Published in

The Royal Society, Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2127(376), p. 20170133, 2018

DOI: 10.1098/rsta.2017.0133

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New perspectives for the prediction and statistical quantification of extreme events in high-dimensional dynamical systems

Journal article published in 2018 by Themistoklis P. Sapsis ORCID
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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Abstract

We discuss extreme events as random occurrences of strongly transient dynamics that lead to nonlinear energy transfers within a chaotic attractor. These transient events are the result of finite-time instabilities and therefore are inherently connected with both statistical and dynamical properties of the system. We consider two classes of problems related to extreme events and nonlinear energy transfers, namely (i) the derivation of precursors for the short-term prediction of extreme events, and (ii) the efficient sampling of random realizations for the fastest convergence of the probability density function in the tail region. We summarize recent methods on these problems that rely on the simultaneous consideration of the statistical and dynamical characteristics of the system. This is achieved by combining available data, in the form of second-order statistics, with dynamical equations that provide information for the transient events that lead to extreme responses. We present these methods through two high-dimensional, prototype systems that exhibit strongly chaotic dynamics and extreme responses due to transient instabilities, the Kolmogorov flow and unidirectional nonlinear water waves. This article is part of the theme issue ‘Nonlinear energy transfer in dynamical and acoustical systems’.