289 citations · 835 across the 12 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
Reconstruction of dynamical equations for traffic flow
S. Kriso, R. Friedrich, J. Peinke +1
Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In pa…
How to quantify deterministic and random influences on the statistics of the foreign exchange market
Rudolf Friedrich, Joachim Peinke, Christoph Renner
It is shown that prize changes of the US dollar - German Mark exchange rates upon different delay times can be regarded as a stochastic Marcovian process. Furthermore we show that…