Many contemporary communication networks carry different types of traffics, each bearing specific characteristics of their own. The arrival process of packets outsourced from every single source node is approximated t...
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Efficiency is one of the major issues in intrusion detection. Inefficiency is often attributed to high overhead and this is caused by several reasons. Among them are continuous detection and the use of full feature se...
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Semantic Web applications use domain Ontology together with Web pages annotated with machine-understandable metadata related to the Ontology. Current Semantic Web applications often rely on the participation of indivi...
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In this paper we present parallel implementations of some representative low level vision algorithms on a cluster of workstations. These include convolution operation and the image restoration algorithm using Markov r...
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Remote-sensors and transmitters are powerful devices for studying cetaceans at sea. However, despite substantial progress in microelectronics and miniaturisation of systems, dolphin tags are imperfectly designed;addit...
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Remote-sensors and transmitters are powerful devices for studying cetaceans at sea. However, despite substantial progress in microelectronics and miniaturisation of systems, dolphin tags are imperfectly designed;additional drag from tags increases swim costs, compromises swimming capacity and manoeuvrability, and leads to extra loads on the animal's tissue. We propose a new approach to tag design, elaborating basic principles and incorporating design stages to minimise device effects by using computer-aided design. Initially, the operational conditions of the device are defined by quantifying the shape, hydrodynamics and range of the natural deformation of the dolphin body at the tag attachment site (such as close to the dorsal fin). Then, parametric models of both of the dorsal fin and a tag are created using the derived data. The link between parameters of the fin and a tag model allows redesign of tag models according to expected changes of fin geometry (difference in fin shape related with species, sex, and age peculiarities, simulation of the bend of the fin during manoeuvres). A final virtual modelling stage uses iterative improvement of a tag model in a computer fluid dynamics (CFD) environment to enhance tag performance. This new method is considered as a suitable tool of tag design before creation of the physical model of a tag and testing with conventional wind/water tunnel technique. Ultimately, tag materials are selected to conform to the conditions identified by the modellingprocess and thus help create a physical model of a tag, which should minimise its impact on the animal carrier and thus increase the reliability and quality of the data obtained. (c) 2007 Elsevier Ltd. All rights reserved.
Model-based approaches are increasingly used in all stages of complex systems design. In this paper, we use multi-formalism modelling and model transformation to address security requirements. Our methodology supports...
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Model-based approaches are increasingly used in all stages of complex systems design. In this paper, we use multi-formalism modelling and model transformation to address security requirements. Our methodology supports the verification of security properties using the model checker FDR2 on CSP (Communicating Sequential processes) models. This low-level constraint checking is performed through model refinements, from a behavioural description of a system in the Statecharts formalism. The contribution of this paper lies in the combination of various formalisms and transformations between them. In particular, mapping Statecharts onto CSP models allows for combination of the deterministic system model with non-deterministic models of a system's environment (including, for example, possible user attacks). The combination of system and environment models is used for model checking. To bridge the gap between these Statechart and CSP models, we introduce kiltera, an intermediate language that defines the system in terms of interacting processes. kiltera allows for simulation, real-time execution, as well as translation into CSP models. An e-Health application is used to demonstrate our approach.
The proceedings contain 32 papers. The topics discussed include: micro-scale computermodelling of the relationship between metallurgical microstructure and localized corrosion effects;dual reciprocity boundary elemen...
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ISBN:
(纸本)9781845640712
The proceedings contain 32 papers. The topics discussed include: micro-scale computermodelling of the relationship between metallurgical microstructure and localized corrosion effects;dual reciprocity boundary element method for iron corrosion in acidic solution;an analytical modeling method for calculating the maximum cathode current deliverable by a circular cathode under atmospheric exposure;phase field modeling of phase boundary motion due to transport-limited electrochemical reactions;kinetic Monte Carlo modelling the leaching of raney Ni-Al alloys;dynamic simulation of a deposition process;simulating electro-coating of automotive body parts using BEM;3D cathodic protection design of ship hulls;validation plan for boundary element method modeling of impressed current cathodic protection system design and control response;predicting the performance of cathodic protection systems with large scale interference;and dipole modelling and sensor design.
In last few years extraordinarily strong trend of rapid development of dedicated telecommunications networks, mostly specialized information systems, is observed. Still growing number of users as well as continuously ...
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In last few years extraordinarily strong trend of rapid development of dedicated telecommunications networks, mostly specialized information systems, is observed. Still growing number of users as well as continuously rising needs and requirements regarding business services delivered by these systems, implies increasing complexity of solutions being build. Therefore unfortunately at the same time in these implementations a matter of "desired" dependability level turns out to be extremely important. These problems bring necessity for introducing new methods and tools for managing such structures. Hence, it becomes urgent to develop innovative techniques of modelling and monitoring of networks. This paper describes the subject of using multilevel distributed agent-based architecture for monitoring purposes, thus making possible to efficiently gather data which may be useful for building comprehensive view of the whole network in automated way. Model created in this way because of its standardized form may find many applications in further stages of management process, which tends to increase system dependability, e.g. using it as one of an inputs of computer network simulator, etc.
This paper examines the impact of incentive fee on exotic option pricing when the volatility is a stochastic process and is correlated with the underlying asset price. Since high water mark (HWM) is the benchmark empl...
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ISBN:
(纸本)1845641744
This paper examines the impact of incentive fee on exotic option pricing when the volatility is a stochastic process and is correlated with the underlying asset price. Since high water mark (HWM) is the benchmark employed by incentive schemes in the hedge fund industry, we first develop the HWM lookback option-pricing framework in stochastic volatility model. This provides an improvement to previous works in constant volatility model. We also explore option prices through Monte Carlo (MC) simulation and variance reduction technique. We further demonstrate that our discrete simulation to HWM option pricing is more practical than models assuming continuous collection of incentive fees. Numerical examples illustrate how the stochastic volatility models and incentive scheme influence option pricing.
A computer code for analyzing nano-particle motions in an aerodynamic particle beam focusing system was developed. The effectiveness of the focusing system consisting of several lenses, nozzle and downstream tube of t...
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ISBN:
(纸本)9780791847510
A computer code for analyzing nano-particle motions in an aerodynamic particle beam focusing system was developed. The effectiveness of the focusing system consisting of several lenses, nozzle and downstream tube of the nozzle was analyzed. The code included an accurate 3-dimensional model for the Brownian diffusion of nano-particles in sharply varying pressure field in the aerodynamic lens system. Lagrangian particle Trajectory analysis was performed assuming a one-way coupling model. The particle equation of motion used included drag and Brownian forces. Trajectories of different size nanoparticles in an aerodynamic lens were analyzed, and the particle beam focusing process was studied. The numerical results of 3-D model for particle beam diameter, penetration efficiency and beam divergence angle were compared with axisymmetric model and discussed. The importance of the accuracy of the computational model for the simulation of the Brownian diffusion for predicting the focusing performance of the aerodynamic lenses was discussed. The simulation results showed that for particle diameters less than 50 nm in helium, the Brownian force could significantly affect the beam focusing and particle collection efficiency. Furthermore, the nano-particle trajectories in this range are three-dimensional and an axisymmetric model may not correctly capture the features of particle motions in aerodynamic lenses.
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