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].
[52] Nicholas Moloney, Davide Faranda, Yuzuru Sato. An overview of the Extremal Index. Accepted for publication Chaos, 2019
[53] Nikki Vercauteren, Vyacheslav Boyko, Davide Faranda, Ivana Stipersk. Scale interactions and anisotropy in stable boundary layers. Accepted for publication Quarterly Journal of the Royal Metheorological society, 2019
[54] Carmen Alvarez-Castro, Davide Faranda and Pascal Yiou. Representing the dynamics of European temperature extremes in CMIP5 historical simulations. Submitted to Atmosphere, 2019.
[55] Flavio Maria Emanuele Pons, Gabriele Messori, M Carmen Alvarez-Castro, Davide Faranda. Sampling hyperspheres via extreme value theory: implications for measuring attractor dimensions. Submitted to Journal of Statistical Physics, 2019.
[56] Davide Faranda, M Carmen Alvarez-Castro, G Messori, P Yiou. The Hammam effect : how a warm ocean enhances large scale atmospheric predictability. Submitted to Nature Communications, 2019
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.
PROFESSIONAL EXPERIENCE
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
-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.
INSTITUTIONAL RESPONSABILITIES
-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.
INTERESTS
Cooking, classical music, building-bricks design.
NORTH ATLANTIC ATMOSPHERIC CIRCULATION INTERACTIVE ANALYSIS
a) 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 and the forecast up to 72h extracted from the GFS model. The trajectory for the last 7 days is displayed in colors. b) The weather regimes are computed as the days beyond the 0.15 quantiles of the d and θ distribution displayed in panel a). c) Distribution of the best 25 analogues per decades. d) Percentage of days of the same month in all the database with higher or lower dimensions d . e) Same as d) but for the persistence θ. See here for explanations. f) Sea-level pressure fields over the North-Atlantic showing the domain of the analysis and forecasts +24h, 48h, 72h.
* Last available date depends on the NCEP and GFS updates. File provided "As is". Please cite [30,38] for research use. Thanks to M Carmen Alvarez Castro for providing the R code.
ENERGY FLUXES TOWARDS SUB-GRID SCALES BASED ON GFS FORECASTS
Instantaneous Energy Fluxes (DR) towards vortices smaller (positive values) or larger (negative value) than the analysis scale (200km). The map is obtained using the 3D components of the wind as issued from the GFS model at 1° resolution and 3h forecast time steps. The map shows DR contribution at level 700 hPa. This level corresponds to the height where extratropical cyclones are advected. Contours show the instantaneous sea-level pressure field (in hPa). The file is updated daily and provided as it is. For more details, please refer to [43]
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