Stochastic Analysis of Ocean Wave Data including "Rogue Wave"

Contact Person: Matthias Wächter

Stochastic Analysis of Ocean Wave Data including "Rogue Wave"

Stochastic Analysis of Ocean Wave Data including "Rogue Wave"

In this topic we make an attempt to characterize ocean wave states by applying and extending a technique for identifying stochastic differential equations from measured data. 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.
We extend the stochastic cascade description by conditioning on the wave height value itself and find that the corresponding process is also governed by a Fokker-Planck equation and based on this we proposed a reconstruction method.
With this model we are able to generate complete new time series or model the next steps for a given sequence of data. The model itself is based on the joint probability density which can be extracted directly from given data, thus no estimation of parameters is necessary.

(Changed: 19 Jan 2024)  | 
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