Probability density functions for non-linear random waves and responses

Non-linear waves have been a research topic for a long time, but have not yet entered common ocean engineering practice. In this article the problem of calculating the probability density function (pdf) for non-linear waves is investigated. The 'saddle point approximation' is applied to a second-order wave model to estimate the pdf. The performance of the approximation is compared with the performances of the more commonly used methods for different types of input spectra. In addition, a non-parametric transformation method, with extrapolation of the level crossing intensity, is proposed to estimate the pdf. One simulation and three different data sets are used to investigate the performance of the model. (C) 2002 Elsevier Science Ltd. All rights reserved.