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Article Dans Une Revue Extremes Année : 2022

Continuous simulation of storm processes

Marine Demangeot
Rémi Carnec
  • Fonction : Auteur
Emilie Chautru
Christian Lantuéjoul

Résumé

torm processes constitute prototype models for spatial extremes. They are classically simulated on a finite number of points within a given domain. We propose a new algorithm that allows to perform such a task in continuous domains like hyper-rectangles or balls, in arbitrary dimension. This consists in generating basic ingredients that can subsequently be used to assign a value at any point of the simulation field. Such an approach is particularly appropriate to investigate the geometrical properties of storm processes. Particular attention is paid to efficiency: by introducing and exploiting the notion of domain of influence of each storm, the running time is considerably reduced. Besides, most parts of the algorithm are designed to be parallelizable.
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Dates et versions

hal-03670135 , version 1 (17-05-2022)

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Marine Demangeot, Rémi Carnec, Emilie Chautru, Christian Lantuéjoul. Continuous simulation of storm processes. Extremes, 2022, 25, pp.363-387. ⟨10.1007/s10687-022-00438-6⟩. ⟨hal-03670135⟩
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