A diffusion process as a model for temperature variations

Authors

  • Mario Lefebvre Polytechnique Montréal

DOI:

https://doi.org/10.1478/AAPP.103S1A8

Keywords:

Wiener process, moving average, first-passage time, climate change

Abstract

A geometric Brownian motion is proposed as a model for the variations of temperature from day to day. For short-term forecasts, the parameters of the geometric Brownian motion are estimated from the two most recent observations. Moreover, the same type of process is used to compute the risk of extreme heat during the summer. The model enables us to assess the potential effects of climate change on this risk. An application to Messina is presented.

Author Biography

  • Mario Lefebvre, Polytechnique Montréal
    Department of Mathematics and Industrial Engineering, & C.P. 6079, Succursale Centre-ville, Montréal

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Published

2025-10-01

Issue

Vol 103, SUPPL NO 1 (2025): Atmospheric Monitoring, Modeling and Simulation

Section

Atmospheric Monitoring, Modeling and Simulation (Conference Proceedings)

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