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When extreme weather events affect large areas, their regional to sub-continental spatial scale is important for their impacts. We propose a novel machine learning (ML) framework that integrates spatial extreme-value theory to model weather…

Applications · Statistics 2025-05-29 Jonathan Koh , Daniel Steinfeld , Olivia Martius

This work employs variational techniques to revisit and expand the construction and analysis of extreme value processes. These techniques permit a novel study of spatial statistics of the location of minimizing events. We develop integral…

Probability · Mathematics 2018-08-10 Nicolas Garcia Trillos , Ryan Murray , Daniel Sanz-Alonso

The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

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…

Extreme value statistics, or extreme statistics for short, refers to the statistics that characterizes rare events of either unusually high or low intensity: climate disasters like floods following extremely intense rains are among the…

Fluid Dynamics · Physics 2013-11-11 R. Labbé , G. Bustamante

Extreme events are unusual and rare large-amplitude fluctuations that occur can unexpectedly in nonlinear dynamical systems. Events above the extreme event threshold of the probability distribution of a nonlinear process characterize…

Data Analysis, Statistics and Probability · Physics 2023-03-08 Premraj Durairaj , Sathiyadevi Kanagaraj , Suresh Kumarasamy , Karthikeyan Rajagopal

We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…

Dynamical Systems · Mathematics 2023-11-07 Meagan Carney , Mark Holland , Matthew Nicol , Phuong Tran

Studying event time series is a powerful approach for analyzing the dynamics of complex dynamical systems in many fields of science. In this paper, we describe the method of event coincidence analysis to provide a framework for quantifying…

Physics and Society · Physics 2016-07-06 Jonathan F. Donges , Carl-Friedrich Schleussner , Jonatan F. Siegmund , Reik V. Donner

Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…

Chaotic Dynamics · Physics 2009-10-31 Victor S. L'vov , Anna Pomyalov , Itamar Procaccia

The frequency of disruptive and newly emerging threats (e.g. man-made attacks--cyber and physical attacks; extreme natural events--hurricanes, earthquakes, and floods) has escalated dramatically in the last decade. Impacts of these events…

Systems and Control · Electrical Eng. & Systems 2020-09-08 Narayan Bhusal , Mukesh Gautam , Michael Abdelmalak , Mohammed Benidris

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…

Statistical Mechanics · Physics 2020-11-04 Marc Höll , Wanli Wang , Eli Barkai

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

Dynamical Systems · Mathematics 2010-06-17 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd

Modeling the risk of extreme weather events in a changing climate is essential for developing effective adaptation and mitigation strategies. Although the available low-resolution climate models capture different scenarios, accurate risk…

Atmospheric and Oceanic Physics · Physics 2022-12-06 Anamitra Saha , Sai Ravela

The climate is a forced and dissipative nonlinear system featuring non-trivial dynamics of a vast range of spatial and temporal scales. The understanding of the climate's structural and multiscale properties is crucial for the provision of…

Atmospheric and Oceanic Physics · Physics 2015-06-17 Valerio Lucarini , Richard Blender , Corentin Herbert , Salvatore Pascale , Francesco Ragone , Jeroen Wouters

In this work, we report the emergence of extreme events in a damped and driven velocity-dependent mechanical system. We observe that the extreme events emerge at multiple points. We further notice that the extreme events occur symmetrically…

Chaotic Dynamics · Physics 2021-06-18 Sudharsan S , Venkatesan A , Senthilvelan M

Extreme events are the major weather-related hazard for humanity. It is then of crucial importance to have a good understanding of their statistics and to be able to forecast them. However, lack of sufficient data makes their study…

Atmospheric and Oceanic Physics · Physics 2025-03-13 Valeria Mascolo , Alessandro Lovo , Corentin Herbert , Freddy Bouchet

Predicting extreme events in nonlinear dynamical systems is challenging due to a limited understanding of their statistical properties. This study numerically and theoretically investigates the statistical properties of infinite-modal maps…

Chaotic Dynamics · Physics 2026-04-07 Masaki Nakagawa

Motivated by the analysis of extreme rainfall data, we introduce a general Bayesian hierarchical model for estimating the probability distribution of extreme values of intermittent random sequences, a common problem in geophysical and…

Methodology · Statistics 2020-05-26 Enrico Zorzetto , Antonio Canale , Marco Marani

A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…

Statistical Mechanics · Physics 2018-09-03 Giovanni Dematteis , Tobias Grafke , Eric Vanden-Eijnden

Extreme weather events pose significant challenges, thereby demanding techniques for accurate analysis and precise forecasting to mitigate its impact. In recent years, deep learning techniques have emerged as a promising approach for…

Atmospheric and Oceanic Physics · Physics 2023-08-23 Shikha Verma , Kuldeep Srivastava , Akhilesh Tiwari , Shekhar Verma