A Model-based transformation process to validate and implement high-integrity systems

Despite numerous advances, building High-Integrity Embedded systems remains a complex task. They come with strong requirements to ensure safety, schedulability or security properties; one needs to combine multiple analysis to validate each of them. Model-Based Engineering is an accepted solution to address such complexity: analytical models are derived from an abstraction of the system to be built. Yet, ensuring that all abstractions are semantically consistent, remains an issue, e.g. when performing model checking for assessing safety, and then for schedulability using timed automata, and then when generating code. Complexity stems from the high-level view of the model compared to the low-level mechanisms used. In this paper, we present our approach based on AADL and its behavioral annex to refine iteratively an architecture description. Both application and runtime components are transformed into basic AADL constructs which have a strict counterpart in classical programming languages or patterns for verification. We detail the benefits of this process to enhance analysis and code generation. This work has been integrated to the AADL-tool support OSATE2

Un modèle intégré pour [l'enseignement], l'apprentissage [et l'évaluation] d'une compétence /

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An implementation of the behavior annex in the AADL-toolset Osate2

AADL is a modeling language to design and analyze High-Integrity Distributed and Real-time systems. Embedded sub-languages published as AADL annexes extend an AADL model to enhance analysis. The behavior annex specifies the behavior of an AADL application model. An implantation of this annex allows to perform behavior analysis. In addition, as there are several AADL annexes, the implementation of generic mechanisms to support each one of them is challenging. The behavior annex is a valid candidate to illustrate these challenges by combining several sub-languages. In this paper we expose our experiment to support the behavior annex in the reference AADL toolset OSATE2. This one, supports the AADL version 2 by providing a front-end and a set of analysis plug-ins to analyze an AADL model

Market impacts and the life cycle of investors orders

In this paper, we use a database of around 400,000 metaorders issued by investors and electronically traded on European markets in 2010 in order to study market impact at different scales. At the intraday scale we confirm a square root temporary impact in the daily participation, and we shed light on a duration factor in $1/T^{\gamma}$ with $\gamma \simeq 0.25$. Including this factor in the fits reinforces the square root shape of impact. We observe a power-law for the transient impact with an exponent between $0.5$ (for long metaorders) and $0.8$ (for shorter ones). Moreover we show that the market does not anticipate the size of the meta-orders. The intraday decay seems to exhibit two regimes (though hard to identify precisely): a "slow" regime right after the execution of the meta-order followed by a faster one. At the daily time scale, we show price moves after a metaorder can be split between realizations of expected returns that have triggered the investing decision and an idiosynchratic impact that slowly decays to zero. Moreover we propose a class of toy models based on Hawkes processes (the Hawkes Impact Models, HIM) to illustrate our reasoning. We show how the Impulsive-HIM model, despite its simplicity, embeds appealing features like transience and decay of impact. The latter is parametrized by a parameter $C$ having a macroscopic interpretation: the ratio of contrarian reaction (i.e. impact decay) and of the "herding" reaction (i.e. impact amplification).Comment: 30 pages, 12 figure

Distributed Simulation of Heterogeneous and Real-time Systems

This work describes a framework for distributed simulation of cyber-physical systems (CPS). Modern CPS comprise large numbers of heterogeneous components, typically designed in very different tools and languages that are not or not easily composeable. Evaluating such large systems requires tools that integrate all components in a systematic, well-defined manner. This work leverages existing frameworks to facilitate the integration offers validation by simulation. A framework for distributed simulation is the IEEE High-Level Architecture (HLA) compliant tool CERTI, which provides the infrastructure for co-simulation of models in various simulation environments as well as hardware components. We use CERTI in combination with Ptolemy II, an environment for modeling and simulating heterogeneous systems. In particular, we focus on models of a CPS, including the physical dynamics of a plant, the software that controls the plant, and the network that enables the communication between controllers. We describe the Ptolemy extensions for the interaction with HLA and demonstrate the approach on a flight control system simulation

Le stress en psychologie du sport: modélisation et mesures

Également disponible en version papierTitre de l'écran-titre (visionné le 8 janv. 2010)Bibliogr.: p. 167-17

L'agressivité et la combativité en psychologie du sport: modélisation et mesures

Également disponible en version papierTitre de l'écran-titre (visionné le 8 janv. 2010)Bibliogr.: p. 113-11

A multiplicity formula for the Milnor number of smoothable curves

We derive a multiplicity formula for the Milnor number of a reduced smoothable curve singularity generalizing a well-known formula due to L\^e, Greuel and Teissier for complete intersection curves. We obtain a multiplicity characterization of Whitney equisingularity for families of locally smoothable curves.Comment: 13 page