Conditional heavy-tail behavior with applications to precipitation and river flow extremes

This article deals with the right-tail behavior of a response distribution \(F_Y\) conditional on a regressor vector \({\mathbf {X}}={\mathbf {x}}\) restricted to the heavy-tailed case of Pareto-type conditional distributions \(F_Y(y|\ {\mathbf {x}})=P(Y\le y|\ {\mathbf {X}}={\mathbf {x}})\), with heaviness of the right tail characterized by the conditional extreme value index \(\gamma ({\mathbf {x}})>0\). We particularly focus on testing the hypothesis \({\mathscr {H}}_{0,tail}:\ \gamma ({\mathbf {x}})=\gamma _0\) of constant tail behavior for some \(\gamma _0>0\) and all possible \({\mathbf {x}}\). When considering \({\mathbf {x}}\) as a time index, the term trend analysis is commonly used. In the recent past several such trend analyses in extreme value data have been published, mostly focusing on time-varying modeling of location or scale parameters of the response distribution. In many such environmental studies a simple test against trend based on Kendall’s tau statistic is applied. This test is powerful when the center of the conditional distribution \(F_Y(y|{\mathbf {x}})\) changes monotonically in \({\mathbf {x}}\), for instance, in a simple location model \(\mu ({\mathbf {x}})=\mu _0+x\cdot \mu _1\), \({\mathbf {x}}=(1,x)'\), but the test is rather insensitive against monotonic tail behavior, say, \(\gamma ({\mathbf {x}})=\eta _0+x\cdot \eta _1\). This has to be considered, since for many environmental applications the main interest is on the tail rather than the center of a distribution. Our work is motivated by this problem and it is our goal to demonstrate the opportunities and the limits of detecting and estimating non-constant conditional heavy-tail behavior with regard to applications from hydrology. We present and compare four different procedures by simulations and illustrate our findings on real data from hydrology: weekly maxima of hourly precipitation from France and monthly maximal river flows from Germany.     

Spectral density regression for bivariate extremes

We introduce a density regression model for the spectral density of a bivariate extreme value distribution, that allows us to assess how extremal dependence can change over a covariate. Inference is performed through a double kernel estimator, which can be seen as an extension of the Nadaraya–Watson estimator where the usual scalar responses are replaced by mean constrained densities on the unit interval. Numerical experiments with the methods illustrate their resilience in a variety of contexts of practical interest. An extreme temperature dataset is used to illustrate our methods.     

Numerical modeling of storm surges in the coast of Mozambique: the cases of tropical cyclones Bonita (1996) and Lisette (1997)

The coast of Mozambique is often affected by storms, particularly tropical cyclones during summer or sometimes midlatitude systems in the southern part. Storm surges combined with high freshwater discharge can drive huge coastal floods, affecting both urban and rural areas. To improve the knowledge about the impact of storm surges in the coast of Mozambique, this study presents the first attempt to model this phenomenon through the implementation of the Princeton Ocean Model (POM) in the Southwestern Indian Ocean domain (SWIO; 2–32°S, 28–85°E) using a regular grid with 1/6° of spatial resolution and 36 sigma levels. The simulation was performed for the period 1979–2010, and the most interesting events of surges were related to tropical cyclones Bonita (1996) and Lisette (1997) that occurred in the Mozambique Channel. The results showed that the model represented well the amplitude and phase of principal lunar and solar tidal constituents, as well as it captured the spatial pattern and magnitudes of SST with slight positive bias in summer and negative bias in winter months. In terms of SSH, the model underestimated the presence of mesoscale eddies, mainly in the Mozambique Channel. Our results also showed that the atmospheric sea level pressure had a significant contribution to storm heights during the landfall of the tropical cyclones Bonita (1996) and Lisette (1997) in the coast of Mozambique contributing with about 20 and 16% of the total surge height for each case, respectively, surpassing the contribution of the tide-surge nonlinear interactions by a factor of 2.     

Embryo dune development drivers: beach morphology,growing season precipitation,and storms

For development of embryo dunes on the highly dynamic land–sea boundary, summer growth and the absence of winter erosion are essential. Other than that, however, we know little about the specific conditions that favour embryo dune development. This study explores the boundary conditions for early dune development to enable better predictions of natural dune expansion. Using a 30 year time series of aerial photographs of 33 sites along the Dutch coast, we assessed the influence of beach morphology (beach width and tidal range), meteorological conditions (storm characteristics, wind speed, growing season precipitation, and temperature), and sand nourishment on early dune development. We examined the presence and area of embryo dunes in relation to beach width and tidal range, and compared changes in embryo dune area to meteorological conditions and whether sand nourishment had been applied. We found that the presence and area of embryo dunes increased with increasing beach width. Over time, embryo dune area was negatively correlated with storm intensity and frequency. Embryo dune area was positively correlated with precipitation in the growing season and sand nourishment. Embryo dune area increased in periods of low storm frequency and in wet summers, and decreased in periods of high storm frequency or intensity. We conclude that beach morphology is highly influential in determining the potential for new dune development, and wide beaches enable development of larger embryo dune fields. Sand nourishment stimulates dune development by increasing beach width. Finally, weather conditions and non‐interrupted sequences of years without high‐intensity storms determine whether progressive dune development will take place. Copyright © 2017 John Wiley & Sons, Ltd.     

Evaluation of recent hydro-climatic changes in four tributaries of the Niger River Basin (West Africa)

West Africa experienced severe drought during the 1970s and 1980s, posing a threat to water resources. A wetter climate more recently suggests recovery from the drought. The Mann-Kendall trend and Theil-Sen’s slope estimator were applied to detect probable trends in weather elements in four sub-basins of the Niger River Basin between 1970 and 2010. The cross-entropy method was used to detect breakpoints in rainfall and runoff, Spearman’s rank test for correlation between the two, and cross-correlation analysis for possible lags. Results showed an overall increase in rainfall and runoff and a decrease in sunshine duration. Spearman’s coefficients suggest significant (5%) moderate to strong rainfall–runoff correlation for three sub-basins. A significant lower runoff was observed around 1979, with a rainfall break around 1992, indicating possible cessation of the drought. Temperatures increased significantly, at 0.02–0.05°C year^-1, with a negative wind speed trend for most stations. Half of the stations exhibited an increase in potential evapotranspiration.

EDITOR M.C. Acreman

ASSOCIATE EDITOR Not assigned     

Soil erosion in the Anthropocene: Research needs

Soil erosion is a geomorphological and, at the same time, a land degradation process that may cause environmental and property damage, loss of livelihoods and services as well as social and economic disruption. Erosion not only lowers soil quality on‐site, but causes also significant sediment‐related problems off‐site. Given the large number of research papers on this topic, one might therefore conclude that we know now almost everything about soil erosion and its control so that little new knowledge can be added. This conclusion can be refuted by pointing to some major research gaps. There is a need for more research attention to (1) improved understanding of both natural and anthropogenic soil erosion processes and their interactions, (2) scaling up soil erosion processes and rates in space and time, and (3) innovative techniques and strategies to prevent soil erosion or reduce erosion rates. This is illustrated with various case studies from around the world. If future research addresses these research gaps, we will (1) better understand processes and their interactions operating at a range of spatial and temporal scales, predict their rates as well as their on‐site and off‐site impacts, which is academically spoken rewarding but also crucial for better targeting erosion control measures, and (2) we will be in a better position to select the most appropriate and effective soil erosion control techniques and strategies which are highly necessary for a sustainable use of soils in the Anthropocene. Copyright © 2017 John Wiley & Sons, Ltd.     

Gully head modelling: A Mediterranean badland case study

Predicting the location of gully heads in various environments is an important step towards predicting gully erosion rates. So far, field data collection and modelling of topographic thresholds for gully head development has mainly focused on gullies that formed in forested areas, rangelands, pastures and cropland. Such information for gullies in badlands however is very scarce. Therefore, this paper aims to extend the database on gully head topographical thresholds through data collection in a badland area and to improve the prediction of gully heads forming at sites with a very low erosion resistance value. For this, we chose a badland site located in central Italy that is characterized by biancana forms and both active and dormant gullies. The definition of the conditions under which present‐day gully heads developed allowed a better modelling of the gully head threshold equation, with modification of a previous model and the exemplification of how to use the updated model. The model shows that the resistance to gully head retreat depends on slope gradient and drainage area at gully heads, land use at the moment of gully development (as numerically expressed using parameters derived from the Runoff Curve Number method), surface rock fragment cover, presence of joints, pipes, and factors/processes affecting detachment rate. This study attempted to better understand environmental conditions that control the development of gully heads in badlands through a combination of field data collection of gully heads, an analysis of land use changes over 10 centuries, focusing on the period 1820–2005, and land use management through repeat photography and a critical examination of historical documents. © 2018 The Authors. Earth Surface Processes and Landforms published by John Wiley & Sons Ltd.     

Long‐term sediment yield from a small catchment in southern Brazil affected by land use and soil management changes

Sediments produced from eroding cultivated land can cause on‐site and off‐site effects that cause considerable economic and social impacts. Despite the importance of soil conservation practices (SCP) for the control of soil erosion and improvements in soil hydrological functions, limited information is available regarding the effects of SCP on sediment yield (SY) at the catchment scale. This study aimed to investigate the long‐term relationships between SY and land use, soil management, and rainfall in a small catchment. To determine the effects of anthropogenic and climatic factors on SY, rainfall, streamflow, and suspended sediment concentration were monitored at 10‐min intervals for 14 years (2002–2016), and the land use and soil management changes were surveyed annually. Using a statistical procedure to separate the SY effects of climate, land use, and soil management, we observed pronounced temporal effects of land use and soil management changes on SY. During the first 2 years (2002–2004), the land was predominantly cultivated with tobacco under a traditional tillage system (no cover crops and ploughed soil) using animal traction. In that period, the SY reached approximately 400 t·km^?2·year^?1. From 2005 to 2009, a soil conservation programme introduced conservation tillage and winter cover crops in the catchment area, which lowered the SY to 50 t·km^?2·year^?1. In the final period (2010–2016), the SCP were partially abandoned by farmers, and reforested areas increased, resulting in an SY of 150 t·km^?2·year^?1. This study also discusses the factors associated with the failure to continue using SCP, including structural support and farmer attitudes.     

Probabilistic seismic hazard assessment for South-Eastern France

The accurate evaluation and appropriate treatment of uncertainties is of primary importance in modern probabilistic seismic hazard assessment (PSHA). One of the objectives of the SIGMA project was to establish a framework to improve knowledge and data on two target regions characterized by low-to-moderate seismic activity. In this paper, for South-Eastern France, we present the final PSHA performed within the SIGMA project. A new earthquake catalogue for France covering instrumental and historical periods was used for the calculation of the magnitude-frequency distributions. The hazard model incorporates area sources, smoothed seismicity and a 3D faults model. A set of recently developed ground motion prediction equations (GMPEs) from global and regional data, evaluated as adequately representing the ground motion characteristics in the region, was used to calculate the hazard. The magnitude-frequency distributions, maximum magnitude, faults slip rate and style-of-faulting are considered as additional source of epistemic uncertainties. The hazard results for generic rock condition (Vs30 = 800 m/s) are displayed for 20 sites in terms of uniform hazard spectra at two return periods (475 years and 10,000 years). The contributions of the epistemic uncertainties in the ground motion characterizations and in the seismic source characterization to the total hazard uncertainties are analyzed. Finally, we compare the results with existing models developed at national scale in the framework of the first generation of models supporting the Eurocode 8 enforcement, (MEDD 2002 and AFPS06) and at the European scale (within the SHARE project), highlighting significant discrepancies at short return periods.