Risk assessment of rare natural hazards, such as large volcanic block and ash or pyroclastic flows, is addressed. Assessment is approached through a combination of computer modeling, statistical modeling, and extreme-event probability computation. A computer model of the natural hazard is used to provide the needed extrapolation to unseen parts of the hazard space. Statistical modeling of the available data is needed to determine the initializing distribution for exercising the computer model. In dealing with rare events, direct simulations involving the computer model are prohibitively expensive. The solution instead requires a combination of adaptive design of computer model approximations (emulators) and rare event simulation. The techniques that are developed for risk assessment are illustrated on a test-bed example involving volcanic flow.

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We study noise-induced perturbations of dispersion-managed solitons by developing soliton perturbation theory for the dispersion-managed nonlinear Schroedinger (DMNLS) equation, which governs the long-term behavior of optical fiber transmission systems and certain kinds of femtosecond lasers. We show that the eigenmodes and generalized eigenmodes of the linearized DMNLS equation around traveling-wave solutions can be generated from the invariances of the DMNLS equations, we quantify the perturbation-induced parameter changes of the solution in terms of the eigenmodes and the adjoint eigenmodes, and we obtain evolution equations for the solution parameters. We then apply these results to guide importance-sampled Monte-Carlo simulations and reconstruct the probability density functions of the solution parameters under the effect of noise.Comment: 12 pages, 6 figure

Ideally, probabilistic hazard assessments combine available knowledge about physical mechanisms of the hazard, data on past hazards, and any precursor information. Systematically assessing the probability of rare, yet catastrophic hazards adds a layer of difficulty due to limited observation data. Via computer models, one can exercise potentially dangerous scenarios that may not have happened in the past but are probabilistically consistent with the aleatoric nature of previous volcanic behavior in the record. Traditional Monte Carlo‐based methods to calculate such hazard probabilities suffer from two issues: they are computationally expensive, and they are static. In light of new information, newly available data, signs of unrest, and new probabilistic analysis describing uncertainty about scenarios the Monte Carlo calculation would need to be redone under the same computational constraints. Here we present an alternative approach utilizing statistical emulators that provide an efficient way to overcome the computational bottleneck of typical Monte Carlo approaches. Moreover, this approach is independent of an aleatoric scenario model and yet can be applied rapidly to any scenario model making it dynamic. We present and apply this emulator‐based approach to create multiple probabilistic hazard maps for inundation of pyroclastic density currents in the Long Valley Volcanic Region. Further, we illustrate how this approach enables an exploration of the impact of epistemic uncertainties on these probabilistic hazard forecasts. Particularly, we focus on the uncertainty of vent opening models and how that uncertainty both aleatoric and epistemic impacts the resulting probabilistic hazard maps of pyroclastic density current inundation.

In volcanology, the sparsity of datasets for individual volcanoes is an important problem, which, in many cases, compromises our ability to make robust judgments about future volcanic hazards. In this contribution we develop a method for using hierarchical Bayesian analysis of global datasets to combine information across different volcanoes and to thereby improve our knowledge at individual volcanoes. The method is applied to the assessment of mobility metrics for pyroclastic density currents in order to better constrain input parameters and their related uncertainties for forward modeling. Mitigation of risk associated with such flows depends upon accurate forecasting of possible inundation areas, often using empirical models that rely on mobility metrics measured from the deposits of past flows, or on the application of computational models, several of which take mobility metrics, either directly or indirectly, as input parameters. We use hierarchical Bayesian modeling to leverage the global record of mobility metrics from the FlowDat database, leading to considerable improvement in the assessment of flow mobility where the data for a particular volcano is sparse. We estimate the uncertainties involved and demonstrate how they are improved through this approach. The method has broad applicability across other areas of volcanology where relationships established from broader datasets can be used to better constrain more specific, sparser, datasets. Employing such methods allows us to use, rather than shy away from, limited datasets, and allows for transparency with regard to uncertainties, enabling more accountable decision-making.