Multivariate Compound Extreme Value Distribution Research Articles

Typhoon/Hurricane/Tropical Cyclone Disasters: Prediction, Prevention and Mitigation

Since 1972 Rita typhoon attacked on Dalian Port and induced severe catastrophe, we were studied on statistical prediction model of typhoon induced wave height and wind speed. With an increasing tendency of the natural hazards frequency and intensity, risk assessment of some design codes for coastal defence infrastructures should be of paramount importance influencing the economic development and a lot of lifes in China. Comparison between existing extreme statistical model like Gumbel, Weibull, P-III distribution or Probable Maximum Typhoon/Hurricane (PMT/PMH), Design Basis Flood (DBF) with our 1975-1980 proposed (CEVD) model showed that all the planned, designed and constructed coastal infrastructures accepted the traditional safety regulations are menaced by possibility of future ty-phoon/hurricane disasters and cannot satisfy the safety requirements with the increasing tendency of the extreme natural hazards. Our first publication in US (J. of Waterway Port Coastal & Ocean Eng. ASCE, 1980, ww4) proposed an new model “Compound Extreme Value Distribution” used for China sea, after then the model was used in “Long term Distribution of Hurricane Characteristics” for Gulf of Mexico & Atlantic coasts, U.S. (OTC.1982). 2005 hurricane Katrina, Rita and 2012 hurricane Sandy induced disasters proved 1982 CEVD and CEVD has been developed into Multivariate Compound Extreme Value Distribution (MCEVD). 2006 MCEVD predicted extreme hazards in New Orleans, Gulf of Mexico and Philadelphia areas. 2013 typhoon Fitow induced disaster in China also proved MCEVD 2006 predicted results.

Study of Disaster Prevention Design Criteria in Typhoon-Rainstorm Prone Regions of China

With global warming and sea level rising, the frequency and intensity of typhoon-rainstorm induced disasters have been increasing. The infrastructures in typhoon-rainstorm prone area are menaced by natural hazards. This paper aimed to compare the risk level for infrastructures designed by China design code and by our proposed Multivariate Compound Extreme Value Distribution (MCEVD) model. Risk assessment of some important infrastructures in typhoon-rainstorm prone areas are performed using MCEVD as follows: disaster prevention design water level for estuarine city Shanghai and design flood volume for Three Gorges Dam (TGD).The calculation results show that risk assessment based on MCEVD is a reasonable method for engineering planning, design, construction and management.

Risk Assessment Method for Offshore Structure Based on Global Sensitivity Analysis

Based on global sensitivity analysis (GSA), this paper proposes a new risk assessment method for an offshore structure design. This method quantifies all the significances among random variables and their parameters at first. And by comparing the degree of importance, all minor factors would be negligible. Then, the global uncertainty analysis work would be simplified. Global uncertainty analysis (GUA) is an effective way to study the complexity and randomness of natural events. Since field measured data and statistical results often have inevitable errors and uncertainties which lead to inaccurate prediction and analysis, the risk in the design stage of offshore structures caused by uncertainties in environmental loads, sea level, and marine corrosion must be taken into account. In this paper, the multivariate compound extreme value distribution model (MCEVD) is applied to predict the extreme sea state of wave, current, and wind. The maximum structural stress and deformation of a Jacket platform are analyzed and compared with different design standards. The calculation result sufficiently demonstrates the new risk assessment method’s rationality and security.

Joint Probability Prediction Model of Rainfall Triggered Landslides and Debris Flows

The rainfall induced landslides and debris flows are the major disasters in China, as well in Europe, South America, Japan and Australia. This paper proposes a new type of joint probability prediction model—Double Layer Nested Multivariate Compound Extreme Value Distribution (DLNMCEVD) to predict landslides and debris flows triggered by rainfall. The outer layer of DLNMCEVD is predicting the joint probabilities of different combinations for rainfall characteristics, air temperature and humidity, which should be considered as external load factors with geological and geotechnical characteristics as resistance factors for reliability analysis of slope stability in the inner layer of model. For the reliability and consequence analysis of rainfall-induced slope failure, the Global Uncertainty Analysis and Global Sensitivity Analysis (GUA & GSA) should be taken into account for input-output iterations. Finally, based on the statistics prediction by DLNMCEVD, the geological hazards prevention alarm and regionalization can be provided in this paper.

Design Flood Volume of the Three Gorges Dam Project

With an increasing tendency of the flood disaster frequency and intensity in China, risk analysis of design flood volume for the Three Gorges Dam Project (TGP) should be of paramount importance for about one-half of the population and gross domestic product in China. How to predict the floods of Yangtze River with high precision is always a difficult problem, for the vast drainage basin and numerous tributaries. After a brief introduction of extreme value distribution and compound extreme value distribution, the TGP design flood volume predicted by the Chinese Hydraulic Design Code (CHDC) recommended annual maximum data sampling based Pearson type III extrapolation method is compared with the stochastic simulation technique based on the important sampling procedure (ISP) and the multivariate compound extreme value distribution (MCEVD), respectively. Comparison results show that the 100-year joint return period of the 3-day flood volume predicted by ISP and MCEVD is greater than 1,000-year return volume pr...

Typhoon disaster in China: prediction, prevention, and mitigation

Typhoon-induced disaster is one of the most important factors influencing the economic development and more than 250 million in China. In view of the existing state of typhoon disaster prediction, prevention, and mitigation, this paper proposes a new probability model, Multivariate Compound Extreme Value Distribution (MCEVD), to predict typhoon-induced extreme disaster events. This model establishes prevention criteria for coastal areas, offshore structures, and estuarine cities, and provides an appropriate mitigation scheme for disaster risk management and decision-making.

Typhoon disaster zoning and prevention criteria—A double layer nested multi-objective probability model and its application

For prevention and mitigation of typhoon disasters in China, in this paper a double layer nested multi-objective probability model of typhoon disaster zoning and prevention criteria is proposed. The multivariate compound extreme value distribution (MCEVD) is used to predict the joint probability of seven typhoon characteristics and corresponding typhoon induced disasters. Predicted results can be used for both typhoon disaster zoning and corresponding prevention criteria along China coast.

Theory of multivariate compound extreme value distribution and its application to extreme sea state prediction

In this paper, a new type of distribution, multivariate compound extreme value distribution (MCEVD), is introduced by compounding a discrete distribution with a multivariate continuous distribution of extreme sea events. In its engineering application the number over certain threshold level per year is fitting to Poisson distribution and the corresponding extreme sea events are fitting to Nested Logistic distribution, then the Poisson-Nested logistic trivariate compound extreme value distribution (PNLTCED) is proposed to predict extreme wave heights, periods and wind speeds in Yellow Sea. The new model gives more stable and reasonable predicted results.