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Details of Grant 

EPSRC Reference: EP/H034005/1
Title: Predicting extremes in complex systems: a statistical physics/data-based approach
Principal Investigator: Kwasniok, Dr F
Other Investigators:
Researcher Co-Investigators:
Project Partners:
Department: Engineering Computer Science and Maths
Organisation: University of Exeter
Scheme: First Grant - Revised 2009
Starts: 01 August 2010 Ends: 31 December 2012 Value (£): 101,345
EPSRC Research Topic Classifications:
Non-linear Systems Mathematics
EPSRC Industrial Sector Classifications:
No relevance to Underpinning Sectors
Related Grants:
Panel History:
Panel DatePanel NameOutcome
04 Mar 2010 Mathematics Prioritisation Panel Announced
Summary on Grant Application Form
This proposal aims to develop and explore novel mathematical and computational techniques for probabilistic prediction of extreme events in a complex dynamical system, from its recorded time series. It draws on ideas and concepts from applied nonlinear dynamical systems, nonlinear time series analysis and information theory. Specifically, we propose to develop three methodologies and explore their potential to improve prediction of extremes over more conventional methods: (i) introducing a metric in state space which measures distances between initial conditions as differences in information about the probability distribution of extremes using the concept of information geometry; (ii) systematic identification of precursors of extreme events by maximising mutual information; (iii) nonlinear regime-dependent prediction models.Two real-world applications will be tackled: (i) prediction of extremes in large-scale midlatitudinal atmospheric wave activity which is relevant to European storminess and (ii) prediction of turbulent gusts in the atmospheric boundary layer which is relevant to wind energy production.
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Organisation Website: http://www.ex.ac.uk