scholarly journals Convergence of Extreme Value Statistics in a Two-Layer Quasi-Geostrophic Atmospheric Model

Complexity ◽  
2017 ◽  
Vol 2017 ◽  
pp. 1-20 ◽  
Author(s):  
Vera Melinda Gálfi ◽  
Tamás Bódai ◽  
Valerio Lucarini

We search for the signature of universal properties of extreme events, theoretically predicted for Axiom A flows, in a chaotic and high-dimensional dynamical system. We study the convergence of GEV (Generalized Extreme Value) and GP (Generalized Pareto) shape parameter estimates to the theoretical value, which is expressed in terms of the partial information dimensions of the attractor. We consider a two-layer quasi-geostrophic atmospheric model of the mid-latitudes, adopt two levels of forcing, and analyse the extremes of different types of physical observables (local energy, zonally averaged energy, and globally averaged energy). We find good agreement in the shape parameter estimates with the theory only in the case of more intense forcing, corresponding to a strong chaotic behaviour, for some observables (the local energy at every latitude). Due to the limited (though very large) data size and to the presence of serial correlations, it is difficult to obtain robust statistics of extremes in the case of the other observables. In the case of weak forcing, which leads to weaker chaotic conditions with regime behaviour, we find, unsurprisingly, worse agreement with the theory developed for Axiom A flows.

2013 ◽  
Vol 10 (1) ◽  
Author(s):  
Helena Penalva ◽  
Manuela Neves

The statistical Extreme Value Theory has grown gradually from the beginning of the 20th century. Its unquestionable importance in applications was definitely recognized after Gumbel's book in 1958, Statistics of Extremes. Nowadays there is a wide number of applied sciences where extreme value statistics are largely used. So, accurately modeling extreme events has become more and more important and the analysis requires tools that must be simple to use but also should consider complex statistical models in order to produce valid inferences. To deal with accurate, friendly, free and open-source software is of great value for practitioners and researchers. This paper presents a review of the main steps for initializing a data analysis of extreme values in R environment. Some well documented packages are briefly described and two data sets will be considered for illustrating the use of some functions.


2013 ◽  
Author(s):  
M. Laurenza ◽  
G. Consolini ◽  
M. Storini ◽  
A. Damiani

1999 ◽  
Vol 150 (6) ◽  
pp. 209-218 ◽  
Author(s):  
Felix Forster ◽  
Walter Baumgartner

The two maps of intense rainfall in the Hydrological Atlas of Switzerland (1992, 1997) are compared to data of an evaluation of extreme value statistics. The results are transferred to recommendations for practioners.


Metals ◽  
2021 ◽  
Vol 11 (12) ◽  
pp. 1915
Author(s):  
Jungsub Lee ◽  
Sang-Youn Park ◽  
Byoung-Ho Choi

In this study, the fatigue characteristics of aluminum alloys and mechanical components were investigated. To evaluate the effect of forging, fatigue specimens with the same chemical compositions were prepared from billets and forged mechanical components. To evaluate the cleanliness of the aluminum alloys, the cross-sectional area of specimens was observed, and the maximum inclusion sizes were obtained using extreme value statistics. Rotary bending fatigue tests were performed, and the fracture surfaces of the specimens were analyzed. The results show that the forging process not only elevated the fatigue strength but also reduced the scatter of the fatigue life of aluminum alloys. The fatigue characteristics of C-specimens were obtained to develop finite-element method (FEM) models. With the intrinsic fatigue properties and strain–life approach, the FEM analysis results agreed well with the test results.


2015 ◽  
Vol 9 ◽  
pp. 25-35 ◽  
Author(s):  
Sebastian Sippel ◽  
Dann Mitchell ◽  
Mitchell T. Black ◽  
Andrea J. Dittus ◽  
Luke Harrington ◽  
...  

2012 ◽  
Vol 85 (15) ◽  
Author(s):  
Wijnand Broer ◽  
George Palasantzas ◽  
Jasper Knoester ◽  
Vitaly B. Svetovoy

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