Self-Evaluation Applied Mathematics 2003-2008 University of Twente

This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

Intrusion detection in IPv6-enabled sensor networks.

In this research, we study efficient and lightweight Intrusion Detection Systems (IDS) for ad-hoc networks through the lens of IPv6-enabled Wireless Sensor Actuator Networks. These networks consist of highly constrained devices able to communicate wirelessly in an ad-hoc fashion, thus following the architecture of ad-hoc networks. Current state of the art IDS in IoT and WSNs have been developed considering the architecture of conventional computer networks, and as such they do not efficiently address the paradigm of ad-hoc networks, which is highly relevant in emerging network paradigms, such as the Internet of Things (IoT). In this context, the network properties of resilience and redundancy have not been extensively studied. In this thesis, we first identify a trade-off between the communication and energy overheads of an IDS (as captured by the number of active IDS agents in the network) and the performance of the system in terms of successfully identifying attacks. In order to fine-tune this trade-off, we model networks as Random Geometric Graphs; these are a rigorous approach that allows us to capture underlying structural properties of the network. We then introduce a novel IDS architectural approach that consists of a central IDS agent and set of distributed IDS agents deployed uniformly at random over the network area. These nodes are able to efficiently detect attacks at the networking layer in a collaborative manner by monitoring locally available network information provided by IoT routing protocols, such as RPL. The detailed experimental evaluation conducted in this research demonstrates significant performance gains in terms of communication overhead and energy dissipation while maintaining high detection rates. We also show that the performance of our IDS in ad-hoc networks does not rely on the size of the network but on fundamental underling network properties, such as the network topology and the average degree of the nodes. The experiments show that our proposed IDS architecture is resilient against frequent topology changes due to node failures

Performance and Security Trade-offs in High-Speed Networks. An investigation into the performance and security modelling and evaluation of high-speed networks based on the quantitative analysis and experimentation of queueing networks and generalised stochastic Petri nets.

Most used security mechanisms in high-speed networks have been adopted without adequate quantification of their impact on performance degradation. Appropriate quantitative network models may be employed for the evaluation and prediction of ¿optimal¿ performance vs. security trade-offs. Several quantitative models introduced in the literature are based on queueing networks (QNs) and generalised stochastic Petri nets (GSPNs). However, these models do not take into consideration Performance Engineering Principles (PEPs) and the adverse impact of traffic burstiness and security protocols on performance. The contributions of this thesis are based on the development of an effective quantitative methodology for the analysis of arbitrary QN models and GSPNs through discrete-event simulation (DES) and extended applications into performance vs. security trade-offs involving infrastructure and infrastructure-less high-speed networks under bursty traffic conditions. Specifically, investigations are carried out focusing, for illustration purposes, on high-speed network routers subject to Access Control List (ACL) and also Robotic Ad Hoc Networks (RANETs) with Wired Equivalent Privacy (WEP) and Selective Security (SS) protocols, respectively. The Generalised Exponential (GE) distribution is used to model inter-arrival and service times at each node in order to capture the traffic burstiness of the network and predict pessimistic ¿upper bounds¿ of network performance. In the context of a router with ACL mechanism representing an infrastructure network node, performance degradation is caused due to high-speed incoming traffic in conjunction with ACL security computations making the router a bottleneck in the network. To quantify and predict the trade-off of this degradation, the proposed quantitative methodology employs a suitable QN model consisting of two queues connected in a tandem configuration. These queues have single or quad-core CPUs with multiple-classes and correspond to a security processing node and a transmission forwarding node. First-Come-First-Served (FCFS) and Head-of-the-Line (HoL) are the adopted service disciplines together with Complete Buffer Sharing (CBS) and Partial Buffer Sharing (PBS) buffer management schemes. The mean response time and packet loss probability at each queue are employed as typical performance metrics. Numerical experiments are carried out, based on DES, in order to establish a balanced trade-off between security and performance towards the design and development of efficient router architectures under bursty traffic conditions. The proposed methodology is also applied into the evaluation of performance vs. security trade-offs of robotic ad hoc networks (RANETs) with mobility subject to Wired Equivalent Privacy (WEP) and Selective Security (SS) protocols. WEP protocol is engaged to provide confidentiality and integrity to exchanged data amongst robotic nodes of a RANET and thus, to prevent data capturing by unauthorised users. WEP security mechanisms in RANETs, as infrastructure-less networks, are performed at each individual robotic node subject to traffic burstiness as well as nodal mobility. In this context, the proposed quantitative methodology is extended to incorporate an open QN model of a RANET with Gated queues (G-Queues), arbitrary topology and multiple classes of data packets with FCFS and HoL disciplines under bursty arrival traffic flows characterised by an Interrupted Compound Poisson Process (ICPP). SS is included in the Gated-QN (G-QN) model in order to establish an ¿optimal¿ performance vs. security trade-off. For this purpose, PEPs, such as the provision of multiple classes with HoL priorities and the availability of dual CPUs, are complemented by the inclusion of robot¿s mobility, enabling realistic decisions in mitigating the performance of mobile robotic nodes in the presence of security. The mean marginal end-to-end delay was adopted as the performance metric that gives indication on the security improvement. The proposed quantitative methodology is further enhanced by formulating an advanced hybrid framework for capturing ¿optimal¿ performance vs. security trade-offs for each node of a RANET by taking more explicitly into consideration security control and battery life. Specifically, each robotic node is represented by a hybrid Gated GSPN (G-GSPN) and a QN model. In this context, the G-GSPN incorporates bursty multiple class traffic flows, nodal mobility, security processing and control whilst the QN model has, generally, an arbitrary configuration with finite capacity channel queues reflecting ¿intra¿-robot (component-to-component) communication and ¿inter¿-robot transmissions. Two theoretical case studies from the literature are adapted to illustrate the utility of the QN towards modelling ¿intra¿ and ¿inter¿ robot communications. Extensions of the combined performance and security metrics (CPSMs) proposed in the literature are suggested to facilitate investigating and optimising RANET¿s performance vs. security trade-offs. This framework has a promising potential modelling more meaningfully and explicitly the behaviour of security processing and control mechanisms as well as capturing the robot¿s heterogeneity (in terms of the robot architecture and application/task context) in the near future (c.f. [1]. Moreover, this framework should enable testing robot¿s configurations during design and development stages of RANETs as well as modifying and tuning existing configurations of RANETs towards enhanced ¿optimal¿ performance and security trade-offs.Ministry of Higher Education in Libya and the Libyan Cultural Attaché bureau in Londo

Publicacions 2010. Campus del Baix Llobregat UPC

En aquest document s'han recopilat totes les publicacions realitzades pel professorat del Campus del Baix Llobregat de la UPC durant el període comprés entre l'1 de Gener i el 31 d'Octubre de 2010.Preprin

Operational Research: Methods and Applications

Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This encyclopedic article consists of two main sections: methods and applications. The first aims to summarise the up-to-date knowledge and provide an overview of the state-of-the-art methods and key developments in the various subdomains of the field. The second offers a wide-ranging list of areas where Operational Research has been applied. The article is meant to be read in a nonlinear fashion. It should be used as a point of reference or first-port-of-call for a diverse pool of readers: academics, researchers, students, and practitioners. The entries within the methods and applications sections are presented in alphabetical order. The authors dedicate this paper to the 2023 Turkey/Syria earthquake victims. We sincerely hope that advances in OR will play a role towards minimising the pain and suffering caused by this and future catastrophes