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Davide Faranda


My Instangram profile (lots of clouds' pictures)

My Researchgate page & My GoogleScholar page



-CEA press release about the Physical Review Letter "Stochastich Chaos in a Turbulent Swirling Flow" 

-Daily Interactive analysis of the Atmospheric Circulation over the North Atlantic  (experimental). 


I am a CNRS (permanent) Researcher  at the LSCE laboratory of the  University of Paris-Saclay, in the ESTIMR group. Since September 2017, I am also external fellow of the London Mathematical Laboratory, London, United Kingdom


Available here

Extreme Value Theory
Classical Extreme value laws have been recently found for orbits of dynamical systems. The theory has been devised for a special class of observables which allow for a link between the concept of extremes and the lack of Poincare recurrences around a chosen point of the phase space. My contributions in this fields of research are directed towards the understanding of the relation between the recurrences and the extreme events [9], the nite time behavior of asymptotic laws [1,2,4,5] and the generalizations of theoretical aspects to physically meaningful systems [6,8,10,11,13,18].

Critical Transitions
The understanding of the mechanism regulating the transitions between di erent attracting states in complex systems is a general problem in statistical mechanics. Systems which feature such transitions range from spin glasses up to climate systems, ecosystems and finance [20]. I have been involved in developing rigorous statistical methods for detecting the transition thresholds in datasets [3,12,17] and in the modeling of systems at bifurcation points via the so called ARMA (Auto Regressive Moving Average) processes technique [15].

Turbulent and Geophysical flows
Providing a statistical description of turbulence, by combining theoretical findings with high quality experimental datasets, is helping in understanding several features of turbulent flows as the dissipation anomaly or the existence of singularities in the Navier Stokes equations [29]. I am actually contributing to this research field by developing statistical techniques based on the Extreme Value Theory and the ARMA process analysis which allows for quantify the distance between observations and theoretical models in a rich model-parameter space [14].




PhD, Earth Sciences and Applied Mathematics
Hamburg University, Hamburg, Germany Mention: 1.0/1.0 magna cum laude January 2013
Thesis: Extreme Value Theory for geophysical flows. [.pdf]

Supervisor: Prof. Valerio Lucarini.

Master of Science, Physics
Bologna University, Bologna, Italy Mention: 110/110 cum laude July 2010
Thesis: Dynamical indicators of Stability in Non-Linear maps of low dimensionality. [.pdf]

Supervisor: Prof. Giorgio Turchetti.

Bachelor Degree, Atmospheric Physics and Meteorology
Bologna University, Bologna, Italy Mention: 110/110 cum laude July 2008
Thesis: Characterization of stable and radioactive atmospheric tracers at the GAW M.te Cimone Station [.pdf]

Supervisor: Prof. Laura Tositti.


London Mathetmatical Laboratory  - September 2017 - Now

External Fellow 

Climate Dynamics, Dynamical Systems, Turbulence.

CNRS  - October 2015 - Now

Researcher (Chargé de Recherce) 

Extreme weather events, Singularities in Navier Stokes equations, Financial Crises.

LSCE - CEA October 2014 - September 

Research Fellow (CDD). Grant director: Dr. Pascal Yiou.

-Reasearch activities: Thermodynamics and Mechanisms of geophysical 

flow. Study of the weather analogues with techniques of dynamical systems.

CNRS URA 2464 / SPEC - CEA April 2013 - September 2014

Post-doctoral research grant director: Dr. Berengere Dubrulle.

-Reasearch activities: Turbulence data modeling and analysis (see below for more details).

University of Hamburg - Klimacampus, Hamburg , Germany January 2013 - March 2013

Post-doctoral Research grant director: Prof. Valerio Lucarini.

-Research activities: Statistical Mechanics, Fluid Dynamics (see below for more details).

Bologna University, Bologna, Italy November 2009 - July 2010

Tutoring for students in Atmospheric Physics and Meteorology

Seminars and conferences planning and organizations.

Students supporting via individual and group lectures.

University open days organization and promotion of teaching activities.



-Distinguished citizen of the year 2014 of the town S.Agata Militello (Italy). Prize assigned under the patronage of the Ministry of Home affairs.

-Winner of the Outstanding Student Poster (OSP) Awards 2014 at the European Geophysical Union general assembly - section Nonlinear Processes in Geosciences. Vienna, April 2014


-Selected for participating in the 1st Heidelberg Laureate Forum: a one-week event combining scientific, social and outreach activities featuring the winners of the  awards in Mathematics and Computer Science, the Abel Prize, the Fields Medal (including the Nevanlinna Prize), and the ACM Turing Award, September 2013.

-Winner of a sponsorship within the HPC-Europa2: Pan-European Research Infrastructure for High Performance Computing which covered a two months visit to LadHyX (Ecole Polytechnique, Palaiseau, France) to collaborate with the Dr. P. Manneville and an amount of 50.000 CPU hours to perform simulations on fluid dynamic systems on CINES-GENCI facilities located in Montpellier, France, May to July 2012.


-Elected member of the LSCE laboratory council.

-Organiser of the bimestrial inter-laboratory seminars “Climate and Statistical Mechanics”, between the laboratories SPEC & LSCE at CEA Saclay, France.


Cooking, classical music, building-bricks design.


[1] Davide Faranda, Valerio Lucarini, Giorgio Turchetti, and Sandro Vaienti. Numerical convergence of the block-maxima approach to the generalized extreme value distribution. Journal of Statistical Physics, 145(5):1156-1180, 2011. 

[2] Davide Faranda, Valerio Lucarini, Giorgio Turchetti, and Sandro Vaienti. Generalized extreme value distribution parameters as dynamical indicators of stability. International Journal of Bifurcation and Chaos, 22(11):1250276, 2012.

[3] Valerio Lucarini, Davide Faranda, and Matteo Willeit. Bistable systems with stochastic noise: virtues and limits of e ective one-dimensional langevin equations. Nonlinear Process. Geophys, 19:9-22, 2012.

[4] Valerio Lucarini, Davide Faranda, Giorgio Turchetti, and Sandro Vaienti. Extreme value theory for singular measures. Chaos, 22(2):023135, 2012.

[5] Davide Faranda, Martin Federico Mestre, and Giorgio Turchetti. Analysis of round o errors with reversibility test as a dynamical indicator. International Journal of Bifurcation and Chaos, 22(09):1250215, 2012.

[6] Valerio Lucarini, Davide Faranda, and Jeroen Wouters. Universal behaviour of extreme value statistics for selected observables of dynamical systems. Journal of Statistical Physics, 147(1):63-73, 2012.

[7] Valerio Lucarini, Tobias Kuna, Jeroen Wouters, and Davide Faranda. Relevance of sampling schemes in light of ruelle's linear response theory. Nonlinearity, 25(5):1311, 2012.

[8] Davide Faranda, Jorge Milhazes Freitas, Valerio Lucarini, Giorgio Turchetti, and Sandro Vaienti. Extreme value statistics for dynamical systems with noise. Nonlinearity, 26(9):2597, 2013.

[9] Davide Faranda and Sandro Vaienti. A recurrence-based technique for detecting genuine extremes in instrumental temperature records. Geophysical Research Letters, 40:1-5, 2013.

[10] Davide Faranda and Sandro Vaienti. Extreme value laws for dynamical systems under observational noise. Physica D: Nonlinear Phenomena, 280:86-94, 2014.

[11] Davide Faranda, Valerio Lucarini, Paul Manneville, and Jeroen Wouters. On using extreme values to detect global stability thresholds in multi-stable systems: The case of transitional plane couette flow. Chaos, Solitons & Fractals, 64:26-35, 2014.

[12] Valerio Lucarini, Davide Faranda, Jeroen Wouters, and Tobias Kuna. Towards a general theory of extremes for observables of chaotic dynamical systems. Journal of statistical physics, 154(3):723-750, 2014.

[13] Davide Faranda, Flavio Maria Emanuele Pons, Berengere Dubrulle, Francois Daviaud, Brice Saint-Michel, Eric Herbert, and Pierre-Philippe Cortet. Modelling and analysis of turbulent datasets using auto regressive moving average processes. Physics of Fluids (1994-present), 26(10):105101, 2014. 

[14] Davide Faranda, Berengere Dubrulle, and Flavio Maria Emanuele Pons. Statistical early-warning indicators based on autoregressive moving-average models. Journal of Physics A: Mathematical and Theoretical, 47(25):252001, 2014.

[15] Davide Faranda, Mickael Bourgoin, Sophie Miralles, Philippe Odier, Jean-Franois Pinton, Nicolas Plihon, Francois Daviaud, and Berengere Dubrulle. Robust estimate of dynamo thresholds in the von Karman sodium experiment using the extreme value theory. New Journal of Physics, 16(8):083001, 2014.

[16] Davide Faranda, Xavier Leoncini, and Sandro Vaienti. Mixing properties in the advection of passive tracers via recurrences and extreme value theory. Physical Review E, 89(5):052901, 2014.

[17] Davide Faranda, Berengere Dubrulle, Francois Daviaud, and Flavio Maria Emanuele Pons. Probing turbulence intermittency via autoregressive moving-average models. Physical Review E, 90(6):061001, 2014.

[18] Davide Faranda, Jorge Milhazes Freitas, Pierre Guiraud, and Sandro Vaienti. Sampling local propertiesof attractors via extreme value theory. Chaos Solitons and Fractals, 74:55-66, 2015.

[19] Martin Mihelich, Davide Faranda, Berengere Dubrulle, and Didier Paillard. Statistical optimization for passive scalar transport: maximum entropy production vs maximum kolmogorov-sinay entropy. Non linear Processes in Geophysics, 22, 187-196, 2015.

[20] Davide Faranda, Flavio Maria Emanuele Pons, Eugenio Giachino, Sandro Vaienti, and Berengere Dubrulle. Early warnings indicators of financial crises via auto regressive moving average models. Communications in non-linear sciences and numerical simulations, 29(1-3) 233-239, 2015. 

[21] Denis Kuzzay,  Davide Faranda and Berengere Dubrulle. Global and local energy dissipation in turbulent von Karman flow. Physics of Fluids, 27-075105, 2015.

[22] Davide Faranda, Giacomo Masato, Nicholas Moloney, Yuzuru Sato, Berengere Dubrulle, Francois Daviaud, and Pascal Yiou. The switching between zonal and blocked mid-latitude atmospheric circulation from a dynamical systems perspective. Climate Dynamics, 1-13, 2015.

[23] Davide Faranda, Jorge Milhazes Freitas, Pierre Guiraud, and Sandro Vaienti. Extreme value theory for piecewise contracting maps with noise. Stochastics and Dynamics, 16(3), 1660015, 2016.

[24] Davide Faranda. Applications of Chaos Theory, chapter : Applications of extreme value theory for dynamical systems to the analysis of blood pressure data. CRC/Taylor and Francis edited by: Christos H Skiadas, United Kingdom, 2016. [chapter-pdf]

[25] Valerio LucariniDavide FarandaAna Cristina Gomes Monteiro Moreira de Freitas,Jorge Miguel Milhazes de FreitasMark HollandTobias KunaMatthew NicolMike ToddSandro Vaienti. Book: Extremes and Recurrence in Dynamical Systems. ISBN 978-1-118-63219-2, 312 pages, Wiley, 2016.

[26] Davide Faranda, Carmen Alvarez-Castro, Pascal Yiou: Robust Return Times of hot and cold days via recurrences and extreme value theory. Climate Dynamics, 1-13, 2016.

[27] Davide Faranda and Dimitri Defrance: A wavelet-based-approach to detect climate change on the coherent and turbulent component of the atmospheric circulation. Earth System Dynamics, 7 517-523, 2016.

[28] Davide Faranda, Jorge Milhazes Freitas, Pierre Guiraud, and Sandro Vaienti.  Statistical Properties of Random Dynamical Systems with Contracting Direction.  Journal of Physics A, 49-204001, 2016.

[29] Ewe-Wei Saw, Denis Kuzzay, Davide Faranda, Alex Guittonneau, Francois Daviaud, Cecile Wiertel-Gasquet, Vincent Padilla, Berengere Dubrulle. Experimental characterization of extreme events of inertial dissipation in a turbulent swirling flow. Nature Communications, 7, 12466, 2016.

[30] Davide Faranda, Gabriele Messori and Pascal Yiou. Dynamical proxies of North Atlantic predictability and extremes. Scientific Reports, 7-41278, 2017.

[31]  Emmanuel Virot, Davide Faranda, Xavier Amandolese, Pascal Hemon. Chaotic dynamics of flags from recurring values of flapping moent.  International Journal of Bifurcation and Chaos, 27-02, 2017.

[32] Martin Mihelich, Davide Faranda, Didier Paillard and Berengere Dubrulle. Is turbulence a state of maximal dissipation? Entropy, 19(4),154, 2017

[33] Gabriele Messori, Rodrigo Caballero and Davide Faranda. A Dynamical Systems Approach to Studying Mid-Latitude Weather Extremes. Geophysical Research Letters, GL0728879, 2017.

[34] Martin Mihelich, Berengere Dubrulle, Didier Paillard, Davide Faranda, Quentin Kral. Maximum Kolmogorov-Sinai entropy vs minimum mixing time in Markov chains. Accepted for publication in Journal of Statistical Physics, 2017

[35] Denis Kuzzay, Ewe-Wei Saw, Fabio Martins, Davide Faranda, Jean-Marc Foucaut, Francois Daviaud and Berengere Dubrulle. New criteria to detect singularities in experimental incompressible flows. Nonlinearity, 30(2381), 2017.

[36] Davide Faranda, Martin Mihelich and Berengere Dubrulle. A Non equilibrium Ising model of Turbulence. Phase Transitions, 2017.

[37] Davide Faranda, Yuzuru Sato, Brice Saint-Michel, Cecile Wiertel-Gasquet, Vincent Padilla, Berengere Dubrulle, & Francois Daviaud. Stochastic chaos in a turbulent swirling flow. Physical review letters, 119, 014502, 2017. 

[38] Guillaume Nevo, Nikki Vercauteren, Amandine Kaiser, Berengere Dubrulle, Davide Faranda. A statistical-mechanical approach to study the hydrodynamic stability of stably stratified atmospheric boundary layer. Physical Review Fluids, 2, 084603, 2017.

[39] Carmen Alvarez-Castro, Davide Faranda and Pascal Yiou. Atmospheric dynamics leading to West-European heatwaves since 1871. Submitted to Complexity, 2017.

[40] David Rodrigues, M Carmen Alvarez-Castro, Gabriele Messori, Pascal Yiou, Yoann Robin, Davide Faranda. Changes in the dynamical properties of the North Atlantic atmospheric circulation in the past 150 years. Submitted to Journal of Climate, 2017

[41] Davide Faranda, Valerio Lembo, Francois Daviaud and Berengere Dubrulle. Computation and characterization of local sub-filter-scale energy transfers in atmospheric flows. Submitted to Journal of Atmospheric Sciences, 2017.

[42] Davide Faranda, Hamza Goudi, Pierre Guiraud, Sandro Vaienti. Synchronization and Extreme Value Theory for coupled map lattices. Submitted to Nonlinearity, 2017.

[43] Paul Debue, Denis Kuzzay, Davide Faranda, Ewe-Wey Saw, Francois Daviaud, Berengere Dubrulle. Dissipation, intermittency and singularities. Submitted to Physical Review X, 2017.

[44] Carmen Alvarez-Castro, Davide Faranda and Pascal Yiou. Representing the dynamics of European temperature extremes in CMIP5 historical simulations. To be submitted, 2017.


Dynamical Systems Analysis
Download the data from 1948 to yesterday*

The scatter plot displays the daily values of the instantaneous dimension d - the higher d, the more  unpredictable is the atmospheric circulation - and the persistence θ - the lower θ the more stable is the atmospheric circulation - of the sea level pressure field (in hPa) extracted from the NCEP Database. The trajectory for the last 7 days is displayed in colors. See here for explanations.

* Last available date depends on the NCEP updates. File provided "As is". Please contact me for commercial use, please cite [30] for research use.


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