HYDROLOGICAL PROCESSES
Hydrol. Process. 23, 1671–1675 (2009)
Published online 17 March 2009 in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/hyp.7292
Transcending limitations of stationarity and the return period:
process-based approach to flood estimation and risk
assessment
Murugesu Sivapalan1,2,3 *
and Jos M. Samuel4
1
Department of Geography, University
of Illinois at Urbana-Champaign, 220
Davenport Hall, 607 S. Mathews
Avenue, Urbana, IL 61801, USA
2
Department of Civil and
Environmental Engineering, University
of Illinois at Urbana-Champaign, 220
Davenport Hall, 607 S. Mathews
Avenue, Urbana, IL 61801, USA
3
Department of Water Management,
Delft University of Technology,
Postbus 1048, Stevinweg 1, 2600 GA
Delft, The Netherlands
4
Department of Civil and
Environmental Engineering, McMaster
University, Burke Science Building
(BSB,) Room 307, 1280 Main Street
West, Hamilton L8S 4L7, Canada
*Correspondence to:
Murugesu Sivapalan, Department of
Geography, University of Illinois at
Urbana-Champaign, 220 Davenport
Hall, 607 S. Mathews Avenue, Urbana,
IL 61801, USA. E-mail:
sivapala@illinois.edu
Received 28 January 2009
Accepted 30 January 2009
Copyright  2009 John Wiley & Sons, Ltd.
Introduction
Traditional flood frequency analysis and estimation are underpinned by
the critical assumption of stationarity (I.E. Aust., Institution of Engineers
Australia, 1987; FEH, 1999). The widely used notion of “return period”
is a classical concept arising from assumed invariance of the probability
distribution function (pdf) of annual maximum flood peaks over the
period of flood records and/or design life of hydraulic structures. These
assumptions, i.e. of stationarity, independent and identical pdf of flood
peaks, and the concept of the return period, underpin traditional flood
frequency analysis and flood risk assessment are no longer appropriate
in a fast changing environment, and thus pose serious problems for flood
management (Milly et al., 2008).
The main causes of non-stationarity are human-induced land use
and land cover changes, other human interferences in the water cycle
through dams and other flood control structures, and greenhouse-
induced climate change. As an example of the effect of climate change,
Coulibaly and Dibike (2004) reported, on the basis of three different
downscaling approaches of Global Climate Model (GCM) outputs, an
overall increasing trend in the frequencies of flood events for the
2020s, 2050s and 2080s as compared to the 1960–2000 period in
major tributaries within the Saguenay catchment, Quebec, Canada.
Non-stationarity can also arise due to low frequency variations of
climate, such as inter-annual (El Nino-Southern Oscillation (ENSO)
cycle) and inter-decadal [Interdecadal Pacific Oscillation (IPO) cycle]
variations, and shifts of climate of uncertain origins or causes. This is
especially relevant when available flood records are relatively short, as
demonstrated by Kiem et al. (2003) in the Newcastle region of Australia,
and by Samuel and Sivapalan (2008a,b) in the Perth, Newcastle and
Darwin regions. There is therefore an urgency for a new flood frequency
analysis framework, and the revamping of flood estimation procedures
used worldwide to accommodate the non-stationarities arising from such
changes or long-term variabilities.
Previously purely data-based statistical approaches have been pro-
posed for dealing with non-stationarity: they involved detecting and
separating the temporal trends in the observed flood record that may
be the root cause of the non-stationarity (Cunderlik and Burn, 2003).
However, there are limits to how far purely data-based techniques
could be used to extrapolate beyond the observed record. It is gener-
ally felt that methods based on improved process understanding can
be more effective in assessing the effects of land use and land cover
changes, and climate change, on flood frequencies (Cunnane, 1985;
Calder, 1993). In this paper, we articulate a new flood frequency anal-
ysis framework that advances current methods at least in two respects:
(i) it involves a more process-based, derived flood frequency approach
capable of incorporating the effects of environmental change and long-
term variability, and (ii) it overcomes the limitations of the assump-
tions of stationarity and of independent and identical pdfs of annual
1671
 M. SIVAPALAN AND J. M. SAMUEL
maximum flood peaks (and is thus able to transcend
the use of the concept of the return period) through
a simple extension of the classical risk assessment
approach (Maass et al., 1962; Chow et al., 1988).
Flood Risk Assessment under
Non-Stationarity
Chow et al. (1988) present a procedure for flood risk
analysis that involves estimates of the risk of fail-
ure over the design life of a hydraulic structure. The
definition of risk of failure is of course wholly depen-
dent on the definition of what constitutes “failure”.
For illustration purposes only, let us define failure as
the situation in which the chosen design flood qp is
exceeded or equaled at least once during the expected
life of the hydraulic structure of n years. In this case,
the risk of failure, denoted by R, can be derived as
(Chow et al., 1988):
R(n, qp ) = 1 − [1 − P(Q ½ qp )]n
where R is the probability that the event Q ½ qp
will occur at least once in n years (0 < R < 1) and
P (Q ½ qp ) is the probability of exceedance of the
annual maximum flood peak, i.e. probability that the
annual maximum flood Q is greater than or equal to
the specified design flood qp .
Equation (1) had assumed that the probability Q ½
qp is the same for every year, which is perfectly appro-
priate in a stationary climate. In a non-stationary
climate (under climate change or long-term climate
variability, land use or land cover change) the pdfs of
annual maximum flood peaks can be different in dif-
ferent years. To accommodate variable pdf of annual
maximum floods over the design life, Eq. (1) can be
generalized and rewritten as follows:


n
R(n, qp ) = 1 − [1 − Pm
jm
(Q ½ qp )]
m=1
where, once again, n is the expected life of a design
project (i.e. design life), index m denotes the sequential
year over the design life (m = 1, 2, 3, . . . , n), and jm is
the state of the climate in year m. Pmjm (Q ½ qp ) is then
the probability that the annual maximum flood, Q, is
greater than or equal to qp in any given year, under
given climate state jm . Clearly, in this case Pmjm (Q ½ qp )
will be different for different climate states, jm , and
thus between years. Note again that in a stationary
climate, the magnitude of Pmjm (Q ½ qp ) in Eq. 2 will
remain constant between years, and Eq. 2 will then
be identical to Eq. 1.
Going further, in the non-stationary case, the cli-
mate states could vary either randomly or systemati-
cally between years. Various alternative likely scenar-
ios could be considered regarding how the climate will
evolve over the (future) design life of the structure.
Let us consider a total of k plausible scenarios s =
1, 2, . . . , k , each scenario denoted as (j1 , j2 , j3 , . . . , jn )s ,
Copyright  2009 John Wiley & Sons, Ltd.
and the risk of failure can be calculated for each using
Eq. 2 above. The expected overall risk of failure can
then be estimated through a probabilistic combina-
tion of the risks for each of the climate scenarios, as
follows:

k
R(n, qp ) = p(s)R(n, qp )s (3)
s=1
where p(s) is the estimated or assumed probability
of occurrence of each climate change scenario, noting
k
that p(s) = 1. For reasons of brevity, however, the
s=1
illustrative applications presented below will consider
just one realization of just one future climate change
scenario.
An Illustrative Application to Australian
Catchments
We will now present an illustration of the risk
(1) assessment-based flood frequency methodology pre-
sented above, applied to three catchments in Australia
located in Perth, Newcastle and Darwin. In each of
the study catchments, we have previously delineated
six possible climate states for any year (Samuel and
Sivapalan, 2008a,b). In the case of Newcastle, the six
possible climate states come about through a combi-
nation of ENSO states (El Niño, Neutral or La Niña)
and the IPO(−) or IPO(+) phases. In the case of Perth
and Darwin, the six possible climate states come about
through a combination of ENSO states (El Niño, Neu-
tral or La Niña) and pre- and post-1970 years. These
two regions show a step-function shift in annual pre-
cipitation that occurred around 1970: down by about
10% in Perth from the pre-1970 to post-1970 periods,
up by about 10% in Darwin over the same periods.
Given the past history and the current state, the
possible future evolution of the climatic states is gen-
(2) erated randomly using a Markov Chain model pre-
sented in Samuel and Sivapalan (2008a). In this appli-
cation, the Markov chain model will utilize transition
probability matrices estimated there: a 3 × 3 matrix
for Perth and Darwin that can simulate the ENSO
cycle, and a 6 × 6 matrix that will reproduce the
IPO–ENSO cycles in the case of Newcastle. If needed,
multiple realizations of the resulting climate scenar-
ios could be generated randomly for each catchment,
producing multiple but equally likely sequences of cli-
matic states (j1 , j2 , j3 , . . . , jn ) over the design life of an
assumed hydraulic structure.
For each of the three catchments and for each likely
climatic state jm , Samuel and Sivapalan (2008b) esti-
mated the values of Pmjm (Q ½ qp ) through the appli-
cation of a derived flood frequency model, which
involved the combined use of a stochastic model of
multi-scale temporal variability, and a deterministic,
process-based rainfall-runoff-flood model, the details
of which will not be presented here for brevity. For
each scenario, for each realization, the risk-based
1672 Hydrol. Process. 23, 1671–1675 (2009)
DOI: 10.1002/hyp
 INVITED COMMENTARY
design flood frequency curves are then constructed
using Eq. 2 using probabilities Pmjm (Q ½ qp ) estimated
through application of the derived flood frequency
model of Samuel and Sivapalan (2008b). This can be
repeated for different scenarios and then combined
to estimate the composite flood risk curve using the
assumed or estimated probabilities p(s) of climate sce-
nario, necessitating the use of Equation (3). However,
for simplicity this is not pursued in this illustrative
application.
The new risk-based flood frequency curve resulting
from the above analysis is presented in Figure 1 (for
Perth) for two different future climate scenarios, for
different levels of risk: (1) pre-1970 climate (reflective
of natural variability observed pre-1970, inclusive of
ENSO), and (2) post-1970 climate (same as before, but
reflective of the drier post-1970 period). The resulting
flood frequency or flood risk curve is expressed as a
relationship between the annual maximum discharge
and the expected life of a hydraulic structure for
different levels of risk of failure: 25%, 50% and 90%.
As mentioned, for simplicity, only one realization has
been used in the random generation of possible future
climate sequences. The results presented in Figure 1
indicate that the design flood for a structure with a
design life of 30 years, for example, and a 25% risk
of failure is higher for the pre-1970 scenario than for
the post-1970 scenario, which is consistent with the
reduced rainfalls in the post-1970 scenario.
Figure 2 presents the annual maximum discharge
(i.e. design flood) corresponding to the 90%, 50% and
25% levels of risk for Perth, Darwin and Newcastle
for different values of the expected life of a hydraulic
structure. In the case of Figure 2a and 2c for Perth
and Darwin, respectively, the flood frequency curves
presented explicitly include the step-function shift in
climate that occurs around 1970, in addition to the
ENSO-based inter-annual variability. Thus, in this
case, the climate sequence chosen in this scenario
assumes the pre-1970 climate for the 10 years and
switches to the post-1970 climate for the remaining
40 years. Figure 2b presents the design flood risk
curves for Newcastle, constructed by accommodating
the climate oscillations connected to the combined
ENSO and IPO variabilities, again over a 50-year
period.
design life (years)
0 10 20
0
q design (mm/hr)
3 0.25
line - (pre-1970)
marker - (post-1970)
6
Figure 1. Risk-based design flood frequency curves for Perth comparing pre- and post-1970 climate change scenarios
Copyright  2009 John Wiley & Sons, Ltd.
One can see that, in all the panels of Figure 2, as
the acceptable risk increases, the design flood becomes
smaller. For example, in Newcastle (Figure 2b), for
a structure that is designed to last 20 years, the
design flood with a 90% level of risk is approximately
8 mm/h, and as the allowable risk is reduced to 25%,
the design flood increases to at least 16 mm/h. Note
that these results are for just one realization of just
one scenario. They can easily be extended to estimate
the combined effect of multiple random realizations of
any number of alternative climate change realizations
as outlined in Equation (3). This is left for further
study.
Summary and Conclusions
The procedure outlined above, and illustrated through
examples, can easily overcome the limitations of tra-
ditional flood frequency related to the requirement of
stationarity. A potential advantage of the proposed
method is that it fits in well within the risk-based
design procedures, which have long been part of the
design of hydraulic structures (Maass et al., 1962;
Chow et al., 1988). In other words, it does not rep-
resent a radical departure of current procedures, and
can be easily adopted at modest cost to the design
and management process. The main ingredients of this
new risk-based flood frequency procedure are
1. Knowledge of possible future climate scenarios and
actual or heuristic estimates of their probabilities.
This can be obtained through (i) application of
global or regional climate models combined with
stochastic downscaling techniques, or (ii) through
analysis of long-period records of climate indica-
tors, precipitation and potential evaporation, as in
the case of Samuel and Sivapalan (2008a), or a com-
bination of these two approaches; and,
2. Probabilities of exceedance for each likely climatic
state, and for specified magnitudes of the annual
maximum flood peak. These probabilities can be
estimated through (i) application of a derived flood
frequency model, as demonstrated by Samuel and
Sivapalan (2008b), or (b) standard flood frequency
analysis techniques provided the data record is long
enough to have adequate representation of each of
the many climate states.
30 40 50
Risk
0.9
0.5
0.9
0.5
0.25
Perth
1673 Hydrol. Process. 23, 1671–1675 (2009)
DOI: 10.1002/hyp
 M. SIVAPALAN AND J. M. SAMUEL

(a) design life (years)

0 10 20 30 40 50
0
Risk

q design (mm/hr)
0.9
0.5
3 0.25

1970 Perth
6

(b) design life (years)

0 20 40 60 80
0
q design (mm/hr)

Risk
0.9
20 0.5
0.25

Newcastle
40

(c) design life (years)

0 10 20 30 40 50
0
q design (mm/hr)

Risk
0.9
12 0.5
0.25

1970 Darwin
24
Figure 2. Risk-based design flood frequency curves for (a) Perth, (b) Newcastle and (c) Darwin

While the risk assessment methodology presented References

above does not represent a radical departure from
classical approaches already in use, as developed in
the Harvard Water Program (Maass et al., 1962)
and described in Chow et al. (1988), it does intro-
duce two new elements into the design and man-
agement process: (1) delineation of possible future
climate sequences and associated probabilities, and
(2) estimation or derivation of flood frequency curves
for each climate state. Together these herald a definite
move towards a more process-based methodology for
estimating flood frequencies than we have used in the
past. There could very well be alternative and equally
compelling approaches for dealing with environmen-
tal changes and associated non-stationarity. Given
the seriousness of these problems (as highlighted by
Milly et al., 2008), a major mobilization of climatolo-
gists, hydrologists, engineers and managers, similar to
the Harvard Water Resources Program in the 1960s,
is required to evaluate and work to institute major
paradigmatic changes to flood estimation and man-
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DOI: 10.1002/hyp