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Davide Faranda

Bat 714 - Piece 1007 Orme des Merisiers

 Publications     Curriculum Vitae      

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Local Dimension & Persistence computation [Matlab  R  Python]


- Press Realese of the American Institue of Physics on our paper: "Modeling COVID19 data must be done with extreme care" [article available here]

- Interview sur la possible deuxième vague de l'épidémie de Covid 19 pour [le modèle présenté dans l'interview est disponible ici]

Je me presente dans "Moi au CEA"

D Faranda is the winner of the EGU Best Blog Posts of 2019 Competition

Peut-on faire confiance à l'IA pour prévoir la météo et faire des projections climatiques? j'en parle avec Valerie Gautard, sur la revue du CEA

Climarisk Project: Smartphone Android/IOS Game on climate extremes


I am a CNRS (permanent) Researcher in Complex Systems 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 and of the Laboratoire de Meteorologie Dynamique de l'Ecole Normale Superieure in Paris.


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 Poincaré 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 Phenomena in Complex Systems: Climate, Finance and Epidemiology
The understanding of the mechanism regulating the transitions between different attracting states in complex systems is a general problem in statistical mechanics. Systems which feature critical phenomena range from spin glasses up to finance [20], the climate systems and epidemiology [60]. 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 [29,43]. 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 [14,53].


< Download all the published article here >

[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 effective 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 off 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] 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.

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

[36] 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. 

[37] 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.

[38] Davide Faranda, Gabriele Messori, M. Carmen Alvarez-Castro, Pascal Yiou, Dynamical properties and extremes of Northern Hemisphere climate fields over the past 60 years, Nonlin. Processes Geophys., 24, 713-725, 2017.

[39] Martin Mihelich, Berengere Dubrulle, Didier Paillard, Davide Faranda, Quentin Kral. Maximum Kolmogorov-Sinai entropy vs minimum mixing time in Markov chains. Journal of Statistical Physics, 170(1), 62-68, 2018.

[40] Gabriele Messori, Rodrigo Caballero, Freddy Bouchet, Davide Faranda, Richard Grotjahn, Nili Harnik, Steve Jewson, Joaquim G. Pinto, Gwendal Rivière, Tim Woollings, Pascal Yiou. An interdisciplinary approach to the study of extreme weather events: large-scale atmospheric controls and insights from dynamical systems theory and statistical mechanics. Bulletin of the American Meteorological Society, 2018.

[41] Carmen Alvarez-Castro, Davide Faranda and Pascal Yiou. Atmospheric dynamics leading to West-European heatwaves since 1871. Complexity, Article ID 2494509, 2018.

[42] David Rodrigues, M Carmen Alvarez-Castro, Gabriele Messori, Pascal Yiou, Yoann Robin, Davide Faranda. Dynamical properties of the North Atlantic atmospheric circulation in the past 150 years in CMIP5 models and the 20CRvc2 reanalysis.  Journal of Climate, 1-18, 2018.

[43] Davide Faranda, Valerio Lembo, Francois Daviaud and Berengere Dubrulle. Computation and characterization of local sub-filter-scale energy transfers in atmospheric flows. Journal of Atmospheric Sciences, 1-12, 2018.

[44] Davide Faranda & Sandro Vaienti. Correlation dimension and phase space contraction via extreme value theory. Chaos, 28, 0411103, 2018

[45] Davide Faranda, Hamza Goudi, Pierre Guiraud, Sandro Vaienti. Synchronization and Extreme Value Theory for coupled map lattices. Nonlinearity, 31(7), 3326 2018.

[46] Paul Debue, Denis Kuzzay, Davide Faranda, Ewe-Wey Saw, Francois Daviaud, Berengere Dubrulle. Dissipation, intermittency and singularities.  Physical Review E, 97-053101, 2018.

[47] Katerina Giamalaki, Claudie Beaulieu, Davide Faranda , Stephanie Henson, Simon Josey, Adrian Martin. Mechanisms triggering the 1976-77 regime shift in the North Pacific revealed by dynamical analysis. Journal of Geophysical Research - Oceans, 123  4388-4397, 2018. 

[48] Claire Waelbroeck, Sylvain Pichat, Evelyn Böhm, Bryan C. Lougheed, Davide Faranda, Mathieu Vrac, Lise Missiaen, Natalia Vazquez Riveiros, Pierre Burckel, Jörg Lippold, Helge W. Arz, Trond Dokken, François Thil, and Arnaud Dapoigny. Relative timing of precipitation and ocean circulation changes in the western equatorial Atlantic over the last 45kyr. Climate of the past 14, 1315-1330, 2018.

[49] Davide Faranda, Gabriele Messori, Stéphane Vannitsem. Attractor dimension of time-averaged climate observables: insights from a low-order ocean-atmosphere model. Tellus A,(71)1-11,2019.

[50] Davide Faranda, Yuzuru Sato, Gabriele Messori, Nicholas Moloney & Pascal Yiou. Minimal dynamical systems model of the northern hemisphere jet stream via embedding of climate data. Earth System Dynamics, 10, 555-56, 2019.

[51] Davide Faranda, Berengere Podvin, Anne Sergent. Reconciling embedding theorems and Proper Orthogonal Decomposition via the Rayleigh-Bénard convection. Chaos, 29-033110, 2O19.

[52] Nicholas Moloney, Davide Faranda, Yuzuru Sato. An overview of the Extremal Index. Chaos, 29-022101, 2019

[53] Nikki Vercauteren, Vyacheslav Boyko, Davide Faranda, Ivana Stipersk. Scale interactions and anisotropy in stable boundary layers. Quarterly Journal of the Royal Metheorological society, 2019

[54] Davide Faranda, M Carmen Alvarez-Castro, G Messori, P Yiou. The Hammam effect or how a warm ocean enhances large scale atmospheric predictability. Nature Communications, 2019.

[55] M. Carmen, Alvarez-Castro, D Faranda, T Noël, P Yiou. Recurrence Spectra of European Temperature in Historical Climate Simulations. Atmosphere, 10-166, 2019.

[56] Théophile Caby, Davide Faranda, Giorgio Mantica, Sandro Vaienti, Pascal Yiou. Generalized dimensions, large deviations and the distribution of rare events. Physica D,(400), 132143, 2019.

[57] Theophile Caby, Davide Faranda, Sandro Vaienti, Pascal Yiou.  On the computation of the extremal index for time series. Journal of Statistical Physics,(1-32) 2019.

[58] Davide Faranda, Gabriele Messori, Pascal Yiou. Diagnosing concurrent drivers of weather extremes: application to hot and cold days in North America. Climate Dynamics,(1-15) 2020.

[59] Pascal Yiou, J Cattieux, D Faranda, N Kadygrov, A Jezequel, P Naveau, A Ribes, Y Robin, S Thao, GJ van Oldenborgh, M Vrac. Bulletin of the American Meteorological Society101(1), S35-S40.

[60] Davide Faranda, Isaac Perez Castillo, Olivier Hulme, Aglaé Jezequel, Jeroen Lamb, Yuzuru Sato, Erica Thompson: Asymptotic estimates of SARS-CoV-2 infection counts and their sensitivity to stochastic perturbation,  Chaos (1-8), 2020.

[61] Paolo De Luca, G Messori, D Faranda. Dynamical Systems Theory Sheds New Light on Compound Climate Extremes in Europe and Eastern North America. Quarterly Journal of the Royal Meteorological Society (1-15), 2020.

[62] Tommaso Alberti & Davide Faranda. On the uncertainty of real-time predictions of epidemic growths: a COVID-19 case study for China and Italy. Communications in Nonlinear Sciences and Numerical Simulations  (90), 105372, 2020.

[63] Adriano Gualandi, Jean-Philippe Avouac , Sylvain Michel, Davide Faranda. The Predictable Chaos of Slow Earthquakes. Science Advances, American Association for the Advancement of Science (AAAS), 6 (27), pp.eaaz5548, 2020.

[64] Flavio Maria Emanuele Pons, Gabriele Messori, M Carmen Alvarez-Castro, Davide Faranda. Sampling hyperspheres via extreme value theory: implications for measuring attractor dimensions. Journal of Statistical Physics, 2020.

[65] Amandine Kaiser, Davide Faranda, Sebastian Krumscheid, Danijel Beluši, Nikki Vercauteren. Detecting regime transitions of the nocturnal and Polar boundary layer. Journal of the Atmospheric Sciences (to appear), 2020.

[66] Davide Faranda et al. Boosting performance in Machine Learning of Turbulent and Geophysical Flows via scale separation. Physical Review (under review), 2020.

[67] Davide Faranda, Mathieu Vrac, Pascal Yiou, Aglaé Jezequel, Soulivanh Thao.  Changes in future synoptic circulation patterns: consequences for extreme event attribution. Geophysical Research Letters (under review), 2020.

[68] Miriam D'Errico, P Yiou, C Nardini, F Lunkeit, D Faranda. Warmer  Mediterranean temperatures enhance snowy cold spell intensity over Italy. ESD (under review), 2020.

[69] Davide Faranda. An attempt to explain recent trends in European snowfall extremes. Weather and Climate Dynamics Discussions (under review),15, 2020.

[70] Théophile Caby, Davide Faranda, Sandro Vaienti, Pascal Yiou. Extreme value distributions of observation recurrences. Nonlinearity (under review), 2020.

[71] Messori, G., Harnik, N., Madonna, E., Lachmy, O., and Faranda, D.: A Dynamical Systems Characterisation of Atmospheric Jet Regimes, Earth System Dynamics Discussion (under review), 2020

[72] Paolo De Luca, Gabriele Messori, Davide Faranda, Philip J. Ward, and Dim Coumou, Compound Hot-Dry and Cold-Wet Dynamical Extremes Over the Mediterranean. Earth Systems Dynamic Discussions (under review), 2020.

[73] Davide Faranda, Tommaso Alberti. Modelling the second wave of COVID-19 infections in France and Italy via a Stochastic SEIR model. 2020. Chaos (under review) ⟨hal-02668318⟩

< Download all the published article here >



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.



-2019 Winner of the EGU Best Blog Posts of 2019 Competition

-2018 European Geoscience Union Nonlinear Processes Division Outstanding Early Career Scientists Award.

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

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

-2013 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 .

-2012 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.


-Elected member of the LSCE laboratory council.

-EGU Nonlinear Processes in Geophysics, Scientific Officer.

-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.


Download the daily values of dimension and persistence from 1948 to present*
The figure  displays some analyses performed using 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. Please cite [30,38] for research use. a) Sea-level pressure fields over the North-Atlantic showing the domain of the analysis for the selected day.  b) Distribution of the best 2% analogues per decades. c) Distribution of the best 2% analogues per month of the year. d) Scatter plots of dimension d and inverse persistence θ for all the data (ligth gray), the data of the month considered (dark gray) and the day of the analysis (red star).   e) Weather regimes, computed as the days beyond the 0.15 quantiles of the d and θ distributions.

* Last available date depends on the NCEP and GFS updates.  Thanks to M Carmen Alvarez Castro for providing the R code, and Yoann Robin for the Python Package.



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