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Statistics of Extremes

Expositories-Reviews

  • T. Sapsis, Statistics of extreme events in fluid flows and waves, Annual Review of Fluid Mechanics, 53 (2021) 85-111[free access pdf]
  • T. Sapsis, New perspectives for the prediction and statistical quantification of extreme events in high-dimensional dynamical systemsPhilosophical Transactions of the Royal Society A376 (2018) 20170133 (18 pages). [pdf]

Theory-Algorithms

  • H. Arbabi, T. Sapsis, Generative stochastic modeling of strongly nonlinear flows with non-Gaussian statisticsSubmitted, (2021) (32 pages). [code] [pdf]
  • Z. Wan, B. Dodov, C. Lessig, H. Dijkstra, T. Sapsis, A data-driven framework for the stochastic reconstruction of small-scale features with application to climate data sets, Journal of Computational Physics, 442 (2021) 110484 (24 pages). [movie] [pdf]
  • A. Blanchard, T. Sapsis, Output-weighted optimal sampling for Bayesian experimental design and rare-event quantificationSIAM/ASA Journal of Uncertainty Quantification, 9 (2021) 564-592. [code] [pdf]
  • T. Sapsis, Output-weighted optimal sampling for Bayesian regression and rare event statistics using few samplesProceedings of the Royal Society A, 476 (2020) 20190834[Code][pdf]
  • M. Mohamad, T. Sapsis, A sequential sampling strategy for extreme event statistics in nonlinear dynamical systemsProceedings of the National Academy of Sciences115 (2018) 11138-11143. [open access link], [supporting information], Featured on the MIT News
  • M. MohamadW. Cousins, T. Sapsis, A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilitiesJournal of Computational Physics322 (2016) 288-308. [pdf]
  • M. Mohamad, T. Sapsis, Probabilistic description of extreme events in intermittently unstable dynamical systems excited by correlated stochastic processesSIAM/ASA Journal on Uncertainty Quantification3 (2015) 709-736. [pdf]

Applications

  • F. Tsitoura, T. Sapsis, Probabilistic analysis of the dynamical mechanisms responsible for rare events in 2D waves, Submitted, (2021) (7 pages)[pdf]
  • S. Guth, T. Sapsis, Probabilistic characterization of the effect of transient stochastic loads on the fatigue-crack nucleation timeProbabilistic Engineering Mechanics, 66 (2021) 103162 (11 pages)[Code] [pdf]
  • V. Belenky, D. Glotzer, V. Pipiras, T. Sapsis, Distribution tail structure and extreme value analysis of constrained piecewise linear oscillatorsProbabilistic Engineering Mechanics, 57 (2019) 1-13. [pdf]
  • H. -K. JooM. Mohamad, T. Sapsis, Heavy-tailed response of structural systems subjected to extreme forcing eventsASME Journal of Computational and Nonlinear Dynamics, 13 (2018) 090914 (12 pages). [pdf]
  • H. -K. JooM. Mohamad, T. Sapsis, Extreme events and their optimal mitigation in nonlinear structural systems excited by stochastic loads: Application to ocean engineering systemsOcean Engineering Journal142 (2017) 145-160. [pdf]
  • M. Mohamad, T. Sapsis, Probabilistic response and rare events in Mathieu's equation under correlated parametric excitationOcean Engineering Journal, 120 (2016) 289-297. [pdf]