A Tractable Stochastic Model of Correlated Link Failures Caused by Disasters

In order to evaluate the expected availability of a service, a network administrator should consider all possible failure scenarios under the specific service availability model stipulated in the corresponding service-level agreement. Given the increase in natural disasters and malicious attacks with geographically extensive impact, considering only independent single link failures is often insufficient. In this paper, we build a stochastic model of geographically correlated link failures caused by disasters, in order to estimate the hazards a network may be prone to, and to understand the complex correlation between possible link failures. With such a model, one can quickly extract information, such as the probability of an arbitrary set of links to fail simultaneously, the probability of two nodes to be disconnected, the probability of a path to survive a failure, etc. Furthermore, we introduce a pre-computation process, which enables us to succinctly represent the joint probability distribution of link failures. In particular, we generate, in polynomial time, a quasilinear-sized data structure, with which the joint failure probability of any set of links can be computed efficiently.Embedded and Networked System

Optimizing Interconnectivity among Networks under Attacks

Networks may need to be interconnected for various reasons such as inter-organizational communication, redundant connectivity, increasing data-rate and minimizing delay or packet-loss, etc. However, the trustworthiness of an added interconnection link cannot be taken for granted due to the presence of attackers who may compromise the security of an interconnected network by intercepting the interconnections. Namely, an intercepted interconnection link may not be secured due to the data manipulations by attackers. In the first part of this dissertation, the number of interconnections between the two networks is optimized for maximizing the data-rate and minimizing the packet-loss under the threat of security attacks. The optimization of the interconnectivity considering the security attack is formulated using a rate-distortion optimization setting, as originally introduced by Claude E. Shannon in the information theory. In particular, each intercepted interconnection is modeled as a noisy communication channel where the attackers may manipulate the data by flipping and erasing of data bits, and then the total capacity for any given number of interconnections is calculated. By exploiting such formulation, the optimal number of interconnections between two networks is found under network administrators data-rate and packet-loss requirement, and most importantly, without compromising the data security. It is concluded analytically and verified by simulations under certain conditions, increasing interconnections beyond an optimal number would not be beneficial concerning the data-rates and packet-loss. In the second part of this dissertation, the vulnerability of the interconnected network is analyzed by a probabilistic model that maps the intensity of physical attacks to network component failure distributions. Also, assuming the network is susceptible to the attack propagation, the resiliency of the network is modeled by the influence model and epidemic model. Finally, a stochastic model is proposed to track the node failure dynamics in a network considering dependency with power failures. Besides, the cascading failure in the power grid is analyzed with a data-driven model that reproduces the evolution of power-transmission line failure in power grids. To summarize, the optimal interconnectivity among networks is analyzed under security attacks, and the dynamic interactions in an interconnected network are investigated under various physical and logical attacks. The proper application of this work would add the minimum number of inter-network connections between two networks without compromising the data security. The optimal number interconnections would meet network administrator’s requirement and minimize cost (both security and monetary) associated with unnecessary connections. This work can also be used to estimate the reliability of a communication network under different types of physical attacks independently and also by incorporating the dynamics of power failures

Stochastic Dynamics of Cascading Failures in Electric-Cyber Infrastructures

Emerging smart grids consist of tightly-coupled systems, namely a power grid and a communication system. While today\u27s power grids are highly reliable and modern control and communication systems have been deployed to further enhance their reliability, historical data suggest that they are yet vulnerable to large failures. A small set of initial disturbances in power grids in conjunction with lack of effective, corrective actions in a timely manner can trigger a sequence of dependent component failures, called cascading failures. The main thrust of this dissertation is to build a probabilistic framework for modeling cascading failures in power grids while capturing their interactions with the coupled communication systems so that the risk of cascading failures in the composite complex electric-cyber infrastructures can be examined, analyzed and predicted. A scalable and analytically tractable continuous-time Markov chain model for stochastic dynamics of cascading failures in power grids is constructed while retaining key physical attributes and operating characteristics of the power grid. The key idea of the proposed framework is to simplify the state space of the complex power system while capturing the effects of the omitted variables through the transition probabilities and their parametric dependence on physical attributes and operating characteristics of the system. In particular, the effects of the interdependencies between the power grid and the communication system have been captured by a parametric formulation of the transition probabilities using Monte-Carlo simulations of cascading failures. The cascading failures are simulated with a coupled power-system simulation framework, which is also developed in this dissertation. Specifically, the probabilistic model enables the prediction of the evolution of the blackout probability in time. Furthermore, the asymptotic analysis of the blackout probability as time tends to infinity enables the calculation of the probability mass function of the blackout size, which has been shown to have a heavy tail, e.g., power-law distribution, specifically when the grid is operating under stress scenarios. A key benefit of the model is that it enables the characterization of the severity of cascading failures in terms of a set of operating characteristics of the power grid. As a generalization to the Markov chain model, a regeneration-based model for cascading failures is also developed. The regeneration-based framework is capable of modeling cascading failures in a more general setting where the probability distribution of events in the system follows an arbitrarily specified distribution with non-Markovian characteristics. Further, a novel interdependent Markov chain model is developed, which provides a general probabilistic framework for capturing the effects of interactions among interdependent infrastructures on cascading failures. A key insight obtained from this model is that interdependencies between two systems can make two individually reliable systems behave unreliably. In particular, we show that due to the interdependencies two chains with non-heavy tail asymptotic failure distribution can result in a heavy tail distribution when coupled. Lastly, another aspect of future smart grids is studied by characterizing the fundamental bounds on the information rate in the sensor network that monitors the power grid. Specifically, a distributed source coding framework is presented that enables an improved estimate of the lower bound for the minimum required communication capacity to accurately describe the state of components in the information-centric power grid. The models developed in this dissertation provide critical understanding of cascading failures in electric-cyber infrastructures and facilitate reliable and quick detection of the risk of blackouts and precursors to cascading failures. These capabilities can guide the design of efficient communication systems and cascade aware control policies for future smart grids

Enabling Resilience in Cyber-Physical-Human Water Infrastructures

Rapid urbanization and growth in urban populations have forced community-scale infrastructures (e.g., water, power and natural gas distribution systems, and transportation networks) to operate at their limits. Aging (and failing) infrastructures around the world are becoming increasingly vulnerable to operational degradation, extreme weather, natural disasters and cyber attacks/failures. These trends have wide-ranging socioeconomic consequences and raise public safety concerns. In this thesis, we introduce the notion of cyber-physical-human infrastructures (CPHIs) - smart community-scale infrastructures that bridge technologies with physical infrastructures and people. CPHIs are highly dynamic stochastic systems characterized by complex physical models that exhibit regionwide variability and uncertainty under disruptions. Failures in these distributed settings tend to be difficult to predict and estimate, and expensive to repair. Real-time fault identification is crucial to ensure continuity of lifeline services to customers at adequate levels of quality. Emerging smart community technologies have the potential to transform our failing infrastructures into robust and resilient future CPHIs.In this thesis, we explore one such CPHI - community water infrastructures. Current urban water infrastructures, that are decades (sometimes over a 100 years) old, encompass diverse geophysical regimes. Water stress concerns include the scarcity of supply and an increase in demand due to urbanization. Deterioration and damage to the infrastructure can disrupt water service; contamination events can result in economic and public health consequences. Unfortunately, little investment has gone into modernizing this key lifeline.To enhance the resilience of water systems, we propose an integrated middleware framework for quick and accurate identification of failures in complex water networks that exhibit uncertain behavior. Our proposed approach integrates IoT-based sensing, domain-specific models and simulations with machine learning methods to identify failures (pipe breaks, contamination events). The composition of techniques results in cost-accuracy-latency tradeoffs in fault identification, inherent in CPHIs due to the constraints imposed by cyber components, physical mechanics and human operators. Three key resilience problems are addressed in this thesis; isolation of multiple faults under a small number of failures, state estimation of the water systems under extreme events such as earthquakes, and contaminant source identification in water networks using human-in-the-loop based sensing. By working with real world water agencies (WSSC, DC and LADWP, LA), we first develop an understanding of operations of water CPHI systems. We design and implement a sensor-simulation-data integration framework AquaSCALE, and apply it to localize multiple concurrent pipe failures. We use a mixture of infrastructure measurements (i.e., historical and live water pressure/flow), environmental data (i.e., weather) and human inputs (i.e., twitter feeds), combined and enhanced with the domain model and supervised learning techniques to locate multiple failures at fine levels of granularity (individual pipeline level) with detection time reduced by orders of magnitude (from hours/days to minutes). We next consider the resilience of water infrastructures under extreme events (i.e., earthquakes) - the challenge here is the lack of apriori knowledge and the increased number and severity of damages to infrastructures. We present a graphical model based approach for efficient online state estimation, where the offline graph factorization partitions a given network into disjoint subgraphs, and the belief propagation based inference is executed on-the-fly in a distributed manner on those subgraphs. Our proposed approach can isolate 80% broken pipes and 99% loss-of-service to end-users during an earthquake.Finally, we address issues of water quality - today this is a human-in-the-loop process where operators need to gather water samples for lab tests. We incorporate the necessary abstractions with event processing methods into a workflow, which iteratively selects and refines the set of potential failure points via human-driven grab sampling. Our approach utilizes Hidden Markov Model based representations for event inference, along with reinforcement learning methods for further refining event locations and reducing the cost of human efforts.The proposed techniques are integrated into a middleware architecture, which enables components to communicate/collaborate with one another. We validate our approaches through a prototype implementation with multiple real-world water networks, supply-demand patterns from water utilities and policies set by the U.S. EPA. While our focus here is on water infrastructures in a community, the developed end-to-end solution is applicable to other infrastructures and community services which operate in disruptive and resource-constrained environments

Locating and Protecting Facilities Subject to Random Disruptions and Attacks

Recent events such as the 2011 Tohoku earthquake and tsunami in Japan have revealed the vulnerability of networks such as supply chains to disruptive events. In particular, it has become apparent that the failure of a few elements of an infrastructure system can cause a system-wide disruption. Thus, it is important to learn more about which elements of infrastructure systems are most critical and how to protect an infrastructure system from the effects of a disruption. This dissertation seeks to enhance the understanding of how to design and protect networked infrastructure systems from disruptions by developing new mathematical models and solution techniques and using them to help decision-makers by discovering new decision-making insights. Several gaps exist in the body of knowledge concerning how to design and protect networks that are subject to disruptions. First, there is a lack of insights on how to make equitable decisions related to designing networks subject to disruptions. This is important in public-sector decision-making where it is important to generate solutions that are equitable across multiple stakeholders. Second, there is a lack of models that integrate system design and system protection decisions. These models are needed so that we can understand the benefit of integrating design and protection decisions. Finally, most of the literature makes several key assumptions: 1) protection of infrastructure elements is perfect, 2) an element is either fully protected or fully unprotected, and 3) after a disruption facilities are either completely operational or completely failed. While these may be reasonable assumptions in some contexts, there may exist contexts in which these assumptions are limiting. There are several difficulties with filling these gaps in the literature. This dissertation describes the discovery of mathematical formulations needed to fill these gaps as well as the identification of appropriate solution strategies

Robust Modeling Framework for Transportation Infrastructure System Protection Under Uncertainty

This dissertation presents a modelling framework that will be useful for decision makers at federal and state levels to establish efficient resource allocation schemes to transportation infrastructures on both strategic and tactical levels. In particular, at the upper level, the highway road network carries traffic flows that rely on the performance of individual bridge infrastructure which is optimized through robust design at lower level. A system optimization model is developed to allocate resources to infrastructure systems considering traffic impact, which aims to reduce infrastructure rehabilitation cost, long term economic cost including travel delays due to realization of future natural disasters such as earthquakes. At the lower level, robust design for each individual bridge is confined by the resources allocated from upper level network optimization model, where optimal rehabilitation strategies are selected to improve its resiliency to hedge against potential disasters. The above two decision making processes are interdependent, thus should not be treated separately. Thus, the resultant modeling framework will be a step forward in the disaster management for transportation infrastructure network. This dissertation first presents a novel formulation and a solution algorithm of network level resource allocation problem. A mean-risk two-stage stochastic programming model is developed with the first-stage considering resources allocation and second-stages shows the response from system travel delays, where the conditional value-at-risk (CVaR) is specified as the risk measure. A decomposition method based on generalized Benders decomposition is developed to solve the model, with a concerted effort on overcoming the algorithmic challenges imbedded in non-convexity, nonlinearity and non-separability of first- and second- stage variables. The network level model focusing on traffic optimization is further integrated into a bi-level modeling framework. For lower level, a method using finite element analysis to generate a nonlinear relationship between structural performances of bridges and retrofit levels. This relationship was converted to traffic capacity-cost relationship and used as an input for the upper-level model. Results from the Sioux Falls transportation network demonstrated that the integration of both network and FE modeling for individual structure enhanced the effectiveness of retrofit strategies, compared to linear traffic capacity-cost estimation and conventional engineering practice which prioritizes bridges according to the severity of expected damages of bridges. This dissertation also presents a minimax regret formulation of network protection problem that is integrated with earthquake simulations. The lower level model incorporates a seismic analysis component into the framework such that bridge columns are subject to a set of ground motions. Results of seismic response of bridge structures are used to develop a Pareto front of cost-safety-robustness relationship from which bridge damage scenarios are generated as an input of the network level model

WARNING: Physics Envy May Be Hazardous To Your Wealth!

The quantitative aspirations of economists and financial analysts have for many years been based on the belief that it should be possible to build models of economic systems - and financial markets in particular - that are as predictive as those in physics. While this perspective has led to a number of important breakthroughs in economics, "physics envy" has also created a false sense of mathematical precision in some cases. We speculate on the origins of physics envy, and then describe an alternate perspective of economic behavior based on a new taxonomy of uncertainty. We illustrate the relevance of this taxonomy with two concrete examples: the classical harmonic oscillator with some new twists that make physics look more like economics, and a quantitative equity market-neutral strategy. We conclude by offering a new interpretation of tail events, proposing an "uncertainty checklist" with which our taxonomy can be implemented, and considering the role that quants played in the current financial crisis.Comment: v3 adds 2 reference

Finding and Mitigating Geographic Vulnerabilities in Mission Critical Multi-Layer Networks

Title from PDF of title page, viewed on June 20, 2016Dissertation advisor: Cory BeardVitaIncludes bibliographical references (pages 232-257)Thesis(Ph.D.)--School of Computing and Engineering. University of Missouri--Kansas City, 2016In Air Traffic Control (ATC), communications outages may lead to immediate loss of communications or radar contact with aircraft. In the short term, there may be safety related issues as important services including power systems, ATC, or communications for first responders during a disaster may be out of service. Significant financial damage from airline delays and cancellations may occur in the long term. This highlights the different types of impact that may occur after a disaster or other geographic event. The question is How do we evaluate and improve the ability of a mission-critical network to perform its mission during geographically correlated failures? To answer this question, we consider several large and small networks, including a multi-layer ATC Service Oriented Architecture (SOA) network known as SWIM. This research presents a number of tools to analyze and mitigate both long and short term geographic vulnerabilities in mission critical networks. To provide context for the tools, a disaster planning approach is presented that focuses on Resiliency Evaluation, Provisioning Demands, Topology Design, and Mitigation of Vulnerabilities. In the Resilience Evaluation, we propose a novel metric known as the Network Impact Resilience (NIR) metric and a reduced state based algorithm to compute the NIR known as the Self-Pruning Network State Generation (SP-NSG) algorithm. These tools not only evaluate the resiliency of a network with a variety of possible network tests, but they also identify geographic vulnerabilities. Related to the Demand Provisioning and Mitigation of Vulnerabilities, we present methods that focus on provisioning in preparation for rerouting of demands immediately following an event based on Service Level Agreements (SLA) and fast rerouting of demands around geographic vulnerabilities using Multi-Topology Routing (MTR). The Topology Design area focuses on adding nodes to improve topologies to be more resistant to geographic vulnerabilities. Additionally, a set of network performance tools are proposed for use with mission critical networks that can model at least up to 2nd order network delay statistics. The first is an extension of the Queueing Network Analyzer (QNA) to model multi-layer networks (and specifically SOA networks). The second is a network decomposition tool based on Linear Algebraic Queueing Theory (LAQT). This is one of the first extensive uses of LAQT for network modeling. Benefits, results, and limitations of both methods are described.Introduction -- SWIM Network - Air traffic Control example -- Performance analysis of mission critical multi-layer networks -- Evaluation of geographically correlated failures in multi-layer networks -- Provisioning and restoral of mission critical services for disaster resilience -- Topology improvements to avoid high impact geographic events -- Routing of mission critical services during disasters -- Conclusions and future research -- Appendix A. Pub/Sub simulation model description -- Appendix B. ME Random Number Generatio