Dresden 2014 – scientific programme

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DY: Fachverband Dynamik und Statistische Physik

DY 41: Poster - Pattern/ Nonlinear Dyn./ Fluids/ Granular/ Critical Phen.

DY 41.12: Poster

Thursday, April 3, 2014, 17:00–19:00, P3

Multi-point description and time series reconstruction — •Ali Hadjihosseini — ForWind, Oldenburg,Germany

We proposed a method that allows a reconstruction of time series based on multi-point statistics given by hierarchical process. This method is able to model water wave time series including extreme events. We extend the stochastic cascade description by conditioning on wave height value itself, and find that the corresponding process is also governed by a Fokker-Planck equation, which contains as a leading term a simple additional wave height-dependent coefficient in the drift function. As a main result it is shown that this method is able to reproduce the extreme events in time series.