Climate change, extreme sea levels & hydrodynamical models

Introduction

Quantifying the impacts of climate change upon extreme sea levels.

Spatial variation in impacts. Scientific tools -

• Observational data, • Process knowledge,• Numerical models

Statistical tools • Extreme value theory, • Spatial statistics, • Nonparametric regression • Multivariate analysis

Hydrodynamical models

North Sea models

< 35km NEAC grid <

12km NISE grid V V

Scientific problems

Observational climate data Observational climate data for 1970-1999. Model output verified against observational sea level data. Test for evidence for temporal change in extreme values.

Numerical climate model Generate 30-year long stationary sequences of sea level

data. Climate input data generated using ECHAM-4 climate model

under two scenarios: current CO2, double current CO2. Interest is in comparing extremal characteristics of the

spatio-temporal fields generated under the two scenarios.

Previous findings

Surge residuals Annual maxima Univariate extreme

value modelling for each site

Use the GEV (Generalized Extreme Value) distribution

Changes in 50 year surge residuals (in cm) as

a result of a doubling of CO2 levels

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Statistical methods for spatial extremes

An example Spatial variability Spatial coherence Residual spatial dependence

Insert a map here: simulated parameter

surface

Initial location = 0, Scale = 1, Shape = -0.35,Dependence = 0.7

Methods

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Multivariate extremesGeneral theory Componentwise maxima Multivariate extreme value distribution Modelling of marginal and dependence

characteristics Parameter linking

Inference 2-step likelihood estimation

• Independence working assumption• Sandwich variance estimator• Fix margins, transform and estimate

1-step likelihood estimation.

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BEVL (Bivariate Extreme Value Logistic)

distribution

A local grid-based method

GridEvaluation

points

Kernels

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Acknowledgements

Supervisors Janet Heffernan Jonathan Tawn

Assistance and advice Johan Segers, Vadim Kuzmin, Alexandra Ramos, Christopher Ferro, Alec Stephenson, Matthew Killeya

Images Web sources (list available on request)

Lamb, H. (1991) Historic storms of the North Sea, British Isles and Northwest Europe, CUP, Cambridge.

Apparent independence