English
Related papers

Related papers: A recurrence-based technique for detecting genuine…

200 papers

We study temporally persistent and spatially extended extreme events of temperature anomalies, i.e. heat waves and cold spells, using large deviation theory. To this end, we consider a simplified yet Earth-like general circulation model of…

Statistical Mechanics · Physics 2019-05-22 Vera Melinda Galfi , Valerio Lucarini , Jeroen Wouters

Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…

Data Analysis, Statistics and Probability · Physics 2023-06-28 Jacob D. Baxley , David R. Lambert , Mauro Bologna , Bruce J. West , Paolo Grigolini

We propose lacunarity as a novel recurrence quantification measure and illustrate its efficacy to detect dynamical regime transitions which are exhibited by many complex real-world systems. We carry out a recurrence plot based analysis for…

Data Analysis, Statistics and Probability · Physics 2021-01-26 Tobias Braun , Vishnu R. Unni , R. I. Sujith , Juergen Kurths , Norbert Marwan

The experimental investigation of matter under extreme densities and temperatures as they occur for example in astrophysical objects and nuclear fusion applications constitutes one of the most active frontiers at the interface of material…

The use of video-imaging data for in-line process monitoring applications has become more and more popular in the industry. In this framework, spatio-temporal statistical process monitoring methods are needed to capture the relevant…

Applications · Statistics 2020-04-24 Hao Yan , Marco Grasso , Kamran Paynabar , Bianca Maria Colosimo

The extreme values theory presents specific tools for modeling and predicting extreme phenomena. In particular, risk assessment is often analyzed through measures for tail dependence and high values clustering. Despite technological…

Statistics Theory · Mathematics 2020-03-23 Helena Ferreira , Marta Ferreira

This study provides a summary of the theory which enables the analysis of extreme values, i.e., of measurements acquired from the observation of extraordinary/rare physical phenomena. The formalism is developed in a transparent way,…

Data Analysis, Statistics and Probability · Physics 2024-07-02 Evangelos Matsinos

We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems. The indicator perform faster than other based on the…

Dynamical Systems · Mathematics 2023-07-19 Davide Faranda , Valerio Lucarini , Giorgio Turchetti , Sandro Vaienti

Intermittent large amplitude events are seen in the temporal evolution of a state variable of many dynamical systems. Such intermittent large events suddenly start appearing in dynamical systems at a critical value of a system parameter and…

The analysis of extremes in climate models is hindered by the lack of statistics due to the computational costs required to run simulations long enough to sample rare events. We demonstrate how rare event algorithms can improve the…

Atmospheric and Oceanic Physics · Physics 2021-07-07 Francesco Ragone , Freddy Bouchet

Multiple metrics have been developed to detect causality relations between data describing the elements constituting complex systems, all of them considering their evolution through time. Here we propose a metric able to detect causality…

Data Analysis, Statistics and Probability · Physics 2016-05-20 Massimiliano Zanin

The occurrence of some extreme events (such as marine heatwaves or exceptional circulations) can cause other extreme events (such as heatwave, drought and flood). These concurrent extreme events have a great impact on environment and human…

Atmospheric and Oceanic Physics · Physics 2025-09-08 Siyang Yu , Yu Huang , Zuntao Fu

In this paper we characterize the mixing properties in the advection of passive tracers by exploiting the extreme value theory for dynamical systems. With respect to classical techniques directly related to the Poincar\'e recurrences…

Chaotic Dynamics · Physics 2014-05-07 Davide Faranda , Xavier Leoncini , Sandro Vaienti

Record statistics is the study of how new highs or lows are created and sustained in any dynamical process. The study of the highest or lowest records constitute the study of extreme values. This paper represents an exploration of record…

Statistical Mechanics · Physics 2015-03-27 Shashi C. L. Srivastava , Arul Lakshminarayan

The existence of fluctuations of temperature has been a somewhat controversial topic in thermodynamics but nowadays it is recognized that they must be taken into account in small, finite systems. Although for nonequilibrium steady states…

Statistical Mechanics · Physics 2022-01-05 Sergio Davis

We analyze a class of high-amplitude, high-frequency oscillatory systems in which periodicity occurs on two distinct time scales and establish the convergence of its trajectories to a suitably averaged system by recursively applying the…

Optimization and Control · Mathematics 2022-03-23 Mahmoud Abdelgalil , Haithem Taha

The low frequency variability of the extratropical atmosphere involves hemispheric-scale recurring, often persistent, states known as teleconnection patterns or regimes, which can have profound impact on predictability on intra-seasonal and…

Atmospheric and Oceanic Physics · Physics 2024-01-31 Dmitry Mukhin , Abdel Hannachi , Tobias Braun , Norbert Marwan

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

Statistical Mechanics · Physics 2015-05-28 Elmar Bittner , Wolfhard Janke

Recurrence is a fundamental property of dynamical systems, which can be exploited to characterise the system's behaviour in phase space. A powerful tool for their visualisation and analysis called recurrence plot was introduced in the late…

Chaotic Dynamics · Physics 2025-01-27 Norbert Marwan , Maria Carmen Romano , Marco Thiel , Jürgen Kurths

We investigate the sequence of great earthquakes over the past century. To examine whether the earthquake record includes temporal clustering, we identify aftershocks and remove those from the record. We focus on the recurrence time,…

Geophysics · Physics 2013-07-22 E. Ben-Naim , E. G. Daub , P. A. Johnson