Marginalizing Risk

A major focus of finance is reducing risk on investments, a goal commonly achieved by dispersing the risk among numerous investors. Sometimes, however, risk dispersion can cause investors to underestimate and under-protect against risk. Risk can even be so widely dispersed that rational investors individually lack the incentive to monitor it. This Article examines the market failures resulting from risk dispersion and analyzes when government regulation may be necessary or appropriate to limit these market failures. The Article also examines how such regulation should be designed,including the extent to which it should limit risk dispersion in the first instance

Managing the Complexity in Embedded and Cyber-Physical System Design : System Modeling and Design-Space Exploration

To cope with the increasing complexity of embedded and cyber-physical system design, different system-level design approaches are proposed which start from abstract models and implement them using design flows with high degrees of automation. However, creating models of such systems and also formulating the mathematical problems arising in these design flows are themselves challenging tasks. A promising approach is the composable construction of these models and problems from more basic entities. Unfortunately, it is non-trivial to propose such compositional formulations today because the current practice in the electronic design automation domain tends to be on using imperative languages and frameworks due to legacy and performance-oriented reasons. This thesis addresses the system design complexity by first promoting proper formalisms and frameworks for capturing models and formulating design-space exploration problems for electronic system-level design in a declarative style; and second, propose realizations based on the industrially accepted languages and frameworks which hold the interesting properties such as composability and parallelism. For modeling, ForSyDe, a denotational system-level modeling formalism for heterogeneous embedded systems is chosen, extended with timed domains to make it more appropriate for capturing cyber-physical systems, and mapped on top of the IEEE standard system design language SystemC. The realized modeling framework, called ForSyDe-SystemC, can be used for modeling systems of heterogeneous nature and their composition to form more sophisticated systems and also conducting parallel and distributed simulation for boosting the simulation speed. Another extension to ForSyDe, named wrapper processes, introduces the ability to compose formal ForSyDe models with legacy IP blocks running in external execution environments to perform a heterogeneous co-simulation. In platform-based design flows, the correct and optimal mapping of an application model onto a flexible platform involves solving a hard problem, named design space exploration. This work proposes Tahmuras, a constraint- based framework to construct generic design space exploration problems as the composition of three individual sub-problems: the application, the platform, and the mapping and scheduling problems. In this way, the model of the design space exploration problem in Tahmuras is automatically generated for each combination of application semantics, target platform, and mapping and scheduling policy simply by composing their respective problems. Using constraint programming, problems can be modeled in a declarative style, while they can be solved in a variety of different styles, including imperative solving heuristics commonly used to solve difficult problems. Efficient parallel solvers exists for constraint programming. Den ökande komplexiteten är en stor utmaning för konstruktionen av framtida inbyggda system. För att möta utmaningen utvecklas nu konstruktionsmetoder som har som mål att starta från en abstrakt modell och att generera en implementering genom ett konstruktionsflöde med hög automatiseringsgrad. Dessvärre är dock skapandet av abstrakta systemmodeller och formaliseringen av de relaterade matematiska problemen i sig ett mycket utmanande problem. Konstruktion genom komposition av basenheter är en lovande idé, men tyvärr är det väldigt svårt att introducera metoden i dagens industriella konstruktionsflöden på grund av imperativa programmeringsspråk och ett gammalt arv i form av existerande kodbas och äldre konstruktioner. Avhandlingen adresserar komplexiten inom systemkonstruktion genom att föreslå passande formalismer för att uttrycka modeller i en deklarativ stil och angripa problemet att hitta en passande implementering. Dessutom visar avhandlingen hur dessa formalismer kan realiseras i en form som kan användas i ett industriellt sammanhang utan att förlora formalismens viktiga grundläggande egenskaper som komposition och parallelism. Modelleringen använder och utökar ForSyDe, en konstruktionsmetod för heterogena inbyggda system. Tilläggen består av en modelleringsmodell som kan fånga specifika egenskaper hos heterogena inbyggda system, samt en implementering av ForSyDe i SystemC, ett industriellt modelleringsspråk som är standardiserat av IEEE. Den nya utvecklingsmiljön, ForSyDe-SystemC, kan användas för att modellera inbyggda system, komponera systemmodeller till större system, samt möjliggör genomförandet av parallella och distribuerade simuleringar med medföljande hög simuleringshastighet. Avhandlingen introducerar också “wrapper”-konceptet i ForSyDe som möjliggör integrationen av existerande modeller och system som en del av en formell ForSyDe-modell och deras co-simulering. ForSyDe-SystemC har använts inom EU-projekt av industriella partner för modellering av egna system. Att hitta en korrekt och effektiv implementering av en abstrakt systemmodell är målet inom aktiviteten “design space exploration” (DSE) som är ett svårt problem för parametriserbara och flexibla plattformar. Avhandlingen presenterar två generationer av Tahmuras, som är baserade på villkorsprogrammering och har som mål att konstruera DSE-problemet som en komposition av tre olika delproblem: applikation, plattform, och bindning. Ett integrerat DSE-problem kan sedan automatiskt genereras genom en kombination av dessa delproblem. Olika metoder, från heuristisk till komplett sökning, kan användas inom villkorsprogrammering för att lösa DSE-problemet. För att visa Tahmuras potential har DSE-metoden validerats med hjälp av olika systemapplikationer av skilda tidsegenskaper och olika plattformar. QC 20141117</p

Design Space Exploration Of Field Programmable Counter Arrays And Their Integration With FPGAs

Field Programmable Counter Arrays (FPCAs) have been recently introduced to close the gap between FPGA and ASICs for arithmetic dominated applications. FPCAs are reconfigurable lattices that can be embedded into FPGAs to efficiently compute the result of multi-operand additions. The first contribution of this work is a Design Space Exploration (DSE) of the FPCAs and the identification of trade-offs between different parameters which describe them. Methods for analyzing and pruning the design space are proposed to enable a smart exploration. Finally, a set of best performing architectures in terms of area and delay is determined. Secondly, a study of possible integration schemes to build a hybrid FPGA/FPCA chip is performed. The goal is to find a solution with optimal usage of on-chip silicon area. The advantages and disadvantages of each solution are studied and a new integration solution based on properties of FPCAs is suggested. A VLSI implementation proves the applicability of the proposed solutions

Co-simulation of embedded systems in a heterogeneous MoC-based modeling framework

New design methodologies and modeling frameworks are required to provide a solution for integrating legacy code and IP models in order to be accepted in the industry. To tackle this problem, we introduce the concept of wrappers in the context of a formal heterogeneous embedded system modeling framework. The formalism is based on the language-independent concept of models of computation. Wrappers enable the framework to co-simulate/co-execute with external models which might be legacy code, an IP block, or an implementation of a partially refined system. They are defined formally in order to keep the analyzability of the original framework and also enable automations such as generation of model wrappers and co-simulation interfaces. As a proof of concept, three wrappers for models in different abstraction levels are introduced and implemented for two case studies.© 2011 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.QC 2011020

Molecular dynamics simulation in arbitrary geometries for nanoscale fluid mechanics

Simulations of nanoscale systems where fluid mechanics plays an important role are required to help design and understand nano-devices and biological systems. A simulation method which hybridises molecular dynamics (MD) and continuum computational fluid dynamics (CFD) is demonstrated to be able to accurately represent the relevant physical phenomena and be computationally tractable. An MD code has been written to perform MD simulations in systems where the geometry is described by a mesh of unstructured arbitrary polyhedral cells that have been spatially decomposed into irregular portions for parallel processing. The MD code that has been developed may be used for simulations on its own, or may serve as the MD component of a hybrid method. The code has been implemented using OpenFOAM, an open source C++ CFD toolbox (www.openfoam.org) . Two key enabling components are described in detail. 1) Parallel generation of initial configurations of molecules in arbitrary geometries. 2) Calculation of intermolecular pair forces, including between molecules that lie on mesh portions assigned to different, and possibly non-neighbouring processors. To calculate intermolecular forces, the spatial relationship of mesh cells is calculated once at the start of the simulation and only the molecules contained in cells that have part of their surface closer than a cut-off distance are required to interact. Interprocessor force calculations are carried out by creating local copies of molecules from other processors in a layer around the processor in question. The process of creating these copied molecules is described in detail. A case study of flow in a realistic nanoscale mixing channel, where the geometry is drawn and meshed using engineering CAD tools, is simulated to demonstrate the capabilities of the code for complex simulations.EThOS - Electronic Theses Online ServiceGBUnited Kingdo

A Framework for Characterizing Predictable Platform Templates

The design of real-time multiprocessor systems is a very costly and time-consuming process due to the need for extensive verification efforts. Genericcorrect-by-construction system-level design flows, targeting predictable plat-forms, would help to tackle this problem. Unfortunately, because system-level design problems are formulated monolithically, existing methods areeither not powerful enough to perform efficient design space exploration,over-customized to a specific class of platforms, or do not allow to be ex-tended with new heuristics and solving methods, which makes their reusedifficult. We present a formal framework to explicitly capture and character-ize predictable platform templates that can be used to formulate a genericdesign flow for real-time streaming applications in a composable manner. Aproof-of-concept implementation of such a flow is performed and used to mapa JPEG encoder application onto an FPGA-based time-predictable platform.QC 20140819</p

A Formal, Model-driven Design Flow for System Simulation and Multi-core Implementation

International audienceWith the growing complexity of Real-Time Embedded Systems (RTES), there is a huge interest in using modeling languages such as the Unified Modeling Language (UML), and other Model-Driven Engineering (MDE) techniques targeting RTES system design. These approaches provide language abstractions for system design, allowing to focus on their relevant properties. Unfortunately, such approaches still suffer from several shortcomings including the lack of well-defined semantics. Therefore, it remains difficult to connect the MDE specification tools and the design tools that are based on formal grounds and well-defined semantics to perform analysis, validation or system synthesis for RTES. This paper presents a top-down RTES design flow aiming to reduce the gap between MDE and formal design approaches. We present the connection between a framework dedicated to the enrichment of modeling languages such as UML with formal semantics, a framework based on formal models of computation supporting validation by simulation, and a system synthesis tool targeting a flexible platform with well-defined execution services. Our purpose is to cover several system design phases from specification, simulation down to implementation on a platform. As a case study, a JPEG Encoder application was realized following the different design steps of the tool-chain