Comparison of stochastic parameterisation approaches in a single-column model

We discuss and test the potential usefulness of single-column models (SCMs) for the testing of stochastic physics schemes that have been proposed for use in general circulation models (GCMs). We argue that although single column tests cannot be definitive in exposing the full behaviour of a stochastic method in the full GCM, and although there are differences between SCM testing of deterministic and stochastic methods, SCM testing remains a useful tool. It is necessary to consider an ensemble of SCM runs produced by the stochastic method. These can be usefully compared to deterministic ensembles describing initial condition uncertainty and also to combinations of these (with structural model changes) into poor man's ensembles. The proposed methodology is demonstrated using an SCM experiment recently developed by the GCSS (GEWEX Cloud System Study) community, simulating transitions between active and suppressed periods of tropical convection

A component-based model and language for wireless sensor network applications

Wireless sensor networks are often used by experts in many different fields to gather data pertinent to their work. Although their expertise may not include software engineering, these users are expected to produce low-level software for a concurrent, real-time and resource-constrained computing environment. In this paper, we introduce a component-based model for wireless sensor network applications and a language, Insense, for supporting the model. An application is modelled as a composition of interacting components and the application model is preserved in the Insense implementation where active components communicate via typed channels. The primary design criteria for Insense include: to abstract over low-level concerns for ease of programming; to permit worst-case space and time usage of programs to be determinable; to support the fractal composition of components whilst eliminating implicit dependencies between them; and, to facilitate the construction of low footprint programs suitable for resource-constrained devices. This paper presents an overview of the component model and Insense, and demonstrates how they meet the above criteria.Preprin

Credit Valuation Adjustment

Credit risk has become a topical issue since the 2007 Credit Crisis, particularly for its impact on the valuation of OTC derivatives. This becomes critical when the credit risk of entities involved in a contract either as underlying or counterparty become highly correlated as is the case during macroeconomic shocks. It impacts the valuation of such contracts through an additional term, the credit valuation adjustment (CVA). This can become large with such correlation. This thesis outlines the main approaches to credit risk modelling, intensity and structural. It gives important examples of both and particular examples useful in the calculation of CVA, the intensity model of Brigo and the structural model of Hull and White. It details Brigo's market standard model independent framework for derivatives valuation with CVA. It does this for both its unilateral form where only one counterparty is credit risky and also for its bilateral form where both counterparties are credit risky. This thesis then shows how these frameworks can be applied to the valuation of a credit default swap contract (CDS). Finally, it shows how Brigo's and Hull and White's model for credit risk apply to the valuation of the CVA of CDS and draws comparisons, especially based on their ability to capture correlation effects

A Proof Strategy Language and Proof Script Generation for Isabelle/HOL

We introduce a language, PSL, designed to capture high level proof strategies in Isabelle/HOL. Given a strategy and a proof obligation, PSL's runtime system generates and combines various tactics to explore a large search space with low memory usage. Upon success, PSL generates an efficient proof script, which bypasses a large part of the proof search. We also present PSL's monadic interpreter to show that the underlying idea of PSL is transferable to other ITPs.Comment: This paper has been submitted to CADE2

Patterning the insect eye: from stochastic to deterministic mechanisms

While most processes in biology are highly deterministic, stochastic mechanisms are sometimes used to increase cellular diversity, such as in the specification of sensory receptors. In the human and Drosophila eye, photoreceptors sensitive to various wavelengths of light are distributed randomly across the retina. Mechanisms that underlie stochastic cell fate specification have been analysed in detail in the Drosophila retina. In contrast, the retinas of another group of dipteran flies exhibit highly ordered patterns. Species in the Dolichopodidae, the "long-legged" flies, have regular alternating columns of two types of ommatidia (unit eyes), each producing corneal lenses of different colours. Individual flies sometimes exhibit perturbations of this orderly pattern, with "mistakes" producing changes in pattern that can propagate across the entire eye, suggesting that the underlying developmental mechanisms follow local, cellular-automaton-like rules. We hypothesize that the regulatory circuitry patterning the eye is largely conserved among flies such that the difference between the Drosophila and Dolichopodidae eyes should be explicable in terms of relative interaction strengths, rather than requiring a rewiring of the regulatory network. We present a simple stochastic model which, among its other predictions, is capable of explaining both the random Drosophila eye and the ordered, striped pattern of Dolichopodidae.Comment: 24 pages, 4 figure

A generic approach for the automatic verification of featured, parameterised systems

A general technique is presented that allows property based feature analysis of systems consisting of an arbitrary number of components. Each component may have an arbitrary set of safe features. The components are defined in a guarded command form and the technique combines model checking and abstraction. Features must fulfill certain criteria in order to be safe, the criteria express constraints on the variables which occur in feature guards. The main result is a generalisation theorem which we apply to a well known example: the ubiquitous, featured telephone system

Monitoring framework for stream-processing networks

Vu Thien Nga Nguyen, Raimund Kirner, and Frank Penczek, 'Monitoring framework for stream-processing networks'. Paper presented at the Workshop on Feedback-Directed Compiler Optimization for Multi-Core Architectures (FD-COMA 2012), Berlin, Germany. 21-23 January 2013.In this paper we present a monitoring framework that exploits special characteristics of stream-processing networks in order to reason the performance. The novelty of the framework is to trace the non-deterministic execution which is reflected in i) the dynamic mapping and scheduling of network components at the operating system level and ii) the dynamic message routing across the network at runtime. We evaluate the efficiency with an implementation for the coordination language S-Net, showing negligible overhead in most cases

Verification-guided modelling of salience and cognitive load

Well-designed interfaces use procedural and sensory cues to increase the cognitive salience of appropriate actions. However, empirical studies suggest that cognitive load can influence the strength of those cues. We formalise the relationship between salience and cognitive load revealed by empirical data. We add these rules to our abstract cognitive architecture, based on higher-order logic and developed for the formal verification of usability properties. The interface of a fire engine dispatch task from the empirical studies is then formally modelled and verified. The outcomes of this verification and their comparison with the empirical data provide a way of assessing our salience and load rules. They also guide further iterative refinements of these rules. Furthermore, the juxtaposition of the outcomes of formal analysis and empirical studies suggests new experimental hypotheses, thus providing input to researchers in cognitive science

Modelling rational user behaviour as games between an angel and a demon

Formal models of rational user behavior are essential for user-centered reasoning about interactive systems. At an abstract level, planned behavior and reactive behavior are two important aspects of the rational behavior of users for which existing cognitive modeling approaches are too detailed. In this paper, we propose a novel treatment of these aspects within our formal framework of cognitively plausible behavior. We develop an abstract, formal model of rational behavior as a game between two opponents. Intuitively, an Angel abstractly represents the planning aspects, whereas a Demon represents the reactive aspects of user behavior. The formalization is carried out within the MOCHA framework and is illustrated by simple examples of interactive tasks