Erf
m/n
LV2
(9.129)
Substituting Eq. (9.89b) with a = y/ino given by

M/n
/-. , .
frll/n\
= - p = = m/n = V21n(n), n = exp ,
a
Vfflo
V V2 /
reduces Eq. (9.129) to Eq. (9.91b).
Two functions of fj\/n are easily determined from Eq. (9.128); viz., fj\ and
ijrms (Cartwright and Longuet-Higgins, 1956, p.219, Eq. (4.8) or Sarpkaya
A,
U/n
790
3
2.5
0.5
0
0
0.2
0.4
0.6
0.8
Fig. 9.23. Parametric dependency of the average dimensionless maxima on n.
and Isaacson, 1981). For n = 1, the lower integration limit r)\/n -+ - o o and
The rms value ofthe maxima fjrms may be computed with r) from Eq. (9.111 a) by
oo
i? 2 p(i7)rfi?,
/ -oo
jj rBW = y/2 - e 2 .
(9.131)
The dimensionless average maxima fji/n for values of n = 1, 2, 3, 5, 10

and rms computed from Eq. (9.128) are illustrated in Fig. 9.23. Cartwright
and Longuet-Higgins (1956) identified two significant features from Fig. 9.23.
First, the dimensionless average maxima r\\jn are relatively insensitive to the
spectral bandwidth parameter e for values 0 < e < 0.5. The significance of
this lack of dependency of f\\/n on e in this interval is that the assumption that
the maxima are Rayleigh distributed may be extended to spectra that may not
be strictly narrow-banded; i.e., 0 < e < 0.5. Second, the slopes of all of the
dimensionless maxima (except for fjrms) are equal to - o o and independent of
n as c > 1.0.
9.5. Wave Groups

Wave groups provide a tool for analyzing random waves that requires less data
than the ensemble average of all of the data x$ti),X2(ti),X3(ti),...
,x(t$
Real Ocean Waves
791
Fig. 9.24. Families of realizations Jjj^(f) with the same wave group A,(r) and one-sided
spectrum Sv(f) (Fassardi, 1993).
(vide., Fig. 9.1 in Sec. 9.1) but more data than the single one-sided spectral
density function 5^(/) as illustrated in Fig. 9.24. Many realizations rnf(t)
from an ensemble may have the same wave group characteristics that may be
analyzed by wave group parameters that are measures of this groupiness.
Each wave group shown in the center column in Fig. 9.24 consists of a
family of realizations r]if(t) and is much smaller than the ensemble of all of
the finite length realizations shown in the left column but, at the same time,
is much more robust than the single one-sided wave density spectrum 5^(/)
shown in the right column. Several wave group parameters have been proposed
that may be applied to evaluate the effects of wave groups for engineering
design. Medina and Hudspeth (1990) have shown that many of the wave
group parameters may be correlated and interrelated. A wave group parameter
that has shown some promise for evaluating damage to armor breakwaters
is the envelope exceedance coefficient a(t) combined with the run length or
spectral shape y applied by Medina, et al, (1994).
792
Rye (1982) reviewed many different wave groups parameters and methodologies and concluded that wave groups measured from field data compared
quite well with those numerically simulated with linear algorithms. The
validity of the linear model was also verified by Goda (1983), Elgar et al.
(1984, 1985) and Battjes and Vledder (1984) in relatively deep-water.
In his classic treatise on random noise, Rice (1954) developed an extensive
theory of noise that may also be applied to linear surface gravity waves (vide.,
Bracewell, 1986; Bendat and Piersol, 1986; Cartwright and Longuet-Higgins,
1956; and Dugundji, 1958). The envelope A{t) of the sea surface elevation
rj(t) appears to be an appropriate tool for analyzing wave groups. Medina and
Hudspeth (1987) and Hudspeth and Medina (1988) applied the envelope A(t)
of the sea surface elevation t](t) to analyze wave groups in random seas.
A stationary, ergodic and Gaussian random sea surface elevation at a fixed
location having a one-sided variance spectral density function 5^(/) may be
approximated by
M
7/(/) = J^
m cos(2nfmt + 0m),
(9.132)
m=\
where M = total number of wave components in the realization and A m , fm,

and 9m = the amplitude, the discrete frequency and random phase angle,
respectively, of the mth wave component. The random phase angle 6m is
uniformly distributed in the interval f/[0, In] by Eq. (9.85d) in Sec. 9.4.1.
The amplitude Am of each mth wave component and the one-sided variance
spectral density Sj,(f) are related by (Tuah and Hudspeth, 1982).
A2m = CmSr,(fm)Afa = -2\n(Um)Sr,(fm)Afa,
m = 1, 2, 3, . . . , M,
(9.133a,b)
where Cm = a chi-squared random variable with two-degrees of freedom; Um =

a random variable that is uniformly distributed in f/[0,1]; and Afa = discrete,
constant frequency interval in the one-sided variance spectrum Sn(f).
The Hilbert Transform H[f ()] of the function () is formally defined by
Bendat and Piersol (1986) and by Bracewell (1986) as
[?()] = - /
^ r -
(9-134)
793
Real Ocean Waves
For sinusoidal time series, Eq. (9.134) may be interpreted as a TT/2 phase shift
of (). For the random wave time series given by Eq. (9.132), the Hilbert
transform fj(t) is
M
rj(t) = ^
(9.135a)
Am sin(27tfmt + 9m)
m=l
M
= ] P Am cos {lnfmt
+ 0M - | ) .
(9.135b)
m=l
An analytic function z(t) is a complex-valued function defined by

(9.136a)
z{t) = r]{t) + iri(t),

where i = </^T or in polar form as
z(t) = A(t)exp[i(@(t) + <P)],
(9.136b)
where the envelope function A(t) is defined by

(9.136c)
A(t) = y/riHt) + f)Ht)

and the instantaneous phase function is computed from
[n(t)'
& (t) + <p = arctan
(9.136d)
In Eq. (9.136c) the positive values (+) of A(t) are the loci of the positive
maxima of the time series r](t) and the negative values () of A(t) are the loci
of the negative maxima of the time series rj(t).
The analytic function z(t) is illustrated in Fig. 9.25 where r](t) and the
Hilbert transform fj(t) are the vertical and horizontal displacements, respectively, of a point in the wave free surface. The following instantaneous
time-dependent functions of the Hilbert transform fj(t) may now be defined:
(i) the wave height function H(t) as
H(t) = 2A(t),
(9.137a)
(ii) the frequency 2 (?) as

Q (t) =
1 d ,
{arctan
lit dt '
nit)
(9.137b)
794
vio
VM
Fig. 9.25. Analytic function of r)(t) and the Hilbert transform Hilbert transform fj (t) (Bracewell,
1986).
50
60
70
80
90 100
t (sec)
Fig. 9.26. Wave surface r](t), Hilbert transform rj(t) of 77(f) and the envelope function A(t)
from a realization from Hurricane CARLA85 measured in the Gulf of Mexico.
and
(iii) orbital velocity V(t) as
V(t) = 2jtA(t)Q(t)
nH(t)Q(t).
(9.137c)
The instantaneous functions defined by Eqs. (9.137) are constants for strictly
periodic waves.
The envelope A(t) for a random wave realization measured during Hurricane Carla in the Gulf of Mexico from a relatively broad-banded wave
spectrum is illustrated in Fig. 9.26 along with the wave realization rj(t) and
the Hilbert transform fj(t) of rj(t).
795
Real Ocean Waves
The wave celerity C and group velocity CG have been formally defined
only for monochromatic wave by Eqs. (4.60) in Chapter 4.5. However, useful
approximations for a mean celerity C and a mean group velocity CG may also
be obtained for random waves. The spatial and temporal dependency of the
sea surface elevation may be approximated by
M
V(x,t)
= J2AmCos[2Tt(Amx
- fmt) + em],
(9.138)
m=\
where Am = the inverse of the wavelength Xm corresponding to the mth wave

component computed from the linear dispersion relationship
fl = ^-Am
tanh(27r A m /i),
(9.139)
lit
where h = water depth and g = acceleration due to gravity.

The Hilbert Transform fj(x, t) of rj(x, t) is defined as
M
fj{x,t) = J^
m sin[2;r(Amx - fmt) + 0m].
(9.140)
m=\
The envelope A(x,t) and wave height H(x,t) functions are still defined by
Eqs. (9.136c and 9.137a), respectively, butnow with two independent variables
x and t. Families of phase-shifted realizations rnf(x, t) shown in Fig. 9.24 that
have the same envelope function Ai(x,t) and the same flux of energy may be
expressed by
M
jtyCM) = J^ Am cos[27r(Amx - fmt) + (<9m - ^ ) ]
(9.141a)
m=\
= r](x,t) cos ^r + fj(x,t) sin i/f,
(9.141b)
where i^ = constant phase shift given to each m wave component.

The one-sided variance spectral density 5r,(A) in the inverse of the wavelength space domain is related to the one-sided variance spectral density 5^ ( / )
in the time domain by the frequency dispersion relationship Eq. (9.139) and
by the equality of differential spectral energies in each domain according to
'Jf)(.A m )dA m >r)\Jm)djm-
(9.142)
796
Envelope spectral density functions with unit variance in the frequency

r^ (/) and in the inverse wavelength Tn{K) domains, respectively, are defined
by the following spectral correlation integrals (vide., Hudspeth and Medina,
1988):
Tv{f)
= \ !
Sr,(y +
r(A)
= \ \
SJZ + Y) Sn{z)dz.
mQ Jo
V
A/
rriQ Jo
f)Sn{y)dy,
(9.143a)
(9.143b)
The Tn{f) and r^(A) defined by Eqs. (9.143) are not related in the same
way as the variance spectra of the sea surface elevation are by Eq. (9.16a) in
Sec. 9.3. The spectra of H(t) and H2(t) are approximately
SH(f)
(8 - 27r)m 0 r,(/),
SHi(f)
64mgr(/).
(9.143c,d)
Estimates for a mean celerity C and a mean group velocity CQ m ay be

computed from
k
(9.144a,b)
AG
where
r /max
r ^-max
/
/ =
fS,(f)df
** /min
/*/max
Sn(f)df
/
/*AX
fTn{f)df
/
Jo
/A/
/
Jo
Sr,fr)dk
** ^min
/A/
fc =
(9.145a,b)
/*^max
** /min
/
Jo
kSn(k)dk
J ^-min
'
Yr,(f)df
kTn(k)dk
(9.146a,b)
pAX
/
Jo
Tn{k)dk
/min;
(9.147a)
AA = A m a x A m j n ,
(9.147b)
A / = /max
where /max(min) = maximum (minimum) cut-off frequencies; Amax(min) =

maximum (minimum) cut-off wavelengths for the inverse wavelengths
related to /max(min) by Eq. (9.139); / = mean frequency; A =mean inverse
797
Real Ocean Waves
Fig. 9.27. Spectral and envelope spectral representations in the frequency and inverse wave
number space domains.
wavelength; / c = m e a n wave group frequency; and AG=mean wave

group inverse wavelength. Figure 9.27 illustrates the functions defined by
Eqs. (9.143-9.145) for a Goda-JONSWAP variance-preserving spectrum
Eq. (9.48) in Sec. 9.3.3 (Goda, 1985).
The Hilbert transform method for constructing envelopes is an exact low
pass filter (Bendat and Piersol, 1986) and may be compared with other low
pass filters that operate on the square of the wave surface profile such as
the Smoothed instantaneous Wave Energy //istory (SIWEH) introduced by
Funke and Mansard (1979) or the Local Variance Time Series (LVTS) introduced by Thompson and Seelig (1984). Hudspeth and Medina (1988) have
compared the distortions in wave height envelopes that have been computed
from the Hilbert transform methods in both time and frequency domains with
the SIWEH. The results of their comparisons for two Goda-JONSWAP spectra
that are broad-(y = 1) and narrow-(y = 10) banded are illustrated in Fig. 9.28.
This comparison suggests that only the exact low pass filter computed by
the Hilbert transform should be applied to evaluate wave groups by their
envelopes.
The definition for the energy flux per unit horizontal surface area (or, equivalently wave power (P), in Eq. (4.59) in Chapter 4.5) for monochromatic
waves is
H2
<P), = pg CG,
(9.148)
Fig. 9.28. Comparisons of envelope functions for a broad-banded (y = 1) and for a narrowbanded (y = 10) Goda-JONSWAP spectrum (Hudspeth and Medina, 1988).
where p = fluid mass density, g = gravitational constant, Co = group velocity

defined by Eqs. (4.60) in Chapter 4.5, and H = monochromatic wave height.
The monochromatic wave definition in Eq. (9.148) may be extended to random
waves in order to estimate the instantaneous energy flux per unit surface area
(P(*,f))/as
H2(x,t) (9.149)
= pg-CG.
8
Medina et al, (1994) have applied the extension in Eq. (9.149) to random
waves in order to evaluate the effects of wave groups for engineering design.
(?(x,t))t
Real Ocean Waves
799
lit)
c)
^2J=1 ,ilh(3te3
fo(2M 2Lh(3E>3
Fig. 9.29. Representation of (a) wave record; (b) sequence of wave heights; and (c) run lengths
(Medina and Hudspeth, 1990).
Efforts to correlate wave groups with parameters that are related only to
spectral shapes have met with varying degrees of satisfaction. Medina and
Hudspeth (1990) review some of the wave group parameters and found that
they could be interrelated. One of the parameters is related to run lengths
defined by the number of consecutive wave heights that exceed a specified
minimum threshold level h as illustrated in Fig. 9.29 where i L h (w) is the mth
length of a run of wave heights greater than the minimum threshold h and
2Lh(m) is mth length of a total run of wave heights that exceed the minimum
threshold h. In Fig. 9.29, the i L h (m) is defined by the interval between the first
upcrossing of the threshold h denoted by the symbol and the next succeeding
downcrossing of the threshold h denoted by the symbol*. The length of a total
run of wave heights 2Lh (m) is defined by the interval between two consecutive
upcrossings of the threshold h denoted by the symbols .
Some of the parameters that are related to spectral shapes and correlation coefficients are interrelated by Medina and Hudspeth (1990) as shown in
Fig. 9.30.
One of the possibilities for the inconsistent correlation of wave groups
with wave group parameters that depend solely on spectral shape was identified by Mase and Iwagaki (1986) as being due to the variability of realizations
from spectral shapes as illustrated in Fig. 9.31. They identify two independent
parameters in Fig. 9.31 that effect wave groups; viz., 1) the mean run length
that is determined by the spectral shape y and 2) an envelope exceedance
800
} r HH (l)
0 4 . SWELL (GODA.1983)
+ ++ KIMURA (GODA.I983)
Fig. 9.30. Comparison of 5 wave group parameters for 2 cut-off frequencies (Medina and
Hudspeth, 1990).
High
SM
Wave
Height
Variability
S.0)
^k /
H
~f
H
Low ' '
Short
Long
Fig. 9.31. Wave height variability and run length for different spectral shapes y.
coefficient a (t) that is a measure of the wave envelope variability. The possibility that two very different spectral shapes (y = 1 and 10, say) or, equivalently,
different run lengths may have the same wave height variability a(t); or
the possibility that the same spectral shape {y = 1 or 10, say) may produce
two very different values of wave height variability {ait) = 0.5 and 2.0, say)
Real Ocean Waves
801
LENGTH OF RUNS
WAVE HEIGHT VARIABILITY
Fig. 9.32. Wave group definitions and parameters (Fassardi, 1993).
are illustrated in Fig. 9.31. The wave group definitions and parameters are
illustrated in Fig. 9.32.
Medina et al, (1994) tested the envelope exceedance hypothesis on the
damage to breakwater armor units from wave groups. In their experiments at
the O. H. Hinsdale-Wave Research Laboratory (OHH-WRL) a single 3.7m
wide breakwater section in a 2D wave channel was divided equally into two
1.85 m wide sections with the two different armor rock weights and sizes
listed in Table 9.8. The wave group and spectral parameters tested are listed
in Table 9.9.
In these experiments, an average envelope exceedance coefficient a was
defined as
'
n=\
H(xo,nAt)
H*
-1,
(9.150a,b,c)
802
Table 9.8. Armor rock characteristics for

the O.H. Hinsdale-Wave Research Laboratory (OHH-WRL) experiments.
Weight W
(N)
Diameter Dn
(m)
128.5
99.1
0.168
0.154
Table 9.9. Wave group parameters for the

O.H. Hinsdale-Wave Research Laboratory
(OHH-WRL) experiments.
Envelope
El
E2
E3
E4
10
1
10
1
1.8
1.6
0.5
0.5
where E(a) = expected value of a; /() =Heaviside step function defined

by Eq. (2.1) in Chapter 2.2.2; N = total number of discrete wave height
exceedance values; H(XQ, nAt) =wave height function measured at XQ in
the 2D wave channel; and H* = characteristic design wave height, H\Q, say.
Figures (9.33a, c) confirm that the two odd-numbered envelopes El and E3
from the relatively narrow-banded spectrum y = 10 produced different damage results for both armor rock weights and sizes with the envelope having
the relatively higher wave height variability coefficient (El and a = 1.8) consistently producing the higher damage. Figures (9.33b, d) illustrate the same
results for the relatively broader-banded spectrum y = 1. The damage data
presented in the Shore Protection Manual (SPM) (1984) was fitted with the
following empirical formula:
r
, n 0.2
#10
HND
1.6
(9.151)
where Dlk = damage from the kth. wave run to the j'th rock size; and HND nodamage design wave height. These limited experiments on breakwater damage
due to wave groups suggest that both the run length (or spectral shape y) and the
803
Real Ocean Waves
0.8 0.9
11
1.2
1.3
1.4
1,5
1.6
1.7
1.8
1.9
Hw/H^
Fig. 9.33. Comparisons of armor damage to breakwaters by wave groups (Medina, et al,
1994).
wave height variability a should be considered when evaluating the parametric

dependency of wave groups on breakwater amor damage.
9.5.1. Resolving Incident and Reflected Random Wave Time

Series
In order to compute wave groups, wave heights or envelope exceedance coefficients, the incident wave time series must be known. Because of wave
reflections, a method to resolve the incident and reflected random wave time
series from wave gauges is required. A Finite Fourier Transform (FFT) algorithm computes the complex-valued wave amplitudes from which the incident
and reflected random wave time series may be resolved. Goda and Suzuki
(1976) and Goda (1985) modified an algorithm developed by Thornton and
Calhoun (1972) to resolve the incident and reflected wave spectra from wave
gauges separated spatially by a distance A/ (vide., Fig. 9.34). Kimura (1985)
804
Wave
Gauges
ox, ox 2
/////////////////////y
Fig. 9.34. Definition sketch for two wave gauges.
extended the Goda and Suzuki amplitude only algorithm to include wave
phases in order that both incident and reflected time series could be resolved.
Goda and Suzuki (1976) and Goda (1985) analyzed simultaneously by an
FFT algorithm two wave records that were recorded by two closely spaced
wave gauges that were aligned in the direction of wave propagation shown in
Fig. 9.34. If the incident mr\j and reflected m / wave time series at the y'th
wave gauge location at frequency 2jzfm are given by
my]j
= am cos[27T(fmt - AmXj) sm\,
mtj
= bm COS[27T(fmt + AmXj)
Pm],
(9.152a)
(9.152b)
then the composite wave profile at the y'th wave gauge may be expressed as
mVj +m$j = mAj cos(2nfmt) + mBj sm(2nfmt),
(9.153)
where
; A\
= am cos * m + bm cos <I>m,
^B\ = am sin * m - bm sin 3>m,
(9.154a)
(9.154b)
mA2
= am cos(27rA m Al + * m ) + bm cos(2Â m A + $ m ) ,
(9.154c)
mB2
= am sin(27r Am A + * m ) - bm sin(2Â m A + <*>),
(9.154d)
At = %2 X\,
(9.154e)
805
Real Ocean Waves
where the phase angles of the incident * m and reflected <&m waves,
respectively, are defined as
* m = 2n Amxi =F m
(9.155a)
$ m = 2nhmx\
(9.155b)
pm
and xi and X2 are the spatial wave gauge positions shown in Fig. 9.34. The coefficients mAj and m Bj may be related to the complex-valued FFT coefficients
fl/(m)inEq.(9.11c)by
Bj(m) =
IffJ tj i
(9.156)
where? = V ^ . G o d a and Suzuki (1976) and Goda( 1985) solved Eqs. (9.154)
sequentially for estimates of the amplitudes am and bm only. Kimura (1985)
extended the Goda and Suzuki algorithm to include a different reflection coefficient for each incident wave component in the complex-valued FFT spectrum.
Kimura defined incident and reflected wave profiles by Eqs. (9.152) and the
spatial phases by Eqs. (9.155). The solutions for the amplitudes and phases
from Eqs. (9.154) are
(mM mM cos27rAmA mB\
sm.2nhmAl)2
+ (m#2 + mM sin27rAmA mB\ cos2Â m A) 2
*2m
2| sin27rA m A|
-m^-2 + mAi cos2;rA m A + mB\ sin2Â m A
mB2 + mM sin27rA m A
tB\ COS2TT Am/S.
* m = arctan
(9.157a)
(9.157b)
bm =
(mM mM cos2:rA m A + mB\ sin27rA m A) 2

+ (m^2 mA\ sin27rAmA mB\ cos2Â m Al) 2
<pm = arctan
2|sin27rA m A|
(9.157c)
1A2 mM cos2:7rAmA + mB\

sm2nAmAl.
_mB2 mM sin27rAmA tB\ cos27rAmA
= 27rAmxi
Bm.
(9.157d)
806
For random waves, the time series are the superposition of many wave components given by Eqs. (9.152). Because Eqs. (9.154) apply to each mth Fourier
component in a random wave time series, linear superposition may be applied
to resolve the time series from a spectrum of complex-valued FFT components
(Goda, 1985). Goda and Suzuki (1976) observed that the spectral estimates
become unbounded at frequencies where the solutions for the linear wavelength Am from the linear dispersion equation (9.139) are 2nAm Al mix for
n = 1, 2, . . . , because the term | sin 27r Am At | in the denominator of the equations for the amplitudes am and bm in Eqs. (9.157a, c) becomes small and errors
from noise are amplified. Consequently, the wave gauge spacing A determines the upper and lower frequency limits of a band pass filter from which
the wave components may be separated into incident and reflected time series.
They suggest that the wave amplitudes am and bm may be resolved effectively
for Fourier component frequencies in the interval 0.17T < 2nAmA < 0.9n.
Goda and Suzuki (1976) recommend the following effective band pass limits
for experimental conditions:
0.03A.max < At < 0.45A.min,
(9.158a)
where A.max and Am;n denote the wavelengths computed from the linear dispersion Eq. (9.139) that correspond to the lower / m j n and upper / m a x frequency
limits, respectively, of the band pass filter. Although Kobayashi, et al. (1990,
p.723) identify and discuss several reasons for the low coherence at both high
and low frequencies in their algorithm for resolving time series from random
waves, the reason for the low coherences at both low and high frequencies in
their data is that there are no data at these frequencies because their algorithm is
also a band pass filter. Goda and Suzuki (1976) also recommend that the wave
gauges be located at least one wavelength Xmax away from both the coastal
structure and the wave generator in laboratory experiments. In order to improve
the resolution of incident and reflected waves, Kimura (1985) recommends a
slightly more conservative band pass frequency interval given by
0.15A.max < Al < 0.35A.min.
(9.158b)
In the rubble mound breakwater experiment of Medina, et al. (1994)

conducted at the O. H. Hinsdale Wave Research Laboratory, the algorithm
in Eqs. (9.154 and 9.157) was applied to resolve the incident and reflected
Real Ocean Waves
807
time series. Three sonic wave gauges were aligned in the direction of wave
propagation and were centered in the middle of the wave channel 10 m from
the toe of the breakwater and separated spatially by At 1.22 m as illustrated
in Fig. 9.35. A short temporal sample of the time series from each of these
three wave gauges is shown in Fig. 9.36.
The time series for the incident and the reflected waves for the run E1P1L7
were resolved from sonic wave gauges 1 and 2 as shown in Fig. 9.35 by
Eq. (9.153) and are shown in Fig. 9.37.
A0 = 1.22m
At At
Sonic Wave
Gauges
k >j< >|
I I I
O O O

Rubble
Mound
Breakwater
h=3.05m
123
10m
Fig. 9.35. Sonic wave gauge locations for rubble mound experiments at the O. H. HinsdaleWave Research Laboratory.
Time Series - Run E1P1L7
35
37
Time (s)
- G A U G E 2 - - - GAUGE3
Fig. 9.36. Time series from the three wave-gauges shown in Fig. 9.35.
808
T i m e
S e r i e s
- R u n
E l I * ! IJ'7
f^fefe/w
<so
T i m e Cs>
T i m e
S e r i e s
- R u n
E 1 P 1 L 7
T i m e s <s>
I n c i d e n t
T i m e
S e r i e s - R u n
E 1 P 1 L 7
60
T i m e <s>
R e f l e c t e d
T i m e
S e r i e s - R u n
E 1 P 1 L 7
0.4 - o-
"*J\p\f\J\f\jK^"-J^r^.rvr</\f^<v*~
^^"u-lr^^v^ÂÂA/V/\l^\
=S - 0 . 2 -
so
T i m e C*0
Fig. 9.37. Time series resolved from sonic wave gauges 1 and 2 in Fig. 9.35.
9.6. Random Wave Simulations

Digital simulations of random time sequences are required for both numerical analyses and the generation of laboratory waves by digital-to-analog
converters (DAC) (Hudspeth and Borgman, 1979). Algorithms for digital
Real Ocean Waves
809
simulations are available for both time and frequency domain simulations
(Borgman, 1969b). Only the frequency domain simulations are reviewed
here (Hudspeth and Borgman, 1979). Rice (1954) derives two mathematical
algorithms for representing electronic noise currents as stationary Gaussian
processes. Both of these algorithms have proven to be so robust that their
applications to many otherfieldsmay be found (vide., Cartwright and LonguetHiggins, 1956, Sec. 4; inter alios). The two noise algorithms of Rice (1954)
are applied to simulate Gaussian white noise spectra that may then be filtered in the frequency domain by a theoretical wave amplitude spectrum
from Table 9.5 in Sec. 9.3.2 or from a measured target wave amplitude spectrum in order to obtain a Gaussian random sea time sequence by Fourier
inversion of an FFT amplitude spectrum. Consequently, this algorithm may
be shown to be equivalent to filtering digitally Gaussian white noise (Tuah
and Hudspeth, 1982). Accordingly, applications of the Rice algorithms to
coastal and ocean engineering include estimating wave-induced hydrodynamic
loads on small member structures (Borgman, 1969b or Grecco and Hudspeth, 1983); generating random waves digitally in wave flumes (Hudspeth
and Borgman, 1979); and modeling both stationary (Bily and Bukoveczky,
1976) and non-stationary (Cacko and Bily, 1979a, b) coastal and ocean
processes. The FFT algorithm defined in Sec. 9.2 may be applied to both
conditional and unconditional simulations in the frequency domain. A random time sequence may be simulated unconditionally by applying either the
Nondeterministic Spectral Amplitude model (NSA) or the Deterministic Spectral Amplitude model (DSA) (Tuah and Hudspeth, 1982). The unconditional
simulation of a random time sequence with zero mean is most efficiently
computed in the frequency domain by an FFT algorithm (Borgman, 1982
and Hudspeth, et al., 1999). The descriptions for NSA and DSA simulations that follow apply the FFT notation in Eqs. (9.5) from Sec. 9.2 with
the frequency index in the interval 0< m < N 1; and the one-sided spectral density function Sm(m) defined by Eq. (9.15i) for radian frequencies
com and by Eq. (9.16d) for Hertzian frequencies fm in Sec. 9.3 at discrete
frequencies m df. However, the normalizing constant Cjy that appears in
all FFT algorithms and reviewed in Sec. 9.2 following Eq. (9.10) is not
included in the algorithm derived below; and this normalizing constant
Cyy must be determined uniquely as in Table 9.1 in Sec. 9.2 for each FFT
algorithm.
810
Nondeterministic Spectral Amplitude simulation (NSA)

The NSA simulation algorithm requires the following steps:
(i) For each discrete frequency fm = mdf in the interval 1 < m < N/2 1,
generate two independent Gaussian normal variables [am,bm] with zero mean
and unit variance N[0, 1] by
(9.159a)
N[0, 1].
These two Gaussian variables may be generated from uniform random numbers [U\(m) and U2(m)] in the interval U[0,1]; and the amplitudes am and
bm in Eq. (9.159a) may be computed by (Zelen and Severo, 1968)
am
cos(2nU2{m))
(9.159b)
sin(27r U2(m))
(9.159c)
= [-ln(t/i(m))]2
bm
The random deviates for Gaussian white noise am and bm may also be computed using an acceptance-rejection method (Zelen and Severo, 1968); or from
intrinsic functions in most software.
(ii) In the positive frequency interval 1 < m < N/2 1, initialize each
complex-valued FFT coefficient Bu (m) for the white noise amplitude spectrum
for the unconditional simulation by
Bu(m) = {flm
-ibm)
Svv(m)df
exp i(kmx),
1 < m < N/2 1.

(9.160a)
In the negative frequency interval N/2 + 1 < m < N 1, the complex-valued

FFT coefficients are the complex conjugates B*(m) of Eq. (9.160a) and are
computed by
BU(N - m) = B*(m),
N/2 + 1 < m < N - 1
(9.160b)
and for the mean of the time sequence at m = 0 and for the Nyquist or folding
frequency at m = N/2
Bu(m) = 0,
m = 0 and
m = N/2.
(9.160c)
811
Real Ocean Waves
Again, the normalizing constant Cjy that appears in all FFT algorithms
as discussed in Sec. 9.2 following Eq. (9.10) is not included in this algorithm; and this normalizing constant Cjy must be determined uniquely as
in Table 9.1 in Sec. 9.2 for each FFT algorithm.
(iii) Synthesize by inverse FFT the sequence Bu(m) to obtain a discrete
unconditional time sequence r]u(n) by
N-l
,~
Bu(m) expj ( Lizmn

-
*lu(n) = ^
m=0
n = 0,l,2,...,N-l.
(9.161)
Deterministic Spectral Amplitude simulation (DSA)

The DSA simulation algorithm requires the following steps:
(i) For each discrete frequency m df in the interval 1 < m < N/2 1, generate a single independent uniform random number U(m) that is uniformly
distributed in the interval /[0,1].
(ii) Obtain a sequence of random phase angles 0m for each frequency fm =
mdf that are uniformly distributed in the interval U[0,2n] by multiplying
each uniform random number U(m)by2n.
(iii) In the positive frequency interval 1 < m < N/2 1, initialize each
complex-valued FFT coefficients Bu{m) for the unconditional simulation
according to
Bu{m) = ^
Sr,V
exp -i(kmx
+ 6m),
1 < m < N/2 - 1. (9.162a)
In the negative frequency interval N/2 + \ <m < N 1, the complex-valued

FFT coefficients are the complex conjugates B*(m) of Eq. (9.162a) and are
computed from
BU(N - m) = B*(m),
N/2 + 1 < m < N - 1
(9.162b)
and for the mean of the time sequence at m = 0 and for the Nyquist or folding
frequency at m = N/2
Bu(m) = 0,
m=0
and
m = N/2.
(9.162c)
812
White noise spectrum

W(m)
W(m)
1.0
:nii
Target spectrum
Sm(m)
ttllllllllllLlllllllllltt>...
l...tlllll
TlM
iMl
L_ m
FFT spectrum
\B{m)\2
\Bu(m)['
JllllllUllllIlk,
**~~\ m
DSA METHOD
NSA METHOD
Fig. 9.38. Comparison of DSA and NSA random wave simulations in the frequency domain
(Tuah and Hudspeth, 1982).
Again, the normalizing constant Cjy that appears in all FFT algorithms
as discussed in Sec. 9.2 following Eq. (9.10) is not included in this algorithm; and this normalizing constant CJV must be determined uniquely as
in Table 9.1 in Sec. 9.2 for each FFT algorithm.
(iv) Synthesize by inverse FFT the sequence Bu{m) to obtain a discrete
unconditional time sequence rju(n) by
.
7V-1
?() = Yl
m=0
u(m)expi I
^
2nmn
N
n = 0,l,2,...,N-l.
(9.162d)
813
Real Ocean Waves
In the NSA simulation, the target wave amplitude spectral density function
fluctuates about the target spectrum much like measured spectral estimates
from real ocean waves. The randomness in the target energy spectrum in an
NSA simulation is produced by the nondeterministic generation of both the
amplitudes and the phases in Eq. (9.160a). In contrast, only the phase angles
6m are stochastically generated in the DSA simulation while the amplitudes are
deterministic. Therefore, the target wave amplitude spectral density function
in a DSA simulation is identical to the target spectrum. Both methods produce
realizations having approximately equivalent Gaussian properties (Tuah and
Hudspeth, 1982). In most FFT algorithms, the unconditional time sequence
is contained in only the real part of the complex-valued FFT coefficients. For
FFT algorithms applied in computers with limited CPU memory, the time
sequence may not be as long as desired because of this limitation. In these
cases, the length of the simulated time sequence may be doubled by using a
stacked FFT algorithm (Hudspeth and Borgman, 1979).
Figure 9.38 demonstrates that both the NSA and the DSA random wave
simulations are equivalent to filtering Gaussian white noise in the frequency
domain (Rice, 1954, p. 180 and Borgman, 1969b).
9.6.1. Conditional Wave
Simulations
A conditional simulation may be defined as a numerical method for embedding

a deterministic sequence of waves or wave groups into a random wave simulation having a specified target variance spectrum. The conditional simulation
may be performed either in the time domain or in the frequency domain. Both
time and frequency domain conditional simulations of water waves are given
by Hudspeth et al. (1999); but only the frequency domain conditional simulation is reviewed here. Hudspeth et al. (1999) compare numerical conditional
simulations of water surface elevations computed in the frequency domain
with measured laboratory waves generated by a planar hinged wavemaker in a
2D wave channel at the O. H. Hinsdale-Wave Research Laboratory at Oregon
State University. Their numerical FFT algorithm is derived from an algorithm
given by Borgman et al. (1993) for conditionally simulating many wave field
properties. The numerical stability of conditional simulations depends on the
condition of a covariance matrix that is a function of: 1) the ratio of the length
814
"Hco
J \ I \
-%
4+>ndt
(a)
TJC
o| /
Xs
\\ \ \ \ \ I\
\...A1/ 1/ 4-/
A / \ ndt
\/
(b)
Fig. 9.39. Schematic representation of: a) a deterministic embedded design wave; and b) a deterministic embedded design wave group in a random unconditional wave simulation (Hudspeth
etal., 1999).
of the embedded wave sequence to the length of the unconditional sequence;

2) the compatibility of the variance of the embedded wave sequence with the
variance of the target spectrum; and 3) the size of the discrete simulation time
step dt.
Numerical conditional simulation is an efficient method for generating a
random time sequence with an embedded deterministic wave or wave group.
An embedded deterministic wave of period Tp or wave group of length Tg
(vide., Fig. 9.39) may begin at any arbitrary discrete time t\ = n\dt and may
end at any arbitrary discrete time later tv = (n\ + v)dt, where the embedded
time interval (v + l)dt = Tp(g) for a periodic design wave (or wave group).
The two steps required to produce a conditional simulation are: 1) to generate
an unconditional NSA or DSA random wave simulation from a target variance spectrum by the procedures outlined in Sec. 9.6 (Rice, 1954; Borgman,
1969b and 1972b; Tuah and Hudspeth, 1982, inter alios) and 2) to embed
a deterministic time sequence into the unconditional simulation generated in
step 1) above.
815
Real Ocean Waves
A conditional water surface time sequence r)c(ri) at discrete times tn = ndt

may be expressed by
Vc(n) = J_/Bc(m)expil\,
m=0
n = 0, 1, 2,... ,N - 1, (9.163a)
'
where the conditional FFT coefficient Bc{m) at discrete wave frequencies

fm m df at a location x is
Bc{m) = (Ci(m) /C2(m))exp i(kmx),
m = 0,1,2,... ,N 1.
(9.163b)
The normalizing constant C^ that appears in all FFT algorithms as discussed in Sec. 9.2 following Eq. (9.10) is not included in Eq. (9.163b); and
this normalizing constant CN must be determined uniquely as in Table 9.1
in Sec. 9.2 for each FFT algorithm. The discrete wave numbers are solutions
to the linear frequency dispersion equation
komh = kmhtanhkmh,
(9.163c)
where the deep-water wave number kom = (2nfm)2/gA conditional simulation with an embedded time sequence r\e (n) at discrete
times tn = ndt in the interval n\ < n < n\ + v requires an unconditional
simulation rju(n) and two covariance matrices Cn and CnAn unconditional simulation of the water surface r)u (n) may be synthesized
from
riu(n)=J_jBu(m)exVi[--\,
m=0
n = 0, 1, 2 ... ,N - 1, (9.164a)
'
where
Bu(m) = (Um - iVm) exp -i(kmx),
l<m<N/2-l.
(9.164b)
Again, the normalizing constant CN that appears in all FFT algorithms as

discussed in Sec. 9.2 following Eq. (9.10c) is not included in Eq. (9.164b);
and this normalizing constant CN must be determined uniquely as in
Table 9.1 in Sec. 9.2 for each FFT algorithm.
816
The coefficients Um and Vm in Eq. (9.164b) for an NSA simulation by

Eq. (9.160a) are
jSw(m)df
Um m\;
_
>
\Sm(m)df
"m Pm\
(9.165a,b)
where am and fim are independent Gaussian normal variables with zero mean
and unit variance N[0,1] that may be computed by Eqs. (9.159) and where
Sm{m) = a one-sided spectral density function at discrete frequency fm =
mdf. The coefficients Um and Vm in Eq. (9.164b) for a DSA simulation by
Eq. (9.162a) are
Um =
Sm(m)df
cosOm,
Vm =
Sm{m)df
_.
sm8m,
(9.165c,d)
where 9m = random phase angle that is uniformly distributed in the interval

U[0, In]. The variances of Um and Vm are defined as
EK]=E[^] =
(9.165e,f)
One of the two required covariance matrices is a [(v + 1) x (v + 1)]

partitionedToeplitzauto-covariance matrix Cn = [Cov(t>, vu)] (Press etal.,
1986). The column vector vu contains the unconditionally simulated time
sequence t]u(n) in the discrete time interval n\ < n < n\ + v where the
embedded time sequence t]e(n) is to be embedded; i.e.,
r)u(n\)
(9.166)
v =
riu(n\ + v)
The elements in the covariance matrix Cn may be expressed in the frequency

domain by an auto-covariance function defined by Eq. (9.18a) in Sec. 9.3
that may be computed from either a target spectral density function from
either Table 9.5 or from the multiple parameter target spectra in Sec. 9.3,
for example, or from a measured wave spectrum by FFT coefficients where
each scalar element is the auto-covariance value for the discrete time lags
817
Real Ocean Waves
L 0, 1, 2, . . . v. Each scalar element of the covariance matrix C n may be

expressed in FFT notation as
(2nmi
m=0 V
t = 0, 1, 2 , . . . , v .
(9.167)
Because ??M(n) is related structurally to Bu(m) by Eqs. (9.5) or by

Eqs. (9.11), the covariance between r)u(n) and the real and imaginary components of the complex-valued amplitude FFT coefficients Bu(m) denoted as
Um and Vm, respectively, may be computed directly by
2n mn
n (JT
<M
(Sm{m)df\
Cov{Um,t]u(n)} = I ->-!
I cos
N
ICmX
(9.168a)
and by
Cov{V m , r)u(n)} = [ -u
I sin
2nmn
N
(9.168b)
ftmX
The second required covariance matrix Cu between the scalar elements of

the column vector v and the FFT coefficients Um and Vm is given by
C12 = [Cov{I/m,vn],Cov{Vm,vu}]
(2nmn
- y
kmxj ,
(2-nm{n\ + 1)
C12 = ( f )
cos \
\
kmx I ,
2nm(n\ + v)
- kmx I,
N
(9.169a)
. (2itmn\
^
sin
kmx
. / 27tm(n\ + 1)
kmx\
sin
~~N
sin I
kmx 1
(9.169b)
and the transpose Cj2 is given by
c
*-12
(m)Af\
2nmn\
cos |
nn
sin
N
2nmn\
N
\\
(2jtm(n\ + v)
kmx ) , . . . , cos |
^
N
kmX
\
. (2Ttm{n\ + v)
kmx ) , . . . , sin |
N
^r~ ~ )
kmx
kmx
(9.170)
818
The amplitudes C\(m) and C2(m) of the conditional simulation FFT

coefficients Bc(m) in Eq. (9.163b) may be computed from
>}=<<-<*-> + {)
C\(rn)
Cjim
(9.171a)
(9.171b)
A conditional time sequence r]c(n) may be simulated by either the NSA or

DSA models by the following steps:
(i) Simulate an unconditional time sequence r]u(n) by either the NSA or DSA
method that is outlined in Sec. 9.6 and determine the discrete time interval
n\ < n < n\ + v where the embedded time sequence vector ve is to be
embedded. The embedded time sequence r]e(n) is stored in the embedded
time sequence column vector ve according to
ve =
(9.172a)
The unconditional time sequence rju(n) in the same time interval as

Eq. (9.172a) is stored in the column vector v given by Eq. (9.166).
(ii) Solve the following vector equation for the column vector X:
C X = Ve
(9.172b)
Because the covariance matrix Cn is a symmetric Toeplitz matrix,

Eq. (9.172b) may be solved efficiently by a bordering method (Press et ah,
1986).
(iii) Compute the C\ (m) and Ci (ni) amplitudes of the FFT coefficient Bc (m) in
Eq. (9.163b) in the discrete frequency interval 0 < m < N/2 for the conditional
simulation from
'Ci(m)'
Urn
= C\2X +
C2(m)
(9.172c)
(9.172d)
In the negative-definite discrete frequency interval N/2 +1 <m<N 1,

the amplitudes in the negative-definite discrete frequencies are related
819
Real Ocean Waves
to the amplitudes in the positive-definite discrete frequency interval

1 < m < N/2 1 according to
Ci(N - m) = C\{m)
and
C2(N - m) = C2(m),
1 < m < N/2 - 1.
(9.172e,f)
For m = 0 (= the mean) and m = N/2 (= Nyquist or folding frequency)
d ( m ) = C2(m) = 0.
(9.172g)
(iv) For each discrete frequency fm=m df in the interval 0 < m < N/2, initialize the complex-valued FFT coefficient Bc(m) for a conditional simulation
at x according to
Bc(m) = [Ci(m) - iC2(m)] exp -i(kmx),
0 < m < N/2.
(9.172h)
In the discrete frequency interval N/2 <m<N 1, initialize the complexvalued FFT coefficient Bc(m) for a conditional simulation at x according to
BC(N -m)
= B*(m),
N/2 < m < N - 1,
(9.172i)
where B*(m) =the complex conjugate of Bc(m).

(v) Synthesize the sequence Bc{m) by inverse FFT to obtain the conditional
time sequence
Bc(m)expil\,
m=0
n = 0,1,2,..., AT-1.
(9.172J)
'
Again, the normalizing constant CM that appears in all FFT algorithms as

discussed in Sec. 9.2following Eqs. (9.10) is not included in Eq. (9.172i); and
this normalizing constant C/v must be determined uniquely as in Table 9.1
in Sec. 9.2 for each FFT algorithm.
An example of this conditional simulation algorithm for an embedded wave
group is illustrated in Fig. 9.40. A proof that the conditional simulation r)c{n)
given by Eq. (9.172J) contains the desired embedded sequence of a deterministic wave or wave group r\e (n) in a specified interval n\ < n < i + v i s given
by Hudspeth et al, (1999). A proof that only the values of the unconditional
820
100
110
130
time (sec)
time (sec)
(c)
1.(0
(m)
80
90
100
110
time (sec)
Fig. 9.40. Embedded wave group (H = 4.0 m; Tg = 12.8 sec) in a Goda-JONSWAP (DSA)
unconditional simulation (Hs = 4.0 m; / 0 = 0.27 Hz; y = 1.0; N = 2048; dt = 0.1 sees):
a) unconditional simulation rju(t); b) embedded periodic wave group rje(t) with embedded
sequence length v + 1 = 128; and c) conditional simulation r)c(t) (Hudspeth et al., 1999).
821
Real Ocean Waves
-3 A
80
100
120
time (sec)
conditional simulation
unconditional simulation
Fig. 9.41. Modification of the conditional simulation shown in Fig. 9.40 only near the ends of
the embedded sequence at t\ and tv following the embedding of a deterministic wave group
(Hudspeth et al., 1999).
time sequence r)u{ri) near both ends ofthe embedded interval at t\ n\dt and
at tv (v + \)dt are modified may be found in Hudspeth et al. (1999) and is
illustrated in Fig. 9.41 for the conditional simulation shown in Fig. 9.40.
Numerical Instabilities
The column vector X in Eq. (9.172b) becomes unstable due to an illconditioned covariance matrix Cn for the following three conditions that have
been determined numerically (Hudspeth et al., 1999):
(1) Length of embedded sequence compared to the length of unconditional
sequence
The covariance matrix is well-conditioned for inverting when the ratio Rv/w
ofthe embedded sequence length v + 1 (= Tp(g)) to the total record length
N (= TR) is less than 2~4 for base 2 FFT algorithms; i.e.,
J\
1R
(2) Compatibility ofthe variance of embedded sequence with the variance

of target spectrum
The numerical stability improves when the variance ofthe embedded sequence
is approximately equal to the variance ofthe target or measured spectrum.
(3) Size of discrete simulation time step dt and FFT interpolation
If the discrete time step dt is too small, the covariance matrix Cn becomes
ill-conditioned. This may occur, for instance, when simulating digitally the
822
motion of a planar wavemaker (Hudspeth and Borgman, 1979). A small

simulation time step produces numerical instabilities in the Cn matrix that
may be avoided by applying an FFT interpolation algorithm. Stable numerical
conditional simulations may be computed for a relatively large time step dt
and a relatively small number of time values N. Applying an FFT interpolation
algorithm, the simulation may be transformed to drive a planar wavemaker by
reducing the size of the time step by the ratio dt/ j and subsequently increasing the number of time values by jN so that the frequency distribution of the
energy in the target variance spectrum will remain unchanged. This may be
accomplished if
df =
T777
Ndt
TTT
UN) (?)
>r
Njdtj
= a constant.
(9.174)
For base 2 FFT algorithms, both Nj and j must be equal to 2 raised to an

integer power.
Figure 9.42 illustrates a comparison made at the O. H. Hinsdale-Wave
Research Laboratory at Oregon State University between a measured and a
conditionally simulated embedment of a single deterministic wave group of
significant wave height Hs = \3 ft, wave group period Tg = 15.36 sec and a
discrete embedded length of v + 1 = 64. This deterministic single wave group
70
75
80
85
95
time (sec)
Fig. 9.42. Comparison between rjc (solid ) and measured ? ; ( - - - ) conditional simulation
with an embedded wave group in the 2D wave channel at the O. H. Hinsdale-Wave Research
Laboratory at Oregon State University (Hudspeth et al., 1999).
Real Ocean Waves
823
sequence was embedded in the unconditional time sequence at t\ = 72 sec. The

wave channel simulation was measured at a distance* = 136.2 ft. fromaplanar
hinged wavemaker in a channel depth h = 7.0 ft. The deterministic single
wave group was embedded into a DSA conditional simulation from a GodaJONSWAP variance preserving spectrum in Eqs. (9.48) in Sec. 9.3.3 with
parameters in Eqs. (9.48) of y = 1.0, m0 = 0.11 ft 2 (#, = 1.3 ft), f0 = 0.3 Hz.
The conditional simulation time sequence of length N = 2048 and discrete time
step dt = 0.24 sec was transformed by an FFT interpolation algorithm with the
parameter j = 22 = 4 in Eq. (9.174) to a new simulation time sequence of
length Nj = 8192 and discrete time step dtj = 0.06.
9.7. Data Analyses: An Example from Hurricane CARLA

Methods for the analyses of time series are sophisticated and robust (vide.,
Blackman and Tukey, 1959; Bendat and Piersol, 1980 and 1986; Box and
Jenkins, 1976; Otnes and Enochson, 1972; inter alios). An example from
a wave record from Hurricane CARLA measured in the Gulf of Mexico is
given only to illustrate some of the methods that are available for analyses
of random data and is not intended to be a substitute for the more detailed
references noted above. The following analyses are applied to a water surface
elevation record r](t) measured during Hurricane CARLA that are digitized
at dt = 0.2 sec intervals and contains N = 4096 data values in a record that is
TR = 819.2 sec in length. The example analyses include the following:
(i) Compute the 4096 two-sided, complex-valued FFT coefficients Bm for
the time series rj(t) for Hurricane CARLA85 digitized at dt = 0.2 sec;
compute the mean n\ and variance //,2 by Eqs. (9.14a, b) in Sec. 9.3
for the N = 4096 values of the time sequence; and plot both the time
sequence r](n) and the unsmoothed raw two-sided amplitudes of the
complex-valued FFT coefficients | Bm | to obtain a two-sided amplitude
spectrum of the water surface.
(ii) Divide the total discrete time sequence of r}(ri) with NR = 4096 discrete values into eight equal length subrecords of Ns 512 values that
are each Ts = 102.4 sec in length. Compute the complex-valued FFT
coefficients Bm for each of these Ns = 512 value subrecords; compute
the mean/xi and variance fi2 from Eqs. (9.14a, b) in Sec. 9.3 for each of
824
the eight subrecords; compute a smooth one-sided amplitude spectrum

21 Bm | by averaging the eight FFT coefficients from each subrecord at
each discrete frequency fm = mdf; compare the smoothed measured
spectral density function 2\Bm\/df computed from the averaged FFT
coefficients with the generic two-parameter spectral density function
from Eq. (9.29c) in Sec. 9.3.1; and place 90% confidence intervals from Eq. (9.63) in Sec. 9.3.5 on the ten most energetic spectral
estimates around the spectral peak frequency /o = coo/ln.
(iii) Normalize the discrete time sequence r)(n) in accordance with
Eq. (9.80a) in order to obtain a zero mean, unit variance realization
f (n) and compare the pdf for this normalized time sequence with a
Gaussian pdf in Eq. (9.80b) for a zero mean, unit variance process.
(iv) Compute the envelope function A(t) by Eqs. (9.136) in Sec. 9.5 for
wave groups by the Hilbert transform fj (t) for periodic time sequences
from Eqs. (9.135). Plot the wave profile rj(t), the Hilbert transform
f){t); and the envelope function A(t) for the first subrecord #1 of
subrecord length NS = 512.
Results
(i) The time series t](t) for the hurricane waves and the unsmoothed raw twosided amplitudes of the TV = 4096 complex-valued FFT coefficients \Bm\ for
the hurricane time series are shown in Figs. 9.43 and 9.44, respectively. Note
in Fig. 9.43 near t = 720 sec that there is a wave of approximately H = 40 ft in
wave height that occurs in a water depth of approximately 100 feet. The mean
from the time sequence is JJL\ = 0.01 ft and the variance mo = 22.31ft2.
25
20
&10
S5
-5
-10
-15
-20
0
120 240 360 480 600 720 840
t [sec]
Fig. 9.43. Time series of hurricane waves from Hurricane CARLA85 measured in the Gulf of
Mexico (MI =0.01 ft and n2 = 22.31 ft2).
Real Ocean Waves
825
Hi
-Ir
~n~
:i:
m
in
0.001
it
1024
- i i -
ir
bn*E
SE3i
= P=i:
-II-
t=tzt:
--I[I
I
I
2048
3072
4096
m
Fig. 9.44. Amplitudes of FFT coefficients for Hurricane CARLA85 waves in Fig. 9.43
( d / = 1/819.2Hz and M2 =22.31 ft2).
(ii) In order to obtain smoothed spectral amplitude estimates | Bm | from the

raw FFT amplitude estimates \Bm | shown in Fig. 9.44 the raw FFT amplitude
estimates are smoothed by the segment averaging method of eight distinct
and disjointed subrecords of 512 data values each from the original wave
time sequence of 4096 data values (Bendat and Piersol, 1986, Chapter 8.5.4).
Figure 9.45 illustrates the eight time series segments (subrecords) from the
Hurricane CARLA85 wave record of 4096 data values. Note in Fig. 9.45 in
subrecord #8 near t = 710 sec the nearly 40 foot high wave that was identified
near t = 720 sec in Fig. 9.43. The reason for this small difference in the time
of approximately 10 sec for the time of occurrence of this large wave between
Figs. 9.43 and 9.45 and that the wave time series in each figure do not appear
to be continuous from one subrecord to the next subrecord is due to the 2.4 sec
truncation of each subrecord to exactly Ts = 100 sec for the purpose of plotting the subrecords (i.e., Ts = 102.4 sec vs Ts = 100 sec in Fig. 9.45). The
FFT analyses, however, were computed on the full N = 512 data values and
T$ = 102.4 sec for each subrecord.
The one-sided FFT amplitude estimates 2\Bm\ computed from the raw
complex-valued FFT coefficients for each of the 8 time sequence subrecords
shown in Fig. 9.45 are illustrated in Fig. 9.46 as one-sided energy amplitudes
computed by Eq. (9.15j) for comparisons later with wave energy spectral densities. Only the 40 most energetic, low-frequency amplitudes estimates are illustrated in Fig. 9.46 in order to avoid plotting the large number of zero amplitude
estimates shown in Fig. 9.44 and, consequently, to improve the identification
of the energy contributed by each frequency to the total variance (cf., the
826
40
140
60
160
180
200
380
400
580
600
t (sec)
t (sec)
300
300
320
340
360
t (sec)
500
t (sec)
600 620 640 660 680 700
t (sec)
500
520
540
560
t (sec)
740
760
t (sec)
Fig. 9.45. Time series of hurricane waves from eight subrecords from Hurricane CARLA85.
827
Real Ocean Waves
10
^-0.1
0.01
i i U'
mmm
"-i+t i -
II
0.001
1 1
13
44
BB
HhMWM
I I
isg=E:
xaxlxt:
.iiaiL
'as
:ii3:
MM
30
:sig=e
_n i
0.01
rti3=t
i i I*I
iiiai
-t-t-
#3
'ill IS
PI- T"PM
0.001
20
10
' ' "!Jq
30
0.01
0.001
as
1~Ms**stl
:nx
I I I
10
:t=ti
ô.i
0.01
0.001
iap=t
rfis_ f a i n
1-t-l-l-
t-t-i-t-
-f-t-l-h
III3EE
I I 3 I C
II33IC
10
30
20
m
m
"!1im w
H^ -IS
UPP
PW
.fe^dd-tefe^^^
40
i3E
133=E
: M 3 = c
10
1t-l-
Sf
20
iiiii
mm
M ill! 111
i^^=
EI3:
10
20
= E33=E
0.001
mE
10
10
r i
E
L_L_| '
30
40
0.01
0.001
"t-t-I 1 "
5%5x^4
II3ZC
'xilxc
EEIQElE
-4-44-11
20
I I I'l
30
-4-44-1-
E g = i = E3E3:=1=1=
E E 3 3 E I E = EEESEF
- 4 - 4 - 1 -1 - 4 - 4 4 - 1 - - 4 4 y ^
1 1*!
= 33=1H
EE53EE : E 3 3 = F
-4-44-1- -4-44-1- -4-44-11 1 I I
1 1 1 1 1 I I 1
10
ttsy
I I I I
5 S 3 3=1= = S3=I=F=
=t=t;J= :3=l=
-4-411 - 4 - 4 4 - 1 - - 4 - 4 4 - 4
M i t e = g | 3 = E E3==f=!=E=
1 T
^0.1
I
as
!!s
40
#7
S33SE
x a d i t
:iIS
0.01
J-4-4-
#6|
!H irti
I > *~f
40
333
+ 44-
kti!b^jS ,444.
=Baa=e j s a s s e
ixnnx
30
33 =
E5E1E
+ 4-1-
WWWBMlBWBaB'
' I
I=t=t=
x%-i^
30
20
10
^ 0 . 1 \i
Sill
iill
-4I1-
1JJ=U
igg=E
iiiim
IUXDZIX
I I I I
40
irxazt-
i i l l
n
0.01
i*B_o.i !
I 3 3 3 3 E E 5 3 E #5
+ 44
:J,j,J_ULj,4_l.
t-44!+
10
a
.r. i
1 0
a
~
0.001
E333E i l l #2
4-44-I-
0.001
0
0.01
wmWrnM
'3HPH
40
WP
!Hfl IB!
; sag =e
10
i^.0.1
1- -1~t-tl:33E
20
m
10
10
= #1
20
m
40
:*:>
4 4 4 1-
;1tr
30
40
Fig. 9.46. One-sided raw FFT amplitudes for the hurricane waves from the eight subrecords
shown in Fig. 9.45 from Hurricane CARLA85 (df = 1/102.4 Hz.).
non-deterministic definition of Fourier coefficients in Sec. 9.2). Because the

total number of discrete values has been reduced from NR = 4096 values for
the full time sequence shown in Fig. 9.44 to Ns = 512 values for each of the
eight subrecords shown in Fig. 9.45, the total number of discrete frequencies
828
Table 9.10. Summary of peak frequency discrete values mPN

for the Hurricane CARLA85 time sequences (dt 0.2 s).
N
mPN
f0 = mPNdf = mPN/Ndt
too = 27r/b(rad/s)
(Hz)
A^=4096
Ns = 512
65
0.079
0.499
8
0.078
0.490
in the spectra of each of the eight subrecord has also been reduced by eight by
Eq. (9.10). For the Hurricane CARLA85 wave amplitude spectrum, the radian
peak frequency is coo = 0.499rads/s (vide., Table 9.3 Column 3, Record No.
06885/1 in Sec. 9.3.1). The discrete value mPN for the radian peak frequency
o>0 = mPN2ndf for a discrete sequence of length N may be estimated by
m
^ p _
lizdf
mmt
lit
0-499
ftads/B)
s =
a o
In
where N dt l/df from Eq. (9.10). The values for mPN for both the full
NR = 4096 record and each of the eight subrecords of Ns = 512 discrete
values are summarized in Table 9.10. Because the number of data values
NR = 4096 in the total Hurricane CARLA85 time sequence was divided by
eight for each subrecord, the value of the peak frequency mPN for the full
NR = 4096 length record was also reduced by approximately eight for each
subrecord. However, the numerical value for the peak radian frequency coo
remained constant for each of the eight subrecords and approximately equal to
COQ = 0.499 rads/s by Eq. (9.175). The reason that the spectral peak frequency
COQ for each of the eight subrecords is not exactly coo = 0.499 rads/s is because
the integer m is not exactly m = 8 but, rather, is equal to m 65/8.
The mean [i\ and variance JJL2 are random variables for each of the eight
subrecords and the ensemble averages of these two random variables are tabulated for comparison with the temporal average of the total CARLA85 time
sequence in Table 9.11. This comparison of ensemble averages with a single
temporal average is an illustration of the stationary ergodic hypothesis from
Eq. (9.1) in Sec. 9.1
The last two columns in Table 9.11 " S / 8 " and "4096" demonstrate that
mean ji\ and variance (X2 computed from the ensemble average of the eight
829
Real Ocean Waves
Table 9.11. Comparison of means \i \ and variances n 2 for the C ARL A85 time sequences
in Fig. 9.45.
Record #
Mi(ft)
/x2(ft)2
#1
#2
1R
115
116
in
;/8
E/8
0.05 -0.22 -0.04 0.18 -0.24 0.12 0.17 -0.12 -0.01

25.41 21.49 16.13 22.26 24.64 17.32 24.72 26.64 22.34
10
20
30
4096
-0.01
22.31
40
m
Fig. 9.47. Comparison between the smoothed segment averaged one-sided spectral amplitudes
from the eight Hurricane CARLA85 subrecords with the generic two-parameter spectrum for
spectral parameters mo = 2 2 - 3 1 ft2; <0 = 0.499 rads/s; 90% confidence limits a = 0.05 (*.) and
a = 0.95 Or).
discrete time sequences in Fig. 9.45 in the column " E / 8 " are statistically
equivalent to the mean /xi and variance fj.2 computed by the temporal average
over the entire NR = 4096 values of the full Hurricane CARLA85 time
sequence in column the "4096".
The eight raw two-sided spectral amplitude estimates | Bm | for each discrete frequency m df are averaged over the eight subrecords or segments; and
the two-sided smoothed spectral amplitude estimates | B, \ are converted to
one-sided spectral densities by Eq. (9.15i) in Sec. 9.3. Figure 9.47 compares
the eight smoothed segment averaged one-sided spectral amplitude estimates
2\Bm\ computed from the two-sided complex-valued FFT amplitude estimates Bm from the eight Hurricane CARLA85 subrecords or segments with
the two parameter generic spectral amplitudes computed from the generic
830
10
20
30
40
m
Fig. 9.48. Comparison between the smoothed segment averaged one-sided spectral densities
from the eight Hurricane CARLA85 subrecords with the generic two-parameter one-sided
spectrum for spectral parameters mo = 22.31 ft , COQ = 0.499 rads/s; 90% confidence limits
a = 0.05(A) and a = 0.95(T).
spectral density function in Eq. (9.29c) with the spectral parameters of a mean
/U-i =0.0 ft; a variance/^2 = mo = 22.3 lft 2 ; and a peak radian wave frequency
&>o = 0.499 rads/s. Figure 9.48 compares the eight smoothed segmentedaveraged one-sided spectral density computed from the two-sided FFT
amplitudes by Sm(m) = 2\Bm\2/df from the eight CARLA85 subrecords
or segments with the two parameter generic one-sided spectral density from
Eq. (9.29c) in Sec. 9.3.1 with the spectral parameters of a mean ii\ 0.0 ft; a
variance mo = 22.31 ft2; and a peak radian wave frequency a>o = 0.499 rads/s.
The conversion from spectral densities to spectral amplitudes is given by
Eq. (9.15i) in Sec. 9.3. Because N dt = 512(0.2) sec = 102.4 sec, the spectral
density ordinates in Fig. 9.48 are approximately 100 times larger than the spectral amplitude ordinates in Fig. 9.47 by Eq. (9.15i). The Hurricane CARLA85
amplitude and density spectra are both plotted as "dots "; and the Generic
2-parameter values as "solid lines " in Figs. 9.47 and 9.48. The 90% confidence intervals computed from Eq. (9.63) in Sec. 9.3.5 are plotted in both
Figs. 9.47 and 9.48 for the ten most energetic frequencies around the spectral
peak frequency m = 8. The a = 0.05 lower limits are plotted as vertical
triangles ; and the a = 0.95 upper limits are plotted as inverted triangles T.
(iii) The 4096 time sequence values rj(n) are normalized in accordance with
Eq. (9.14c) in Sec. 9.3 or Eq. (9.80a) in Sec. 9.4.1 in order to obtain a
dimensionless zero-mean /xi = 0 and unit variance /X2 = 1 time sequence ()
831
Real Ocean Waves
(=(<n-Mî)o,'n
Fig. 9.49. Equal 10% probability histogram of normalized CARLA85 data(n) compared with
a Gaussian pdf for a zero-mean, unit variance process N[0, 1].
that may be compared with the zero-mean, unit variance Gaussian pdf from
Eq. (9.80b). The normalized time sequence values () are shown in equal
10% probability bins of unequal widths in Fig. 9.49 (Bendat and Piersol, p. 93,
1986) and are compared with a Gaussian pdf for a zero-mean, unit variance
process. Because more than 20% of the time sequence values from Hurricane CARLA85 are in the 2 bins compared to only 5% for a Gaussian pdf,
the Hurricane CARLA85 waves are definitely not Gaussian! There are many
more large positive and negative time sequence values of the water surface
in the hurricane waves than in linear Gaussian surface gravity waves, (vide.,
Fig. 9.18 in Sec. 9.4.1)
(iv) The envelope A{t) computed by Eq. (9.136c) for a random wave realization
from the relatively broad-banded spectrum from subrecord #1 from Hurricane
CARLA85 shown in Fig. 9.45 is illustrated in Fig. 9.50 along with the wave
realization t){t) and the Hilbert transform /)(?) of the realization computed by
Eqs. (9.135) (vide., Sec. 9.5 for wave analyses by the Hilbert transform and
the wave envelope function).
9.8. Random Wave Forces on Small Circular Members

Wave forces due to random waves on the pile members of steel-jacketed,
space-frame offshore platforms may be modeled by the Morison equation
832
-20 -I
20
40
60
80
100
t(sees)
Fig. 9.50. Water surface 77(f), Hilbert transform ij(t) and envelope function A{t) for a random
wave realization from subrecord #1 from Hurricane CARLA85.
(vide., Chapter 7.2). A brief literature review of the early publications on

this topic may be found in Grecco and Hudspeth (1983) and in Tuah and Hudspeth (1985b). A probability density function (pdf) computed from the Fourier
cosine transform of a moment generating function and a covariance function
for the wave force per unit length on a small vertical pile are derived for the
Morison equation (Tuah and Hudspeth, 1985b). The dynamic response of an
idealized steel-jacketed, space-frame offshore platform from Wave Project II
(WPII) is evaluated from a one-dimensional wave spectral density function
and the linearized Morison equation (Grecco and Hudspeth, 1983).
9.8.1. Probability Density Function p(Y) (pdf) and Covariance
Function CfTFT{r) for Nondeterministic Wave Force per
Unit Length for a Small Vertical Circular Pile
A probability density function p(Y) (pdf) computed from the Fourier cosine
transform of a moment generating function ^YC?) and a covariance Function
CfTpT (T) are derived for a wave force per unit length Y(t) computed from the
Morison equation (Chapter 7.2) for small diameter vertical piles and linear,
Gaussian waves (Tuah and Hudspeth, 1985b ). The pdf and covariance functions may be compared with alternative functions derived by Borgman (1965)
and by Hino (1969) and with measured wave forces from WPII on a single
vertical pile on a prototype steel-jacketed, space-frame offshore platform.
833
Real Ocean Waves
Wave force per unit length probability density function p(Y) (pdf)
The wave force per unit length probability density function p(Y) (pdf) is
derived from the Fourier cosine transform of a moment generating function
* Y O ) (vide., Sec. 9.4 or Davenport and Root, 1963). The dimensionless
wave force per unit length Y(t) from a linear, Gaussian sea on the small
vertical shown in Fig. 9.51 may be computed from the Morison equation in
Chapter (7.2) by
Y(0 =
dFT{t)
Cmp(7tD2/4)^
Kuu\u\ + Ka
du
dt'
(9.176)
where Cm = dimensionless inertia coefficient; p = fluid mass density;

D vertical pile diameter; oa standard deviation of the horizontal water particle acceleration; u = horizontal water particle velocity; du/dt = horizontal
water particle acceleration; and the coefficients Ku and Ka are defined as
Ku =
Ka =
Cd_
pnD OaJ
1
(9.177a)
(9.177b)
On'
n!m/>n>)>i>>>iiu>p)fyii
I
I
>>)>>>>} mil >)ii> > in

t
I
Fig. 9.51. Definition sketch for wave forces on a small vertical circularpile (Tuah and Hudspeth,
1985b).
834
A characteristicfunction I/T (co)fromEq. (9.75) in Sec. 9.4 for the random

variable Y(t) may be computed from
TM<W)
du
Kadi
= [exp(r'wY(0)] = E Kuu\u\ +
P dud
\dtJ'
L Looexp r VuUM + Kap{u^)\'to)
V' ^ )
VaF
(9.178)
where [] = expectation operator in Eq. (9.1) in Sec. 9.1 and the joint
probability density function p (, ) for u and du/dt is given by
p(u,du/dt)
1
ITTOUO,
du/dt
1
"2
exp
(9.179)
On
where cru,aa = standard deviation from Eq. (9.14b) in Sec. 9.3 of the horizontal
water particle velocity u and horizontal water particle acceleration du/dt,
respectively. Scaling the horizontal water particle velocity and acceleration
by their standard deviations according to
du
V<7 =
Ou
a =
dt
and substituting Eq. (9.179) into Eq. (9.178) yields
2n
f
Jo
/OC
JO
= -\f
1
2TT
cos(Kucr^coq) exp (-^)
dq
s/q
cos(Kaaaa>y/a) exp (=^L)
da
y/tt
fi(a),q)exp[-j-\dq
A[l)x2(I
x /
(?)*"jf
f2(co,a) exp I ) da
(9.180a)
835
Real Ocean Waves
where the Laplace transforms ;() in Eq. (9.180a) are defined by

(Oberhettinger and Badd, 1973)
cos 2 I arctan
CX ( - ) = V27T
CO
.?J
1/4
1+
CO
2 ( - ) = V 2n- exp
(9.180b)
(9.180c)
-( a <7 a <y)
where
=
(9.180d)
2*W
Substituting Eqs. (9.177b and 9.180b-d) into Eq. (9.180a) yields the following
moment generating function ^YC?) for Y(f):
cos 2 I arctan
*Y(*)
-,1/4
exp
(9.181)
1+ r
The probability density function p(Y) (pdf) for the symmetric dimensionless
random wave force per unit length Y may be computed from the Fourier cosine
transform of the moment generating function ^yfa) according to (Papoulis,
1984)
P(Y)
n Jo
VY(s)
cos(Ys)ds.
(9.182)
Substituting Eq. (9.181) into Eq. (9.182) and making a change of variables
s
- = V rr
836
gives
COS^Y-V/T") cos(arctan
P(Y)
2n JQ
(
x ex
Pi
T I JT
x exp
^(l+T)1^
f
Y~ / /(^' Y ' T )
2TT
y/x)
(9.183)
l 2
where .() inEq. (9.183) is the Laplace transform of / ( , Y , r) that may be

computed from
= / exp
'y) v I
(^
,x
exP|
(?+
+ exp
,Y)
4
)D_1/2(g+Y)
(I - Y) 2
D_i/2(-Y)
(9.184)
where D_i/2() = the parabolic cylindrical function (Miller, 1965) given by
D_i /2 (X) =
ArX
2
fn\K
"/_i / 4 ( ) - /i/4 ( f ) ] ,
[/_, /4 ( ? ) + /i/4 ( ) ] ,
X>0
(9.185a)
X < 0 , (9.185b)
where the modified Bessel function of the first kind Is() of order 5 (vide.,
Eq. (2.52) in Chapter 2.4.3) may be expanded in the following polynomial
837
Real Ocean Waves
series (Luke, 1975):
^/4J2bnOOSn
I1/4(0 =
l?l<8
arccos
(9.186a)
w=0
oo
1/4
/-i/4(0 = T J2Cn
cos n
|?|<8,
arccos
(9.186b)
n=0
16
^-i/4(o = - ^ E * cos n
V(2^0 n=0
1-1/4(0
exp(-f)
7 -)]
oo
f > 8, (9.186c)
10
COS ft
arccos
rc=0
-o: + h (0,
/4
S > 8.
(9.186d)
The series in Eqs. (9.186) converge very rapidly; and the coefficients bn,cn, dn
and en are tabulated by Luke (1975) and by Tuah and Hudspeth (1985b,
Appendix). The pdf p(Y) in Eq. (9.183) may now be expressed as a parabolic
series according to
ex
2
PW = \H~
V an P(-Y )
exppP^]D_1/2(+Y)
+ exp[^^]D_i /2 (?-Y)
(9.187)
The symmetric parabolic pdf in Eq. (9.187) has a higher and narrower peak
than a Gaussian (Normal) pdf in Sec. 9.4 as illustrated in Fig. 9.52 for a normalized dimensionless wave force per unit length f = Y/^/ay for = 0.53.
Statistical moments for the dimensionless wave force per unit length Y may
be computed from the derivatives with respect to s of the moment generating
function ^YC?) according to (Davenport and Root, 1963)
E[YnexpsY]
= ^VY(s),
s = 0,
(9.188a)
where the odd moments n = 1, 3, 5, 7 , . . . are zero because ^YC?) is

symmetric; and the even moments n = 2, 4, 6, 8,... may be computed from
2m i
E[Yzm] =
d2m
ds 2m
*Y(S),
5 = 0 and
m = 1, 2, 3, . . . .
(9.188b)
838

0.6
Q5
_
-
If
\\
\\
\\
A
/ 1//
CI
/ .
Q2
-4
// \ \
0.1 -
/
-3
-=-!
-2
/ //
s/
\\ \ \
^ \
1
-I
r^="*^L
C=Y/\/oY
Fig. 9.52. Comparison between a Gaussian (Normal) pdf () and parabolic pdf in Eq. (9.187)
(- - -) for = 0.53 (Tuah and Hudspeth, 1985b).
The mean (n = 0) and skewness (n = 3) are equal to zero. The standard

deviation ay and excess of kurtosis A4Y for the dimensionless wave force per
unit length Y are given by
aY = JlK^
+ l,
X4Y = l05Kua* + ISKâl
(9.189a)
(9.189b)
Even though the moment generating function in Eq. (9.181) is different from
the moment generating function derived by Borgman (1972b), the pdf in
Eq. (9.187) computed from Eq. (9.181) is identical to the pdf given by Borgman
(1972b). Both Hino (1969) and Borgman (1972b) derive formulas for the
standard deviation of the dimensionless wave force per unit length Y(t) as
a function of the variance of the horizontal water particle velocity ou. The
formulas given by Hino (1969), by Borgman (1972b) and by Eqs. (9.189)
are different; but numerical values computed from each of these formulae are
approximately equivalent (Tuah and Hudspeth, 1985b).
Autocovariance Function CFTFT(T) f r the Wave Force per

Unit Length FT(t)
In the following derivation, the dimensionless horzontal water particle velocity
u(t) and acceleration du(t)/dt are assumed to be real-valued functions. If the
real part of a complex-valued function is taken, then functions with temporal
dependencies of t + r below must be the complex conjugate values of the
839
Real Ocean Waves
complex-valued functions (Tuah and Hudspeth, 1985b). The auto-covariance

function CpTFT ( T ) f r m e wave force per unit length may be computed from
the expectation operator [] in Eq. (9.1) of the dimensionless wave force per
unit length Y(t) according to
Kuu{t)\u(t)\ + Ka
E[Y(t)Y(t + x)] = E
x
du{t)
dt
Kuu{t + x)\u(t + x)\ + Ka
du(t + x)
dt
= KE[u(t)u(t + r)\u(t)\\u(t + r)|]

+
KuKaE u(t)\u(t)\
KuKaE
+ K2aE
du{t + x)
dt
du(t)
u(t + T)\u(t + r)\
dt
du(t) du(t + r)
dt
dt
(9.190)
where the functions with temporal dependencies t + x (e.g.; u(t + r), etc) are
complex conjugate values if complex-valued kinematics u(t) and du(t)/dt are
substituted. The following change in notation is introduced for compactness
of notation:
u(t) = ut,
du(t)
dt
= at,
u(t + T) = uz,
(9.191a,b)
du(t + x)
=aT.
dt
(9.191c,d)
The following auto- and cross-covariance functions C()(r) from Eqs. (9.17
and 9.18) between ut,uT,at and ar are defined:
Cuu{r),
Cua(x),
Cau{x),
Caa(x).
(9.191e-h)
840
The following joint pdf's are required in order to evaluate Eq. (9.190):
(pu(u2 + u2) exp
p(u,,ux)
(9.192b)
- C2a
(oua, + oau2x 2(auaa -
2Caua,uT)
C2)
(9.192c)
2nJouaa - C2U
exp
p(at,aT) =
(9.192a)
(aauf + aua2 - 2CuautaT)

2(auaa - C2)
2nâuaa
exp
p(at,uT)
2K - Clu)
Txyjol - C2UU
exp
p(ut,az)
2Cuuutux)
(oa(at +ax)
2nja2
-2CaaataT)
(9.192d)
- C2a
With the following change of variables:

C,
R = -J,
u,
= utâu(\-R2),
ux = uxâu(l-R2),
(9.193a-c)
O",,
each of the expectation operators in E [] in Eq. (9.190) may now be evaluated.

First,
K2E[utux\ut\\uT\]
= K2a2(l
- R>Z2YN 2 ; E{utux\ut\\ux\\
2-K
Joo Joo
x exp -{ut + uz
11
it2
2Rutux)dutdux
smh(Rutux)Gxpl-^-\du
dux,
(9.194a)
841
Real Ocean Waves
that may be integrated by Laplace transforms (Oberhettinger and Badd, 1973)

to obtain
KuE[utuT\ut\\ur\]
8
= K2uau \lR2 + \
/3 3 7
= K2uou<S>(R),
(9.194b)
where the hypergeometric function 2^1 (>>>)

(Oberhettinger, 1965)
ma
Y be computed from
,(,,,,,-'!> fr*;>?+>:. ,<,.(9,940

r(a)r(o)''
r(n + c)
n\
n=0
where T() = Gamma function in Eqs. (2.6) in Chapter 2.2.5.

Second, combining the following two expectations in Eqs. (9.190) and
substituting Eqs. (9.192b, c) gives
KuKa [E[ut\ut\ar] + E[atur\uT\]]
/>00
OO
/
/
= KuKa
-00
OO
^V " a
{/.
x {1
00
/>00
(atuT\uT\)p(at,uT)datduT
-00 /00
OO
KuKa
/ r
(ut\ut\aT)p(ut,aT)dutdaT
J00
"TI"TI
Ma /
-00
a ; cosh (
OÔa -
OnU
a"z
exp 2((r a - Cl)

u a
^ 52 - l exp
Ct
ua
ouat
dat \ duT
2{puoa - Cla)
= 0
(9.195)
because Cua = Cau and because the integrand in curly brackets {} is an

odd function of at (Tuah and Hudspeth, 1985b).
Finally, the fourth expectation operator in Eq. (9.190) is the definition for
autocovariance function for the horizontal water particle acceleration Caa', i.e.,
KaE[atar] KaCaa.
(9.196)
842
The expectation of the dimensionless wave force per unit length Y(t) in
Eq. (9.190) may now be expressed only in terms of the auto-covariance
functions for the horizontal water particle kinematics Cuu and Caa by
[Y(0Y(/ + T)] = < a > (R = ~ ^ )
+ K2aCaa(r).
(9.197)
Substituting Eqs. (9.177) into Eq. (9.197) yields the following auto-covariance
function for the dimensional wave force per unit length Fjit):
CFTFT(T)
I I au<PlR=
^2
1 + 1
I Caa(r)
(9.198)
where <&(R) is tabulated in Table 9.12. Tuah and Hudspeth (1985b) compare
the /(/?) function in the auto-covariance function in Eq. (9.198b) with similar
functions derived by Hino (1969) and by Borgman (1972b). Table 9.12 lists
each of these auto-covariance functions where R is defined in Eq. (9.193a)
Even though the three auto-covariance functions in Table 9.12 are symbolically different, numerical values computed from each function are essentially
equivalent (Tuah and Hudspeth, 1985b)!
The two-sided spectral density function GFTFT(W) in Eq. (9.15b) may be
computed from Eq. (9.198) by the Wiener-Khinchine Fourier transform pair
in Eqs (9.15) according to
" 0c 0
1
GFTFT{U>)
/
\l1lt
Cf r F r (t)exp-|-(/(i>r)rfr.
(9.199)
J-oo
Table 9.12. Comparison of auto-covariance functions where R is defined in

Eq. (9.193a).
Reference/Equation No.
/ (R)
Hino (1969)
- IY2 + 4R2) arcsin(fl) + 6Ry/l - R2~\

R(2n-l)
Y*
IT ^
{In- 1)!
Borgman (1972b)
n1
*(tf)(Eq. (9.193a))
2fl 2 + 1 - ~ ( l
tf2)5/Vl
2 2' 2'
843
Real Ocean Waves
POO (%)
Fig. 9.53. Comparison between cdf s for dimensionless measured (DDD); theoretical () and
() Gaussian wave force per unit length (Tuah and Hudspeth, 1985b).
Tuah and Hudspeth (1985b) computed numerically the cumulative distribution function (cdf) P(Y) for the dimensionless wave force per unit length
Y(t) by substituting the pdf in Eq. (9.187) into Eq. (9.66) and integrating
Eq. (9.66). The results were compared with a measured cdf computed from a
force transducer on an offshore platform during Hurricane CARLA by Wave
Project II. Figure 9.53 illustrates that the comparison between theory and data
is very good between 2 standard deviations ay. The differences between
both the theoretical () and the measured (DDD) cdf's with the Gaussian cdf
() in Fig. 9.53 is a consequence of the strong nonlinearities in the wave
forces per unit length on small members (cf., Fig 9.18 in Sec. 9.4.1).
9.8.2. Stochastic Response of Space-Frame Offshore Structure
Grecco and Hudspeth (1983) evaluate the dynamic response of a prototype
space-frame offshore structure in the Gulf of Mexico from Wave Project II
(WPII) to both measured and simulated stochastic wave forces. They include
references to early research on the topic that may also be found in Clough and
Penzien (1975). The nonlinear drag force in the modified wave force equation
(WFE in Chapter 7.8) or relative motion Morison equation is linearized in
a time-average, mean-square sense and applied to a two-dimensional, idealized, lumped-mass structural model in a frequency domain, spectral analysis.
Linear ocean waves from a one-dimensional wave spectrum from Sec. 9.3
844

ELEVATION
+1
FEET (METERS)
290 (88.40)
260 (79.25)
250 (76.20)
-222 (67.67)
190 (57.91)
-165 (50.29)
150 (45.72)
%s/VW
SOIL RESPONSE
SPACED AT
10 FT.(3.05M)
.
, INTERVALS
AA
28'Arv#
v\A/
-^
32-WWV,
WV '33
^-^/WV"
361-VWV^
'^MM*
40'-AW/ ^
j^,
y -Â/V\Ar-4 41
<vAAAA'
-*~JC
Fig. 9.54. Global x-z coordinates and structural nodes for an idealized WPII Gulf of Mexico
space-frame offshore platform (Grecco and Hudspeth, 1983).
are simulated as a zero-mean, stationary, ergodic stochastic process (vide.,

sec. 9.1). Dynamic equations of motion for the coupled wave-structure system (vide., Chapter 7.8) are solved by a normal mode superposition method.
The coupled generalized damping matrix is diagonalized through an optimization procedure assuming Rayleigh damping (Clough and Penzien, 1975). The
spectral analysis of Grecco and Hudspeth (1983) is reviewed below.
The global x-z coordinate axes and lumped-mass node locations for the
WPII Gulf of Mexico space-frame structure are shown in Fig. 9.54. The
degrees of freedom are restricted to only X\{t) surge and s(t) pitch oscillations (cf, Chapter 8.1). The K independent equations of motion for the
displacement of each of the numbered, lumped-mass nodes Xk(t) in Fig. 9.54
are
[Mj]{Xk) + [Cjk]{Xk] + [Kjk]{Xk} = {FkE},
(9.200)
845
Real Ocean Waves
where the over dots () denote ordinary temporal derivatives of a Lagrangian

variable; [Mj] = a diagonal mass matrix, [Cjic] = & square damping matrix
and [Kjk] = & square stiffness matrix. The column matrices {X^}, {X^} and
{Xic}=the Lagrangian accelerations, velocities and displacements, respectively, of the kth numbered node in Fig. 9.54; and the column matrix {F^} = a
wave-induced exciting force on the kth numbered node in Fig. 9.54.
Linear soil springs

The soil-platform interaction illustrated in Fig. 9.54 may be modeled by a
system of linear Winkler springs (Penzien, et ah, 1964). The soil response
S 5 (z) at elevation z may be estimated from a linear spring model by
Fs(z) =
(9.201a)
Ks(z)Ss(z),
where the Winkler subgrade modulus Ks (z) is given by

e+z
sinh
D/2
.D/2
D/21 - 2(D/2)2z + lz2 + z3
+ 3fl 2
J(D/2)2 + (l + z)2
sinh
8TT
A:S(Z) = ,(z)
z-l
3 \_J(D/2) + (l-z)2
z
J(D/2)2+z2
+ -.
z3 - 2(D/2)2z
sJ(D/2)2+z2
(D/2)2z + lz2 + z3
((D/2)2 + ( + z)2)V2
(D/2)2z + z3
((D/2) 2 +z 2 ) 3 / 2
(9.201b)
where I = the embedded length of pile; D/2 = the radius of the embedded
pile; and Es(z) = Young's modulus for the soil that may be estimated from
laboratory tests that compute the soil shear modulus Gs (z) by
Es(z) = 2(1+
v)Gs(z),
(9.201c)
where v = Poison's ratio for the soil. The linear soil spring in Eqs. (9.201) are
elements in the global stiffness matrix [Kj^] in Eq. (9.200).
846
Modified wave force equation (WFE, API RP2A, 1987)

The relative motion form of the Morison equation (WFE) in Chapter 7.8 for
each node number k is given by
FkE) =
(Cm - V)pVk I
+ CdÂk(uk(t)
Xk(t) I + pVk
- Xk(t))\(uk(t)
(9.202)
Xk(t)\
where the horizontal wave particle velocity uk{t) and acceleration duk(t)/dt
are applied at the undeflected &th numbered node on the submerged portion
of a pile of the platform between 0 < z < h; Cm and Cd = inertia and drag
coefficients, respectively (cf., Chapter 7.6); Ak and Vk = kth numbered node
cross sectional area and node volume, respectively; and p = fluid mass density.
Equivalent linearization of the relative motion hydrodynamic
drag force
In contrast to the deterministic linearization of the quadratic hydrodynamic
drag force in the Morison equation in Chapter 7.6.4 by either temporally
averaging over a deterministic wave period T or by the Lorentz's method of
equivalent work, equivalent linearization of the relative motion hydrodynamic
drag force for stochastic wave forces requires stochastic averaging methods.
The nonlinear hydrodynamic drag force in Eq. (9.202) may be linearized by the
method of Krylov and Bogoliubov (Foster, 1970 ). This optimization method
requires first defining a relative motion velocity rk(t) for the kth numbered
node by
rk{t) = Xk{t)-uk{t).
(9.203)
An optimized damping matrix [C J is a linear combination of a square structural

damping matrix [C] and a diagonal equivalently linearized hydrodynamic drag
matrix [C] defined by
[C] = [C] + [C],
(9.204a)
where a typical element Ck in Eq. (9.204a) is given by

Ck = CdLk = CdP-Ak\rk\.
(9.204b)
847
Real Ocean Waves
The linearized drag force elements in Eq. (9.204b) are added only to the
diagonal elements of the square damping matix [C]. Linearization yields the
following error matrix:
2
,2
EC] + CdÂk
{**} =
(9.205)
{h\h\} - ICktih)
Minimizing Eq. (9.205) with respect to an optimized diagonal damping

coefficient Ckk requires that
H\
dCkk
J\,{Ckk
= 2
\\
* ,., . ^ p
- Ckk)h + Cd-Akh\hI
2
W
\h
= 0,
(9.206)
where () = temporally averaging operator over an infinitely long record

(i.e., the ergodic hypothesis in Sec. 9.1); and Eq. (9.206) may be solved for
the optimized damping coefficient Ckk according to
Ckk = Ckk + Ckk
p (rtlhl)
= Ckk + Cd'-Ak ^ - ^ .
2
r,
(9.207a)
The optimized damping coefficient for the numbered nodal elements in the
hydrodynamic loading regime between 0 < z < h are given by
Cjk = (1 - 8jk)Cjk + SjkCjk,
(9.207b)
where Sjk = Kronecker delta function (vide., Eq. (2.2) in Chapter 2.2.3).
The probability density function (pdf) for the relative velocity r~k for a
linear, zero-mean Gaussian process is (cf, Eq. (9.79a) in Sec. 9.4.1)
848
where afk = standard deviation of the relative velocity rk. For an ergodic
stationary process (cf., Sec. 9.1)
2
1
f00 ., .
1
=
/
r
|
r
t
|
e
x
p
t
'2TT
{r k\h\) = E[r k\rk\]
UOr. J-oo
rk
drk
a.Wlc
(9.209a)
^lcr,Wk'
n
\JLTZOrkrk J-oo
dh = ohh
\rkrk /
(9.209b)
and Eq. (9.207a) reduces to
Ckk = Ckk + Ckk
P
/8
= Ckk + Cd AkJ
Orkrk.
1
V Tt
(9.210)
Numerical values for Eq. (9.210) may be computed iteratively with a convergence criterion established for the standard deviation for the relative
velocity Orkrk (Grecco and Hudspeth, 1983). When the convergence criterion is satisfied, then the diagonal damping elements with an optimized
hydrodynamic damping coefficient at the z'th iteration are computed from
l
Ckt
= Ckk +
Cd-Akyj-al
(9.211)
where a\ = the standard deviation of the relative velocity for the ith iteration.
'k'k
Equivalent linearization of the hydrodynamic drag force reduces the wavesoil-structure system in Fig. 9.54 to the following set of linear, coupled ordinary
differential equations:
[M + (Cm - l)PV]{X(t)}
= [CmpV]
+ [C]{X(t)} + [K]{X(t)}
du(t)
dt
+ [C]{K(0}.
(9.212)
The system given by Eq. (9.212) may be uncoupled by the normal mode
superposition method (Clough and Penzien, 1975).
849
Real Ocean Waves
Normal mode superposition solution

The modal component displacement of the kth node in the rcth normal mode
Xkn(t) may be represented by the product of the mode shape vector (>kn and
the modal amplitude response Yn(t) according to
{X} = miY}.
(9.213)
Substituting Eq. (9.213) into Eq. (9.212) yields

[M + (Cm - l)PV] {<D}{7} + []{$}{]>} + [K]{Q}{Y}
= [CmpV]\^}
+ [C]{u}.
(9.214)
The dynamic equations of motion for system are now represented by the set
of coupled equations (9.214) that may be uncoupled by orthogonality of the
normal modes to obtain
[M*]{Y(t)} + [C0]{Y(t)} + [K*]{Y(t)} = {FE*(t)l
(9.215)
where the generalized mass matrix [M*] is

[M*] = [4>]T[M +
(Cm-l)pV]m;
the coupled optimized damping matrix [Co] is

[C0] = [4>f[C][<D];
the generalized stiffness matrix [TsT*] is
[K*] =
mT[K]m,
and the generalized hydrodynamic exciting force [FE (t)} is

{FE*(t)} = mT
([CmPV] l^p-
+ [C]{(01
The damping matrix [Co] is now coupled between normal modes as a consequence of the optimization procedure and must now be uncoupled by another
iterative procedure (Grecco and Hudspeth, 1983).
850
Uncoupled damping matrix [C*]

The original noninteraction structural damping matrix [C] was an uncoupled orthogonal damping matrix from the assumption of Rayleigh structural
damping (Clough and Penzien, 1975, Chapter 13-3). The now coupled interaction modal damping matrix [Co] may again be uncoupled by minimizing the
following mean square error:
{2} = ([C0]{Y] - [C*]{Y})\
(9.216a)
where [C*] = uncoupled damping matrix. Minimizing Eq. (9.216a) according to
\dC*
)=\
( E
<utf) - CmmWmU {-Ym}\ = 0,
(9.216b)
that may be solved for C*m to obtain

C*mm = CQmm + ( 1 - 8nJ-j^,
n=\
(9.216c)
\ ml
where N = number of normal modes. The optimization process for the uncoupled damping matrix [C*] is iterative and a convergence criterion is required
for all normal modes such that the diagonal damping coefficient is given by
(Grecco and Hudspeth, 1983)
C * + 1 ) = C L + f > - 8nm)Clm ^
= C%\
(9.216d)
where the variance o\ of the velocity of the generalized normal coordinate

Ym is computed from
poo
c
tmYnW
= I
f2Symyn(fW
= o]Jn.
(9.2l6e)
Modal analysis
Following diagonalization of the optimal damping matrix [C*], the n th normal
mode of oscillation of the platform may be computed from the following modal
851
Real Ocean Waves
equation for a damped harmonic oscillator Chapter 2.5.3:

Yn(t)+2^co0J(t)
FE*(t)
+ co0iYn(t) = ^ - ^ ,
M*
n = 1,2,3,..., N,
(9.217a)
where the modal damping ratio for the nth normal mode may be computed
from
! = ^r~
= T-nkrri
< 9 - 217b >
2M>0
2^K*M*
and the undamped natural frequency for the n th normal mode may be computed
from
col = ^ - .
(9.217c)
The Af linearly independent equations in Eq. (9.217a) may be solved in the

time domain for the N normal modes by the Duhamel convolution integral
(vide., Chapter 2.5.3 or Clough and Penzien, 1975) given by
Y(t)= f h(t,s)F^(s)ds,
Jo
n = 1,2,3,..., N,
(9.218a)
where the convolution kernel (or unit impulse response function) h(t,s) in
Eq. (2.100d) in Chapter 2.5.3 is
hit, s) =
sin [codn(t - s)\
(9.218b)
Mn^dn
and the damped natural frequency a>dn in Eq. (2.99h) in Chapter 2.5.3 for the
n th normal mode with hydrodynamic effects is
a>dn=a>nhy/l-ti,
(9.218c)
where conh = natural frequency with hydrodynamic effects (vide., Eqs. (7.112
f-i) in Chapter 7.8) and where f = damping ratio in Eq. (9.217b) for the n th
normal mode. The N normal mode solutions to Eq. (9.218a) may be computed
more efficiently in the frequency domain by spectral analyses (vide., Sec. 9.3).
852
Frequency domain spectral analysis

The cross-covariance function CymYn(r) from Eq. (9.17a) in Sec. 9.3 for the
mth and n th normal modes of the generalized normal coordinates Ym(t) and
Yn(t) is defined as
TR/2
CrmYn(T)=
lim - j - f
Ym(t)Yn(t + r)dt.
(9.219)
-TR/2
The Wiener-Khinchine Fourier transform pair in Eqs. (9.15a, b) in Sec. 9.3 for
a one-sided spectral density function SymY (f) from Eqs. (9.15b, h) in Sec. 9.3,
following the substitution of Eqs. (9.218), yields
oo
exp /
ilnfx
-00
OO
/-OO
hm(@i)hn(2)CFE*FE*(r
- 02 -
Gi)did@2dT.
- 0 0 J OO
(9.220)
The Fourier transform in Eq. (9.3b) in Sec. 9.2 of the convolution kernel (or
unit impulse response function) ht(j) in Eq. (2.100d) in Chapter 2.5.3 is
given by
oo
hdj) exp - (27tfj)dj
(9.221a)
-00
or in terms of a generalized matrix D (///,) by

D(//7i) =
F
z
-,
T(9.221b)
M* [ ( 2 ^ ) 2 ( 1 - (f/ftf +
2f,-(f/ft))]
The Fourier transform of the wave force cross-covariance function CFE* FE* (V)
1
is the cross-spectral density function SFE*FE*(/)

forces given by
r K'
sF.FE.{f)=
for the generalized wave
X ; E * 5 >kn*
j=r k=k'
CijCmkSaMduJL(f)
dt
+ CjCikS
+ CilCkSauj ( / )
-
vUk
\ . (9.222)
auk {f) + CjCkSUjUk(f)
3t
dt
853
Real Ocean Waves
Substituting Eqs. (9.221b and 9.222) into Eq. (9.220) yields the following
one-sided cross-spectral density function Sym ym (/) for the generalized normal
mode response:
SYmYn(f) = Vm(f/fm)T)*n(f/fn)SFE*FE*(f),
(9.223)
where the superscript asterisk * = complex conjugate Fourier transform of the

convolution kernel (or unit impulse response function). Finally, the spectral
density function for the j t h numbered structural nodal displacement may be
computed from Eq. (9.223) and Eq. (9.213) by
N
SXjXj(f)
= E E *J>n*JnK(f/fm)Vn(f/fn)SFE.FE.(f).
m=\n=\
(9.224)
The cross-spectral density functions for the wave kinematics in Eq. (9.222)
may be computed from linear wave theory by
"^
( / )
Ssuk(f)
f2 coshMzj + h)] cosh[k(zk + h)]

~
cosh2^
x exp[-i(xj - x^Sîf),
= ifSUjUk(f),
(9.225a)
(9.225b)
"j at
S3ju_uk(f) = -ifSUjUk(f),
(9.225c)
dt
S*ul^{f) = fSUjUk(f),
(9.225d)
provided that
(2TT/) 2
= gk tanh kh.
(9.225e)
Optimization of damping and drag coefficients

The variance uf (and standard deviation <Jfkfk) of the relative velocity rk(t)
required in Eqs. (9.208-9.211) in order to linearize the nonlinear relative
854
motion drag force term in the modified wave force equation (WFE) or relative
motion Morison equation is computed from
/OO
hh = hh (0) = / Shfk (f)df,

Jo
(9.226a)
where
Srkrk(f) = SUkUk{f) + Skkkk{f)
- {SUkk{f) + SkkUk(f)).
(9.226b)
At each ith iteration, the new spectral density function for the structural displacements Sj ^ ( / ) and for the cross-spectral density functions between the
structural velocities and wave horizontal velocities Su %Af) and S% (f)
are computed from Eqs. (9.226); and the new linearized drag force may then
be computed for the next iteration.
Next, in order to uncouple matrix elements in the generalized damping
force between the normal modes, the generalized diagonal damping matrix
is computed from the cross-covariance function for the generalized velocity
of the normal coordinates CY Y (0) by Eq. (9.216e). The relative amount of
coupling between normal modes is a function of the number of iteration cycles
that are required to meet a specified convergence criterion.
Comparison with data for a space-frame offshore platform from WPII
Grecco and Hudspeth (1983) compare this linearized analysis with data from
pressure transducers mounted on one of the vertical pile supports on the WPII
steel-jacketed, space-frame offshore platform in the Gulf of Mexico. Both
the spectral forces and the statistics of maximum quantities from Sec. 9.4
are computed. In general, the comparisons are very good even though the
measured forces and maxima quantities are from strongly nonlinear hurricane
generated waves (vide., Fig. 9.53).
Table 9.13 lists the first four normal mode frequencies and periods without (i.e., in air) and with (i.e., hydrodynamic damping with added mass)
hydrodynamic effects for the WPII space-frame offshore structure (Grecco
and Hudspeth, 1983). Figures 9.55 and 9.56 illustrate the first four normal
modes of vibration.
9.9. Frequency Domain Input-Output Transfer Functions

Linear solutions to compute the deterministic dynamic response of coastal
and ocean structures may be computed either in the time domain by the
855
Real Ocean Waves
Table 9.13. Normal frequencies and periods for the WPII space-frame
offshore platform in the Gulf of Mexico (Grecco and Hudspeth, 1983).
Normal mode
No. i
1
2
3
4
In air
Hydrodynamic damping with

added mass
w,(rads/s) /KHz) Ti(s) a>ih (rads/s) fihQb)

1.213
8.723
8.821
14.410
0.193
1.390
1.404
2.294
V\\\\\\\
5.181
0.719
0.712
0.436
0.958
8.644
8.766
13.010
0.153
1.376
1.395
2.070
^(s)
6.556
0.727
0.717
0.481
VXSWXVN
Fig. 9.55. Normal modes 1 and 2 for the WPII space-frame offshore platform in the Gulf of
Mexico (Grecco and Hudspeth, 1983).
Duhamel convolution integral from Eq. (2.97a) in Sec. 2.5.3 or in the frequency domain by the method of undetermined coefficients from Eq. (2.119)
in Sec. 2.5.6. Linear systems are systems whose solutions may be added
because no powers or products of the solutions are required. Solutions to
non-deterministic dynamic response of coastal and ocean structures may also
be computed either in the time domain by cross-covariance (-correlation)
functions from Eqs. (9.17) in Sec. 9.3 or in the frequency domain by spectral density (amplitude) functions as in the space-frame offshore structure
856
\\\\\
Fig. 9.56. Normal modes 3 and 4 for the WPII space-frame offshore platform in the Gulf of
Mexico (Grecco and Hudspeth, 1983).
in Sec. 9.8.2. The objective of this review is to demonstrate that convolution and correlation computations in the time domain are equivalent
to multiplication computations in the frequency domain. In fact, the time
domain convolution integral is required in order to demonstrate that crosscovariance (-correlation) computations are equivalent to multiplication in the
frequency domain. Because the FFT algorithm introduced in Sec. 9.2 is very
CPU time efficient, frequency domain computations are usually selected to
compute kinematic and dynamic variables that are required in order to compute the dynamic response of coastal and ocean structures. Two formulas
are reviewed in Sec. 9.2 for representing Fourier transform pairs; and the
radian wave frequency co option given by Eqs. (9.2a, b) is applied in the
review here.
A brief comment on the similarities between convolution and crosscovariance (-correlation) operations may be appropriate here (Brigham, 1974,
Chapter 4, Fig. 4-11, p. 65). The graphical comparison of these two operations
given by Brigham (1974) are summarized in Table 9.14.
The primary difference between the two operations that are compared in
Table 9.14 is the folding {faltung) of x (r) or, equivalently, making the mirror
image of x(r) in the convolution process. The consequence of the folding or
mirror imaging of the convolution kernel h(x, ) in the Duhamel convolution
857
Real Ocean Waves
Table 9.14. Comparison between convolution and correlation operations (Brigham,

1974).
Correlation
Convolution
Process
Operation: z(t) =
Function
Folding (Faltung)
Displacement
Ordinate by ordinate
multiplication of
function and
displaced
function
/!oy(*)*(f-T)dr
!^000y(r)x{t
+ x)dz
X(T)
y(r)
NA
JC(-T)
x(t r) shift positive r by t jc(f + T) shift negative r by t
y{t) x x(t T)
y(t) x x(f + r)
integral in Eq. (2.97a) in Chapter 2.5.3 (where x = t and = x for the

comparison in Table 9.14) is that the past history of the loading / ( = r) is
convolved with the future response of the convolution kernel and the future
loading is convolved with the past response of the convolution kernel in order
to determine the response at the present time x (= t in the comparison in
Table 9.14.)
Convolution input-output in the time domain
The input-output relation for a linear system may be represented by the
Duhamel convolution integral from Eq. (2.97a) in Chapter 2.5.3 by
[TR/2
fout(t)=
lim
TRÔO
Kut(.t-r)fi(r)dr
[TR/2
lim
TRÔO
(9.227a)
J-TR/2
hout(T)fin(t-T)dz,
(9.227b)
J-TR/2
where fin(t) = an input function; fout(t) = an output function and

&out(t T) = hout{x) = the unit impulse response function or, equivalently,
the convolution kernel that may be computed from an homogenous boundary value or initial value problem. The convolution operation defined in
Eqs. (9.227a, b) is often abbreviated in the literature by the following asterisks *
858
product notation:
foutiO = houtit - T) * fin(T) = Kutij)
* fin{f - t ) .
(9.227c,d)
Applying the Fourier transform to Eqs. (9.227a, b) with the positive sign option
for the exponential term given by Eq. (9.2b) in Sec. 9.2 and letting \TR\ -> oo
gives
[ oo fout(t)exp
JinJ-
icotdt
/-OO
OO
\fljt J-C
/
expicotdt
hout(t-r)fin(r)dt.
J OO
Applying the following-00change of variables
to Eq. (9.228):
(9.228)
t T = [M, dt = d/X
and applying the definition for the complex-valued Fourier coefficient in

Eq. (9.2b) with the positive sign option for the exponential term, transforms
Eq. (9.228) to
i
-oo
roo
Fout(co) = - = l
roo
roo
expico(fi + r)dfi
V2TT J- OO
hout(n)fin(r)dr
./00
OO
/-OO
V27T ^-oo
/
how? (/^) exp icofidii j
fin (T) exp iwxdx
= Hout(co)F-OOin(co),
(9.229)
J OO
where Hout (co) = Fourier transform of the unit impulse response function
houtit) (or> equivalently, the convolution kernel); and where Eq. (9.229)
demonstrates that convolution in the time domain is equivalent to multiplication in the frequency domain. To motivate that frequency domain transfer
functions for spectra may also be related to a time domain operation called
cross-covariance (-correlation) or auto-covariance (-correlation), note that
multiplying both sides of Eq. (9.229) by their complex conjugate quantities
(denoted by a superscript asterisks *) gives
Fout{co) x F*ut(o)) = {Hout(a>) x H*ut{oo)) (Fin(a>) x F*n(co)),
\Fout{co)\2 = \Hout(co)\2\Fin(co)\2,
859
Real Ocean Waves
that may be related to frequency domain multiplication of transfer functions

with ocean wave spectra as demonstrated below (cf., Fig. 9.38 in Sec. 9.6).
Cross-covariance and auto-covariance input-output
in the time domain
The following review of cross- and auto-covariance input-output operations
may also be extended to cross- and auto-correlation operations by simply normalizing the dimensional variables in accordance with Eq. (9.14c) in Sec. 9.3.
In order to demonstrate that computing cross-covariance functions in the time
domain is equivalent to multiplication of frequency domain functions in the
frequency domain analogous to Eq. (9.229), note that the cross-covariance
function in Eq. (9.17a) in Sec. 9.3 may be expressed as TR -> oo by
1
rTR/2
CfinJouM') = lim /
TRÔO
1R
fin(t)fout(t
pOO
OO
finit) /
-oo
oo
+ x)dt
J-TR/2
hout(v)fin(t
r-v)dtdv
Joo
poo
Kutiy)
-00
finif)finif
+ T-
v)dtdv
J OO
oo
Kutiv)CfinfiniT-v)dv,
(9.231)
-00
where the auto-covariance definition for the input function /;() in Eq. (9.18a)
in Sec. 9.3 has been substituted into Eq. (9.231). Applying the Fourier transform with the positive sign option for the exponential term given by Eq. (9.2a)
in Sec. 9.2 to Eq. (9.231) yields
1
f
~7E= /
C/^/^CiOexpiam/T
V Lit Joo
1
/-OO
= 7= /
V 2 7 T Joo
pOO
expicor
Kutiv)Cfintfinir-v)dvdr.
(9.232)
Joo
Applying the following change of variables in Eq. (9.232):

T v = ii,
dx = djx
and the definition for the complex-valued Fourier coefficient in Eq. (9.2b)
with the positive sign option for the exponential term, transforms
860
Eq. (9.232) to
i
poo
fin,fou,(w) = -j=
poo
exp ieo(fi + v) /
\l Lit Joo
pOO
= =
hoUt(y)Cfinifln(n)dvdii
Joo
pOO
hout(v)expicovdv
Cfin>fin(iJ,)exp ico/idfi
VLTC Joo
Joo
= Hout(co)Gfinjin(co),
(9.233)
where G (,)(&>) = complex-valued, two-sided cross-spectral density function

defined by the Wiener-Khinchine Fourier transform pair in Eq. (9.15b) in
Sec. 9.3; and where the complex-valued result in Eq. (9.233) demonstrates
that cross-correlation in the time domain is equivalent to multiplication in the
frequency domain.
Similarly, the auto-covariance function (9.18a) in Sec. 9.3 may be expressed
as TR > oo by
1
c
fou,,fouW
= Tlim
TRÔO
oo
J-TR/2
^r /
1R
fout(t)fout{t + r)dt
J-TR/2
poo
ho,Mfin(t-$)dS
-OO J OO
oo
Kut(v)fin(t
+ T
-V)dvdt
/ -oo
/oo
poo
Kut(S)d$ /
-oo
Joo
hout(v)dv
oo
fin(t-$)fin(t
/
/oo
T-v)dt
poo
hout($)d$
-oo
-oo
hout(v)CfinJin(v
- v - $)dv.
(9.234)
Joo
Applying the Fourier transform to Eq. (9.234) with the positive sign option
for the exponential term given by Eq. (9.2b) in Sec. 9.2 and letting \TR\ -> oo
861
Real Ocean Waves
gives
-/=
CfoutJou,(r)exVicordx
\l Lit Joo
1
pOO
= -=
\2TV
/-OO
/>00
hout(%)d%
JOO JOO
h0Ut(v)Cfinjin(T-v)expicordvdr.
JOO
(9.235)
Applying the following change of variables to Eq. (9.235):
r v = s,
dx = ds
and applying the definition for the complex-valued Fourier coefficient in

Eq. (9.2b) with the positive sign option for the exponential term, transforms
Eq. (9.235) to
oo
/
G
/0r,/ou,(w) =
hout(%)expico%d%
oo
poo
hout(v)expicovdv
-OO
Cfjnjin(s)expicosds,
/ 0 0
n (co)\2GfinJin(co),
(9.236)
that demonstrates thatout auto-correlation
in the time domain is equivalent to
multiplication in the frequency domain between the square of the modulus
of a complex-valued transfer function \Hout(a>)\2 and the two-sided autospectral density function G (.,.)(&>). The frequency domain multiplication in
Eq. (9.236b) may be transformed to multiplication of one-sided auto-spectral
density functions by Eq. (9.15h) in Sec. 9.3 to obtain
SfoulJout(co) = \nout(u)\2Sfin,fin(co),
co>0.
(9.237)
The frequency domain multiplication in Eq. (9.237) may be illustrated

graphically by Fig. 9.38 in Sec. 9.6. In Fig. 9.38, interchange the target spectral density functions Snr](o)m) on the second row of graphs with the white
noise spectral density functions W{com) on the first row of graphs; replace
these interchanged white noise spectral density functions that are now on the
second row with the squared modulus of a desired frequency domain transfer
functions \Hout (co)\2 and the third row of graphs will now be product of the
frequency domain multiplication in Eq. (9.237) and represent the one-sided
spectral density functions required.
862
Examples of transfer functions from linear wave theory (LWT)

A number of kinematic and dynamic fields from LWT illustrate the frequency
domain multiplication between transfer functions and wave spectral densities.
Horizontal water particle velocity at a vertical elevation z

The horizontal water particle velocity at a vertical elevation z in a linear
progressive surface gravity wave is given by Eq. (4.37b) in Chapter 4.4 as
u(x, z, t) =
-d$(x, z, t)
ox
H gkcosh.k(z + h)
cos(kx cot + ao)
2 co cosh kh
(4.37b)
provided that koh = kh tanh kh and the deep-water wave number &o = co2/g.
The water surface elevation is given by Eq. (4.39b) in Chapter 4.4 as
H
r](x, t) = cos(kx cot + ao)
(4.39b)
so that Eq. (4.37b) becomes at a fixed horizontal location xo, say,
gk cosh k(z + h)\
r\ (kxo -cot + ao).

co cosh kh J
(9.238a)
Computing the auto-covariance function Cuu{x) by Eq. (9.234) with

Eq. (9.238a) and then applying the Fourier transform, the one-sided spectral
density function for the horizontal water particle velocity at a vertical elevation z may be computed from a target spectral density function for the water
surface elevation Snr](co) from Table 9.5 in Sec. 9.3.1 at a fixed horizontal
location {XQ,Z} according to
SUu(co) = \Bu(co,z)\2 Sîco),
Uu(co,z) =
gkcoshkiz + h)
co
T-
cosh kh
co>0,
(9.238b)
,.,
(9.23 8c)
863
Real Ocean Waves
Some care must be exercised when evaluating Eq. (9.238c) as co -> 0 because
the transfer function does not approach zero as the radian wave frequency
approaches zero. The limit as co ->- 0 represents the long wave, shallowwater approximations to the LWT kinematics and shallow-water waves are
non-dispersive. Accordingly, the shallow water wave celerity C = co/k &
*Jgh and the small frequency limit for the transfer function in Eq. (9.238c)
is, approximately
Uu(eo,z)^ = - = J->0,
h
co
coÔ.
(9.238d)
Vh
Dynamic wave pressure field p(x, z, t) at vertical elevation z

The dynamic wave pressure field p(x, z, t) at a vertical elevation z in a linear
progressive surface gravity wave at a fixed horizontal location XQ, say, is given
by Eq. (4.50f) in Chapter 4.5 as
p(x0, z, t) = y
coshk(z + h)H
cos(kx0 -cot + or0)
coshk(z + h)\
y
t](kx0 -cot + a0)

cosh kh
)
= yK(z)T](kx0 -cot+ ao),
(9.239a)
where y pg and K(z) = the pressure response function from Eq. (4.48m) in
Chapter 4.5. Computing the auto-covariance function Cpp{z) by Eq. (9.234)
with Eq. (9.239a) and then applying the Fourier transform, the one-sided
spectral density function for the dynamic wave pressure field at a vertical elevation z may be computed from a target spectral density function for the water
surface elevation Sm(co) from Table 9.5 in Sec. 9.3.1 at a fixed horizontal
location {xo,z} according to
I
|2
SpP(co) = \Hp(co,z)\ Sm{co),

co>0,
cosh k(z + h)
Hp(co,z) = y c^hkh
=yK(z).
(9.239b)
864
An example of an application of spectral transfer functions to compute the

wave-induced hydrodynamic pressure forces/moments by the modified wave
force equation (WFE) on a proto-type steel-j acketed offshore platform in 100 ft
of water in the Gulf of Mexico is reviewed in Sec. 9.8.2.
Dynamic wave pressure and horizontal water particle velocity at vertical
elevation z
Directional wave spectra in Sec. 9.3.4 may be computed from gauges that
record the dynamic wave pressure p(xo, z, t) and the horizontal water particle
velocity w(;co, z, t) at a fixed horizontal location xo, say. Computing the crosscovariance function Cpu (r) by Eq. (9.17a) in Sec. 9.3 with the dynamic wave
pressure from Eq. (9.239a) and the horizontal water particle velocity from
Eq. (9.238a) and then applying the Fourier transform, the one-sided crossspectral density function for the dynamic wave pressure field and the horizontal
water particle velocity field at a vertical elevation z may be computed from
a target spectral density function for the water surface elevation Sm{co) from
Table 9.5 in Sec. 9.3.1 at a fixed horizontal location according to
SpuUo) = H.p(a),z)Uu((0,z)Sr,r)(a>), a>>0,
= (Y8Kc{Z))sr]11(a>y,
co>0.
(9.240)
9.10. Problems
9.1.
Synthesize a discrete time sequence of length N = 32 and At = 0.5 sec

with the following harmonic components:
IW
9.2.
Am
1m
ttm
\6At
JT/3
4 At
-2JT/3
Select an FFT algorithm and compute the complex-valued FFT coefficients of the time sequence synthesized in 9.1 above with the FFT
algorithm selected. Complete Table 9.1 from Sec. 9.2 with these
FFT coefficients and determine where your FFT algorithm places the
normalizing constant CN defined in Eq. (9.10) in Sec. 9.2.
865
Real Ocean Waves
9.3.
The vertical z motion of a "FLIP" type spar buoy is governed by the

following ordinary differential equation of motion:
*-
V7
R "
h-D-H
2
dz
,
,nD2
dz
m
d^ = iPd-yz)
- ^
where m = mass of the buoy, pd = dynamic progressive wave pressure,
y = pg = specific weight of sea water, and /3 = damping coefficient.
Derive the following frequency domain transfer function from the
procedures given in Sec. 9.9:
Fz(f)
F,(f)
9.4.
where Fz(f) Fourier coefficient for the vertical heave motion of the
buoy at frequency / ; and Fn(f) = Fourier coefficient for the water
surface elevation at frequency / . Assume deep-water conditions and
linear wave theory.
A Rayleigh distribution for wave amplitudes A is given by Eq. (9.87a)
in Sec. 9.4.2. as
p(A) =
-2cxP-[^)U(A);
a > 0.
Prove that the average of the p = \/n highest amplitudes Ap = \/n is

given by Eq. (9.91a): i.e.
Vi^Mpj + J-^= VV-lnQ?) + ^
Erf(7-ln(/>))]
(^) Erfc (V-ln(p))
and that
n
866
9.5.
Simulate an NSA digital simulation from an FFT algorithm by the procedures given in Sec. 9.6 from the generic two-parameter wave spectrum
in Eq. (9.29c) in Sec. 9.3.1 with the following parameters:
N
2048
At (sec)
0.5
mo (ft2)
25.0
a>o (rad/s)
0.5
From your NSA digital simulation, compute the following:

a) Smoothed spectrum using block averaging of blocks of length
iV = 512. Determine if the sampling rate of At = 0.5 sec is
adequate for blocks of 512 data values.
b) Assume that the errors in your smoothed spectrum are
Chi-squared distributed and place confidence intervals on the 10
most energetic spectral estimates near the peak of your smoothed
spectrum.
c) Compute the wave height function A (t) by the Hilbert transform
inEqs. (9.135) in Sec. 9.5 and superimpose the wave height function on r)(t) and fj2(t) computed by Eqs. (9.135) in Sec. 9.5 for
the first block of your blocks of 512 values in a).
d) Compare the distribution of your NSA time sequence simulation
for the water surface elevation with the Gaussian distribution.

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Chapter 9

Real Ocean Waves

Waves and Wave Forces on Coastal and Ocean Structures

9.2. Fourier Analyses

Real Ocean Waves

Deterministic: Fourier coefficients are those coefficients that provide the

where u> = 2nf = radian frequency; where F(co) = Fourier transform

Waves and Wave Forces on Coastal and Ocean Structures

values of both time and frequency; i.e.;

where At(=T[t/N) and Af(=l/NAt)

F(ra)exp {ilizrimAf At),

F(m) = At y ^ rj(n)exp ^(UnnmAtAf),

Real Ocean Waves

=F(/2jr(n - \)(m - \)AtAf),

A normalizing constant CN appears in all modern FFT algorithms that

Waves and Wave Forces on Coastal and Ocean

that may be reduced to the following compact result:

z = exp {i2n(m m)/N),

where m and m are integer constants; then Eq. (9.7a) becomes

1 exp \i2n{m m)\

and Eq. (9.7b) is

The normalizing constant CN may be determined by substituting Eq. (9.5a)

A / y ^ F(m) exp (ilnnmAf

= A?A/ ] T F(m) | ] T exp (ilnim m=0

Real Ocean Waves

that is possible only if

and the normalizing constant CN is inversely proportional to N.

r](n)= ] [ ^ f l ( m ) e x p - ( i 2 j r ( n - l)(m - \)/N);

rj(n) exp+(/27r(n - l)(ra -

Waves and Wave Forces on Coastal and Ocean Structures

t i > i s 1 e \i|JJ.!! ",M,-mHH"'' "

Real Ocean Waves

Waves and Wave Forces on Coastal and Ocean Structures

Table 9.1. Determination of normalizing constant Qy and phase angles a (m)

of the positive-definite frequencies with indices 2 < m < N/2; i.e.,

Real Ocean Waves

Waves and Wave Forces on Coastal and Ocean Structures

9.3. Ocean Wave Spectra

Real Ocean Waves

where [] = an ensemble averaging operator defined in Eq. (9.1); p() = the

The Wiener-Khinchine Fourier transform pair is similar to the Fourier series

where Gxy (co) = a complex-valued, two-sided cross-spectral density function

Waves and Wave Forces on Coastal and Ocean Structures

A real-valued coherence function may be computed by

= Snr}{(o)da> = Sr,(f)df = Snn{k)dk = Snri{k)dk.

Real Ocean Waves

so that, accordingly, for the independent variables T, f and co

and the corresponding Jacobian transformation from Eq. (9.16e) is given

where the deep-water wave number ko = co2/g.

Waves and Wave Forces on Coastal and Ocean Structures

|r| < oo,

where Eqs. (9.17a, b) are symmetric according to

Real Ocean Waves

where Eqs. (9.18a, b) are always real-valued functions, symmetric about x = 0

Waves and Wave Forces on Coastal and Ocean Structures

the six cosine waves for

a>m (rads/ sec)

Real Ocean Waves

.LLL AAL JJJ. .LLL

JJJ..-LLL AIL _UJ. .LLL AAL JJJ. L L L

Waves and Wave Forces on Coastal and Ocean Structures

uremic 431 B J '

Real Ocean Waves