Departmental Colloquia: Vladas Pipiras

VLADAS PIPIRAS 

 

Department of Statistics & Operations Research
University of North Carolina, Chapel Hill

 

Some Extreme Value Problems Arising with Ship Motions

 

ABSTRACT

The focus of the talk is on estimating probabilities of two extreme events of interest in Naval Engineering: a ship motion (e.g. roll) exceeding some critical large value and capsizing of a ship, both in irregular waves. These events are rare and usually not observed in collected data. Extreme Value Theory provides statistical tools and some justification for constructing probability estimates of rare events by extrapolating into distribution tails where data are not available, for example, by using the generalized Pareto distribution (GPD) in the peaks-over-threshold approach. These statistical tools will be examined for the rare events of interest on ship motion data generated by high-fidelity computer codes, and in the context of qualitative physical models for ship motions such as 1-DOF nonlinear random oscillators. This will lead to several lessons on how stochastic dynamics and Naval Engineering can guide the use of statistical methods for extreme value analysis related to ship motions.

The talk is based on joint work with D. Glotzer (UNC), T. Sapsis (MIT), and V. Belenky, K. Weems and other researchers (NSWC, Carderock Division).

 

 

 

Friday, 3/2/2018, 11:30 AM, BLOC 113