6 research outputs found

    Congestion Avoidance Testbed Experiments

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    DARTnet provides an excellent environment for executing networking experiments. Since the network is private and spans the continental United States, it gives researchers a great opportunity to test network behavior under controlled conditions. However, this opportunity is not available very often, and therefore a support environment for such testing is lacking. To help remedy this situation, part of SRI's effort in this project was devoted to advancing the state of the art in the techniques used for benchmarking network performance. The second objective of SRI's effort in this project was to advance networking technology in the area of traffic control, and to test our ideas on DARTnet, using the tools we developed to improve benchmarking networks. Networks are becoming more common and are being used by more and more people. The applications, such as multimedia conferencing and distributed simulations, are also placing greater demand on the resources the networks provide. Hence, new mechanisms for traffic control must be created to enable their networks to serve the needs of their users. SRI's objective, therefore, was to investigate a new queueing and scheduling approach that will help to meet the needs of a large, diverse user population in a "fair" way

    Integrated Software Architecture-Based Reliability Prediction for IT Systems

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    With the increasing importance of reliability in business and industrial IT systems, new techniques for architecture-based software reliability prediction are becoming an integral part of the development process. This dissertation thesis introduces a novel reliability modelling and prediction technique that considers the software architecture with its component structure, control and data flow, recovery mechanisms, its deployment to distributed hardware resources and the system´s usage profile

    Dissemination of aerospace science and technology to highway safety and highway transportation programs Final report, 1 Jan. - 1 Apr. 1968

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    Feasibility of NASA literature application to highway safety and transportation engineerin

    Applications of Laplace transform for evaluating occupation time options and other derivatives

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    The present thesis provides an analysis of possible applications of the Laplace Transform (LT) technique to several pricing problems. In Finance this technique has received very little attention and for this reason, in the first chapter we illustrate with several examples why the use of the LT can considerably simplify the pricing problem. Observed that the analytical inversion is very often difficult or requires the computation of very complicated expressions, we illustrate also how the numerical inversion is remarkably easy to understand and perform and can be done with high accuracy and at very low computational cost. In the second and third chapters we investigate the problem of pricing corridor derivatives, i.e. exotic contracts for which the payoff at maturity depends on the time of permanence of an index inside a band (corridor) or below a given level (hurdle). The index is usually an exchange or interest rate. This kind of bond has evidenced a good popularity in recent years as alternative instruments to common bonds for short term investment and as opportunity for investors believing in stable markets (corridor bonds) or in non appreciating markets (hurdle bonds). In the second chapter, assuming a Geometric Brownian dynamics for the underlying asset and solving the relevant Feynman-Kac equation, we obtain an expression for the Laplace transform of the characteristic function of the occupation time. We then show how to use a multidimensional numerical inversion for obtaining the density function. In the third chapter, we investigate the effect of discrete monitoring on the price of corridor derivatives and, as already observed in the literature for barrier options and for lookback options, we observe substantial differences between discrete and continuous monitoring. The pricing problem with discrete monitoring is based on an appropriate numerical scheme of the system of PDE's. In the fourth chapter we propose a new approximation for pricing Asian options based on the logarithmic moments of the price average

    Advanced information processing system: The Army fault tolerant architecture conceptual study. Volume 2: Army fault tolerant architecture design and analysis

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    Described here is the Army Fault Tolerant Architecture (AFTA) hardware architecture and components and the operating system. The architectural and operational theory of the AFTA Fault Tolerant Data Bus is discussed. The test and maintenance strategy developed for use in fielded AFTA installations is presented. An approach to be used in reducing the probability of AFTA failure due to common mode faults is described. Analytical models for AFTA performance, reliability, availability, life cycle cost, weight, power, and volume are developed. An approach is presented for using VHSIC Hardware Description Language (VHDL) to describe and design AFTA's developmental hardware. A plan is described for verifying and validating key AFTA concepts during the Dem/Val phase. Analytical models and partial mission requirements are used to generate AFTA configurations for the TF/TA/NOE and Ground Vehicle missions

    NASA/ASEE Summer Faculty Fellowship Program

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    This document is a collection of technical reports on research conducted by the participants in the 1992 NASA/ASEE Summer Faculty Fellowship Program at Kennedy Space Center (KSC). This was the eighth year that a NASA/ASEE program has been conducted at KSC. The 1992 program was administered by the University of Central Florida in cooperation with KSC. The program was operated under the auspices of the American Society for Engineering Education (ASEE) with sponsorship and funding from the Office of Educational Affairs, NASA Headquarters, Washington, D.C. The KSC program was one of nine such Aeronautics and Space Research Programs funded by NASA Headquarters in 1992. The basic common objectives are to further the professional knowledge, to stimulate an exchange of ideas, to enrich and refresh the research and teaching activities, and to contribute to the research objectives of the NASA centers
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