Formal Verification of Real-Time Function Blocks Using PVS

A critical step towards certifying safety-critical systems is to check their conformance to hard real-time requirements. A promising way to achieve this is by building the systems from pre-verified components and verifying their correctness in a compositional manner. We previously reported a formal approach to verifying function blocks (FBs) using tabular expressions and the PVS proof assistant. By applying our approach to the IEC 61131-3 standard of Programmable Logic Controllers (PLCs), we constructed a repository of precise specification and reusable (proven) theorems of feasibility and correctness for FBs. However, we previously did not apply our approach to verify FBs against timing requirements, since IEC 61131-3 does not define composite FBs built from timers. In this paper, based on our experience in the nuclear domain, we conduct two realistic case studies, consisting of the software requirements and the proposed FB implementations for two subsystems of an industrial control system. The implementations are built from IEC 61131-3 FBs, including the on-delay timer. We find issues during the verification process and suggest solutions.Comment: In Proceedings ESSS 2015, arXiv:1506.0325

Deterministic and robust optimisation strategies for metal forming proceesses

Product improvement and cost reduction have always been important goals in the metal forming industry. The rise of\ud Finite Element simulations for metal forming processes has contributed to these goals in a major way. More recently, coupling\ud FEM simulations to mathematical optimisation techniques has shown the potential to make a further contribution to product\ud improvement and cost reduction.\ud Mathematical optimisation consists of the modelling and solving of optimisation problems. Although both the\ud modelling and the solving are essential for successfully optimising metal forming problems, much of the research published until\ud now has focussed on the solving part, i.e. the development of a specific optimisation algorithm and its application to a specific\ud optimisation problem for a specific metal forming process.\ud In this paper, we propose a generally applicable optimisation strategy which makes use of FEM simulations of metal\ud forming processes. It consists of a structured methodology for modelling optimisation problems related to metal forming.\ud Subsequently, screening is applied to reduce the size of the optimisation problem by selecting only the most important design\ud variables. Screening is also utilised to select the best level of discrete variables, which are in such a way removed from the\ud optimisation problem. Finally, the reduced optimisation problem is solved by an efficient optimisation algorithm. The strategy is\ud generally applicable in a sense that it is not constrained to a certain type of metal forming problems, products or processes. Also\ud any FEM code may be included in the strategy.\ud However, the above strategy is deterministic, which implies that the robustness of the optimum solution is not taken\ud into account. Robustness is a major item in the metal forming industry, hence we extended the deterministic optimisation\ud strategy in order to be able to include noise variables (e.g. material variation) during optimisation. This yielded a robust\ud optimisation strategy that enables to optimise to a robust solution of the problem, which contributes significantly to the industrial\ud demand to design robust metal forming processes. Just as the deterministic optimisation strategy, it consists of a modelling,\ud screening and solving stage.\ud The deterministic and robust optimisation strategies are compared to each other by application to an analytical test\ud function. This application emphasises the need to take robustness into account during optimisation, especially in case of\ud constrained optimisation. Finally, both the deterministic and the robust optimisation strategies are demonstrated by application to\ud an industrial hydroforming example

Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments

This paper proposes a new hedging scheme of European derivatives under uncertain volatility environments, in which a weighted variance swap called the polynomial variance swap is added to the Black-Scholes delta hedging for managing exposure to volatility risk. In general, under these environments one cannot hedge the derivatives completely by using dynamic trading of only an underlying asset owing to volatility risk. Then, for hedging uncertain volatility risk, we design the polynomial variance, which can be dependent on the level of the underlying asset price. It is shown that the polynomial variance swap is not perfect, but more efficient as a hedging tool for the volatility exposure than the standard variance swap. In addition, our hedging scheme has a preferable property that any information on the volatility process of the underlying asset price is unnecessary. To demonstrate robustness of our scheme, we implement Monte Carlo simulation tests with three different settings, and compare the hedging performance of our scheme with that of standard dynamic hedging schemes such as the minimum-variance hedging. As a result, it is found that our scheme outperforms the others in all test cases. Moreover, it is noteworthy that the scheme proposed in this paper continues to be robust against model risks.

Influence of threshold selection and image sequence in in-vivo segmentation of enlarged perivascular spaces

BACKGROUND: Growing interest surrounds perivascular spaces (PVS) as a clinical biomarker of brain dysfunction given their association with cerebrovascular risk factors and disease. Neuroimaging techniques allowing quick and reliable quantification are being developed, but, in practice, they require optimisation as their limits of validity are usually unspecified.NEW METHOD: We evaluate modifications and alternatives to a state-of-the-art (SOTA) PVS segmentation method that uses a vesselness filter to enhance PVS discrimination, followed by thresholding of its response, applied to brain magnetic resonance images (MRI) from patients with sporadic small vessel disease acquired at 3 T.RESULTS: The method is robust against inter-observer differences in threshold selection, but separate thresholds for each region of interest (i.e., basal ganglia, centrum semiovale, and midbrain) are required. Noise needs to be assessed prior to selecting these thresholds, as effect of noise and imaging artefacts can be mitigated with a careful optimisation of these thresholds. PVS segmentation from T1-weighted images alone, misses small PVS, therefore, underestimates PVS count, may overestimate individual PVS volume especially in the basal ganglia, and is susceptible to the inclusion of calcified vessels and mineral deposits. Visual analyses indicated the incomplete and fragmented detection of long and thin PVS as the primary cause of errors, with the Frangi filter coping better than the Jerman filter.COMPARISON WITH EXISTING METHODS: Limits of validity to a SOTA PVS segmentation method applied to 3 T MRI with confounding pathology are given.CONCLUSIONS: Evidence presented reinforces the STRIVE-2 recommendation of using T2-weighted images for PVS assessment wherever possible. The Frangi filter is recommended for PVS segmentation from MRI, offering robust output against variations in threshold selection and pathology presentation.</p

Optimisation of electricity energy markets and assessment of CO2 trading on their structure : a stochastic analysis of the greek power sector

Power production was traditionally dominated by monopolies. After a long period of research and organisational advances in international level, electricity markets have been deregulated allowing customers to choose their provider and new producers to compete the former Public Power Companies. Vast changes have been made in the European legal framework but still, the experience gathered is not sufficient to derive safe conclusions regarding the efficiency and reliability of deregulation. Furthermore, emissions' trading progressively becomes a reality in many respects, compliance with Kyoto protocol's targets is a necessity, and stability of the national grid's operation is a constraint of vital importance. Consequently, the production of electricity should not rely solely in conventional energy sources neither in renewable ones but on a mixed structure. Finding this optimal mix is the primary objective of the study. A computational tool has been created, that simulates and optimises the future electricity generation structure based on existing as well as on emerging technologies. The results focus on the Greek Power Sector and indicate a gradual decreasing of anticipated CO2 emissions while the socioeconomic constraints and reliability requirements of the system are met. Policy interventions are pointed out based on the numerical results of the model. (C) 2010 Elsevier Ltd. All rights reserved

Workshop on Verification and Theorem Proving for Continuous Systems (NetCA Workshop 2005)

Oxford, UK, 26 August 200

Observation of two new Ξb−\Xi_b^- baryon resonances

Two structures are observed close to the kinematic threshold in the $\Xi_b^0 \pi^-$ mass spectrum in a sample of proton-proton collision data, corresponding to an integrated luminosity of 3.0 fb$^{-1}$ recorded by the LHCb experiment. In the quark model, two baryonic resonances with quark content $bds$ are expected in this mass region: the spin-parity $J^P = \frac{1}{2}^+$ and $J^P=\frac{3}{2}^+$ states, denoted $\Xi_b^{\prime -}$ and $\Xi_b^{*-}$. Interpreting the structures as these resonances, we measure the mass differences and the width of the heavier state to be $m(\Xi_b^{\prime -}) - m(\Xi_b^0) - m(\pi^{-}) = 3.653 \pm 0.018 \pm 0.006$ MeV$/c^2$, $m(\Xi_b^{*-}) - m(\Xi_b^0) - m(\pi^{-}) = 23.96 \pm 0.12 \pm 0.06$ MeV$/c^2$, $\Gamma(\Xi_b^{*-}) = 1.65 \pm 0.31 \pm 0.10$ MeV, where the first and second uncertainties are statistical and systematic, respectively. The width of the lighter state is consistent with zero, and we place an upper limit of $\Gamma(\Xi_b^{\prime -}) < 0.08$ MeV at 95% confidence level. Relative production rates of these states are also reported.Comment: 17 pages, 2 figure