Publications by authors named "Davide Faranda"

Over the last 70 years, extreme heat has been increasing at a disproportionate rate in Western Europe, compared to climate model simulations. This mismatch is not well understood. Here, we show that a substantial fraction (0.

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We investigate various estimators based on extreme value theory (EVT) for determining the local fractal dimension of chaotic dynamical systems. In the limit of an infinitely long time series of an ergodic system, the average of the local fractal dimension is the system's global attractor dimension. The latter is an important quantity that relates to the number of effective degrees of freedom of the underlying dynamical system, and its estimation has been a central topic in the dynamical systems literature since the 1980s.

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Extreme events are becoming more frequent due to anthropogenic climate change, posing serious concerns on societal and economic impacts and asking for mitigating strategies, as for Venice. Here we proposed a dynamical diagnostic of Extreme Sea Level (ESL) events in the Venice lagoon by using two indicators based on combining extreme value theory and dynamical systems: the instantaneous dimension and the inverse persistence. We show that the latter allows us to localize ESL events with respect to sea level fluctuations around the astronomical tide, while the former informs us on the role of active processes across the lagoon and specifically on the constructive interference of atmospheric contributions with the astronomical tide.

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COVID-19 prediction models are characterized by uncertainties due to fluctuating parameters, such as changes in infection or recovery rates. While deterministic models often predict epidemic peaks too early, incorporating these fluctuations into the SIR model can provide a more accurate representation of peak timing. Predicting R0, the basic reproduction number, remains a major challenge with significant implications for government policy and strategy.

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Diagnosing dynamical changes in the climate system, such as those in atmospheric circulation patterns, remains challenging. Here, we study 1950 to 2021 trends in the frequency of occurrence of atmospheric circulation patterns over the North Atlantic. Roughly 7% of atmospheric circulation patterns display significant occurrence trends, yet they have major impacts on surface climate.

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The dynamics across different scales in the stable atmospheric boundary layer has been investigated by means of two metrics, based on instantaneous fractal dimensions and grounded in dynamical systems theory. The wind velocity fluctuations obtained from data collected during the Cooperative Atmosphere-Surface Exchange Study-1999 experiment were analyzed to provide a local (in terms of scales) and an instantaneous (in terms of time) description of the fractal properties and predictability of the system. By analyzing the phase-space projections of the continuous turbulent, intermittent, and radiative regimes, a progressive transformation, characterized by the emergence of multiple low-dimensional clusters embedded in a high-dimensional shell and a two-lobe mirror symmetrical structure of the inverse persistence, have been found.

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This study investigates the use of covariant Lyapunov vectors and their respective angles for detecting transitions between metastable states in dynamical systems, as recently discussed in several atmospheric sciences applications. In a first step, the needed underlying dynamical models are derived from data using a non-parametric model-based clustering framework. The covariant Lyapunov vectors are then approximated based on these data-driven models.

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Forecasting epidemic scenarios has been critical to many decision-makers in imposing various public health interventions. Despite progresses in determining the magnitude and timing of epidemics, epidemic peak time predictions for H1N1 and COVID-19 were inaccurate, with the peaks delayed with respect to predictions. Here, we show that infection and recovery rate fluctuations play a critical role in peak timing.

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Several European countries have suspended the inoculation of the AstraZeneca vaccine out of suspicion that it causes deep vein thrombosis. In this letter, we report some Fermi estimates performed using a stochastic model aimed at making a risk-benefit analysis of the interruption of the delivery of the AstraZeneca vaccine in France and Italy. Our results clearly show that excess deaths due to the interruption of the vaccination campaign injections largely overrun those due to thrombosis even in worst case scenarios of frequency and gravity of the vaccine side effects.

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COVID-19 has forced quarantine measures in several countries across the world. These measures have proven to be effective in significantly reducing the prevalence of the virus. To date, no effective treatment or vaccine is available.

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It has been shown that a permutation can uniquely identify the joint set of an initial condition and a non-autonomous external force realization added to the deterministic system in given time series data. We demonstrate that our results can be applied to time series forecasting as well as the estimation of common external forces. Thus, permutations provide a convenient description for a time series data set generated by non-autonomous dynamical systems.

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While COVID-19 is rapidly propagating around the globe, the need for providing real-time forecasts of the epidemics pushes fits of dynamical and statistical models to available data beyond their capabilities. Here we focus on statistical predictions of COVID-19 infections performed by fitting asymptotic distributions to actual data. By taking as a case-study the epidemic evolution of total COVID-19 infections in Chinese provinces and Italian regions, we find that predictions are characterized by large uncertainties at the early stages of the epidemic growth.

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Despite the importance of having robust estimates of the time-asymptotic total number of infections, early estimates of COVID-19 show enormous fluctuations. Using COVID-19 data from different countries, we show that predictions are extremely sensitive to the reporting protocol and crucially depend on the last available data point before the maximum number of daily infections is reached. We propose a physical explanation for this sensitivity, using a susceptible-exposed-infected-recovered model, where the parameters are stochastically perturbed to simulate the difficulty in detecting patients, different confinement measures taken by different countries, as well as changes in the virus characteristics.

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The atmosphere's chaotic nature limits its short-term predictability. Furthermore, there is little knowledge on how the difficulty of forecasting weather may be affected by anthropogenic climate change. Here, we address this question by employing metrics issued from dynamical systems theory to describe the atmospheric circulation and infer the dynamical properties of the climate system.

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For a wide class of stationary time series, extreme value theory provides limiting distributions for rare events. The theory describes not only the size of extremes but also how often they occur. In practice, it is often observed that extremes cluster in time.

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We show how to obtain theoretical and numerical estimates of correlation dimension and phase space contraction by using the extreme value theory. The maxima of suitable observables sampled along the trajectory of a chaotic dynamical system converge asymptotically to classical extreme value laws where: (i) the inverse of the scale parameter gives the correlation dimension and (ii) the extremal index is associated with the rate of phase space contraction for backward iteration, which in dimension 1 and 2, is closely related to the positive Lyapunov exponent and in higher dimensions is related to the metric entropy. We call it the Dynamical Extremal Index.

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Atmospheric flows are characterized by chaotic dynamics and recurring large-scale patterns. These two characteristics point to the existence of an atmospheric attractor defined by Lorenz as: "the collection of all states that the system can assume or approach again and again, as opposed to those that it will ultimately avoid". The average dimension D of the attractor corresponds to the number of degrees of freedom sufficient to describe the atmospheric circulation.

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We suggest an approach to probing intermittency corrections to the Kolmogorov law in turbulent flows based on the autoregressive moving-average modeling of turbulent time series. We introduce an index Υ that measures the distance from a Kolmogorov-Obukhov model in the autoregressive moving-average model space. Applying our analysis to particle image velocimetry and laser Doppler velocimetry measurements in a von Kármán swirling flow, we show that Υ is proportional to traditional intermittency corrections computed from structure functions.

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In this paper we characterize the mixing properties in the advection of passive tracers by exploiting the extreme value theory for dynamical systems. With respect to classical techniques directly related to the Poincaré recurrences analysis, our method provides reliable estimations of the characteristic mixing times and distinguishes between barriers and unstable fixed points. The method is based on a check of convergence for extreme value laws on finite datasets.

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In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the chosen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds.

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In this paper, we perform an analytical and numerical study of the extreme values of specific observables of dynamical systems possessing an invariant singular measure. Such observables are expressed as functions of the distance of the orbit of initial conditions with respect to a given point of the attractor. Using the block maxima approach, we show that the extremes are distributed according to the generalised extreme value distribution, where the parameters can be written as functions of the information dimension of the attractor.

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