2016
DOI: 10.1088/1367-2630/18/1/013017
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Capturing rogue waves by multi-point statistics

Abstract: As an example of a complex system with extreme events, we investigate ocean wave states exhibiting rogue waves. We present a statistical method of data analysis based on multi-point statistics which for the first time allows the grasping of extreme rogue wave events in a highly satisfactory statistical manner. The key to the success of the approach is mapping the complexity of multi-point data onto the statistics of hierarchically ordered height increments for different time scales, for which we can show that … Show more

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Cited by 15 publications
(23 citation statements)
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“…To convert the series of sea-level height measurements in time to its scale or increment counterparts has profound consequences, as the latter now turns out to be Markovian [5,6]. As a consequence the full analysis of the data, based on the computation of the N -point propagator p(h t |h t−τ1 , ..., h t−τ N −1 ) that predicts the time series of heights, can be decomposed into N − 2 increment propagators p(∆h k,t |∆h k+1,t , h t ) for each scale k together with the initial distribution, p(∆h 0 , τ, h t ) [6], see also supplementary material I.…”
mentioning
confidence: 99%
“…To convert the series of sea-level height measurements in time to its scale or increment counterparts has profound consequences, as the latter now turns out to be Markovian [5,6]. As a consequence the full analysis of the data, based on the computation of the N -point propagator p(h t |h t−τ1 , ..., h t−τ N −1 ) that predicts the time series of heights, can be decomposed into N − 2 increment propagators p(∆h k,t |∆h k+1,t , h t ) for each scale k together with the initial distribution, p(∆h 0 , τ, h t ) [6], see also supplementary material I.…”
mentioning
confidence: 99%
“…As this is a stochastic model, involving a deterministic as well as a random part, the two time series diverge quite fast. But the stochastic content in the sense of multi-point statistics is the same, which can be verified by reanalyising these surrogate data (22,21,32). Another interesting point is that apparently typical structures of a wave pattern could be reproduced by the stochastic method (58), thus it seems that the multi-point approach is capable to grasp the statistics as well as coherent structures.…”
Section: Surrogate Data and Forecastingmentioning
confidence: 71%
“…As mentioned for turbulence the Markov properties are found for both the multi-point p(ξ3|ξ2, ξ1, qN ) and the multi-scale p(ξ3|ξ2, ξ1) statistics. For surface waves we found that Markov properties are only valid for the multi-point statistics (32). If the joint probabilities W (ξ3, ξ2, ξ1, qN ) can be written as W (ξ3, ξ2, ξ1, qN ) = W (ξ3, ξ2, ξ1)W (qN ), one Markov property always follows from the other.…”
Section: Closures Of Multi-point Statisticsmentioning
confidence: 97%
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“…Predictability of RWs is also a recently debated feature with obvious applications in the control or forecasting of rare events. Although it is widely accepted that RWs are chaotic to a large extent, there have been some studies that successfully argue their deterministic character in optical systems [4] and even suggest ways to foretell their occurrence [5,7,8]. The key element for the characterization of extreme events is the understanding of the underlying mechanism leading to the formation of optical RWs [6].…”
Section: Introductionmentioning
confidence: 99%