Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model

Vera Melinda Gálfi, Tamás Bódai, Valerio Lucarini

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

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.
Original languageEnglish
Article number5340858
JournalComplexity
Volume2017
DOIs
Publication statusPublished - 2017
Externally publishedYes

Funding

The authors would like to thank Sebastian Schubert, Christian Franzke, Maida Zahid, and Richard Blender for useful discussions. The authors are indebted to Sebastian Schubert for his support in performing some simulations and providing the code for computing the Lyapunov Exponents and Kaplan-Yorke dimensions. Valerio Lucarini acknowledges the many exchanges on these topics with Davide Faranda, Antonio Speranza, and Renato Vitolo. Valerio Lucarini also acknowledges support received from the Sfb/Transregio Project TRR181 and from the StG-ERC Project NAMASTE (Grant No. 257106). Valerio Lucarini and Tamás Bódai are grateful for support from the CRESCENDO Project (Grant no. 641816). Vera Melinda Gálf i acknowledges funding from the International Max Planck Research School on Earth System Modelling (IMPRS-ESM).

FundersFunder number
International Max Planck Research School on Earth System Modelling
Seventh Framework Programme641816, 257106

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