activity
19982025
most citedAnalysis of data sets of stochastic systems

289 citations · 835 across the 12 of their papers we have counts for

collaborators

12 papers

physics.flu-dyn2025

Asymmetric behaviour of turbulence in the wake of wind farms caused by the Coriolis force

Gabriele Centurelli, Joachim Peinke, Bughsin' Djath +2

Large offshore wind farm wakes in shallow atmospheric boundary layers (ABL) exhibit often an asymmetric behaviour when observed through Synthetic-Aperture-Radar or simulated throug…

physics.data-an2014★ 22 cited

Stochastic analysis of ocean wave states with and without rogue waves

A. Hadjihosseini, J. Peinke, N. P. Hoffmann

This work presents an analysis of ocean wave data including rogue waves. A stochastic approach based on the theory of Markov processes is applied. With this analysis we achieve a c…

q-fin.ST2010★ 5 cited

The level crossing and inverse statistic analysis of German stock market index (DAX) and daily oil price time series

F. Shayeganfar, M. Holling, J. Peinke +1

The level crossing and inverse statistics analysis of DAX and oil price time series are given. We determine the average frequency of positive-slope crossings, , where $T_α =…

physics.data-an2007★ 37 cited

Improved estimation of Fokker-Planck equations through optimisation

A. P. Nawroth, J. Peinke, D. Kleinhans +1

An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb…

physics.bio-ph2006

Analysis of Non-stationary Data for Heart-Rate Fluctuations in Terms of Drift and Diffusion Coefficients

F. Ghasemi, Muhammad Sahimi, J. Peinke +1

We describe a method for analyzing the stochasticity in the non-stationary data for the beat-to-beat fluctuations in the heart rates of healthy subjects, as well as those with cong…

physics.data-an2004★ 57 cited

Stochastic analysis of different rough surfaces

M. Waechter, F. Riess, Th. Schimmel +2

This paper shows in detail the application of a new stochastic approach for the characterization of surface height profiles, which is based on the theory of Markov processes. With…