Analysis and Coordination of Mixed-Criticality Cyber-Physical Systems

A Cyber-physical System (CPS) can be described as a network of interlinked, concurrent computational components that interact with the physical world. Such a system is usually of reactive nature and must satisfy strict timing requirements to guarantee a correct behaviour. The components can be of mixed-criticality which implies different progress models and communication models, depending whether the focus of a component lies on predictability or resource efficiency. In this dissertation I present a novel approach that bridges the gap between stream processing models and Labelled Transition Systems (LTSs). The former offer powerful tools to describe concurrent systems of, usually simple, components while the latter allow to describe complex, reactive, components and their mutual interaction. In order to achieve the bridge between the two domains I introduce the novel LTS Synchronous Interface Automaton (SIA) that allows to model the interaction protocol of a process via its interface and to incrementally compose simple processes into more complex ones while preserving the system properties. Exploiting these properties I introduce an analysis to identify permanent blocking situations in a network of composed processes. SIAs are wrapped by the novel component-based coordination model Process Network with Synchronous Communication (PNSC) that allows to describe a network of concurrent processes where multiple communication models and the co-existence and interaction of heterogeneous processes is supported due to well defined interfaces. The work presented in this dissertation follows a holistic approach which spans from the theory of the underlying model to an instantiation of the model as a novel coordination language, called Streamix. The language uses network operators to compose networks of concurrent processes in a structured and hierarchical way. The work is validated by a prototype implementation of a compiler and a Run-time System (RTS) that allows to compile a Streamix program and execute it on a platform with support for ISO C, POSIX threads, and a Linux operating system

Component Interfaces with Loosely Synchronous Communication

© 2020 IEEE. This is the accepted manuscript version of an article which has been published in final form at https://doi.org/10.1109/SA51175.2021.9507118Interface automata have been introduced as a way to advance from value and domain descriptions of type systems to temporal interface descriptions. The original introduction of interface automata used a notion of buffered communication with infinite buffer size. This communication model is suitable to abstract the behaviour of many computing aspects with asynchronous communication between components. In this paper we present Loosely Synchronous Interface Automata (LSIA) to describe interfaces of components with loosely synchronised communication. Loosely synchronised communication facilitates a blocking semantics of communication for both sender and receiver. With loosely synchronisation it is possible to describe systems where a precise order of events is necessary. For example, cyber-physical systems often include control tasks where the exact order of events is necessary for a safe operation. With LSIAs it is possible to check compatibility of interface models including safety-relevant properties like lifeness. In this paper we describe the composition of LSIAs and show examples.Final Accepted Versio

Forced to go virtual. Working-from-home arrangements and their effect on team communication during COVID-19 lockdown

Working-from-home arrangements have become increasingly important for firms’ work organization. In this context, the COVID-19 pandemic has led to teams that previously did not work virtually being forced to interact and communicate virtually. In this study, we analyze changes in intra-team communication of four teams in a German medium-sized enterprise. Quantitative network analyses of email communication and qualitative analyses of interviews before and during the COVID-19 lockdown in spring 2020 show that flat hierarchies and self-managing processes helped team members to mitigate negative effects due to spatial and temporal dispersion in forced working-from-home arrangements. Moreover, analysis of the teams’ communication networks shows that forced remote work can trigger faultlines to become salient but that team cohesion, identification with the team, and individuals taking on broker roles prevent negative effects of faultlines on team performance. In discussing these findings, our study contributes to the research on coordination and communication in virtual teams by analyzing contextual, organizational, team-related as well as individual factors that explain how and why teams differ in successfully implementing working-from-home arrangements

Do role models matter in large classes? New evidence on gender match effects in higher education

We study whether female students benefit from being taught by female professors, and whether such gender match effects differ by class size. We use administrative records of a German public university, covering all programs and courses between 2006 and 2018. We find that gender match effects on student performance are sizable in smaller classes, but do not exist in larger classes. This difference suggests that direct and frequent interactions between students and professors are important for the emergence of gender match effects. Instead, the mere fact that one's professor is female is not sufficient to increase performance of female students

Topics in financial and computational mathematics

In this thesis, we consider two different aspects in financial option pricing. In the first part, we consider stochastic differential equations driven by general Lévy processes (SDEs) with finite and infinite activity and the re- lated, via the Feynman-Kac formula, Dirichlet problem for integro-partial differential equation (IPDE). We approximate the solution of IPDE using a numerical method for the SDEs. The method is based on three ingredients: (i) we approximate small jumps by a diffusion; (ii) we use restricted jump- adaptive time-stepping; and (iii) between the jumps we exploit a weak Euler approximation. We prove weak convergence of the considered algorithm and present an in-depth analysis of how its error and computational cost depend on the jump activity level. We present the results of a range of numerical experiments including application of the suggested numerical scheme in the context of Foreign Exchange (FX) options, where we present an example on barrier basket currency option pricing in a multi-dimensional setting. In the second part of the thesis, we suggest an intermediate currency approach that allows us to price options on all FX markets simultaneously under the same risk-neutral measure which ensures consistency of FX option prices across all markets. In particular, it is sufficient to calibrate a model to the volatility smile on the domestic market as, due to the consistency of pricing formulas, the model automatically reproduces the correct smile for the inverse pair (the foreign market). We first consider the case of two currencies and then the multi-currency setting. We illustrate the intermediate currency approach by applying it to the Heston and SABR stochastic volatility models, to the model in which exchange rates are described by an extended skewed normal distribution, and also to the model-free approach of option pricing