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Related papers: Extreme Events: Mechanisms and Prediction

200 papers

Extreme event are sudden large-amplitude changes in the state or observables of chaotic nonlinear systems, which characterize many scientific phenomena. Because of their violent nature, extreme events typically have adverse consequences,…

Machine Learning · Computer Science 2023-08-08 Alberto Racca , Luca Magri

The Murali-Lakshmanan-Chua (MLC) circuit is a well-recognized prominent nonlinear, nonautonomous, and dissipative electronic circuit having a versatile chaotic nature. Unraveling the dynamical synergy responsible for the genesis of extreme…

Chaotic Dynamics · Physics 2026-04-23 Tapas Kumar Pa , Dibakar Ghosh

Scientific and technological advances in numerical modelling have improved the quality of climate predictions over recent decades, but predictive skill remains limited in many aspects. Extreme events such as heat and cold waves, droughts,…

Oft-cited causes of mini-flash crashes include human errors, endogenous feedback loops, the nature of modern liquidity provision, fundamental value shocks, and market fragmentation. We develop a mathematical model which captures aspects of…

Trading and Market Microstructure · Quantitative Finance 2018-08-14 Erhan Bayraktar , Alexander Munk

Bursty dynamics characterizes systems that evolve through short active periods of several events, which are separated by long periods of inactivity. Systems with such temporal heterogeneities are not only found in nature but also include…

Physics and Society · Physics 2024-12-19 Márton Karsai , Hang-Hyun Jo

Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…

Statistical Mechanics · Physics 2012-04-12 Cristian Giardina , Jorge Kurchan , Vivien Lecomte , Julien Tailleur

In this article, it is shown specifically that natural system chance events as represented by theory predicted (a priori) probabilistic statements used in such realms as modern particle physics, among others, are only random relative to the…

General Physics · Physics 2007-05-23 Robert A. Herrmann

Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…

Statistical Mechanics · Physics 2020-02-26 Sarwar Hussain , Amir Haji-Akbari

In spite of precautions to avoid the harmful effects of extreme events, we experience recurrently phenomena that overcome the preventive barriers. These barriers usually increase drastically right after the occurrence of such extreme…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Sarah Hallerberg , Holger Kantz

We point out that the functional form describing the frequency of sizes of events in complex systems (e.g. earthquakes, forest fires, bursts of neuronal activity) can be obtained from maximal likelihood inference, which, remarkably, only…

Physics and Society · Physics 2017-10-03 Xiaoyong Yan , Petter Minnhagen , Henrik Jeldtoft Jensen

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

Event prediction is the ability of anticipating future events, i.e., future real-world occurrences, and aims to support the user in deciding on actions that change future events towards a desired state. An event prediction method learns the…

Artificial Intelligence · Computer Science 2025-07-10 Janik-Vasily Benzin , Stefanie Rinderle-Ma

We extend the scope of the dynamical theory of extreme values to cover phenomena that do not happen instantaneously, but evolve over a finite, albeit unknown at the onset, time interval. We consider complex dynamical systems, composed of…

Neurons and Cognition · Quantitative Biology 2020-05-20 Theophile Caby , Giorgio Mantica

The issue of rogue wave lifetimes is addressed in this study, which helps to detail the general picture of this dangerous oceanic phenomenon. The direct numerical simulations of irregular wave ensembles are performed to obtain the complete…

Atmospheric and Oceanic Physics · Physics 2019-03-26 Anna Kokorina , Alexey Slunyaev

Topological data analysis has been acknowledged as one of the most successful mathematical data analytic methodologies in various fields including medicine, genetics, and image analysis. In this paper, we explore the potential of this…

Statistical Finance · Quantitative Finance 2020-08-27 Wonse Kim , Younng-Jin Kim , Gihyun Lee , Woong Kook

Ice storms are extreme weather events that can have devastating implications for the sustainability of natural ecosystems as well as man made infrastructure. Ice storms are caused by a complex mix of atmospheric conditions and are among the…

Atmospheric and Oceanic Physics · Physics 2018-05-15 Ranjini Swaminathan , Mohan Sridharan , Katharine Hayhoe

Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…

Trading and Market Microstructure · Quantitative Finance 2017-02-08 Jonathan Donier , Jean-Philippe Bouchaud

In these notes we review emergent phenomena in complex systems, emphasizing ways to identify potential underlying universal mechanisms that generates complexity. The discussion is centered around the emergence of collective behavior in…

Disordered Systems and Neural Networks · Physics 2008-04-02 Dante R. Chialvo

We study the distribution of maxima (Extreme Value Statistics) for sequences of observables computed along orbits generated by random transformations. The underlying, deterministic, dynamical system can be regular or chaotic. In the former…

Dynamical Systems · Mathematics 2015-06-11 Davide Faranda , Jorge Milhazes Freitas , Valerio Lucarini , Giorgio Turchetti , Sandro Vaienti