Increasing network lifetime by battery-aware master selection in radio networks

Mobile wireless communication systems often need to maximize their network lifetime (defined as the time until the first node runs out of energy). In the broadcast network lifetime problem, all nodes are sending broadcast traffic, and one asks for an assignment of transmit powers to nodes, and for sets of relay nodes so that the network lifetime is maximized. The selection of a relay set consisting of a single node (the ‘master’), can be regarded as a special case of this problem. We provide a mean value analysis of algorithms controlling the selection of a master node with the objective of maximizing the network lifetime. The results show that already for small networks simple algorithms can extend the average network lifetime considerably

Routing versus energy optimization in a linear network

In wireless networks, devices (or nodes) often have a limited battery supply to use for the sending and reception of transmissions. By allowing nodes to relay messages for other nodes, the distance that needs to be bridged can be reduced, thus limiting the energy needed for a transmission. However, the number of transmissions a node needs to perform increases, costing more energy. Defining the lifetime of the network as the time until the first node depletes its battery, we investigate the impact of routing choices on the lifetime. In particular we focus on a linear network with nodes sending messages directly to all other nodes, or using full routing where transmissions are only sent to neighbouring nodes. We distinguish between networks with nodes on a grid or uniformly distributed and with full or random battery supply. Using simulation we validate our analytical results and discuss intermediate options for relaying of transmissions

Efficient computation of exposure profiles for counterparty credit risk

Three computational techniques for approximation of counterparty exposure for financial derivatives are presented. The exposure can be used to quantify so-called Credit Valuation Adjustment (CVA) and Potential Future Exposure (PFE), which are of utmost importance for modern risk management in the financial industry, especially since the recent credit crisis. The three techniques all involve a Monte Carlo path discretization and simulation of the underlying entities. Along the generated paths, the corresponding values and distributions are computed during the entire lifetime of the option. Option values are computed by either the finite difference method for the corresponding partial differential equations, or the simulation-based Stochastic Grid Bundling Method (SGBM), or by the COS method, based on Fourier-cosine expansions. In this research, numerical results are presented for early-exercise options. The underlying asset dynamics are given by either the Black–Scholes or the Heston stochastic volatility model. Keywords: Expected exposure; potential future exposure; Bermudan options; Heston; numerical computation; finite differences; stochastic grid bundling method

Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method

According to Basel III, financial institutions have to charge a credit valuation adjustment (CVA) to account for a possible counterparty default. Calculating this measure and its sensitivities is one of the biggest challenges in risk management. Here, we introduce an efficient method for the estimation of CVA and its sensitivities for a portfolio of financial derivatives. We use the finite difference Monte Carlo (FDMC) method to measure exposure profiles and consider the computationally challenging case of foreign exchange barrier options in the context of the Black–Scholes as well as the Heston stochastic volatility model, with and without stochastic domestic interest rate, for a wide range of parameters. In the case of a fixed domestic interest rate, our results show that FDMC is an accurate method compared with the semi-analytic COS method and, advantageously, can compute multiple options on one grid. In the more general case of a stochastic domestic interest rate, we show that we can accurately compute exposures of discontinuous one-touch options by using a linear interpolation technique as well as sensitivities with respect to initial interest rate and variance. This paves the way for real portfolio level risk analysis

An optimal query assignment for wireless sensor networks

With the increased use of large-scale real-time embedded sensor networks, new control mechanisms are needed to avoid congestion and meet required Quality of Service (QoS) levels. In this paper, we propose a Markov Decision Problem (MDP) to prescribe an optimal query assignment strategy that achieves a trade-off between two QoS requirements: query response time and data validity. Query response time is the time that queries spend in the sensor network until they are solved. Data validity (freshness) indicates the time elapsed between data acquisition and query response and whether that time period exceeds a predefined tolerance. We assess the performance of the proposed model by means of a discrete event simulation. Compared with three other heuristics, derived from practical assignment strategies, the proposed policy performs better in terms of average assignment costs. Also in the case of real query traffic simulations, results show that the proposed policy achieves cost gains compared with the other heuristics considered. The results provide useful insight into deriving simple assignment strategies that can be easily used in practice

Effective Scheduling for Coded Distributed Storage in Wireless Sensor Networks

A distributed storage approach is proposed to access data reliably and to cope with node failures in wireless sensor networks. This approach is based on random linear network coding in combination with a scheduling algorithm based on backpressure. Upper bounds are provided on the maximum rate at which data can be reliably stored. Moreover, it is shown that the backpressure algorithm allows to operate the network in a decentralized fashion for any rate below this maximum

An Optimal Query Assignment for Wireless Sensor Networks

A trade-off between two QoS requirements of wireless sensor networks: query waiting time and validity (age) of the data feeding the queries, is investigated. We propose a Continuous Time Markov Decision Process with a drift that trades-off between the two QoS requirements by assigning incoming queries to the wireless sensor network or to the database. To compute an optimal assignment policy, we argue, by means of non-standard uniformization, a discrete time Markov decision process, stochastically equivalent to the initial continuous process. We determine an optimal query assignment policy for the discrete time process by means of dynamic programming. Next, we assess numerically the performance of the optimal policy and show that it outperforms in terms of average assignment costs three other heuristics, commonly used in practice. Lastly, the optimality of the our model is confirmed also in the case of real query traffic, where our proposed policy achieves significant cost savings compared to the heuristics.Comment: 27 pages, 20 figure

Branding: Wijkidentiteit als aangrijpingspunt voor stedelijke vernieuwing

In this article the authors explore the potential of the popular concept of identity branding for urban renewal and urban development. They describe the case of a neighbourhood in Ede, where branding was thought to have been very successful by all those involved. However, a more in depth analysis shows that the assigned identity of the neighbourhood did not play any role in this success. In an effort to explain this discrepancy, the authors argue that branding was not directed at the symbolic space of the neighbourhood, but merely at the social and physical space. Drawing on theoretical literature on identity construction, the authors end with some suggestions to enhance a more fruitful use of the symbolic space in urban renewal and urban development

Raman spectroscopy-based identification of nosocomial outbreaks of the clonal bacterium Escherichia coli

DNA-based techniques are frequently used to confirm the relatedness of putative outbreak isolates. These techniques often lack the discriminatory power when analyzing closely related microbes such as E. coli. Here the value of Raman spectroscopy as a typing tool for E. coli in a clinical setting was retrospectively evaluated

Advances in emergency networking

Crisis situations require fast regain of control. Wireless ad-hoc networks will enable emergency services to act upon the actual status of the situation by retrieving and exchanging detailed up-to-date information. Deployment of highbandwidth, robust, self-organising ad-hoc networks will therefore enable quicker response to typical hat/where/when questions, than the more vulnerable low-bandwidth communication networks currently in use. This paper addresses a number of results of the projects AAF (Adaptive Ad-hoc Freeband communications) and Easy Wireless that enable high bandwidth robust ad-hoc networking