Formalized Risk Assessment for Safety and Security

The manifold interactions between safety and security aspects makes it plausible to handle safety and security risks in an unified way. The paper develops a corresponding approach based on the discrete event systems (DEVS) paradigm. The simulation-based calculation of an individual system evolution path provides the contribution of this special path of dynamics to the overall risk of running the system. Accidentally and intentionally caused failures are distinguished by the way, in which the risk contributions of the various evolution paths are aggregated to the overall risk. The consistency of the proposed risk assessment method with 'traditional' notions of risk shows its plausibility. Its non-computability, on the other hand, makes the proposed risk assessment better suitable to the IT security domain than other concepts of risk developed for both safety and security. Power grids are discussed as an application example and demonstrates some of the advantages of the proposed method

Mathematical Tool of Discrete Dynamic Modeling of Complex Systems in Control Loop

In this paper we present a method of discrete modeling and analysis of multi-level dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. In a model each state describes parallel dynamics and simultaneous trends of changes in system parameters. The essence of the approach is in analysis of system state dynamics while it is in the control loop.Comment: 9 pages, paper presented at the American Conference on Applied Mathematics (MATH'08), Harvard University; published in book Recent Advances on Applied Mathematics, WSEAS Press, 200

Fulfillment Request Management (The approach)

In this paper we introduce the term FRM (Fulfillment Request Management). According to the FRM in a BSS / OSS environment we can use a unified approach to implement a SOA in order to integrate BSS with OSS and handle 1. Orders 2. Events 3. Processes. So in a way that systems like ESB, Order Management, and Business Process Management can be implemented under a unified architecture and a unified implementation. We assume that all the above mentioned are 'requests' and according to the system we want to implement, the request can be an event, an order, a process etc. So instead of having N systems we have 1 system that covers all the above (ESB, Order Management, BPM etc) With the FRM we can have certain advantages such as: 1. adaptation 2. Interoperability. 3. Re-usability 4. Fast implementation 5. Easy reporting. In this paper we present a set of the main principles in order to build an FRM System.Comment: 10 page

Process Knowledge Driven Change Point Detection for Automated Calibration of Discrete Event Simulation Models Using Machine Learning

Initial development and subsequent calibration of discrete event simulation models for complex systems require accurate identification of dynamically changing process characteristics. Existing data driven change point methods (DD-CPD) assume changes are extraneous to the system, thus cannot utilize available process knowledge. This work proposes a unified framework for process-driven multi-variate change point detection (PD-CPD) by combining change point detection models with machine learning and process-driven simulation modeling. The PD-CPD, after initializing with DD-CPD's change point(s), uses simulation models to generate system level outputs as time-series data streams which are then used to train neural network models to predict system characteristics and change points. The accuracy of the predictive models measures the likelihood that the actual process data conforms to the simulated change points in system characteristics. PD-CPD iteratively optimizes change points by repeating simulation and predictive model building steps until the set of change point(s) with the maximum likelihood is identified. Using an emergency department case study, we show that PD-CPD significantly improves change point detection accuracy over DD-CPD estimates and is able to detect actual change points.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

Production, Supply, and Traffic Systems: A Unified Description

The transport of products between different suppliers or production units can be described similarly to driven many-particle and traffic systems. We introduce equations for the flow of goods in supply networks and the adaptation of production speeds. Moreover, we present two examples: The case of linear (sequential) supply chains and the case of re-entrant production. In particular, we discuss the stability conditions, dynamic solutions, and resonance phenomena causing the frequently observed "bullwhip effect", which is an analogue of stop-and-go traffic. Finally, we show how to treat discrete units and cycle times, which can be applied to the description of vehicle queues and travel times in freeway networks.Comment: For related work see http://www.helbing.or

Neural Jump Stochastic Differential Equations

Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they are affected by jumps. To this end, we introduce Neural Jump Stochastic Differential Equations that provide a data-driven approach to learn continuous and discrete dynamic behavior, i.e., hybrid systems that both flow and jump. Our approach extends the framework of Neural Ordinary Differential Equations with a stochastic process term that models discrete events. We then model temporal point processes with a piecewise-continuous latent trajectory, where the discontinuities are caused by stochastic events whose conditional intensity depends on the latent state. We demonstrate the predictive capabilities of our model on a range of synthetic and real-world marked point process datasets, including classical point processes (such as Hawkes processes), awards on Stack Overflow, medical records, and earthquake monitoring

Systems Theoretic Techniques for Modeling, Control, and Decision Support in Complex Dynamic Systems

We discuss the problems of modeling, control, and decision support in complex dynamic systems from a general system theoretic point of view. The main characteristics of complex systems and of system approach to complex system study are considered. We provide an overview and analysis of known existing paradigms and methods of mathematical modeling and simulation of complex systems, which support the processes of control and decision making. Then we continue with the general dynamic modeling and simulation technique for complex hierarchical systems functioning in control loop. Architectural and structural models of computer information system intended for simulation and decision support in complex systems are presented.Comment: 58 pages, 24 figures, 1 table; a book chapter published by Bentham Scienc

GNU Radio Signal Processing Models for Dynamic Multi-User Burst Modems

This paper presents a modern method for implementing burst modems in GNU Radio. Since burst modems are widely used for multi-user channel access and sharing in non-broadcast radio systems, this capability is critical to the development of numerous waveforms in GNU Radio. We focus on making such systems easy to develop and adapt to wide classes of modems and computationally efficient at runtime. We use the GNU Radio Event Stream scheduler to demonstrate concise implementations of burst PSK and FSK modems in GNU Radio and compare this with alternate approaches which have been attempted in GNU Radio.Comment: in Software Radio Implementation Forum 201

On the 1/e1/e-strategy for the best-choice problem under no information

The main purpose of this paper is to correct an error in the previously submitted version [*] := arXiv:2004.13749v1. [*] had been already accepted for publication in a scientific journal, but withdrawn by the author after the discovery of the error. For the withdrawal from arXiv we follow their preference to maintain what remains of interest. The background of the open problem, and the brief survey which comes with it, stay relevant. These keep their place in the present corrected version. The same is true for two new modified odds-theorems proved in [*] since they are applicable for several different stopping problems. Then, and in particular, we show where exactly the error occurred in [*], why it invalidates its main theorem and title,and what the conclusions are. The final discussion of optimal strategies without value in Section 4 is believed to be of general independent interest.Comment: 29 pages, four figure

75 Years of the Wavefunction: Complex-Dynamical Extension of the Original Wave Realism and the Universal Schroedinger Equation

Following Max Planck's hypothesis of quanta (quant-ph/0012069) and the matter wave idea of Louis de Broglie (quant-ph/9911107), Erwin Schroedinger proposed, at the beginning of 1926, the concept of wavefunction and wave equation for it. Though endowed with a realistic undular interpretation by its father, the wavefunction could not be considered as a real "matter wave" and has been provided with only abstract, formally probabilistic interpretation. In this paper we show how the resulting "mysteries" of usual theory are solved within the unreduced, dynamically multivalued description of the underlying, essentially nonlinear interaction process (quant-ph/9902015, quant-ph/9902016), without artificial modification of the Schroedinger equation. The latter is rigorously derived instead as universal expression of unreduced interaction complexity. Causal, totally realistic wavefunction is obtained as a dynamically probabilistic intermediate state of a simple system with interaction performing dynamically discrete transitions between its localised, incompatible "realisations" ("corpuscular" states). Causal wavefunction and Schroedinger equation are then extended to arbitrary level of world dynamics. We outline some applications of the obtained causal description, such as genuine quantum chaos (quant-ph/9511034-36) and realistic quantum devices (physics/0211071), and emphasize the basic difference of the proposed dynamically multivalued theory from dynamically single-valued imitations of causality and complexity. The causally complete wavefunction concept, representing the unified essence of unreduced (multivalued) complex dynamics, provides a clear distinctive feature of realistic science, absent in any its unitary imitation.Comment: 34 pages, 27 eqs, 78 refs; Dedicated to the 75th Anniversary of the wavefunction and wave equation introduction by Erwin Schroedinger; Reviews a part of the author's book "Universal Concept of Complexity by the Dynamic Redundance Paradigm: Causal Randomness, Complete Wave Mechanics, and the Ultimate Unification of Knowledge" (Kyiv, Naukova Dumka, 1997; in English), see physics/9806002; new text format, stylistic corrections in v