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Davide Faranda

Publications and source records attributed to Davide Faranda.

At least 19 recordsLinked to original sources

TRAKNN: Efficient Trajectory Aware Spatiotemporal kNN for Rare Meteorological Trajectory Detection

Extreme weather events, such as windstorms and heatwaves, are driven by persistent atmospheric circulation patterns that evolve over several consecutive days. While traditional circulation-based studies often focus on instantaneous atmospheric states, capturing the temporal evolution, or trajectory, of these spatial fields is essential for characterizing rare and potentially impactful atmospheric behavior. However, performing an exhaustive similarity search on multi-decadal, continental-scale gridded datasets presents significant computational and memory challenges. In this paper, we propose TRAKNN (TRajectory Aware KNN), a fully unsupervised and data-agnostic framework for detecting geometrically rare short trajectories in spatio-temporal data with an exact kNN approach. TRAKNN leverages a recurrence-based algorithm that decouples computational complexity from trajectory length and efficient batch operations, maximizing computational intensity. These optimizations enable exhaustive analysis on standard workstations, either on CPU or on GPU. We evaluate our approach on 75 years of daily European sea-level pressure data. Our results illustrate that rare trajectories identified by TRAKNN correspond to physically coherent atmospheric anomalies and align with independent extreme-event databases.

stat.ML

Topological Data Analysis of Northern Hemisphere SLP Anomalies: Identifying and Tracking the Structural Skeleton of Atmospheric Pressure Systems

We propose a novel framework based on Topological Data Analysis (TDA) to identify and track cyclonic and anticyclonic structures in the Northern Hemisphere. Using persistent homology applied to seven decades of daily sea-level pressure anomalies (1948--2023), we represent the atmospheric field as a cubical complex and compute sublevel- and superlevel-set filtrations. This approach allows us to identify 1-dimensional topological features (1-holes) that correspond to coherent pressure systems, which we term 1-cyclones and 1-anticyclones. The structural intensity of these features is quantified through their topological depth, while their dynamical evolution is followed using an optimal matching procedure based on the Wasserstein distance between consecutive persistence diagrams. Our results reveal robust seasonal patterns characterized by winter maxima and summer minima in total persistence, frequency, and spatial extent. We show that cyclonic activity is topologically more fragmented and intense, consistent with the seasonal deepening of the Icelandic Low, whereas anticyclones exhibit a heavier long-duration tail associated with persistent blocking episodes. Crucially, we demonstrate that TDA metrics can differentiate between distinct dynamical regimes of atmospheric blocking, distinguishing the quasi-stationary, ``frozen'' topology of the 2003 European heatwave from the more volatile and unstable configuration of the 2012 cold spell. Compared to classical geometric tracking algorithms, this framework provides an objective, multiscale, and noise-robust characterization of the atmospheric skeleton, offering a unified mathematical description of the organization and stability of mid-latitude circulation.

physics.ao-ph

Predictability of north Pacific blocking events : Analogue based analysis of historical MIROC6 simulations

Atmospheric blocking exerts a profound influence on mid-latitude circulation, yet its predictability remains elusive due to intrinsic non-linearities and sensitivity to initial-conditions. While blocking dynamics have been extensively studied, the impact of geographical positioning on predictability remains largely unexplored. This study provides a comparative assessment of the predictability of Western and Eastern North Pacific blocking events, leveraging analogue-based diagnostics applied to CMIP6 MIROC6 simulations. Blocking structures are identified using geopotential height gradient reversal, with their temporal evolution analysed through trajectory tracking and error growth metrics. Results reveal that Eastern blocks exhibit lower predictability, characterized by rapid error divergence and heightened mean logarithmic growth rates, whereas Western blocks display dynamical stability. Persistence analysis gives no significant difference between eastern and western North Pacific blocking events. Sensitivity analyses across varying detection thresholds validate the robustness of these findings.

physics.ao-ph

Spatio-temporal Dynamical Indices for Complex Systems

Complex systems span multiple spatial and temporal scales, making their dynamics challenging to understand and predict. This challenge is especially daunting when one wants to study localized and/or rare events. Advances in dynamical systems theory, including the development of state-dependent dynamical indices, namely local dimension and persistence, have provided powerful tools for studying these phenomena. However, existing applications of such indices rely on a predefined and fixed spatial domain, that provides a single scalar quantity for the entire region of interest. This aspect prevents understanding the spatially localized dynamical behavior of the system. In this work, we introduce Spatio-temporal Dynamical Indices (SDIs), that leverage the existing framework of state-dependent local dimension and persistence. SDIs are obtained via a sliding window approach, enabling the exploration of space-dependent properties in spatio-temporal data. As an example, we show that, through this framework, we are able to reconcile previously different perspectives on European summertime heatwaves. This result showcases the importance of accounting for spatial scales when performing scale-dependent dynamical analyses.

physics.ao-ph

Time-Lagged Recurrence: a data-driven method to estimate the predictability of dynamical systems

Nonlinear dynamical systems are ubiquitous in nature and they are hard to forecast. Not only they may be sensitive to small perturbations in their initial conditions, but they are often composed of processes acting at multiple scales. Classical approaches based on the Lyapunov spectrum rely on the knowledge of the dynamic forward operator, or of a data-derived approximation of it. This operator is typically unknown, or the data are too noisy to derive its faithful representation. Here we propose a new data-driven approach to analyze the local predictability of dynamical systems. This method, based on the concept of recurrence, is closely linked to the well-established framework of local dynamical indices. When applied to both idealized systems and real-world datasets arising from large-scale atmospheric fields, our new approach proves its effectiveness in estimating local predictability. Additionally, we discuss its relationship with other local dynamical indices, and how it reveals the scale-dependent nature of predictability. Furthermore, we explore its link to information theory, its extension that includes a weighting strategy, and its real-time application. We believe these aspects collectively demonstrate its potential as a powerful diagnostic tool for complex systems.

nlin.CD

A logarithm law for nonautonomous systems fastly converging to equilibrium and mean field coupled systems

We prove that if a nonautonomous system has in a certain sense a fast convergence to equilibrium (faster than any power law behavior) then the time $\tau _{r}(x,y)$ needed for a typical point $x$ to enter for the first time in a ball $B(y,r)$ centered in $y$, with small radius \ $r $ scales as the local dimension of the equilibrium measure \ $\mu $ at $y$, i.e. $$ \underset{r\rightarrow 0}{\lim }\frac{\log \tau _{r}(x,y)}{-\log r}% =d_{\mu }(y).$$ We then apply the general result to concrete systems of different kind, showing such a logarithm law for asymptotically authonomous solenoidal maps and mean field coupled expanding maps.

math.DS

A statistical physics and dynamical systems perspective on geophysical extreme events

Statistical physics and dynamical systems theory are key tools to study high-impact geophysical events such as temperature extremes, cyclones, thunderstorms, geomagnetic storms and many more. Despite the intrinsic differences between these events, they all originate as temporary deviations from the typical trajectories of a geophysical system, resulting in well-organised, coherent structures at characteristic spatial and temporal scales. While statistical extreme value analysis techniques are capable to provide return times and probabilities of occurrence of certain geophysical events, they are not apt to account for their underlying physics. Their focus is to compute the probability of occurrence of events that are large or small with respect to some specific observable (e.g. temperature, precipitation, solar wind), rather than to relate rare or extreme phenomena to the underlying anomalous geophysical regimes. This paper outlines this knowledge gap, presenting some related challenges, new formalisms and briefly commenting on how stochastic approaches tailored to the study of extreme geophysical events can help to advance their understanding.

physics.ao-ph

Dimensional analysis identifies contrasting dynamics of past climate states and critical transitions

While one can unequivocally identify past climate transitions, we lack comprehensive knowledge about their underlying mechanisms and timescales. Our study employs a dimensional analysis of benthic stable isotope records to uncover, across different timescales, how the climatic fluctuation of the Cenozoic are associated with changes in the number of effective degrees of freedom. Precession timescales dominate the Hothouse and Warmhouse states, while the Icehouse climate is primarily influenced by obliquity and eccentricity timescales. Notably, the Coolhouse state lacks dominant timescales. Our analysis proves effective in objectively identifying abrupt climate shifts and extremes. This is also demonstrated using high-resolution data from the last glacial cycle, revealing abrupt climate shifts within a single climate state. These findings significantly impact our understanding of the inherent stability of each climate state and the evaluation of (paleo-)climate models' ability to replicate key features of past/future climate states and transitions.

physics.geo-ph

Chameleon attractors in a turbulent flow

Turbulent flows present rich dynamics originating from non-trivial energy fluxes across scales, non-stationary forcings and geometrical constraints. This complexity manifests in non-hyperbolic chaos, randomness, state-dependent persistence and unpredictability. All these features have prevented a full characterization of the underlying turbulent (stochastic) attractor, which will be the key object to unpin this complexity. Here we propose a novel formalism to trace the evolution of the structural characteristics of phase-space trajectories across scales, providing a full characterization of the attractor. We demonstrate that the properties of the dynamically invariant objects depend on the scale we are focusing on. In the case of laboratory experiments on fluids we observe the emergence of an intrinsic timescale, solely determined by nonlinear interactions, controlling the geometrical and topological properties of phase-space trajectories. Given the changing nature of such attractors in time and scales we term them chameleon attractors.

nlin.CD

A novel concept of fractal dimension in deterministic and stochastic Lorenz-63 systems

Many natural systems show emergent phenomena at different scales, leading to scaling regimes with signatures of chaos at large scales and an apparently random behavior at small scales. These features are usually investigated quantitatively by studying the properties of the underlying attractor, the compact object asymptotically hosting the trajectories of the system with their invariant density in the phase-space. This multi-scale nature of natural systems makes it practically impossible to get a clear picture of the attracting set as it spans over a wide range of spatial scales and may even change in time due to non-stationary forcing. Here we combine an adaptive decomposition method with extreme value theory to study the properties of the instantaneous scale-dependent dimension, which has been recently introduced to characterize such temporal and spatial scale-dependent attractors in turbulence and astrophysics. To provide a quantitative analysis of the properties of this metric, we test it on the well-known low-dimensional deterministic Lorenz-63 system perturbed with additive or multiplicative noise. We demonstrate that the properties of the invariant set depend on the scale we are focusing on and that the scale-dependent dimensions can discriminate between additive and multiplicative noise, despite the fact that the two cases exhibit very similar stochastic attractors at large scales. The proposed formalism can be generally helpful to investigate the role of multi-scale fluctuations within complex systems, allowing us to deal with the problem of characterizing the role of stochastic fluctuations across a wide range of physical systems.

nlin.CD

Stochastic Chaos and Predictability in Laboratory Earthquakes

Laboratory earthquakes exhibit characteristics of a low dimensional random attractor with a dimension similar to that of natural slow earthquakes. A model of stochastic differential equations based on rate and state-dependent friction explains the laboratory observations. We study the transition from stable sliding to stickslip events and find that aperiodic behavior can be explained by small perturbations in the stress state. Friction's nonlinear nature amplifies small scale perturbations, reducing the predictability of the otherwise periodic macroscopic dynamics.

nlin.CD

Guidelines for data-driven approaches to study transitions in multiscale systems: the case of Lyapunov vectors

We study in detail the role of covariant Lyapunov vectors and their respective angles for detecting transitions between metastable states in dynamical systems, as recently discussed in several atmospheric science applications. The underlying models are built from data by the dynamical clustering method, called FEM-BV-VAR, and the Lyapunov vectors are approximated based on these models. We test this data-based numerical approach at the hand of three well-understood example systems with increasing dynamical complexity, identifying crucial properties that allow for a successful application of the method: in particular, it turns out that the method requires a clear multiple time scale structure with fast transitions between slow subsystems which can be dynamically characterized by invariant neutral directions of the linear approximation model.

math.DS

Interrupting vaccination policies can greatly spread SARS-CoV-2 and enhance mortality from COVID-19 disease: the AstraZeneca case for France and Italy

Several European countries have suspended the inoculation of the AstraZeneca vaccine out of suspicion of causing 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.

physics.soc-ph

Extreme value distributions of observation recurrences

We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal structure of the image of the invariant measure by the observable. We provide illustrations on idealized and physical systems.

math.DS

Modelling the second wave of COVID-19 infections in France and Italy via a Stochastic SEIR model

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. In the effort of preserving both public health as well as the economical and social textures, France and Italy governments have partially released lockdown measures. Here we extrapolate the long-term behavior of the epidemics in both countries using a Susceptible-Exposed-Infected-Recovered (SEIR) model where parameters are stochastically perturbed to handle the uncertainty in the estimates of COVID-19 prevalence. Our results suggest that uncertainties in both parameters and initial conditions rapidly propagate in the model and can result in different outcomes of the epidemics leading or not to a second wave of infections. Using actual knowledge, asymptotic estimates of COVID-19 prevalence can fluctuate of order of ten millions units in both countries.

q-bio.PE

On the uncertainty of real-time predictions of epidemic growths: a COVID-19 case study for China and Italy

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. Those uncertainties significantly reduce after the epidemics peak is reached. Differences in the uncertainty of the forecasts at a regional level can be used to highlight the delay in the spread of the virus. Our results warn that long term extrapolation of epidemics counts must be handled with extreme care as they crucially depend not only on the quality of data, but also on the stage of the epidemics, due to the intrinsically non-linear nature of the underlying dynamics. These results suggest that real-time epidemiological projections should include wide uncertainty ranges and urge for the needs of compiling high-quality datasets of infections counts, including asymptomatic patients.

q-bio.PE

Detecting regime transitions of the nocturnal and Polar near-surface temperature inversion

Many natural systems undergo critical transitions, i.e. sudden shifts from one dynamical regime to another. In the climate system, the atmospheric boundary layer can experience sudden transitions between fully turbulent states and quiescent, quasi-laminar states. Such rapid transitions are observed in Polar regions or at night when the atmospheric boundary layer is stably stratified, and they have important consequences in the strength of mixing with the higher levels of the atmosphere. To analyze the stable boundary layer, many approaches rely on the identification of regimes that are commonly denoted as weakly and very stable regimes. Detecting transitions between the regimes is crucial for modeling purposes. In this work a combination of methods from dynamical systems and statistical modeling is applied to study these regime transitions and to develop an early-warning signal that can be applied to non-stationary field data. The presented metric aims at detecting nearing transitions by statistically quantifying the deviation from the dynamics expected when the system is close to a stable equilibrium. An idealized stochastic model of near-surface inversions is used to evaluate the potential of the metric as an indicator of regime transitions. In this stochastic system, small-scale perturbations can be amplified due to the nonlinearity, resulting in transitions between two possible equilibria of the temperature inversion. The simulations show such noise-induced regime transitions, successfully identified by the indicator. The indicator is further applied to time series data from nocturnal and Polar meteorological measurements.

physics.ao-ph

Scale interactions and anisotropy in stable boundary layers

Regimes of interactions between motions on different time-scales are investigated in the FLOSSII dataset for nocturnal near-surface stable boundary layer (SBL) turbulence. The non-stationary response of turbulent vertical velocity variance to non-turbulent, sub-mesoscale wind velocity variability is analysed using the bounded variation, finite element, vector autoregressive factor models (FEM-BV-VARX) clustering method. Several locally stationary flow regimes are identified with different influences of sub-meso wind velocity on the turbulent vertical velocity variance. In each flow regime, we analyse multiple scale interactions and quantify the amount of turbulent variability which can be statistically explained by external forcing by the sub-meso wind velocity. The state of anisotropy of the Reynolds stress tensor in the different flow regimes is shown to relate to these different signatures of scale interactions. In flow regimes under considerable influence of the sub-mesoscale wind variability, the Reynolds stresses show a clear preference for strongly anisotropic, one-component states. These periods additionally show stronger persistence in their dynamics, compared to periods of more isotropic stresses. The analyses give insights on how the different topologies relate to non-stationary turbulence triggering by sub-mesoscale motions.

physics.flu-dyn