@pavlov - Caustics are possible in Octane, but they are slow and typically do not provide the kind of "hard caustic" detail you’ve shown in your example. But, a couple of tips:
+ You have to use the PMC kernel for any chance of getting detailed caustics.
+ You can usually leave GI Clamp and Caustic Blur alone if you want detailed caustics.
+ Make sure your water specular material is using the "Octane" BRDF. GGX/Beckmann tend to not let light through very well and barely produce a caustic. Unless that is a bug with my machine.
+ Turn Max Rejects down to 100 - this adds more bias (if I understand correctly) but shows caustics more quickly, though it is still very slow.
+ Turning parallel samples down to 1 also increases the speed at which caustics appear (at least according to some)
+ Light sources have to be quite bright to produce caustics. They need to be small to produce detailed caustics. Unfortunately both of these things cause loads of noise that takes FOREVER to clean up.
+ Make sure the normals on your water plane are facing up. (I know that sounds dumb but I made that mistake when testing a similar scene and it drove me nuts until I realized!)
By the way, the caustics example you shows (the yellow room) is faked. They've projected or composited an image of caustics onto the scene. You can tell because there are caustics in places that don't make sense based on the lights. That is another option -- just use a caustic texture (plenty on the internet) on a light and project it onto the surfaces where you want them.
Again, even when caustics work they tend to be soft and noisy. As much as I like Octane, it just isn't good for hard caustics.
If you can export your scene to Blender, there is a free renderer called Luxcore that uses modern caustics calculations and can do what you are looking for in seconds. Here's a comparison:
OctaneLuxcore