TY - JOUR
T1 - Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model
AU - Gálfi, Vera Melinda
AU - Bódai, Tamás
AU - Lucarini, Valerio
PY - 2017
Y1 - 2017
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85029770528&partnerID=8YFLogxK
U2 - 10.1155/2017/5340858
DO - 10.1155/2017/5340858
M3 - Article
SN - 1076-2787
VL - 2017
JO - Complexity
JF - Complexity
M1 - 5340858
ER -