Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions Extremes, wave asymmetry, and other stochastic properties of a ocean wave energy system aspects on model choice in an engineering application Georg Lindgren Lund University Vimeiro, 8 – 11 September 2013 Workshop EVT2013 - in honour of Ivette Gomes Lindgren Aspects on model choice 1 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions EVT versus basic models A wave energy example Basic models versus EVT Basic models: (G): Water waves have been modeled as a Gaussian process (field) for more than 50 years (L): A Lagrange model can produce more realistic asymmetric waves (S): Non-linear Schrödinger equations can accurately reproduce real waves EVT: EVT useful to model extreme wave events regardless of (G), (L), (S) EVT also useful for wave climate modeling Lindgren Aspects on model choice 2 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions EVT versus basic models A wave energy example A wave energy example "340 patents between 1855 and the 1973 oilcrisis" Several configurations of wave energy converters have been designed – cf. early flying machines Some ideas have survived – even at sea! Lab testing of design needs realistic wave models Early ideas – deterministic cosines Now – irregular, random, Gaussian, wave models Why randomness – control, efficiency, reliability, durability Lindgren Aspects on model choice 3 / 25 Introductionwhere N represents the number of turns for the stator coils, and s the pole pitch. For a load im pedance ZL, the output voltage (V) is related to the generator voltage E(t) as The Lagrange wave model EVT versus basic models Lagrange waves in linear filter (6 VðtÞ ¼ i ZL ¼ EðtÞ LCOIL diðtÞ=dt ri ðtÞ; A wave energy example Monte Carlo experiments where L COIL represents the inductances of the stator coils and r is the stator coil resistance. Conclusions III. RESULTS AND DISCUSSION Two modern models of linear wave energy converters The above model was used to calculate the buoy motion and couple it with the linear ge erator to obtain the output voltages and currents. For concreteness, the sea state was taken to characterized by the parameters reported off of the Oregon coast.35 For example, in Eq. (4) f the summer time, the values were taken as Hs ¼ 1.5 m and xm ¼ 1.047 rad/s. The buoy assumed to be cylindrical in shape and floating vertically in the water with the draft equal Oregon model and Scandinavian model: FIG. 1. Schematic of a buoy based linear generator. Downloaded 20 Aug 2013 to 130.235.252.18. This article is copyrighted as indicated in the abstract. Reuse of AIP content is subject to the terms at: http://jrse.aip.org/abo Lindgren Aspects on model choice 4 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions EVT versus basic models A wave energy example FIG. 5. The time series for the wave and each buoy listed in Table I. Theoretical calculations with different wave models This amplification arises from the RAO gain. The irregular wave regime, however, comprised several amplitude components and cyclic wave frequencies. This causes the buoy’s total heave response to be determined by the combined effect of each wave amplitude component, cyclic frequency, and the corresponding heave transfer function. Thus in this scenario, the average output power increases between the buoys are due to the amplification to a greater degree of the amplitude components near resonance, as compared to the suppression of the higher frequency components. As the buoy dimensions continue to increase, although the amplitude components within the resonance bandwidth are magnified to a greater degree, the bandwidth narrows causing the higher frequency components to be suppressed. This results in a lower increase in the heave response for the buoy as compared to that of the regular wave regime. Since the generated electrical power is proportional to the magnitude of the buoys’ heave, the average output power is suppressed as well. In any case, Figure 6 clearly identifies buoy 4 as the ideal choice from those listed in Table I since it generates the largest output power under both wave regimes. Monte Carlo simulation with synthetic waves gives theoretical figures for energy production. The theoretical effect of a wave energy converter depends on the wave model! Compare deterministic (sine) waves with Gaussian waves for four buoy sizes: FIG. 6. Calculated electrical output power from the liner generator for each buoy listed in Table I. Lindgren Aspects on model choice 5 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions EVT versus basic models A wave energy example Why is this important? Design, control, reliability: What if waves are asymmetric? Efficiency of different designs size, dimensions Performance of control mechanism - adjust period, control ascending and descending speed Safety analysis - protect ceiling and floor Lindgren Aspects on model choice 6 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions EVT versus basic models A wave energy example Motivating questions Is the Gaussian wave model good enough in order to describe the extreme movements in a wave energy converter or should one use the more complicated wave model that permits statistically asymmetric waves R For example a Laplace model: X (t) = K (t − u) dΛ(u) with a non-Gaussian spectral measure Λ(u) . . . or the Lagrange wave model – physical motivation exists – . . . or some other non-Gaussian process ? Or perhaps rely only on measurements and EVT Lindgren ? Aspects on model choice 7 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions The Gaussian wave model (1952) The height W (t, s) of the water surface at location s at time t is a Gaussian stationary (homogeneous) random process, expressed as a sum X W (t, s) = Ak cos(κk s − ωk t + φk ) k of moving cosines with random amplitudes Ak and random phases φk fixed frequencies ωk (1/wave period) fixed wave numbers κk (1/wave length). Lindgren Aspects on model choice 8 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions Gaussian characteristics A Gaussian sea is statistically symmetric: the sea surface can be turned upside down a wave movie can be run backwards and you don’t see any difference It needs to be combined with physics/hydrodynamics – gives the Lagrange model Lindgren Aspects on model choice 9 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions Gaussian generator and the orbital spectrum In the Gaussian model the vertical height W (t, x) of a particle at the free surface at time t and location x is an integral of harmonics with random phases and amplitudes: Z ∞ W (t, x) = e i(κx−ωt) dζ(ω) ω=−∞ ω 2 = g κ tanh κh with S(ω) = the “orbital spectrum” and ζ(ω) is a Gaussian complex “spectral process”. Lindgren Aspects on model choice 10 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions The stochastic Lagrange model – Describes horizontal and vertical movements of individual surface water particles. Use Z W (t, u) = e i(κu−ωt) dζ(ω) for the vertical movement of a particle with (intitial) reference coordinate u and write X (t, u) for its horizontal location at time t Lindgren Aspects on model choice 11 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions – with horizontal Gaussian movements Use the same (vertical) Gaussian spectral process as in W (t, x) to generate also the horizontal variation as Z X (t, u) = u + H(κ) e i(κu−ωt) dζ(ω) where the filter function H depends on water depth h and on an asymmetry parameter α: H(κ) = i α cosh κh + = ρ(ω) e iθ(ω) sinh κh (−iω)2 Lindgren Aspects on model choice 12 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions The stochastic Lagrange model The 2D stochastic first order Lagrange wave model is the pair of Gaussian processes (W (t, u), X (t, u)) All covariance functions and auto-spectral and cross-spectral density functions for Σ(t, s) follow from the orbital spectrum S(ω, θ) and the filter equation. Space wave : keep time coordinate fixed Time wave : keep space coordinate – X (t, u) – fixed Lindgren Aspects on model choice 13 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions 2D Lagrange waves Asymmetric Lagrange 2D time waves (top) and space wave (bottom) 5 0 −5 0 5 20 40 60 80 100 120 140 160 180 200 20 40 60 80 100 120 140 160 180 200 0 −5 0 Lindgren Aspects on model choice 14 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions Explicit definitions – I The model (W (t, u), X (t, u)) is an implicitly defined model. The space and time models can be made explicit by u = X −1 (t, x) equal to the reference point that is mapped to the observation point x. Note: There may be many solutions to X (t, u) = x. Lindgren Aspects on model choice 15 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions The Gaussian basis The stochastic 2D Lagrange model Explicit definitions Explicit definitions – II Space wave L(t0 , x) = W (t0 , X −1 (t0 , x)) = photo of the surface 5 0 Time wave L(t, x0 ) is the parametric curve: t 7→ W (t, X −1 (t, x0 )) = measured at a wave pole Lindgren −5 0 5 20 40 60 80 100 120 140 160 180 200 20 40 60 80 100 120 140 160 180 200 0 −5 0 Aspects on model choice 16 / 25 Introduction (6c) VðtÞ ¼ i ZL ¼ EðtÞ LCOIL diðtÞ=dt ri ðtÞ; The Lagrange wave model A second order linear filter Lagrange waves in linear filterwhere LCOIL represents the inductances of the stator coils and r is the stator coil resistance. Filtering by the Fourier method Monte Carlo experiments Conclusions III. RESULTS AND DISCUSSION The above model was used to calculate the buoy motion and couple it with the linear generator to obtain the output voltages and currents. For concreteness, the sea state was taken to be characterized by the parameters reported off of the Oregon coast.35 For example, in Eq. (4) for the summer time, the values were taken as Hs ¼ 1.5 m and xm ¼ 1.047 rad/s. The buoy is assumed to be cylindrical in shape and floating vertically in the water with the draft equal to The linear wave power extractor as linear filter The linear wave power extractor of the Scandinavian model is a linear filter mY 00 (t) + zY 0 (t) + kY (t) = L(t) where m is buoy+piston mass, z is the damping from the magnet/coil, and k depends on the buoy shape and the anchoring spring. L(t) is the the sea surface height and Y (t) is the buoy/piston displacement FIG. 1. Schematic of a buoy based linear generator. Downloaded 20 Aug 2013 to 130.235.252.18. This article is copyrighted as indicated in the abstract. Reuse of AIP content is subject to the terms at: http://jrse.aip.org/about/r Lindgren Aspects on model choice 17 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions A second order linear filter Filtering by the Fourier method Filter frequency function The piston displacement Y (t) is obtained by Fourier transformation: Y(ω) = L(ω) Hfilter (ω) where the filter has frequency function Hfilter (ω) = m (iω)2 1 + z (iω) + k Inverse Fourier transformation gives Y (t) = F −1 Y(t) Lindgren Aspects on model choice 18 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions Quantities of interest Lagrange experimental setup Gaussian and Lagrange waves in linear filter Quantities of interest Compare asymmetry of Gaussian and Lagrangian waves as input to linear filter . . . and asymmetry after passage through a linear filter Figure shows an experiment from NTNU with Gaussian waves – reduction in power by 25% compared to sinuoidal waves Lindgren Aspects on model choice 19 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions Quantities of interest Lagrange experimental setup Gaussian and Lagrange waves in linear filter Experimental setup for a Lagrange experiment Jonswap orbital spectrum for W (t, u0 ) Water depth h = 25m (Lysekil) Degree of asymmetry: α = 1 strong asymmetry Damping z depends on the loading on the generator Significant wave height: Hs = 7m, Hs = 1.41m (Lysekil) Peak period: 11s, 6s (Lysekil) Lindgren Aspects on model choice 20 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions Quantities of interest Lagrange experimental setup Gaussian and Lagrange waves in linear filter The linear filter removes part of the asymmetry . . . Filtered Lagrange waves Lagrange waves Big waves: Hs = 7m, Soft spring: z = 0.2, Strong wave asymmetry: α = 1 Waves 4 2 0 −2 −4 −5 Derivative 4 99.9% 99% 2 95% 75% 50% 0 25% 5% −2 1% 0.1% −4 0 5 −5 0 5 1015 4 2 0 −2 −4 −10 0 10 4 99.9% 99% 2 95% 75% 50% 0 25% 5% −2 1% 0.1% −4 −5 0 5 Lindgren Second derivative 4 99.9% 99.9% 99% 2 99% 95% 95% 75% 75% 50% 0 50% 25% 25% 5% −2 5% 1% 1% 0.1% 0.1% −4 −40−20 0 20 4 99.9% 99% 2 95% 75% 50% 0 25% 5% −2 1% 0.1% −4 −5 99.9% 99% 95% 75% 50% 25% 5% 1% 0.1% 0 Aspects on model choice 5 21 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions Quantities of interest Lagrange experimental setup Gaussian and Lagrange waves in linear filter . . . but not in the extremes 0.5 0 0 5 x 10 0.5 5 x Slopes above 5% quantile 1 0.5 0 4 6 8 10 8 10 x 1 0 0 F(x| X>=4.823) All slopes 1 10 F(x| X>=4.2104) Filtered Lagrange Filtered Gaussian Still asymmetry in slopes at level crossings 1 0.5 0 4 6 x Lindgren Aspects on model choice 22 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions Quantities of interest Lagrange experimental setup Gaussian and Lagrange waves in linear filter Base data from the Lysekil station - resonant conditions F(x| X>=1.5) F(x| X>=1.5) Filtered Gaussian at level crossings 1 0.5 0 1.5 2 2.5 x Filtered Lagrange at level crossings 3 1 0.5 0 1.5 2 2.5 3 x Lindgren Aspects on model choice 23 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions Quantities of interest Lagrange experimental setup Gaussian and Lagrange waves in linear filter Base data from the Lysekil station - non-resonant conditions Filtered Gaussian at level crossings F(x| X>=0.2) 0.5 F(x| X>=0.2) 1 0.5 0 0.2 0.22 0.24 0.26 0.28 0.3 0.32 0.34 0.36 0.38 0.4 x Filtered Lagrange at level crossings 1 0 0.2 0.22 0.24 0.26 0.28 0.3 0.32 0.34 0.36 0.38 0.4 x Lindgren Aspects on model choice 24 / 25 Introduction The Lagrange wave model Lagrange waves in linear filter Monte Carlo experiments Conclusions Conclusions A Lagrange wave model gives realistic asymmetric slope distributions Lagrange waves become more "Gaussian" after linear filtration like in a wave power station Still considerable asymmetry at high levels Model simulations with irregular sea should take asymmetry into account Full scale experiment + EVT still needed Lindgren Aspects on model choice 25 / 25
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