Globally reasoning about localised security policies in distributed systems

In this report, we aim at establishing proper ways for model checking the global security of distributed systems, which are designed consisting of set of localised security policies that enforce specific issues about the security expected. The systems are formally specified following a syntax, defined in detail in this report, and their behaviour is clearly established by the Semantics, also defined in detail in this report. The systems include the formal attachment of security policies into their locations, whose intended interactions are trapped by the policies, aiming at taking access control decisions of the system, and the Semantics also takes care of this. Using the Semantics, a Labelled Transition System (LTS) can be induced for every particular system, and over this LTS some model checking tasks could be done. We identify how this LTS is indeed obtained, and propose an alternative way of model checking the not-yet-induced LTS, by using the system design directly. This may lead to over-approximation thereby producing imprecise, though safe, results. We restrict ourselves to finite systems, in the sake of being certain about the decidability of the proposed method. To illustrate the usefulness and validity of our proposal, we present 2 small case-study-like examples, where we show how the system can be specified, which policies could be added to it, and how to decide if the desired global security property is met. Finally, an Appendix is given for digging deeply into how a tool for automatically performing this task is being built, including some implementation issues. The tool takes advantage of the proposed method, and given some system and some desired global security property, it safely (i.e. without false positives) ensures satisfaction of it

Linear systems of rational curves on rational surfaces

Given a curve C on a projective nonsingular rational surface S, over an algebraically closed field of characteristic zero, we are interested in the set Omega_C of linear systems Lambda on S satisfying C is in Lambda, dim Lambda > 0, and the general member of Lambda is a rational curve. The main result of the paper gives a complete description of Omega_C and, in particular, characterizes the curves C for which Omega_C is non empty

Using Computer Algebra Packages to Complement the Spreadsheet Construction of Binomial Option Trees: The Example of Mathcad

In this paper we show how the mathematical programming package Mathcad can be used to complement the construction of a binomial option tree in Excel. A binomial option tree is first constructed in Excel using standard spreadsheet 'cut and paste' operations. The same binomial tree is then constructed in Mathcad. We conclude that spreadsheet construction of the tree provides students with a sound concept of the underlying mechanics of the option tree. Additionally, the Mathcad construction reinforces the mathematical notation found in many option pricing texts (e.g. summation signs and indices) and allows for the construction of a more flexible lattice that may be easily altered (e.g. the number of steps). In the process students are provided with an understanding of how to construct option trees in the increasingly important world of computer algebra packages.

Monte Carlo strategies for calibration in climate models

Intensive computational methods have been used by Earth scientists in a wide range of problems in data inversion and uncertainty quantification such as earthquake epicenter location and climate projections. To quantify the uncertainties resulting from a range of plausible model configurations it is necessary to estimate a multidimensional probability distribution. The computational cost of estimating these distributions for geoscience applications is impractical using traditional methods such as Metropolis/Gibbs algorithms as simulation costs limit the number of experiments that can be obtained reasonably. Several alternate sampling strategies have been proposed that could improve on the sampling efficiency including Multiple Very Fast Simulated Annealing (MVFSA) and Adaptive Metropolis algorithms. As a goal of this research, the performance of these proposed sampling strategies are evaluated with a surrogate climate model that is able to approximate the noise and response behavior of a realistic atmospheric general circulation model (AGCM). The surrogate model is fast enough that its evaluation can be embedded in these Monte Carlo algorithms. The goal of this thesis is to show that adaptive methods can be superior to MVFSA to approximate the known posterior distribution with fewer forward evaluations. However, the adaptive methods can also be limited by inadequate sample mixing. The Single Component and Delayed Rejection Adaptive Metropolis algorithms were found to resolve these limitations, although challenges remain to approximating multi-modal distributions. The results show that these advanced methods of statistical inference can provide practical solutions to the climate model calibration problem and challenges in quantifying climate projection uncertainties. The computational methods would also be useful to problems outside climate prediction, particularly those where sampling is limited by availability of computational resources

Produzione intergrata di energia elettrica e termica: applicazione al distretto conciario del Val d'Arno Inferiore

Scopo di questa tesi è valutare la possibilità di soddisfare la domanda di energia elettrica e di calore nel distretto conciario di Santa Croce sull’Arno mediante uno o più impianti di cogenerazione assieme alle relative reti di distribuzione del calore, in modo economico per i prossimi 20 anni. Inizialmente è stato analizzato il ciclo di lavorazione tipico della pelle in modo da valutare la domanda energetica necessaria nei processi produttivi. Le concerie del distretto sono state censite e classificate in funzione della frazione del ciclo produttivo effettuato, successivamente, sono stati messi in evidenza i caratteri funzionali, strutturali ed organizzativi del distretto. Al fine di stimare i consumi energetici delle concerie del distretto, viene fatta una indagine sui dati ISTAT, TERNA e su precedenti studi sulle concerie a livello europeo. La stima della domanda energetica complessiva e delle componenti elettrica e termica ha guidato la scelta del tipo di impianto di cogenerazione da installare. Sulla base dei piani regolatori dei Comuni interessati e del progetto per la realizzazione dell’acquedotto industriale vengono avanzate due ipotesi per la collocazione degli impianti e per la realizzazione del teleriscaldamento nelle principali zone industriali. In funzione dell’energia termica richiesta dalla rete di teleriscaldamento, vengono dimensionate tre ipotesi di impianto le quali vengono confrontate in termini di efficienza energetica e convenienza economica, dimostrando la fattibilità tecnica ed economica della produzione integrata di energia elettrica e termica nel distretto