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. However, obtaining reliable estimates of D has proved challenging. Moreover, D does not provide information on transient atmospheric motions, such as those leading to weather extremes. Using recent developments in dynamical systems theory, we show that such motions can be classified through instantaneous rather than average properties of the attractor. The instantaneous properties are uniquely determined by instantaneous dimension and stability. Their extreme values correspond to specific atmospheric patterns, and match extreme weather occurrences. We further show the existence of a significant correlation between the time series of instantaneous stability and dimension and the mean spread of sea-level pressure fields in an operational ensemble weather forecast at lead times of over two weeks. Instantaneous properties of the attractor therefore provide an efficient way of evaluating and informing operational weather forecasts.

ii 4.1.2 The New Conditions 44 4.1.3 The Existence of EVL for General Stationary Stochastic Processes under Weaker Hypotheses 46 4.1.4 Proofs of Theorem 4.1.4 and Corollary 4.1.5 48 4.2 Extreme Values for Dynamically Defined Stochastic Processes 53 4.2.1 Observables and Corresponding Extreme Value Laws 55 4.2.2 Extreme Value Laws for Uniformly Expanding Systems 59 4.2.3 Example 4.2.1 revisited 61 4.2.4 Proof of the Dichotomy for Uniformly Expanding Maps 63 4.3 Point Processes of Rare Events 64 4.3.1 Absence of Clustering 64 4.3.2 Presence of Clustering 65 4.3.3 Dichotomy for Uniformly Expanding Systems for Point Processes 67 4.4 Conditions Д q (u n ), D 3 (u n ), D p (u n ) * and Decay of Correlations 68 4.5 Specific Dynamical Systems where the Dichotomy Applies 71 4.5.1 Rychlik Systems 72 4.5.2 Piecewise Expanding Maps in Higher Dimensions 73 4.6 Extreme Value Laws for Physical Observables 74

The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the Gnedenko approach. In this framework, extremes are basically identified with the block maxima of the time series of the chosen observable, in the limit of infinitely long blocks. It has been proved that, assuming suitable mixing conditions for the underlying dynamical systems, the extremes of a specific class of observables are distributed according to the so called Generalized Extreme Value (GEV) distribution. Direct calculations show that in the case of quasi-periodic dynamics the block maxima are not distributed according to the GEV distribution. In this paper we show that, in order to obtain a universal behaviour of the extremes, the requirement of a mixing dynamics can be relaxed if the Pareto approach is used, based upon considering the exceedances over a given threshold. Requiring that the invariant measure locally scales with a well defined exponent -the local dimension -, we show that the limiting distribution for the exceedances of the observables previously studied with the Gnedenko approach is a Generalized Pareto distribution where the parameters depends only on the local dimensions and the value of the threshold. This result allows to extend the extreme value theory for dynamical systems to the case of regular motions. We also provide connections with the results obtained with the Gnedenko approach. In order to provide further support to our findings, we present the results of numerical experiments carried out considering the well-known Chirikov standard map.

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value 1 distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. [2006] have found analytical results.

Abstract. Atmospheric dynamics are described by a set of partial differential equations yielding an infinite-dimensional phase space. However, the actual trajectories followed by the system appear to be constrained to a finite-dimensional phase space, i.e. a strange attractor. The dynamical properties of this attractor are difficult to determine due to the complex nature of atmospheric motions. A first step to simplify the problem is to focus on observables which affect -or are linked to phenomena which affect -human welfare and activities, such as sea-level pressure, 2 m temperature, and precipitation frequency. We make use of recent advances in dynamical systems theory to estimate two instantaneous dynamical properties of the above fields for the Northern Hemisphere: local dimension and persistence. We then use these metrics to characterize the seasonality of the different fields and their interplay. We further analyse the large-scale anomaly patterns corresponding to phase-space extremes -namely time steps at which the fields display extremes in their instantaneous dynamical properties. The analysis is based on the NCEP/NCAR reanalysis data, over the period 1948-2013. The results show that (i) despite the high dimensionality of atmospheric dynamics, the Northern Hemisphere sea-level pressure and temperature fields can on average be described by roughly 20 degrees of freedom; (ii) the precipitation field has a higher dimensionality; and (iii) the seasonal forcing modulates the variability of the dynamical indicators and affects the occurrence of phase-space extremes. We further identify a number of robust correlations between the dynamical properties of the different variables.

Extreme weather occurrences carry enormous social and economic costs and routinely garner widespread scientific and media coverage. The ability to predict these events is therefore a topic of crucial importance. Here we propose a novel predictability pathway for extreme events, by building upon recent advances in dynamical systems theory. We show that simple dynamical systems metrics can be used to identify sets of large‐scale atmospheric flow patterns with similar spatial structure and temporal evolution on time scales of several days to a week. In regions where these patterns favor extreme weather, they afford a particularly good predictability of the extremes. We specifically test this technique on the atmospheric circulation in the North Atlantic region, where it provides predictability of large‐scale wintertime surface temperature extremes in Europe up to 1 week in advance.

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. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numerical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.

The three-dimensional incompressible Navier–Stokes equations, which describe the motion of many fluids, are the cornerstones of many physical and engineering sciences. However, it is still unclear whether they are mathematically well posed, that is, whether their solutions remain regular over time or develop singularities. Even though it was shown that singularities, if exist, could only be rare events, they may induce additional energy dissipation by inertial means. Here, using measurements at the dissipative scale of an axisymmetric turbulent flow, we report estimates of such inertial energy dissipation and identify local events of extreme values. We characterize the topology of these extreme events and identify several main types. Most of them appear as fronts separating regions of distinct velocities, whereas events corresponding to focusing spirals, jets and cusps are also found. Our results highlight the non-triviality of turbulent flows at sub-Kolmogorov scales as possible footprints of singularities of the Navier–Stokes equation.