This question was last asked (by the British Flag) on 31 October 2017 (2017–18 season, Week 3; Specialist Round 1, Arts & Entertainment, Question 2). Here's what I wrote on that occasion:
"According to the Tate Gallery's website, "It is famously said that Turner conceived this image while lashed to the mast of a ship during an actual storm at sea. This seems to be nothing more than fiction, but the story has endured as a way of demonstrating Turner's full–blooded engagement with the world around him."
"The image in question is Snow Storm – Steam–Boat off a Harbour's Mouth (first exhibited in 1842)."
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