2022 Fiscal Year Final Research Report

Joint Probability Evaluation System for Extreme Natural Forces causing Complex Disaster

Research Project

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Project/Area Number	18H01543
Research Category	Grant-in-Aid for Scientific Research (B)
Allocation Type	Single-year Grants
Section	一般
Review Section	Basic Section 22040:Hydroengineering-related
Research Institution	Nagoya Institute of Technology
Principal Investigator	Kitano Toshikazu 名古屋工業大学, 工学(系)研究科(研究院), 教授 (00284307)
Co-Investigator(Kenkyū-buntansha)	渡部哲史京都大学, 防災研究所, 特定准教授 (20633845) 上野玄太統計数理研究所, モデリング研究系, 教授 (40370093) 志村隆彰統計数理研究所, 数理・推論研究系, 准教授 (40235677) 田中茂信京都大学, 防災研究所, 教授 (70414985)
Project Period (FY)	2018-04-01 – 2023-03-31
Keywords	再現期間 / 多変量極値理論 / 極値コピュラ / 合致率 / 経験度 / ポアソン過程 / 気候変動対策 / 不確実性の下での意思決定
Outline of Final Research Achievements	A once-in-a-century storm surge does not always occur a once-in-a-century extreme wave height at the same time. Even if the damage in adjacent areas does not rank high, the total damage for both ports may rank higher. Estimation of joint occurrence is one of the important points of view of formulating a wide-area restoration plan. Taking advantage of the fact that pairs of annual maxima are not necessarily the same event, we propose newly accordance index, which is the ratio of the number of years in which the annual maxima are pairs of the same meteorological disturbance. We developed an analysis tool that can calculate the joint probability of combinations of three or more variables from the joint rate. We also implemented the efficient algorithm of random generation with the stopping-rule to evaluate the probabilities. Dealing with the uncertainty specifically by employing the advanced statistical models contributes to the decision-making against the disasters due to climate change.
Free Research Field	海岸工学
Academic Significance and Societal Importance of the Research Achievements	多変量極値理論は，およそ60年前に検討が始まり，現在進行形で開発されつつある数学的研究である．また，１変量極値分布とは異なり，多変量極値分布は，非常に多様である．特に，２変量から３変量以上に拡張する際には，２変量が対称となっていても，３変量の組合せに対してはネスト構造をはじめとして非対称な構造をとる．そのため，災害外力の同時生起確率の評価として応用する際の工夫は，数学と工学をつなぐために必要かつ不可欠なリンクである．さらに，気候変動が顕在化する現在，高度な確率・統計モデルを用いて，不確実性を具体的に扱えるようにすることは，風水害の対策の意思決定に重要な役割を果たす．