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Probability of compound extreme precipitation events to inform engineering design Mohamed Ali Ben Alaya, Francis W. Zwiers, Pacific Climate Impacts Consortium(PCIC), Xuebin Zhang, Climate Research Division, Environment and Climate Change Canada

Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

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Page 1: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Probability of compound extreme precipitation events to inform engineering design

Mohamed Ali Ben Alaya, Francis W. Zwiers, Pacific Climate Impacts Consortium(PCIC), Xuebin Zhang, Climate Research Division,

Environment and Climate Change Canada

Page 2: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Frequency Analysis

• The form of the distribution is unknown

• The extreme value paradigm: base tail models on asymptotically-motivated distributions

• Estimation of the parameters (maximum likelihood, PWM, Bayesian,..)Ex

trac

tion

of th

e in

form

atio

n

2

Page 3: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Extrapolation

Location

Scal

e

• LocationExtrapolation straight line• Scale

• Stable shape

X

Y

Page 4: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Extreme Value Theory

4

• Location• Scale• Stable Shape

Extreme value distribution(GEV or GPD)

Page 5: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Drawbacks of using the

Extreme value theory

1- The stability assumption of the Shape parameter

2- The information content of data

5

Page 6: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Probable maximum precipitation (PMP)

• Rational engineering solution

• A practical upper limit where scientific knowledge does not provide the desired guidance

6

Page 7: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Drawbacks ofthe PMP concept

1- The interpretation of the PMP .

2- The lack of uncertainty quantification.

3- The bad extraction of the information.

7

Page 8: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Objective

Probability of compound extreme precipitation events

8

1- A first attempt to unify the two schools of though (PMP and statistical frequency analysis) in estimating very rare extreme precipitation

2- The pdf of precipitation is synthesized by using plausible combinations of its major components for which data are available.

Page 9: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Precipitation as a compound event

Empi

rical

Empirical

9G

PD

GPD

PW

PE

Using the conditional approach for multivariate extreme values (Heffernan, J.E. and Tawn, J.A., 2004)

Page 10: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Application • CanRCM4 regional climate model• Total precipitation (6h)• Precipitable water (6h)• Period: 1951-2000 (50 years)

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Validation • 35 ensembles of CanRCM4-CanESM2• 1750 annual maxima of total precipitation

Page 11: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

9 grid boxes (GB) from different climate regions in North America.

11

Longitude

Page 12: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results: Shape parameter

12

Shap

eLength of block maxima (year)

Page 13: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results GB 1: Return level

13

Retu

rn le

vel (

mm

)Return period (year)

Page 14: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results (GB2): Shape parameter

14

Shap

eLength of block maxima (year)

Page 15: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results GB 6: Return level

15

Retu

rn le

vel (

mm

)

Return period (year)

Page 16: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results (GB6): Shape parameter

16

Shap

eLength of block maxima (year)

Page 17: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results GB 3: Return level

17

Retu

rn le

vel (

mm

)Return period (year)

Page 18: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results GB 8: Shape parameter

18

Shap

eLength of block maxima (year)

Page 19: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results GB 8: Return level

19

Retu

rn le

vel (

mm

)Return period (year)

Page 20: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results GB 9: Shape parameter

20

Shap

e

Length of block maxima (year)

Page 21: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Results GB 9: Return level

21

Retu

rn le

vel (

mm

)Return period (year)

Page 22: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Conclusion

Treating hydro-meteorological extremes as compound events

1- Makes possible the use of more information from a given period

2- Corresponds more directly to the physical processes

3- Can incorporate a bit from our knowledge about the physical process that produces extremes when extrapolating using an extreme value theory, and thus a better scientific and empirical scrutiny

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Page 23: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W
Page 24: Probability of compound extreme precipitation events to ... · Probability of compound extreme precipitation events to inform engineering design. Mohamed Ali Ben Alaya, Francis W

Thank you