A Process-Oriented Architecture for Complex System Modelling

A fine-grained massively-parallel process-oriented model of platelets (potentially artificial) within a blood vessel is presented. This is a CSP inspired design, expressed and implemented using the occam-pi language. It is part of the TUNA pilot study on nanite assemblers at the universities of York, Surrey and Kent. The aim for this model is to engineer emergent behaviour from the platelets, such that they respond to a wound in the blood vessel wall in a way similar to that found in the human body -- i.e. the formation of clots to stem blood flow from the wound and facilitate healing. An architecture for a three dimensional model (relying strongly on the dynamic and mobile capabilities of occam-pi) is given, along with mechanisms for visualisation and interaction. The biological accuracy of the current model is very approximate. However, its process-oriented nature enables simple refinement (through the addition of processes modelling different stimulants/inhibitors of the clotting reaction, different platelet types and other participating organelles) to greater and greater realism. Even with the current system, simple experiments are possible and have scientific interest (e.g. the effect of platelet density on the success of the clotting mechanism in stemming blood flow: too high or too low and the process fails). General principles for the design of large and complex system models are drawn. The described case study runs to millions of processes engaged in ever-changing communication topologies. It is free from deadlock, livelock, race hazards and starvation em by design, employing a small set of synchronisation patterns for which we have proven safety theorems

A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

This paper examines the lead–lag relationship between the FTSE 100 index and index futures price employing a number of time series models. Using 10-min observations from June 1996–1997, it is found that lagged changes in the futures price can help to predict changes in the spot price. The best forecasting model is of the error correction type, allowing for the theoretical difference between spot and futures prices according to the cost of carry relationship. This predictive ability is in turn utilised to derive a trading strategy which is tested under real-world conditions to search for systematic profitable trading opportunities. It is revealed that although the model forecasts produce significantly higher returns than a passive benchmark, the model was unable to outperform the benchmark after allowing for transaction costs

Testing carbon farming opportunities for salinity management

An emerging prospect for farm revenue from revegetation of saline and other lands that are marginal or non-productive for agriculture is the sale of carbon credits. Australian Government schemes for carbon credits include the Carbon Farming Initiative (CFI) and the proposed Emissions Reduction Fund (ERF) Therefore, this study aimed to assess the potential for woody vegetation (trees and shrubs) established on and around salt-affected lands in the Northern Agricultural Region (NAR) to remove carbon dioxide from the atmosphere and store (sequester) the carbon in new growth. Revegetation plantings on six farms were selected for the study after the landowners expressed interest in participating in the study. Criteria for selection included: minimum of 5 ha planted on and around salt-affected land; a variety of native trees and shrub species planted; and that the plantings must be at least 10 years old. Across the six farms a total of nine sites were selected for the study. The estimates of carbon stocks in species and sites were projected forwards and backwards from the measurement ages (11 - 22 years)to age 15 years to \u27age standardise\u27 the results and facilitate comparison between species and sites. This was done using the national carbon accounting model, FullCAM

An evaluation of Intel’s Restricted Transactional Memory for CPAs,

Abstract. With the release of their latest processor microarchitecture, codenamed Haswell, Intel added new Transactional Synchronization Extensions (TSX) to their processors' instruction set. These extensions include support for Restricted Transactional Memory (RTM), a programming model in which arbitrary sized units of memory can be read and written in an atomic manner. This paper describes the low-level RTM programming model, benchmarks the performance of its instructions and speculates on how it may be used to implement and enhance Communicating Process Architectures

Ligand selectivity in stabilising tandem parallel folded G-quadruplex motifs in human telomeric DNA sequences

Biophysical studies of ligand interactions with three human telomeric repeat sequences (d(AGGG(TTAGGG)n, n = 3, 7 and 11)) show that an oxazole-based ‘click’ ligand, which induces parallel folded quadruplexes, preferentially stabilises longer telomeric repeats providing evidence for selectivity in binding at the interface between tandem quadruplex motifs

Transactional Sapphire: Lessons in High Performance, On-the-fly Garbage Collection

Constructing a high-performance garbage collector is hard. Constructing a fully concurrent 'on-the-fly', compacting collector is much more so. We describe our experience of implementing the Sapphire algorithm as the first on-the-fly, parallel, replication copying, garbage collector for the Jikes RVM Java virtual machine. In part, we explain our innovations such as copying with hardware and software transactions, on-the-fly management of Java's reference types and simple, yet correct, lock-free management of volatile fields in a replicating collector. We fully evaluate, for the first time, and using realistic benchmarks, Sapphire's performance and suitability as a low latency collector. An important contribution of this work is a detailed description of our experience of building an on-the-fly copying collector for a complete JVM with some assurance that it is correct. A key aspect of this is model checking of critical components of this complicated and highly concurrent system