54,103 research outputs found

    A Pattern Language for High-Performance Computing Resilience

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    High-performance computing systems (HPC) provide powerful capabilities for modeling, simulation, and data analytics for a broad class of computational problems. They enable extreme performance of the order of quadrillion floating-point arithmetic calculations per second by aggregating the power of millions of compute, memory, networking and storage components. With the rapidly growing scale and complexity of HPC systems for achieving even greater performance, ensuring their reliable operation in the face of system degradations and failures is a critical challenge. System fault events often lead the scientific applications to produce incorrect results, or may even cause their untimely termination. The sheer number of components in modern extreme-scale HPC systems and the complex interactions and dependencies among the hardware and software components, the applications, and the physical environment makes the design of practical solutions that support fault resilience a complex undertaking. To manage this complexity, we developed a methodology for designing HPC resilience solutions using design patterns. We codified the well-known techniques for handling faults, errors and failures that have been devised, applied and improved upon over the past three decades in the form of design patterns. In this paper, we present a pattern language to enable a structured approach to the development of HPC resilience solutions. The pattern language reveals the relations among the resilience patterns and provides the means to explore alternative techniques for handling a specific fault model that may have different efficiency and complexity characteristics. Using the pattern language enables the design and implementation of comprehensive resilience solutions as a set of interconnected resilience patterns that can be instantiated across layers of the system stack.Comment: Proceedings of the 22nd European Conference on Pattern Languages of Program

    Extension and calibration of a Hawkes-based optimal execution model

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    We provide some theoretical extensions and a calibration protocol for our former dynamic optimal execution model. The Hawkes parameters and the propagator are estimated independently on financial data from stocks of the CAC40. Interestingly, the propagator exhibits a smoothly decaying form with one or two dominant time scales, but only so after a few seconds that the market needs to adjust after a large trade. Motivated by our estimation results, we derive the optimal execution strategy for a multi-exponential Hawkes kernel and backtest it on the data for round trips. We find that the strategy is profitable on average when trading at the midprice, which is in accordance with violated martingale conditions. However, in most cases, these profits vanish when we take bid-ask costs into account

    Evaluating Cascading Impact of Attacks on Resilience of Industrial Control Systems: A Design-Centric Modeling Approach

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    A design-centric modeling approach was proposed to model the behaviour of the physical processes controlled by Industrial Control Systems (ICS) and study the cascading impact of data-oriented attacks. A threat model was used as input to guide the construction of the CPS model where control components which are within the adversary's intent and capabilities are extracted. The relevant control components are subsequently modeled together with their control dependencies and operational design specifications. The approach was demonstrated and validated on a water treatment testbed. Attacks were simulated on the testbed model where its resilience to attacks was evaluated using proposed metrics such as Impact Ratio and Time-to-Critical-State. From the analysis of the attacks, design strengths and weaknesses were identified and design improvements were recommended to increase the testbed's resilience to attacks
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