Stationary states of a spherical Minority Game with ergodicity breaking

Using generating functional and replica techniques, respectively, we study the dynamics and statics of a spherical Minority Game (MG), which in contrast with a spherical MG previously presented in J.Phys A: Math. Gen. 36 11159 (2003) displays a phase with broken ergodicity and dependence of the macroscopic stationary state on initial conditions. The model thus bears more similarity with the original MG. Still, all order parameters including the volatility can computed in the ergodic phases without making any approximations. We also study the effects of market impact correction on the phase diagram. Finally we discuss a continuous-time version of the model as well as the differences between on-line and batch update rules. Our analytical results are confirmed convincingly by comparison with numerical simulations. In an appendix we extend the analysis of the earlier spherical MG to a model with general time-step, and compare the dynamics and statics of the two spherical models.Comment: 26 pages, 8 figures; typo correcte

Extending the Real-Time Maude Semantics of Ptolemy to Hierarchical DE Models

This paper extends our Real-Time Maude formalization of the semantics of flat Ptolemy II discrete-event (DE) models to hierarchical models, including modal models. This is a challenging task that requires combining synchronous fixed-point computations with hierarchical structure. The synthesis of a Real-Time Maude verification model from a Ptolemy II DE model, and the formal verification of the synthesized model in Real-Time Maude, have been integrated into Ptolemy II, enabling a model-engineering process that combines the convenience of Ptolemy II DE modeling and simulation with formal verification in Real-Time Maude.Comment: In Proceedings RTRTS 2010, arXiv:1009.398

Doing-it-All with Bounded Work and Communication

We consider the Do-All problem, where $p$ cooperating processors need to complete $t$ similar and independent tasks in an adversarial setting. Here we deal with a synchronous message passing system with processors that are subject to crash failures. Efficiency of algorithms in this setting is measured in terms of work complexity (also known as total available processor steps) and communication complexity (total number of point-to-point messages). When work and communication are considered to be comparable resources, then the overall efficiency is meaningfully expressed in terms of effort defined as work + communication. We develop and analyze a constructive algorithm that has work $O( t + p \log p\, (\sqrt{p\log p}+\sqrt{t\log t}\, ) )$ and a nonconstructive algorithm that has work $O(t +p \log^2 p)$. The latter result is close to the lower bound $\Omega(t + p \log p/ \log \log p)$ on work. The effort of each of these algorithms is proportional to its work when the number of crashes is bounded above by $c\,p$, for some positive constant $c < 1$. We also present a nonconstructive algorithm that has effort $O(t + p ^{1.77})$

Parameterized Synthesis

We study the synthesis problem for distributed architectures with a parametric number of finite-state components. Parameterized specifications arise naturally in a synthesis setting, but thus far it was unclear how to detect realizability and how to perform synthesis in a parameterized setting. Using a classical result from verification, we show that for a class of specifications in indexed LTL\X, parameterized synthesis in token ring networks is equivalent to distributed synthesis in a network consisting of a few copies of a single process. Adapting a well-known result from distributed synthesis, we show that the latter problem is undecidable. We describe a semi-decision procedure for the parameterized synthesis problem in token rings, based on bounded synthesis. We extend the approach to parameterized synthesis in token-passing networks with arbitrary topologies, and show applicability on a simple case study. Finally, we sketch a general framework for parameterized synthesis based on cutoffs and other parameterized verification techniques.Comment: Extended version of TACAS 2012 paper, 29 page

Asynchronous Variational Contact Mechanics

An asynchronous, variational method for simulating elastica in complex contact and impact scenarios is developed. Asynchronous Variational Integrators (AVIs) are extended to handle contact forces by associating different time steps to forces instead of to spatial elements. By discretizing a barrier potential by an infinite sum of nested quadratic potentials, these extended AVIs are used to resolve contact while obeying momentum- and energy-conservation laws. A series of two- and three-dimensional examples illustrate the robustness and good energy behavior of the method