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DY: Fachverband Dynamik und Statistische Physik

DY 15: Statistical Physics - general

DY 15.11: Vortrag

Dienstag, 17. März 2015, 12:15–12:30, BH-N 334

Towards a General Theory of Extremes for Observables of Chaotic Dynamical Systems — •Valerio Lucarini — Institute of Meteorology, University of Hamburg, Hamburg, Germany — Department of Mathematics and Statistics, University of Reading, Reading, UK

In this paper we provide a connection between the geometrical properties 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.