Bringing statistics to storylines: rare event sampling for sudden, transient extreme events

TL;DR

This paper introduces a novel sampling method combining adaptive multilevel splitting and ensemble boosting to efficiently model localized, transient extreme weather events, improving sampling efficiency by an order of magnitude.

Contribution

It develops a modified rare event sampling technique that better captures sudden, localized extreme events in climate models, addressing limitations of existing methods.

Findings

Improved sampling of extreme local events by a factor of 10 in Lorenz-96 model.

Effective combination of AMS and ensemble boosting for transient event modeling.

Progress in handling fast dynamical timescales for rare event sampling.

Abstract

A leading goal for climate science and weather risk management is to accurately model both the physics and statistics of extreme events. These two goals are fundamentally at odds: the higher a computational model's resolution, the more expensive are the ensembles needed to capture accurate statistics in the tail of the distribution. Here, we focus on events that are localized in space and time, such as heavy precipitation events, which can start suddenly and decay rapidly. We advance a method for sampling such events more efficiently than straightforward climate model simulation. Our method combines elements of two recent approaches: adaptive multilevel splitting (AMS), a rare event algorithm that generates rigorous statistics at reduced cost, but that does not work well for sudden, transient extreme events; and "ensemble boosting" which generates physically plausible storylines of these events but not their statistics. We modify AMS by splitting trajectories well in advance of the event's onset following the approach of ensemble boosting, and this is shown to be critical for amplifying and diversifying simulated events in tests with the Lorenz-96 model. Early splitting requires a rejection step that reduces efficiency, but nevertheless we demonstrate improved sampling of extreme local events by a factor of order 10 relative to direct sampling in Lorenz-96. Our work makes progress on the challenge posed by fast dynamical timescales for rare event sampling, and it draws connections with existing methods in reliability engineering which, we believe, can be further exploited for weather risk assessment.