This paper introduces the notion of robust extremes in deterministic chaotic systems, presents initial theoretical results, and outlines associated inferential techniques. A chaotic deterministic system is said to exhibit robust extremes under a given observable when the associated statistics of extreme values depend smoothly on the system’s control parameters. Robust extremes are here illustrated numerically for the flow of the Lorenz model [E. N. Lorenz, J. Atmos. Sci. 20, 130 (1963)]. Robustness of extremes is proved for one-dimensional Lorenz maps with two distinct types of observables for which conditions guaranteeing robust extremes are formulated explicitly. Two applications are shown: improving the precision of the statistical estimator for extreme value distributions and predicting future extremes in nonstationary systems. For the latter, extreme wind speeds are examined in a simple quasigeostrophic model with a robust chaotic attractor subject to nonstationary forcing.
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December 2009
Research Article|
December 09 2009
Robust extremes in chaotic deterministic systems
Renato Vitolo;
Renato Vitolo
a)
School of Engineering, Computing and Mathematics,
University of Exeter
, Exeter, Devon EX4 4QF, United Kingdom
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Mark P. Holland;
Mark P. Holland
School of Engineering, Computing and Mathematics,
University of Exeter
, Exeter, Devon EX4 4QF, United Kingdom
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Christopher A. T. Ferro
Christopher A. T. Ferro
School of Engineering, Computing and Mathematics,
University of Exeter
, Exeter, Devon EX4 4QF, United Kingdom
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a)
Electronic mail: [email protected].
Chaos 19, 043127 (2009)
Article history
Received:
June 04 2009
Accepted:
November 10 2009
Citation
Renato Vitolo, Mark P. Holland, Christopher A. T. Ferro; Robust extremes in chaotic deterministic systems. Chaos 1 December 2009; 19 (4): 043127. https://doi.org/10.1063/1.3270389
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