Related papers: Estimating the maximum possible earthquake magnitu…
We make an extensive numerical study of a two dimensional nonconservative model proposed by Olami-Feder-Christensen to describe earthquake behavior. By analyzing the distribution of earthquake sizes using a multiscaling method, we find…
Self-similarity may stem from two origins: the process' increments infinite variance and/or process' memory. The $b$-value of the Gutenberg-Richter law comes from the first origin. In the frame of natural time analysis of earthquake data, a…
We study extreme events of avalanche activities in finite-size two-dimensional self-organized critical (SOC) models, specifically the stochastic Manna model (SMM) and the Bak-Tang-Weisenfeld (BTW) sandpile model. Employing the approach of…
Induced seismicity due to fluid extraction or injection has become a critical issue in regions with extensive hydrocarbon production, such as the Groningen gas field in the Netherlands. This study examines the relationship between pore…
Terra Seismic can predict most major earthquakes (M6.2 or greater) at least 2 - 5 months before they will strike. Global earthquake prediction is based on determinations of the stressed areas that will start to behave abnormally before…
Forecasts of the focal mechanisms of future earthquakes are important for seismic hazard estimates and Coulomb stress and other models of earthquake occurrence. Here we report on a high-resolution global forecast of earthquake rate density…
We propose and compare methods for the analysis of extreme events in complex systems governed by PDEs that involve random parameters, in situations where we are interested in quantifying the probability that a scalar function of the…
One of the most common anticipated difficulties in applying mainstream maximum likelihood inference upon extreme values is articulated on the scarcity of extreme observations for bringing the extreme value theorem to hold across a series of…
The size or energy of diverse structures or phenomena in geoscience appears to follow power-law distributions. A rigorous statistical analysis of such observations is tricky, though. Observables can span several orders of magnitude, but the…
A baroclinic model for the atmospheric jet at middle-latitudes is used as a stochastic generator of time series of the total energy of the system. Statistical inference of extreme values is applied to yearly maxima sequences of the time…
This paper investigates the use of extreme value theory for modelling the distribution of demand-net-of-wind for capacity adequacy assessment. Extreme value theory approaches are well-established and mathematically justified methods for…
Analysis of the rare and extreme values through statistical modeling is an important issue in economical crises, climate forecasting, and risk management of financial portfolios. Extreme value theory provides the probability models needed…
We develop a dissipation-based framework for earthquake rupture on homogeneous faults that explicitly separates the onset of unstable slip from the conditions required for self-sustained rupture propagation. This distinction explains the…
We present a new kind of critical stochastic finite-time-singularity, relying on the interplay between long-memory and extreme fluctuations. We illustrate it on the well-established epidemic-type aftershock (ETAS) model for aftershocks,…
The three-parameter generalized extreme value distribution arises from classical univariate extreme value theory and is in common use for analyzing the far tail of observed phenomena. Curiously, important asymptotic properties of…
Earthquake network is known to be of the small-world type. The values of the network characteristics, however, depend not only on the cell size (i.e., the scale of coarse graining needed for constructing the network) but also on the size of…
The block maximum method, which is widely used in extreme value analysis, uses a generalized extreme value distribution to approximate that of the maximum of m observations. The quality of this approximation depends on the value of m and…
A common approach for modeling extremes, such as peak flow or high temperatures, is the three-parameter Generalized Extreme-Value distribution. This is typically fit to extreme observations, here defined as maxima over disjoint blocks. This…
This paper addresses the issue of estimating the expectation of a real-valued random variable of the form $X = g(\mathbf{U})$ where $g$ is a deterministic function and $\mathbf{U}$ can be a random finite- or infinite-dimensional vector.…
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,…