Minimal Convex Environmental Contours

Sande, Åsmund Hausken; Wind, Johan S.

The SMAI Journal of computational mathematics, Tome 10 (2024), pp. 55-83

We develop a numerical method for the computation of a minimal convex and compact set, $ℬ\subset {ℝ}^N$, in the sense of mean width. This minimisation is constrained by the requirement that ${max}_{b\in ℬ}\langle b,u\rangle \ge C\left(u\right)$ for all unit vectors $u\in S^{N-1}$ given some Lipschitz function $C$.

This problem arises in the construction of environmental contours under the assumption of convex failure sets. Environmental contours offer descriptions of extreme environmental conditions commonly applied for reliability analysis in the early design phase of marine structures. Usually, they are applied in order to reduce the number of computationally expensive response analyses needed for reliability estimation.

We solve this problem by reformulating it as a linear programming problem. Rigorous convergence analysis is performed, both in terms of convergence of mean widths and in the sense of the Hausdorff metric. Additionally, numerical examples are provided to illustrate the presented methods.

Classification : 65D18, 90B25, 90C05
Keywords: Environmental Contours, Linear Programming, Structural Reliability

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