Atmospheric circulation compounds anthropogenic warming and impacts of climate extremes in Europe.

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. Increasingly frequent patterns drive heatwaves across Europe and enhanced wintertime storminess in the northern part of the continent. Over 91% of recent heatwave-related deaths and 33% of high-impact windstorms in Europe were concurrent with increasingly frequent atmospheric circulation patterns. While the trends identified are statistically significant, they are not necessarily anthropogenic. Atmospheric patterns which are becoming rarer correspond instead to wet, cool summer conditions over northern Europe and wet winter conditions over continental Europe. The combined effect of these circulation changes is that of a strong, dynamically driven year-round warming over most of the continent and large regional and seasonal changes in precipitation and surface wind.

Statistical performance of local attractor dimension estimators in non-Axiom A dynamical systems.

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. In this work, we propose a framework that combines phase space recurrence analysis with EVT to estimate the local fractal dimension around a particular state of interest. While the EVT framework allows for the analysis of high-dimensional complex systems, such as the Earth's climate, its effectiveness depends on robust statistical parameter estimation for the assumed extreme value distribution. In this study, we conduct a critical review of several EVT-based local fractal dimension estimators, analyzing and comparing their performance across a range of systems. Our results offer valuable insights for researchers employing the EVT-based estimates of the local fractal dimension, aiding in the selection of an appropriate estimator for their specific applications.

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

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. The data-based numerical approach is tested using three well-understood example systems with increasing dynamical complexity, identifying properties that allow for a successful application of the method: in particular, the method is identified to require a clear multiple time scale structure with fast transitions between slow subsystems. The latter slow dynamics should be dynamically characterized by invariant neutral directions of the linear approximation model.

Delayed epidemic peak caused by infection and recovery rate fluctuations.

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. Using a susceptible-infected-recovered model with daily fluctuations on control parameters, we show that infection counts follow a lognormal distribution at the beginning of an epidemic wave, similar to price distributions for financial assets. The epidemic peak time of the stochastic solution exhibits an inverse Gaussian probability distribution, fitting the spread of the epidemic peak times observed across Italian regions. We also show that, for a given basic reproduction number R0, the deterministic model anticipates the peak with respect to the most probable and average peak time of the stochastic model. The epidemic peak time distribution allows one for a robust estimation of the epidemic evolution. Considering these results, we believe that the parameters' dynamical fluctuations are paramount to accurately predict the epidemic peak time and should be introduced in epidemiological models.

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 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.

Modeling 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 and the economical and social textures, France and Italy governments have partially released lockdown measures. Here, we extrapolate the long-term behavior of the epidemic in both countries using a susceptible-exposed-infected-recovered model, where parameters are stochastically perturbed with a lognormal distribution to handle the uncertainty in the estimates of COVID-19 prevalence and to simulate the presence of super-spreaders. Our results suggest that uncertainties in both parameters and initial conditions rapidly propagate in the model and can result in different outcomes of the epidemic leading or not to a second wave of infections. Furthermore, the presence of super-spreaders adds instability to the dynamics, making the control of the epidemic more difficult. Using actual knowledge, asymptotic estimates of COVID-19 prevalence can fluctuate of the order of 10×106 units in both countries.

Permutations uniquely identify states and unknown external forces in non-autonomous dynamical systems.

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.

Asymptotic estimates of SARS-CoV-2 infection counts and their sensitivity to stochastic perturbation.

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. Our results suggest that there are physical and statistical reasons to assign low confidence to statistical and dynamical fits, despite their apparently good statistical scores. These considerations are general and can be applied to other epidemics.

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.

An overview of the extremal index.

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. Such short-range clustering is also accommodated by extreme value theory via the so-called extremal index. This review provides an introduction to the extremal index by working through a number of its intuitive interpretations. Thus, depending on the context, the extremal index may represent (i) the loss of independently and identically distributed degrees of freedom, (ii) the multiplicity of a compound Poisson point process, and (iii) the inverse mean duration of extreme clusters. More recently, the extremal index has also been used to quantify (iv) recurrences around unstable fixed points in dynamical systems.

Correlation dimension and phase space contraction via extreme value theory.

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. Numerical estimates are straightforward to obtain as they imply just a simple fit to a univariate distribution. Numerical tests range from low dimensional maps, to generalized Henon maps and climate data. The estimates of the indicators are particularly robust even with relatively short time series.

COVID-19 epidemic peaks distribution in the United-States of America, from epidemiological modeling to public health policies.

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. In this study, we propose a tool for policy makers to show the effects of possible fluctuations in policy strategies on different R0 levels. Results show that epidemic peaks in the United States occur at varying dates, up to 50, 87, and 82 days from the beginning of the second, third, and fourth waves. Our findings suggest that inaccurate predictions and public health policies may result from underestimating fluctuations in infection or recovery rates. Therefore, incorporating fluctuations into SIR models should be considered when predicting epidemic peak times to inform appropriate public health responses.

Dynamical diagnostic of extreme events in Venice lagoon and their mitigation with the MoSE.

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. We further examined the capability of the MoSE (Experimental Electromechanical Module), a safeguarding system recently put into operation, in mitigating extreme flooding events in relation with the values of the two dynamical indicators. We show that the MoSE acts on the inverse persistence in reducing/controlling the amplitude of sea level fluctuation and provide a valuable support for mitigating ESL events if operating, in a full operational mode, at least several hours before the occurrence an event.

Heat extremes in Western Europe increasing faster than simulated due to atmospheric circulation trends.

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 (0.8 °C [0.2°-1.4 °C] of 3.4 °C per global warming degree) of the heat extremes trend is induced by atmospheric circulation changes, through more frequent southerly flows over Western Europe. In the 170 available simulations from 32 different models that we analyzed, including 3 large model ensembles, none have a circulation-induced heat trend as large as observed. This can be due to underestimated circulation response to external forcing, or to a systematic underestimation of low-frequency variability, or both. The former implies that future projections are too conservative, the latter that we are left with deep uncertainty regarding the pace of future summer heat in Europe. This calls for caution when interpreting climate projections of heat extremes over Western Europe, in view of adaptation to heat waves.

Extreme value theory for singular measures.

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. The numerical analysis is performed on a few low dimensional maps. For the Cantor ternary set and the Sierpinskij triangle, which can be constructed as iterated function systems, the inferred parameters show a very good agreement with the theoretical values. For strange attractors like those corresponding to the Lozi and Hènon maps, a slower convergence to the generalised extreme value distribution is observed. Nevertheless, the results are in good statistical agreement with the theoretical estimates. It is apparent that the analysis of extremes allows for capturing fundamental information of the geometrical structure of the attractor of the underlying dynamical system, the basic reason being that the chosen observables act as magnifying glass in the neighborhood of the point from which the distance is computed.

Local dimensionality and inverse persistence analysis of atmospheric turbulence in the stable boundary layer.

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. The phase space becomes increasingly complex and anisotropic as the turbulent fluctuations become uncorrelated. The phase space is characterized by a three-dimensional structure for the continuous turbulent samples in a range of scales compatible with the inertial subrange, where the phase-space-filling turbulent fluctuations dominate the dynamics, and is low dimensional in the other regimes. Moreover, lower-dimensional structures present a stronger persistence than the higher-dimensional structures. Eventually, all samples recover a three-dimensional structure and higher persistence level at large scales, far from the inertial subrange. The two metrics obtained in the analysis can be considered as proxies for the decorrelation time and the local anisotropy in the turbulent flow.

The hammam effect or how a warm ocean enhances large scale atmospheric predictability.

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. Specifically, we evaluate the changes in the sub-seasonal predictability of the large-scale atmospheric circulation over the North Atlantic for the historical period and under anthropogenic forcing, using centennial reanalyses and CMIP5 simulations. For the future period, most datasets point to an increase in the atmosphere's predictability. AMIP simulations with 4K warmer oceans and 4 × atmospheric CO2 concentrations highlight the prominent role of a warmer ocean in driving this increase. We term this the hammam effect. Such effect is linked to enhanced zonal atmospheric patterns, which are more predictable than meridional configurations.

Dynamical proxies of North Atlantic predictability and extremes.

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.

Mixing properties in the advection of passive tracers via recurrences and extreme value theory.

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. We define the mixing times in terms of the shortest time intervals such that extremes converge to the asymptotic (known) parameters of the generalized extreme value distribution. Our technique is suitable for applications in the analysis of other systems where mixing time scales need to be determined and limited datasets are available.