Related papers: Capturing rogue waves by multi-point statistics
We consider the problem of short-term prediction of rare, extreme water waves in unidirectional fields, a critical topic for ocean structures and naval operations. One possible mechanism for the occurrence of such rare, unusually-intense…
The development of surrogate models to study uncertainties in hydrologic systems requires significant effort in the development of sampling strategies and forward model simulations. Furthermore, in applications where prediction time is…
This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…
Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…
Revealing the ongoing changes in ocean dynamics and their impact on marine ecosystems requires the joint analysis of multiple variables. Yet, global observational records only cover a few decades, posing a challenge in the separation of…
We present a numerical study of the evolution dynamics of ``optical rogue waves'', statistically-rare extreme red-shifted soliton pulses arising from supercontinuum generation in photonic crystal fiber [D. R. Solli et al. Nature Vol. 450,…
Rogue waves are extraordinarily high and steep isolated waves, which appear suddenly in a calm sea and disappear equally fast. However, though the Rogue waves are localized surface waves, their theoretical models and experimental…
The nonlinear dynamics of an obliquely oriented wave packet at sea surface is studied both analytically and numerically for various initial parameters of the packet, in connection with the problem of oceanic rogue waves. In the framework of…
High intermittent renewable penetration in the energy mix presents challenges in robustness for the management of power systems' operation. If a tail realization of the distribution of weather yields a prolonged period of time during which…
We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties…
The paper by A.N. Kolmogorov 1934 "Random Moves", hereinafter ANK34, uses a Fokker-Planck-type equation for a 6-dimensional vector with a total rather than a partial derivative with respect to time, and with a Laplacian in the space of…
Rapid evolution of sensor technology, advances in instrumentation, and progress in devising data-acquisition softwares/hardwares are providing vast amounts of data for various complex phenomena, ranging from those in atomospheric…
The supersaturation equation for a vertically moving adiabatic cloud parcel is analysed. The effects of turbulent updrafts are incorporated in the shape of a stochastic Lagrangian model, with spatial and time correlations expressed in terms…
We adapt the microcanonical framework of equilibrium statistical mechanics to predict the statistics of short waves in inhomogeneous moving media. For steady inhomogeneities and background flow, we compute the wave spectrum at any location…
In many scenarios, it is necessary to monitor a complex system via a time-series of observations and determine when anomalous exogenous events have occurred so that relevant actions can be taken. Determining whether current observations are…
Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…
This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics of the location of minimizing events. We develop integral…
Stochastic differential equations play an important role in various applications when modeling systems that have either random perturbations or chaotic dynamics at faster time scales. The time evolution of the probability distribution of a…
Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…
The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter $\beta$ fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind…