Related papers: Capturing rogue waves by multi-point statistics
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
Numerical wave models can output partitioned wave parameters at each grid point using a spectral partitioning technique. Because these wave partitions are usually organized according to the magnitude of their wave energy without considering…
The extreme characteristics of long wave run-up are studied in this paper. First we give a brief overview of the existing theory which is mainly based on the hodograph transformation (Carrier & Greenspan, 1958). Then, using numerical…
Abrupt and rapid high-amplitude changes in a dynamical system's states known as extreme event appear in many processes occurring in nature, such as drastic climate patterns, rogue waves, or avalanches. These events often entail catastrophic…
We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…
Particle-based stochastic approximations of the Boltzmann equation are popular tools for simulations of non-equilibrium gas flows, for which the Navier-Stokes-Fourier equations fail to provide accurate description. However, these numerical…
Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…
The rogue wave solutions (rational multi-breathers) of the nonlinear Schrodinger equation (NLS) are tested in numerical simulations of weakly nonlinear and fully nonlinear hydrodynamic equations. Only the lowest order solutions from 1 to 5…
In this work, we explore the rogue wave patterns in the coupled Fokas-Lenells equation by using the Darboux transformation. We demonstrate that when one of the internal parameters is large enough, the general high-order rogue wave solutions…
Time-resolved single-cell omics data offers high-throughput, genome-wide measurements of cellular states, which are instrumental to reverse-engineer the processes underpinning cell fate. Such technologies are inherently destructive,…
In offshore engineering design, nonlinear wave models are often used to propagate stochastic waves from an input boundary to the location of an offshore structure. Each wave realization is typically characterized by a high-dimensional input…
We study rare events in systems of diffusive fields driven out of equilibrium by the boundaries. We present a numerical technique and use it to calculate the probabilities of rare events in one and two dimensions. Using this technique, we…
A rogue wave formation mechanism is proposed within the framework of a coupled nonlinear Schrodinger (CNLS) system corresponding to the interaction of two waves propagating in oblique directions in deep water. A rogue condition is…
In this paper we propose an extended Kundu-Eckhaus equation (KEE) for modeling the dynamics of skewed rogue waves emerging in the vicinity of a wave blocking point due to opposing current. The equation we propose is a KEE with an additional…
We investigate how the extreme wave statistics of a windsea is modified by a following swell, by means of laboratory experiments and simulations using a High Order Spectral Method (HOSM) of long-crested sea. The windsea spectrum is kept…
A point process for event arrivals in high frequency trading is presented. The intensity is the product of a Hawkes process and high dimensional functions of covariates derived from the order book. Conditions for stationarity of the process…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
We propose a new mechanism for generating power laws. Starting from a random walk, we first outline a simple derivation of the Fokker-Planck equation. By analogy, starting from a certain Markov chain, we derive a master equation for power…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
For spatiotemporal chaos described by partial differential equations, there are generally locations where the dynamical variable achieves its local extremum or where the time partial derivative of the variable vanishes instantaneously. To a…