Lower Return Periods Research Articles

Use of a grid‐based hydrological model and regional climate model outputs to assess changing flood risk

AbstractA grid‐based flow routing and runoff‐production model, configured to employ regional climate model (RCM) precipitation estimates as input, is used to assess the effects of climate change on river flows in catchments across the UK. This model, the Grid‐to‐Grid model or G2G, has previously been calibrated and assessed with respect to observed river flows under current climate conditions. Here, the G2G distributed model together with a lumped catchment model, the parameter‐generalized PDM, are applied to simulate river flow and derive flood frequency curves. Two sets of RCM precipitation time‐series, on a 25‐km grid and at hourly intervals, are used: (1) Current (1961–1990) and (2) Future (2071–2100). The effect of one extreme rainfall event in the current precipitation series is to raise the estimated peak flows for some catchments for high return periods under present day rainfall conditions. The future flow series does not contain a comparable flow peak. This significantly affects comparison of the flood frequency curves derived from the flow simulations obtained using the current and future precipitation estimates. Such variability in the results and the dependence on one or two extreme rainfall events emphasizes the need to examine more than one set of current/future precipitation scenarios for flood impact studies. In the absence of a formal ensemble of climate predictions, a resampling method is used to investigate the robustness of the modelled changes in flood frequency. Changes in flood frequency at higher return periods are, not surprisingly, found to be generally less robust than at lower return periods. This is particularly the case for catchments in the south and east of England, which were especially affected by the extreme rainfall event in the current precipitation series. Copyright © 2007 Royal Meteorological Society

Influence of Uncertainties in the Estimation Procedure of Floodwater Level

Despite the recent development of risk-based assessments in flood defense, in practice, flood levels in channels are generally estimated for a design return period by using the discharges of the same return period. The flood levels are also influenced by other factors such as bed roughness, flow area, wetted perimeter, and friction slope which are random in nature. The surveyed cross sections and calibrated values of roughness coefficients are generally used without any allowance for their variability to assess the water levels based on discharge of a selected return period. This simplifies a multivariate random process to a single-variate random process. When the uncertainties of selected influencing parameters were considered in sample studies using Monte Carlo simulation, it was found that the traditional procedures result in an underestimation of water level at high return periods and over estimation of water levels at low return periods. The overall effect is the diffusion of the density function fro...

Factors affecting runoff and erosion under simulated rainfall in Mediterranean vineyards

Data on surface runoff and soil loss on gentle slopes with vineyards are analysed. Using a rainfall simulator, 22 rainstorms with varied intensities from 30 to 117.5 mm h −1 and return periods from 2 to 127 years were reproduced. The experimental plots were installed on vineyards planted in straight rows and oriented with the slope direction having a mean gradient of 3.8°. The texture of soils was loamy, with a very heterogeneous surface gravel cover. Values of measured surface runoff varied from 7.2 mm h −1 for low rainfall intensities (30 mm h −1) and short return periods (2 years) to 41.9 mm h −1 with simulation experiments of higher rainfall intensity (104 mm h −1) and long return periods (68 years). Runoff increased linearly with rainfall intensity resulting in soil losses that also increased with rainfall intensity (18.2 g m −2 h −1 with storms of 30 mm h −1, and 93.2 g m −2 h −1 with storms of 104 mm h −1); however, r 2 explains only 36% of the variance. It was necessary to add other factors to improve the coefficient of determination (0.74; p = 0.001) and the predictive function of the equation. These variables were rainfall intensity, kinetic energy of the storm, runoff, soil resistance to drop detachment, surface gravel cover, and gradient. The equation obtained was validated with the USLE-M. In comparison with similar experiments in other regions, the results obtained for soil loss were very moderate, especially those caused by rainstorms of intermediate and low intensity.

Benefits of Peak Load Reduction Resulting from the Central Air-Conditioning (CAC) Standard

The benefits of reducing peak electricity demand could be one of the more important considerations in the current rulemaking for heat pumps and central air conditioners (CAC). The benefits are twofold: first, the direct cost savings from avoided generation and plant construction needed to meet peak loads, and second, the reduced risk of system outage and its consequent societal disruption. This analysis estimates the reduction in generator outages (i.e., unscheduled plant and excessive demand-related outages) due to the proposed CAC standards, and the value of the standards for three NERC regions: the New England Power Pool (NEPOOL), the California Independent System Operator (CA ISO), and the Pennsylvania-New Jersey-Maryland (PJM) region. The analysis does not consider supply disruptions caused by security failures, transmission and distribution failures, or extreme weather events. Stratus Consulting provided the Ernest Orlando Lawrence Berkeley National Laboratory (LBNL) with load curves for the three regions analyzed, and LBNL determined the impact of the proposed CAC standards on the load curves. Using a Monte Carlo simulation based on historical capacity and demand data, Stratus Consulting modeled the loss of load expectation (LOLE) - the expected number of days in a year when the daily peak demand exceeds the available generating capacity - for each region with and without the proposed CAC standards. The difference in LOLE represents the impact of CAC standards on reducing the likelihood of generator outages. To value the proposed CAC standards, we estimated the value of the reduced energy consumed that results from the standards. The Stratus Asset Modeler (SAM) was used to estimate electricity prices for each region. SAM is a mean reverting model with jumps that captures the volatility in spot prices seen in deregulated markets. The model determines super-peak, peak, sub-shoulder peak, and off-peak prices for each month. SAM, which relies on market fundamentals in its price estimation, incorporates business cycles throughout the reserve margin forecast because industries such as electricity generation, with long lead times, exhibit periods of low returns followed by periods of high returns. Our analysis found that the proposed new CAC standards will reduce generator outages by 6% 12% in 2010. The proposed CAC standards yield a 19% to 20% reduction in outages in 2020 because tighter reserve margins are forecast. The proposed standards are valued at $3.9 to$14.5 million in 2010 and at $15.2 to $43.5 million in 2020.

Updated Precipitation Frequency Estimates for Kansas City: Comparison with TP-40 and HYDRO-35

This paper summarizes methods and results for a recent precipitation frequency study of the Kansas City metropolitan area. The study was motivated by prevalent concern that frequency estimates used for hydrologic design and analysis are based on studies published decades ago. Data currently used for design were extracted from National Weather Service (NWS) rainfall atlases TP-40 and HYDRO-35, published in 1961 and 1977, respectively. Results of this study are compared to those two atlases and a third regional study published by Huff and Angel in 1992. In general, the rainfall depths predicted by this study are higher than TP-40 and HYDRO-35 for return periods longer than 10years, yet for short durations and low return periods, the converse is true. For the most part, rainfall depths from this study are within a few percent of NWS estimates.

Effects of Forest Fires on Flood Frequency Curves in a Mediterranean Catchment/Effets d'incendies de forêt sur les courbes de fréquence de crue dans un bassin versant Méditerranéen

The effect of land-use change on the flood frequency curve (FFC) in a natural catchment is analysed. To achieve this, a simple methodology for the derivation of FFCs in land-use change scenarios is proposed. The adopted methodology, using a stochastic model in Monte Carlo simulation of FFCs, was found to provide a useful framework for detecting changes in flood magnitudes in both pre- and post-fire conditions. In particular, the importance of the antecedent soil moisture condition in the determination of the flood frequency distribution was analysed. The analysis of FFCs for pre- and post-fire conditions shows an increase in the average value of Curve Number and a decrease in the catchment time lag. The derivation of FFCs shows a clear increase in flood quantiles. For the post-fire conditions, the FFC exhibits higher quantiles of the peak discharges showing a reduction in frequency of occurrence. This variation is more significant for low-return period quantiles than for high-return period quantiles. The results of the catchment studies reported here support the hypothesis that the hydrological response of the watershed changes as a result of fire, especially during the first years following a fire event.

Effects of Forest Fires on Flood Frequency Curves in a Mediterranean Catchment/Effets d'incendies de for�t sur les courbes de fr�quence de crue dans un bassin versant M�diterran�en

Abstract The effect of land-use change on the flood frequency curve (FFC) in a natural catchment is analysed. To achieve this, a simple methodology for the derivation of FFCs in land-use change scenarios is proposed. The adopted methodology, using a stochastic model in Monte Carlo simulation of FFCs, was found to provide a useful framework for detecting changes in flood magnitudes in both pre- and post-fire conditions. In particular, the importance of the antecedent soil moisture condition in the determination of the flood frequency distribution was analysed. The analysis of FFCs for pre- and post-fire conditions shows an increase in the average value of Curve Number and a decrease in the catchment time lag. The derivation of FFCs shows a clear increase in flood quantiles. For the post-fire conditions, the FFC exhibits higher quantiles of the peak discharges showing a reduction in frequency of occurrence. This variation is more significant for low-return period quantiles than for high-return period quantiles. The results of the catchment studies reported here support the hypothesis that the hydrological response of the watershed changes as a result of fire, especially during the first years following a fire event.

World Markets for Raising New Capital

Financial markets are increasingly integrated globally. We examine the extent to which firms from countries around the world rely on different sources of capital, the locations where they raise capital, and the factors that affect these choices during the 1990-2001 period. International security issuances are widespread, totaling about $4.6 trillion. International debt issuances are substantially more common than equity issues, accounting for over 90% of the international security issues, and about 20% of all public debt issues. In contrast, international equity issues account for about 4.4% of all international security issues, and about 6% of all equity issues during the our sample period. Market timing considerations appear to be very important in security issuance decisions. Firms all around the world are more likely to issue equity prior to periods of low market returns. Most of the cross-border equity is issued in the U.S. and the U.K., and these issues tend to occur in hot markets, and prior to relatively low market returns. Finally, firms issue more debt when interest rates are lower, and issue debt overseas when interest rates in the place of issue are lower than they are at home.

Probabilistic seismic demand analysis of controlled steel moment‐resisting frame structures

AbstractThis paper describes a proposed methodology, referred to as probabilistic seismic control analysis, for the development of probabilistic seismic demand curves for structures with supplemental control devices. The resulting curves may be used to determine the probability that any response measure, whether for a structure or control device, exceeds a pre‐determined allowable limit. This procedure couples conventional probabilistic seismic hazard analysis with non‐linear dynamic structural analyses to provide system specific information. This method is performed by evaluating the performance of specific controlled systems under seismic excitations using the SAC Phase II structures for the Los Angeles region, and three different control‐systems: (i) base isolation; (ii) linear viscous brace dampers; and (iii) active tendon braces. The use of a probabilistic format allows for consideration of structural response over a range of seismic hazards. The resulting annual hazard curves provide a basis for comparison between the different control strategies. Results for these curves indicate that no single control strategy is the most effective at all hazard levels. For example, at low return periods the viscous system has the lowest drift demands. However, at higher return periods, the isolation system becomes the most effective strategy. Copyright © 2002 John Wiley & Sons, Ltd.

Flood frequency estimation by continuous simulation for a catchment treated as ungauged (with uncertainty)

A general methodology for flood frequency estimation based on continuous simulation is here applied to a gauged site in the Czech Republic treated as if it was ungauged. In this implementation, stochastic temperature and precipitation models are used to drive TOPMODEL to simulate stream discharges. The coupled model parameters are varied randomly across specified ranges using Monte Carlo simulation. The results from a sample of 48,600 simulations each of length 100 years using an hourly time step are conditioned on low return period regionalized flood frequency, snow water equivalent, and flow duration curve information. Performance measures for each predicted variable are combined using fuzzy inference and simulations considered as nonbehavioral are rejected. 10,000‐year simulations are made with the remaining 2281 behavioral simulations to produce prediction limits for flood magnitudes and other response variables at different return periods. The results are checked against a historical series of annual maximum discharges available at the site for a period before it was destroyed by the construction of a dam. The results compare well and appear to give more realistic prediction bounds than statistical extrapolations based on the Wakeby distribution, particularly at longer return periods.

Characterising rainfall regimes in relation to recharge of the Sierra de Gador-Campo de Dalias aquifer system (S-E Spain)

This paper demonstrates the use of the deuterium excess parameter to distinguish between origin of precipitation in the Mediterranean basin. Isotope signatures in precipitation from the GNIP network around the Mediterranean basin and literature data are combined with isotopic data from aquifers in south east Spain to explain the typology of the precipitation events dominating recharge. Although precipitation from Atlantic origin (d-excess = 10‰) occurs more frequently in the western Mediterranean basin, the quantities in each event are generally moderate to low. Important rainfall events generally have Mediterranean origin (d-excess=15‰). The total precipitation in Gibraltar is a mixture between precipitation from both origins (d-excess in Gibraltar = 12.39‰). However, with increasing volume of the storms the Mediterranean character dominates. These heavier storms contribute mainly to recharge, as illustrated by the d-excess of 13.8‰ in deep groundwater of the Campo de Dalias (Almeria province). One of the challenges to meet ever-growing water demands is to increase recharge from events with a low return period yielding intermediate quantities per event, but forming the bulk of the annual precipitation.

Mechanics of a tectonized soil slope: influence of boundary conditions and rainfall

The Vadoncello landslide was mobilized in December 1993 and is still active. It involves highly tectonized soils and is the reactivation of a landslide dragged by a larger landslide at the toe of the slope soon after the 1980 Irpinia (Southern Italy) earthquake. Investigations and monitoring of the Vadoncello landslide were carried out, between 1994 and 1996, within an EC funded research project. The slope has been found to be formed of chaotic successions of soil and rock strata which have been grouped into soil complexes. The soil mechanical properties are shown to be very poor, the deep soils being prone to large plastic straining even due to relatively small loading changes. The soil displacements show that a shallow fast rotational sliding has occurred at the top of the slope and a shallow earthflow has developed downslope, both lying above deeper soils involved in a mechanism of slow and long-lasting irrecoverable movements. These slow deep movements are considered to be consequent to the plastic flow of the clayey soils. They can be activated by the effects of seasonal rainfall, of low-medium intensity seismic events and by the effects of the morphological changes resulting from the slow movements themselves. The landslide reactivation in 1993 is seen to have been the combination effect of a low return-period rainfall event and the slow movements active at depth in the slope.

The Equity Share in New Issues and Aggregate Stock Returns

The share of equity issues in total new equity and debt issues is a strong predictor of U.S. stock market returns between 1928 and 1997. In particular, firms issue relatively more equity than debt just before periods of low market returns. The equity share in new issues has stable predictive power in both halves of the sample period and after controlling for other known predictors. We do not find support for efficient market explanations of the results. Instead, the fact that the equity share sometimes predicts significantly negative market returns suggests inefficiency and that firms time the market component of their returns when issuing securities.

A comparison of moment-based methods of estimation for the log Pearson type 3 distribution

The log Pearson type 3 distribution is a very important model in statistical hydrology, especially for modeling annual flood series. In this paper we compare the various methods based on moments for estimating quantiles of this distribution. Besides the methods of direct and mixed moments which were found most successful in previous studies and the well-known indirect method of moments, we develop generalized direct moments and generalized mixed moments methods and a new method of adaptive mixed moments. The last method chooses the orders of two moments for the original observations by utilizing information contained in the sample itself. The results of Monte Carlo experiments demonstrated the superiority of this method in estimating flood events of high return periods when a large sample is available and in estimating flood events of low return periods regardless of the sample size. In addition, a comparison of simulation and asymptotic results shows that the adaptive method may be used for the construction of meaningful confidence intervals for design events based on the asymptotic theory even with small samples. The simulation results also point to the specific members of the class of generalized moments estimates which maintain small values for bias and/or mean square error.

Intercepción de las lluvias por la cubierta de bosques y efecto en los caudales de crecida en una cuenca experimental en Malalcahuello, IX Región, Chile

The effect of forest cover on rainfall distribution and runoff generation processes was studied in an area in the Andes mountains, in the IX Region of Chile. Rainfall distribution was studied in two plots under two different forests and the effect of vegetation cover on discharge in an experimental catchment was analyzed using simulation models. Precipitation for the hydrological year April 1998-March 1999 was 1346 mm, corresponding to 57% of the annual long-term average for the area. Throughfall and stemflow were 66 and 8% for a native forest site and 60 and 6% for a Douglas Fir plantation, respectively, of the total 12 months precipitation. These figures reflect the lower interception capacity of the native forest canopy as compared to that of the Douglas Fir plantation. During the study period, 350 mm for the native forest and 453 mm for the Douglas Fir plantation, (26 and 34%, respectively, of the total rainfall), were excluded from the runoff generation process through evaporation of intercepted water. Potential reductions in peak flows related to canopy interception losses were detected at the experimental catchment. However, the studied events corresponded with low return period storms, which were mostly affected by the reduction of available water at the ground level. These results show the importance of forest vegetation cover in rainfall redistribution, interception and runoff generation processes.

The Equity Share In New Issues And Aggregate Stock Returns

The share of equity issues in total new equity and debt issues is a strong predictor of U.S. stock market returns between 1928 and 1997. In particular, firms issue relatively more equity than debt just before periods of low market returns. The equity share in new issues has stable predictive power in both halves of the sample period, and after controlling for other known predictors. We do not find support for efficient market explanations of the results. Instead, the fact that the equity share sometimes predicts significantly negative market returns suggests inefficiency and that firms time the market component of their returns when issuing securities.

Anomalous ENSO Occurrences: An Alternate View*

There has been an apparent increase in the frequency and duration of El Nino-Southern Oscillation events in the last two decades relative to the prior period of record. Furthermore, 1990-95 was the longest period of sustained high Darwin sea level pressure in the instrumental record. Variations in the frequency and duration of such events are of considerable interest because of their implications for understanding global climatic variability and also the possibility that the climate system may be changing due to external factors such as the increased concentration of greenhouse gases in the atmosphere. Nonparametric statistical methods for time series analysis are applied to a 1882 to 1995 seasonal Darwin sea level pressure (DSLP) anomaly time series to explore the variations in El Nino-like anomaly occurrence and persistence over the period of record. Return periods for the duration of the 1990-95 event are estimated to be considerably smaller than those recently obtained by Trenberth and Hoar using a linear ARMA model with the same time series. The likelihood of a positive anomaly of the DSLP, as well as its persistence, is found to exhibit decadal- to centennial-scale variability and was nearly as high at the end of the last century as it has been recently. The 1990-95 event has a much lower return period if the analysis is based on the 1882-1921 DSLP data. The authors suggest that conclusions that the 1990-95 event may be an effect of greenhouse gas-induced warming be tempered by a recognition of the natural variability in the system.

ESTIMATION OF LOW RETURN PERIOD FLOODS / Estimation des crues d'une basse période de retour

Abstract A method was sought for estimating low return period floods (0.2–5 years) from annual maximum data. The theoretical relationship between the peak over threshold and annual maximum return periods is re-examined and an empirical relationship based upon United Kingdom flood data is proposed.