We study four different approaches to model time-dependent extremal behavior: dynamics introduced by (a) a state-space model (SSM), (b) a shot-noise-type process with GPD marginals, (c) a copula-based autoregressive model with GPD marginals, and (d) a GLM with GPD marginals (and previous extremal events as regressors). Each of the models is fit against data, and from the fitted data, we simulate corresponding paths according to the respective fitted models. At this simulated data, the respective dependence structure is analyzed in copula plots and judged against its capacity to fit the corresponding inter-arrival distribution.

Numerical time integration is fundamental to the simulation of initial and boundary value problems. Traditionally, time integration schemes require adaptive time-stepping to ensure computational speed and sufficient accuracy. Although these methods are based on mathematical derivations related to the order of accuracy for the chosen integrator, they also rely on heuristic development to determine optimal time steps. In this work, we use an alternative approach based on Reinforcement Learning (RL) to select the optimal time step for any time integrator method, balancing computational speed and accuracy. To explore the potential of our RL-based adaptive time-stepping approach, we choose a challenging model problem involving set-valued frictional instabilities at various spatiotemporal scales. This problem demonstrates the robustness of our strategy in handling nonsmooth problems, which present a demanding scenario for numerical integration. Specifically, we apply RL to the simulation of a seismic fault with Coulomb friction. Our findings indicate that RL can learn an optimal strategy for time integration, achieving up to a fourfold speed-up. Our RL-based adaptive integrator offers a new approach for time integration in various other problems in mechanics.