Stochastic analysis of ocean wave states with and without rogue waves

This work presents an analysis of ocean wave data including rogue waves. A stochastic approach based on the theory of Markov processes is applied. With this analysis we achieve a characterization of the scale-dependent complexity of ocean waves by means of a Fokker–Planck equation, providing stochastic information on multi-scale processes. In particular, we show evidence of Markov properties for increment processes, which means that a three-point closure for the complexity of the wave structures seems to be valid. Furthermore, we estimate the parameters of the Fokker–Planck equation by parameter-free data analysis. The resulting Fokker–Planck equations are verified by numerical reconstruction. This work presents a new approach where the coherent structure of rogue waves seems to be integrated into the fundamental statistics of complex wave states.

[1]  Umberto Bortolozzo,et al.  Rogue waves and their generating mechanisms in different physical contexts , 2013 .

[2]  J. Peinke,et al.  Stochastic nature of series of waiting times. , 2013, Physical review. E, Statistical, nonlinear, and soft matter physics.

[3]  G. P. Veldes,et al.  Electromagnetic rogue waves in beam–plasma interactions , 2013 .

[4]  W. Moslem,et al.  Electrostatic rogue waves in a plasma with a relativistic electron beam , 2013, Journal of Plasma Physics.

[5]  A. Engel,et al.  Probing small-scale intermittency with a fluctuation theorem. , 2012, Physical Review Letters.

[6]  F. Shayeganfar Levels of complexity in turbulent time series for weakly and high Reynolds number , 2012 .

[7]  P. Shukla,et al.  Surface plasma rogue waves , 2011 .

[8]  Muhammad Sahimi,et al.  Approaching complexity by stochastic methods: From biological systems to turbulence , 2011 .

[9]  N. Hoffmann,et al.  Rogue wave observation in a water wave tank. , 2011, Physical review letters.

[10]  J. Peinke,et al.  Towards a stochastic multi-point description of turbulence , 2010 .

[11]  Efim Pelinovsky,et al.  Editorial – Introductory remarks on “Discussion & Debate: Rogue Waves – Towards a Unifying Concept?” , 2010 .

[12]  Vladimir E. Zakharov,et al.  How probability for freak wave formation can be found , 2010 .

[13]  G. Millot,et al.  Extreme events in optics: Challenges of the MANUREVA project , 2010 .

[14]  S. Sharma,et al.  The Fokker-Planck Equation , 2010 .

[15]  J. Peinke,et al.  Multi-scale description and prediction of financial time series , 2010 .

[16]  C T Stansberg,et al.  Statistical properties of directional ocean waves: the role of the modulational instability in the formation of extreme events. , 2009, Physical review letters.

[17]  N. Akhmediev,et al.  Waves that appear from nowhere and disappear without a trace , 2009 .

[18]  V. Konotop,et al.  Rabi oscillations of matter-wave solitons in optical lattices , 2008, 0812.5076.

[19]  B. Jalali,et al.  Optical rogue waves , 2007, Nature.

[20]  Muhammad Sahimi,et al.  Markov analysis and Kramers-Moyal expansion of nonstationary stochastic processes with application to the fluctuations in the oil price. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.

[21]  Bradley Matthew Battista,et al.  Application of the Empirical Mode Decomposition and Hilbert-Huang Transform to Seismic Reflection Data , 2007 .

[22]  Explaining extreme waves by a theory of stochastic wave groups , 2007 .

[23]  F Atyabi,et al.  Two Statistical Methods for Resolving Healthy Individuals and Those with Congestive Heart Failure Based on Extended Self-similarity and a Recursive Method , 2006, Journal of biological physics.

[24]  J. Peinke,et al.  Analysis of Non-stationary Data for Heart-rate Fluctuations in Terms of Drift and Diffusion Coefficients , 2006, Journal of biological physics.

[25]  F. Fedele Extreme Events in Nonlinear Random Seas , 2006 .

[26]  M. Movahed,et al.  Level crossing analysis of the stock markets , 2006, physics/0601205.

[27]  Bikas K. Chakrabarti,et al.  Modelling Critical and Catastrophic Phenomena in Geoscience , 2006 .

[28]  J. Peinke,et al.  Stochastic analysis of different rough surfaces , 2004, physics/0404015.

[29]  E. Pelinovsky,et al.  A freak wave in the Black Sea: Observations and simulation , 2004 .

[30]  C. Guedes Soares,et al.  Characteristics of abnormal waves in North Sea storm sea states , 2003 .

[31]  G. Jafari,et al.  Stochastic analysis and regeneration of rough surfaces. , 2003, Physical review letters.

[32]  Jean Claude Nunes,et al.  Image analysis by bidimensional empirical mode decomposition , 2003, Image Vis. Comput..

[33]  M. Prevosto,et al.  Wave Crest Sensor Intercomparison Study: An Overview of WACSIS , 2004 .

[34]  Nobuhito Mori,et al.  Analysis of freak wave measurements in the Sea of Japan , 2002 .

[35]  Nobuhito Mori,et al.  A weakly non-gaussian model of wave height distribution for random wave train , 2002 .

[36]  Nobuhito Mori,et al.  Effects of high-order nonlinear interactions on unidirectional wave trains , 2002 .

[37]  Miguel Onorato,et al.  Extreme wave events in directional, random oceanic sea states , 2001, nlin/0106004.

[38]  Joachim Peinke,et al.  Experimental indications for Markov properties of small-scale turbulence , 2001, Journal of Fluid Mechanics.

[39]  A. Osborne,et al.  Freak waves in random oceanic sea states. , 2001, Physical review letters.

[40]  J. Peinke,et al.  MARKOV PROPERTIES OF HIGH FREQUENCY EXCHANGE RATE DATA , 2000, cond-mat/0102494.

[41]  Jan Raethjen,et al.  Extracting model equations from experimental data , 2000 .

[42]  N. Huang,et al.  A new view of nonlinear water waves: the Hilbert spectrum , 1999 .

[43]  Y C Fung,et al.  Use of intrinsic modes in biology: examples of indicial response of pulmonary blood pressure to +/- step hypoxia. , 1998, Proceedings of the National Academy of Sciences of the United States of America.

[44]  N. Huang,et al.  The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis , 1998, Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences.

[45]  J. Peinke,et al.  Description of a Turbulent Cascade by a Fokker-Planck Equation , 1997 .

[46]  Stig E. Sand,et al.  Freak Wave Kinematics , 1990 .

[47]  A. Kolmogoroff Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung , 1931 .