Communication Middleware for Distributed Hard Real-Time Systems in Java

Distributed real-time embedded systems are becoming increasingly important to society. More demands will be made on them and greater reliance will be placed on the delivery of their services. A relevant subset of them is high-integrity or hard real-time systems, where failure can cause loss of life, environmental harm, or significant financial loss. Additionally, the evolution of communication networks and paradigms as well as the necessity of demanding processing power and fault tolerance, motivated the interconnection between electronic devices; many of the communications have the possibility of transferring data at a high speed. The concept of distributed systems emerged as systems where different parts are executed on several nodes that interact with each other via a communication network. Java’s popularity, facilities and platform independence have made it an interesting language for the real-time and embedded community. This was the motivation for the development of RTSJ (Real-Time Specification for Java), which is a language extension intended to allow the development of real-time systems. The use of Java in the development of high-integrity systems requires strict development and testing techniques. However, RTJS includes a number of language features that are forbidden in such systems. In the context of the HIJA project, the HRTJ (Hard Real-Time Java) profile was developed to define a robust subset of the language that is amenable to static analysis for high-integrity system certification. Currently, a specification under the Java community process (JSR- 302) is being developed. Its purpose is to define those capabilities needed to create safety critical applications with Java technology called Safety Critical Java (SCJ). However, neither RTSJ nor its profiles provide facilities to develop distributed realtime applications. This is an important issue, as most of the current and future systems will be distributed. The Distributed RTSJ (DRTSJ) Expert Group was created under the Java community process (JSR-50) in order to define appropriate abstractions to overcome this problem. Currently there is no formal specification. The aim of this thesis is to develop a communication middleware that is suitable for the development of distributed hard real-time systems in Java, based on the integration between the RMI (Remote Method Invocation) model and the HRTJ profile. It has been designed and implemented keeping in mind the main requirements such as the predictability and reliability in the timing behavior and the resource usage. iThe design starts with the definition of a computational model which identifies among other things: the communication model, most appropriate underlying network protocols, the analysis model, and a subset of Java for hard real-time systems. In the design, the remote references are the basic means for building distributed applications which are associated with all non-functional parameters and resources needed to implement synchronous or asynchronous remote invocations with real-time attributes. The proposed middleware separates the resource allocation from the execution itself by defining two phases and a specific threading mechanism that guarantees a suitable timing behavior. It also includes mechanisms to monitor the functional and the timing behavior. It provides independence from network protocol defining a network interface and modules. The JRMP protocol was modified to include two phases, non-functional parameters, and message size optimizations. Although serialization is one of the fundamental operations to ensure proper data transmission, current implementations are not suitable for hard real-time systems and there are no alternatives. This thesis proposes a predictable serialization that introduces a new compiler to generate optimized code according to the computational model. The proposed solution has the advantage of allowing us to schedule the communications and to adjust the memory usage at compilation time. In order to validate the design and the implementation a demanding validation process was carried out with emphasis in the functional behavior, the memory usage, the processor usage (the end-to-end response time and the response time in each functional block) and the network usage (real consumption according to the calculated consumption). The results obtained in an industrial application developed by Thales Avionics (a Flight Management System) and in exhaustive tests show that the design and the prototype are reliable for industrial applications with strict timing requirements. Los sistemas empotrados y distribuidos de tiempo real son cada vez más importantes para la sociedad. Su demanda aumenta y cada vez más dependemos de los servicios que proporcionan. Los sistemas de alta integridad constituyen un subconjunto de gran importancia. Se caracterizan por que un fallo en su funcionamiento puede causar pérdida de vidas humanas, daños en el medio ambiente o cuantiosas pérdidas económicas. La necesidad de satisfacer requisitos temporales estrictos, hace más complejo su desarrollo. Mientras que los sistemas empotrados se sigan expandiendo en nuestra sociedad, es necesario garantizar un coste de desarrollo ajustado mediante el uso técnicas adecuadas en su diseño, mantenimiento y certificación. En concreto, se requiere una tecnología flexible e independiente del hardware. La evolución de las redes y paradigmas de comunicación, así como la necesidad de mayor potencia de cómputo y de tolerancia a fallos, ha motivado la interconexión de dispositivos electrónicos. Los mecanismos de comunicación permiten la transferencia de datos con alta velocidad de transmisión. En este contexto, el concepto de sistema distribuido ha emergido como sistemas donde sus componentes se ejecutan en varios nodos en paralelo y que interactúan entre ellos mediante redes de comunicaciones. Un concepto interesante son los sistemas de tiempo real neutrales respecto a la plataforma de ejecución. Se caracterizan por la falta de conocimiento de esta plataforma durante su diseño. Esta propiedad es relevante, por que conviene que se ejecuten en la mayor variedad de arquitecturas, tienen una vida media mayor de diez anos y el lugar ˜ donde se ejecutan puede variar. El lenguaje de programación Java es una buena base para el desarrollo de este tipo de sistemas. Por este motivo se ha creado RTSJ (Real-Time Specification for Java), que es una extensión del lenguaje para permitir el desarrollo de sistemas de tiempo real. Sin embargo, RTSJ no proporciona facilidades para el desarrollo de aplicaciones distribuidas de tiempo real. Es una limitación importante dado que la mayoría de los actuales y futuros sistemas serán distribuidos. El grupo DRTSJ (DistributedRTSJ) fue creado bajo el proceso de la comunidad de Java (JSR-50) con el fin de definir las abstracciones que aborden dicha limitación, pero en la actualidad aun no existe una especificacion formal. El objetivo de esta tesis es desarrollar un middleware de comunicaciones para el desarrollo de sistemas distribuidos de tiempo real en Java, basado en la integración entre el modelo de RMI (Remote Method Invocation) y el perfil HRTJ. Ha sido diseñado e implementado teniendo en cuenta los requisitos principales, como la predecibilidad y la confiabilidad del comportamiento temporal y el uso de recursos. El diseño parte de la definición de un modelo computacional el cual identifica entre otras cosas: el modelo de comunicaciones, los protocolos de red subyacentes más adecuados, el modelo de análisis, y un subconjunto de Java para sistemas de tiempo real crítico. En el diseño, las referencias remotas son el medio básico para construcción de aplicaciones distribuidas las cuales son asociadas a todos los parámetros no funcionales y los recursos necesarios para la ejecución de invocaciones remotas síncronas o asíncronas con atributos de tiempo real. El middleware propuesto separa la asignación de recursos de la propia ejecución definiendo dos fases y un mecanismo de hebras especifico que garantiza un comportamiento temporal adecuado. Además se ha incluido mecanismos para supervisar el comportamiento funcional y temporal. Se ha buscado independencia del protocolo de red definiendo una interfaz de red y módulos específicos. También se ha modificado el protocolo JRMP para incluir diferentes fases, parámetros no funcionales y optimizaciones de los tamaños de los mensajes. Aunque la serialización es una de las operaciones fundamentales para asegurar la adecuada transmisión de datos, las actuales implementaciones no son adecuadas para sistemas críticos y no hay alternativas. Este trabajo propone una serialización predecible que ha implicado el desarrollo de un nuevo compilador para la generación de código optimizado acorde al modelo computacional. La solución propuesta tiene la ventaja que en tiempo de compilación nos permite planificar las comunicaciones y ajustar el uso de memoria. Con el objetivo de validar el diseño e implementación se ha llevado a cabo un exigente proceso de validación con énfasis en: el comportamiento funcional, el uso de memoria, el uso del procesador (tiempo de respuesta de extremo a extremo y en cada uno de los bloques funcionales) y el uso de la red (consumo real conforme al estimado). Los buenos resultados obtenidos en una aplicación industrial desarrollada por Thales Avionics (un sistema de gestión de vuelo) y en las pruebas exhaustivas han demostrado que el diseño y el prototipo son fiables para aplicaciones industriales con estrictos requisitos temporales.

Análisis de envejecimiento en paneles sándwich de madera/ Ageing tests study on wood-based sandwich panels

Los paneles sándwich de madera son un producto de creciente aplicación en la edificación de nuestro país. Este ascendente uso del material debe estar acompañado de las garantías necesarias avaladas por un estudio previo de sus prestaciones. Como es preceptivo y entre otros, se evalúa su durabilidad frente a las condiciones climatológicas, clave en los productos derivados de la madera, acorde a la normativa actual definida con tal fin, la Guía ETAG 016. Sin embargo, debido a la clase de uso del material, se ha detectado que dicha normativa tal y como está concebida no es capaz de valorar su envejecimiento adecuadamente. En este trabajo se proponen ensayos alternativos al establecido tras exhaustivos aná- lisis que recrean las condiciones reales de uso y más acordes a los productos de madera. Se concluye que la incorporación de una lámina impermeable, pero permeable al vapor de agua hacia el exterior, como las utilizadas en el montaje, aportan el mejor procedimiento de ensayo. Composite lightweight wood panels are being increasingly used in construction in Spain. Their growing use should be accompanied by necessary guarantees based on studies of their properties. As it is prescriptive and in addition to others tests, in the present work is examinated the durability of these panels when exposed to the climatic conditions, a characteristic of great importance for wood products, according to Guide ETAG 016, the current standard defining the ageing tests to be used. However, due to the use class of this material, there are indications that the testing outlined in this Guide is inappropriate for assessing the ageing of wood-based sandwich panels. Alternative tests are here proposed that recreate rather better the real conditions under which these products are used. Covering the samples in a waterproof sheeting permeable to the outward movement of water vapour, which is in fact used in the installation, provided the best procedure for testing these panels.

B-Neck: A Distributed and Quiescent Max-Min Fair Algorithm

The problem of fairly distributing the capacity of a network among a set of sessions has been widely studied. In this problem, each session connects via a single path a source and a destination, and its goal is to maximize its assigned transmission rate (i.e., its throughput). Since the links of the network have limited bandwidths, some criterion has to be defined to fairly distribute their capacity among the sessions. A popular criterion is max-min fairness that, in short, guarantees that each session i gets a rate λi such that no session s can increase λs without causing another session s' to end up with a rate λs/ <; λs. Many max-min fair algorithms have been proposed, both centralized and distributed. However, to our knowledge, all proposed distributed algorithms require control data being continuously transmitted to recompute the max-min fair rates when needed (because none of them has mechanisms to detect convergence to the max-min fair rates). In this paper we propose B-Neck, a distributed max-min fair algorithm that is also quiescent. This means that, in absence of changes (i.e., session arrivals or departures), once the max min rates have been computed, B-Neck stops generating network traffic. Quiescence is a key design concept of B-Neck, because B-Neck routers are capable of detecting and notifying changes in the convergence conditions of max-min fair rates. As far as we know, B-Neck is the first distributed max-min fair algorithm that does not require a continuous injection of control traffic to compute the rates. The correctness of B-Neck is formally proved, and extensive simulations are conducted. In them, it is shown that B-Neck converges relatively fast and behaves nicely in presence of sessions arriving and departing.

PEPSI: Privacy-Enhanced Participatory Sensing Infrastructure.

Participatory Sensing combines the ubiquity of mobile phones with sensing capabilities of Wireless Sensor Networks. It targets pervasive collection of information, e.g., temperature, traffic conditions, or health-related data. As users produce measurements from their mobile devices, voluntary participation becomes essential. However, a number of privacy concerns -- due to the personal information conveyed by data reports -- hinder large-scale deployment of participatory sensing applications. Prior work on privacy protection, for participatory sensing, has often relayed on unrealistic assumptions and with no provably-secure guarantees. The goal of this project is to introduce PEPSI: a Privacy-Enhanced Participatory Sensing Infrastructure. We explore realistic architectural assumptions and a minimal set of (formal) privacy requirements, aiming at protecting privacy of both data producers and consumers. We design a solution that attains privacy guarantees with provable security at very low additional computational cost and almost no extra communication overhead.

Current Mode with RMS Voltage and Offset Control Loops for a Single-Phase Aircraft Inverter Suitable for Parallel and 3-Phase Operation Modes

Rms voltage regulation may be an attractive possibility for controlling power inverters. Combined with a Hall Effect sensor for current control, it keeps its parallel operation capability while increasing its noise immunity, which may lead to a reduction of the Total Harmonic Distortion (THD). Besides, as voltage regulation is designed in DC, a simple PI regulator can provide accurate voltage tracking. Nevertheless, this approach does not lack drawbacks. Its narrow voltage bandwidth makes transients last longer and it increases the voltage THD when feeding non-linear loads, such as rectifying stages. On the other hand, the implementation can fall into offset voltage error. Furthermore, the information of the output voltage phase is hidden for the control as well, making the synchronization of a 3-phase setup not trivial. This paper explains the concept, design and implementation of the whole control scheme, in an on board inverter able to run in parallel and within a 3-phase setup. Special attention is paid to solve the problems foreseen at implementation level: a third analog loop accounts for the offset level is added and a digital algorithm guarantees 3-phase voltage synchronization.

Scalable software architecture for on-line multi-camera video processing

In this paper we present a scalable software architecture for on-line multi-camera video processing, that guarantees a good trade off between computational power, scalability and flexibility. The software system is modular and its main blocks are the Processing Units (PUs), and the Central Unit. The Central Unit works as a supervisor of the running PUs and each PU manages the acquisition phase and the processing phase. Furthermore, an approach to easily parallelize the desired processing application has been presented. In this paper, as case study, we apply the proposed software architecture to a multi-camera system in order to efficiently manage multiple 2D object detection modules in a real-time scenario. System performance has been evaluated under different load conditions such as number of cameras and image sizes. The results show that the software architecture scales well with the number of camera and can easily works with different image formats respecting the real time constraints. Moreover, the parallelization approach can be used in order to speed up the processing tasks with a low level of overhead

Grapevine Yield and Leaf Area Estimation Using Supervised Classification Methodology on RGB Images Taken under Field Conditions

The aim of this research was to implement a methodology through the generation of a supervised classifier based on the Mahalanobis distance to characterize the grapevine canopy and assess leaf area and yield using RGB images. The method automatically processes sets of images, and calculates the areas (number of pixels) corresponding to seven different classes (Grapes, Wood, Background, and four classes of Leaf, of increasing leaf age). Each one is initialized by the user, who selects a set of representative pixels for every class in order to induce the clustering around them. The proposed methodology was evaluated with 70 grapevine (V. vinifera L. cv. Tempranillo) images, acquired in a commercial vineyard located in La Rioja (Spain), after several defoliation and de-fruiting events on 10 vines, with a conventional RGB camera and no artificial illumination. The segmentation results showed a performance of 92% for leaves and 98% for clusters, and allowed to assess the grapevine’s leaf area and yield with R2 values of 0.81 (p < 0.001) and 0.73 (p = 0.002), respectively. This methodology, which operates with a simple image acquisition setup and guarantees the right number and kind of pixel classes, has shown to be suitable and robust enough to provide valuable information for vineyard management.

Energy and power aware scheduling algorithm modeling for battery powered embedded systems

Energy management has always been recognized as a challenge in mobile systems, especially in modern OS-based mobile systems where multi-functioning are widely supported. Nowadays, it is common for a mobile system user to run multiple applications simultaneously while having a target battery lifetime in mind for a specific application. Traditional OS-level power management (PM) policies make their best effort to save energy under performance constraint, but fail to guarantee a target lifetime, leaving the painful trading off between the total performance of applications and the target lifetime to the user itself. This thesis provides a new way to deal with the problem. It is advocated that a strong energy-aware PM scheme should first guarantee a user-specified battery lifetime to a target application by restricting the average power of those less important applications, and in addition to that, maximize the total performance of applications without harming the lifetime guarantee. As a support, energy, instead of CPU or transmission bandwidth, should be globally managed as the first-class resource by the OS. As the first-stage work of a complete PM scheme, this thesis presents the energy-based fair queuing scheduling, a novel class of energy-aware scheduling algorithms which, in combination with a mechanism of battery discharge rate restricting, systematically manage energy as the first-class resource with the objective of guaranteeing a user-specified battery lifetime for a target application in OS-based mobile systems. Energy-based fair queuing is a cross-application of the traditional fair queuing in the energy management domain. It assigns a power share to each task, and manages energy by proportionally serving energy to tasks according to their assigned power shares. The proportional energy use establishes proportional share of the system power among tasks, which guarantees a minimum power for each task and thus, avoids energy starvation on any task. Energy-based fair queuing treats all tasks equally as one type and supports periodical time-sensitive tasks by allocating each of them a share of system power that is adequate to meet the highest energy demand in all periods. However, an overly conservative power share is usually required to guarantee the meeting of all time constraints. To provide more effective and flexible support for various types of time-sensitive tasks in general purpose operating systems, an extra real-time friendly mechanism is introduced to combine priority-based scheduling into the energy-based fair queuing. Since a method is available to control the maximum time one time-sensitive task can run with priority, the power control and time-constraint meeting can be flexibly traded off. A SystemC-based test-bench is designed to assess the algorithms. Simulation results show the success of the energy-based fair queuing in achieving proportional energy use, time-constraint meeting, and a proper trading off between them. La gestión de energía en los sistema móviles está considerada hoy en día como un reto fundamental, notándose, especialmente, en aquellos terminales que utilizando un sistema operativo implementan múltiples funciones. Es común en los sistemas móviles actuales ejecutar simultaneamente diferentes aplicaciones y tener, para una de ellas, un objetivo de tiempo de uso de la batería. Tradicionalmente, las políticas de gestión de consumo de potencia de los sistemas operativos hacen lo que está en sus manos para ahorrar energía y satisfacer sus requisitos de prestaciones, pero no son capaces de proporcionar un objetivo de tiempo de utilización del sistema, dejando al usuario la difícil tarea de buscar un compromiso entre prestaciones y tiempo de utilización del sistema. Esta tesis, como contribución, proporciona una nueva manera de afrontar el problema. En ella se establece que un esquema de gestión de consumo de energía debería, en primer lugar, garantizar, para una aplicación dada, un tiempo mínimo de utilización de la batería que estuviera especificado por el usuario, restringiendo la potencia media consumida por las aplicaciones que se puedan considerar menos importantes y, en segundo lugar, maximizar las prestaciones globales sin comprometer la garantía de utilización de la batería. Como soporte de lo anterior, la energía, en lugar del tiempo de CPU o el ancho de banda, debería gestionarse globalmente por el sistema operativo como recurso de primera clase. Como primera fase en el desarrollo completo de un esquema de gestión de consumo, esta tesis presenta un algoritmo de planificación de encolado equitativo (fair queueing) basado en el consumo de energía, es decir, una nueva clase de algoritmos de planificación que, en combinación con mecanismos que restrinjan la tasa de descarga de una batería, gestionen de forma sistemática la energía como recurso de primera clase, con el objetivo de garantizar, para una aplicación dada, un tiempo de uso de la batería, definido por el usuario, en sistemas móviles empotrados. El encolado equitativo de energía es una extensión al dominio de la energía del encolado equitativo tradicional. Esta clase de algoritmos asigna una reserva de potencia a cada tarea y gestiona la energía sirviéndola de manera proporcional a su reserva. Este uso proporcional de la energía garantiza que cada tarea reciba una porción de potencia y evita que haya tareas que se vean privadas de recibir energía por otras con un comportamiento más ambicioso. Esta clase de algoritmos trata a todas las tareas por igual y puede planificar tareas periódicas en tiempo real asignando a cada una de ellas una reserva de potencia que es adecuada para proporcionar la mayor de las cantidades de energía demandadas por período. Sin embargo, es posible demostrar que sólo se consigue cumplir con los requisitos impuestos por todos los plazos temporales con reservas de potencia extremadamente conservadoras. En esta tesis, para proporcionar un soporte más flexible y eficiente para diferentes tipos de tareas de tiempo real junto con el resto de tareas, se combina un mecanismo de planificación basado en prioridades con el encolado equitativo basado en energía. En esta clase de algoritmos, gracias al método introducido, que controla el tiempo que se ejecuta con prioridad una tarea de tiempo real, se puede establecer un compromiso entre el cumplimiento de los requisitos de tiempo real y el consumo de potencia. Para evaluar los algoritmos, se ha diseñado en SystemC un banco de pruebas. Los resultados muestran que el algoritmo de encolado equitativo basado en el consumo de energía consigue el balance entre el uso proporcional a la energía reservada y el cumplimiento de los requisitos de tiempo real.

StreamCloud: An Elastic Parallel-Distributed Stream Processing Engine

In recent years, applications in domains such as telecommunications, network security or large scale sensor networks showed the limits of the traditional store-then-process paradigm. In this context, Stream Processing Engines emerged as a candidate solution for all these applications demanding for high processing capacity with low processing latency guarantees. With Stream Processing Engines, data streams are not persisted but rather processed on the fly, producing results continuously. Current Stream Processing Engines, either centralized or distributed, do not scale with the input load due to single-node bottlenecks. Moreover, they are based on static configurations that lead to either under or over-provisioning. This Ph.D. thesis discusses StreamCloud, an elastic paralleldistributed stream processing engine that enables for processing of large data stream volumes. Stream- Cloud minimizes the distribution and parallelization overhead introducing novel techniques that split queries into parallel subqueries and allocate them to independent sets of nodes. Moreover, Stream- Cloud elastic and dynamic load balancing protocols enable for effective adjustment of resources depending on the incoming load. Together with the parallelization and elasticity techniques, Stream- Cloud defines a novel fault tolerance protocol that introduces minimal overhead while providing fast recovery. StreamCloud has been fully implemented and evaluated using several real word applications such as fraud detection applications or network analysis applications. The evaluation, conducted using a cluster with more than 300 cores, demonstrates the large scalability, the elasticity and fault tolerance effectiveness of StreamCloud. Resumen En los útimos años, aplicaciones en dominios tales como telecomunicaciones, seguridad de redes y redes de sensores de gran escala se han encontrado con múltiples limitaciones en el paradigma tradicional de bases de datos. En este contexto, los sistemas de procesamiento de flujos de datos han emergido como solución a estas aplicaciones que demandan una alta capacidad de procesamiento con una baja latencia. En los sistemas de procesamiento de flujos de datos, los datos no se persisten y luego se procesan, en su lugar los datos son procesados al vuelo en memoria produciendo resultados de forma continua. Los actuales sistemas de procesamiento de flujos de datos, tanto los centralizados, como los distribuidos, no escalan respecto a la carga de entrada del sistema debido a un cuello de botella producido por la concentración de flujos de datos completos en nodos individuales. Por otra parte, éstos están basados en configuraciones estáticas lo que conducen a un sobre o bajo aprovisionamiento. Esta tesis doctoral presenta StreamCloud, un sistema elástico paralelo-distribuido para el procesamiento de flujos de datos que es capaz de procesar grandes volúmenes de datos. StreamCloud minimiza el coste de distribución y paralelización por medio de una técnica novedosa la cual particiona las queries en subqueries paralelas repartiéndolas en subconjuntos de nodos independientes. Ademas, Stream- Cloud posee protocolos de elasticidad y equilibrado de carga que permiten una optimización de los recursos dependiendo de la carga del sistema. Unidos a los protocolos de paralelización y elasticidad, StreamCloud define un protocolo de tolerancia a fallos que introduce un coste mínimo mientras que proporciona una rápida recuperación. StreamCloud ha sido implementado y evaluado mediante varias aplicaciones del mundo real tales como aplicaciones de detección de fraude o aplicaciones de análisis del tráfico de red. La evaluación ha sido realizada en un cluster con más de 300 núcleos, demostrando la alta escalabilidad y la efectividad tanto de la elasticidad, como de la tolerancia a fallos de StreamCloud.

Risk sharing with Multilateral Financial Institutions in infrastructure and energy project financing : effect on capital relief for commercial banks

(Matsukawa and Habeck, 2007) analyse the main instruments for risk mitigation in infrastructure financing with Multilateral Financial Institutions (MFIs). Their review coincided with the global financial crisis of 2007-08, and is highly relevant in current times considering the sovereign debt crisis, the lack of available capital and the increases in bank regulation in Western economies. The current macroeconomic environment has seen a slowdown in the level of finance for infrastructure projects, as they pose a higher credit risk given their requirements for long term investments. The rationale for this work is to look for innovative solutions that are focused on the credit risk mitigation of infrastructure and energy projects whilst optimizing the economic capital allocation for commercial banks. This objective is achieved through risk-sharing with MFIs and looking for capital relief in project finance transactions. This research finds out the answer to the main question: "What is the impact of risk-sharing with MFIs on project finance transactions to increase their efficiency and viability?", and is developed from the perspective of a commercial bank assessing the economic capital used and analysing the relevant variables for it: Probability of Default, Loss Given Default and Recovery Rates, (Altman, 2010). An overview of project finance for the infrastructure and energy sectors in terms of the volume of transactions worldwide is outlined, along with a summary of risk-sharing financing with MFIs. A review of the current regulatory framework beneath risk-sharing in structured finance with MFIs is also analysed. From here, the impact of risk-sharing and the diversification effect in infrastructure and energy projects is assessed, from the perspective of economic capital allocation for a commercial bank. CreditMetrics (J. P. Morgan, 1997) is applied over an existing well diversified portfolio of project finance infrastructure and energy investments, working with the main risk capital measures: economic capital, RAROC, and EVA. The conclusions of this research show that economic capital allocation on a portfolio of project finance along with risk-sharing with MFIs have a huge impact on capital relief whilst increasing performance profitability for commercial banks. There is an outstanding diversification effect due to the portfolio, which is combined with risk mitigation and an improvement in recovery rates through Partial Credit Guarantees issued by MFIs. A stress test scenario analysis is applied to the current assumptions and credit risk model, considering a downgrade in the rating for the commercial bank (lender) and an increase of default in emerging countries, presenting a direct impact on economic capital, through an increase in expected loss and a decrease in performance profitability. Getting capital relief through risk-sharing makes it more viable for commercial banks to finance infrastructure and energy projects, with the beneficial effect of a direct impact of these investments on GDP growth and employment. The main contribution of this work is to promote a strategic economic capital allocation in infrastructure and energy financing through innovative risk-sharing with MFIs and economic pricing to create economic value added for banks, and to allow the financing of more infrastructure and energy projects. This work suggests several topics for further research in relation to issues analysed. (Matsukawa and Habeck, 2007) analizan los principales instrumentos de mitigación de riesgos en las Instituciones Financieras Multilaterales (IFMs) para la financiación de infraestructuras. Su presentación coincidió con el inicio de la crisis financiera en Agosto de 2007, y sus consecuencias persisten en la actualidad, destacando la deuda soberana en economías desarrolladas y los problemas capitalización de los bancos. Este entorno macroeconómico ha ralentizado la financiación de proyectos de infraestructuras. El actual trabajo de investigación tiene su motivación en la búsqueda de soluciones para la financiación de proyectos de infraestructuras y de energía, mitigando los riesgos inherentes, con el objeto de reducir el consumo de capital económico en los bancos financiadores. Este objetivo se alcanza compartiendo el riesgo de la financiación con IFMs, a través de estructuras de risk-sharing. La investigación responde la pregunta: "Cuál es el impacto de risk-sharing con IFMs, en la financiación de proyectos para aumentar su eficiencia y viabilidad?". El trabajo se desarrolla desde el enfoque de un banco comercial, estimando el consumo de capital económico en la financiación de proyectos y analizando las principales variables del riesgo de crédito, Probability of Default, Loss Given Default and Recovery Rates, (Altman, 2010). La investigación presenta las cifras globales de Project Finance en los sectores de infraestructuras y de energía, y analiza el marco regulatorio internacional en relación al consumo de capital económico en la financiación de proyectos en los que participan IFMs. A continuación, el trabajo modeliza una cartera real, bien diversificada, de Project Finance de infraestructuras y de energía, aplicando la metodología CreditMet- rics (J. P. Morgan, 1997). Su objeto es estimar el consumo de capital económico y la rentabilidad de la cartera de proyectos a través del RAROC y EVA. La modelización permite estimar el efecto diversificación y la liberación de capital económico consecuencia del risk-sharing. Los resultados muestran el enorme impacto del efecto diversificación de la cartera, así como de las garantías parciales de las IFMs que mitigan riesgos, mejoran el recovery rate de los proyectos y reducen el consumo de capital económico para el banco comercial, mientras aumentan la rentabilidad, RAROC, y crean valor económico, EVA. En escenarios económicos de inestabilidad, empeoramiento del rating de los bancos, aumentos de default en los proyectos y de correlación en las carteras, hay un impacto directo en el capital económico y en la pérdida de rentabilidad. La liberación de capital económico, como se plantea en la presente investigación, permitirá financiar más proyectos de infraestructuras y de energía, lo que repercutirá en un mayor crecimiento económico y creación de empleo. La principal contribución de este trabajo es promover la gestión activa del capital económico en la financiación de infraestructuras y de proyectos energéticos, a través de estructuras innovadoras de risk-sharing con IFMs y de creación de valor económico en los bancos comerciales, lo que mejoraría su eficiencia y capitalización. La aportación metodológica del trabajo se convierte por su originalidad en una contribución, que sugiere y facilita nuevas líneas de investigación académica en las principales variables del riesgo de crédito que afectan al capital económico en la financiación de proyectos.

Advanced Topics in Resource Analysis: Certification, Incrementality, Concurrency and Array-Sensitivity

El Análisis de Consumo de Recursos o Análisis de Coste trata de aproximar el coste de ejecutar un programa como una función dependiente de sus datos de entrada. A pesar de que existen trabajos previos a esta tesis doctoral que desarrollan potentes marcos para el análisis de coste de programas orientados a objetos, algunos aspectos avanzados, como la eficiencia, la precisión y la fiabilidad de los resultados, todavía deben ser estudiados en profundidad. Esta tesis aborda estos aspectos desde cuatro perspectivas diferentes: (1) Las estructuras de datos compartidas en la memoria del programa son una pesadilla para el análisis estático de programas. Trabajos recientes proponen una serie de condiciones de localidad para poder mantener de forma consistente información sobre los atributos de los objetos almacenados en memoria compartida, reemplazando éstos por variables locales no almacenadas en la memoria compartida. En esta tesis presentamos dos extensiones a estos trabajos: la primera es considerar, no sólo los accesos a los atributos, sino también los accesos a los elementos almacenados en arrays; la segunda se centra en los casos en los que las condiciones de localidad no se cumplen de forma incondicional, para lo cual, proponemos una técnica para encontrar las precondiciones necesarias para garantizar la consistencia de la información acerca de los datos almacenados en memoria. (2) El objetivo del análisis incremental es, dado un programa, los resultados de su análisis y una serie de cambios sobre el programa, obtener los nuevos resultados del análisis de la forma más eficiente posible, evitando reanalizar aquellos fragmentos de código que no se hayan visto afectados por los cambios. Los analizadores actuales todavía leen y analizan el programa completo de forma no incremental. Esta tesis presenta un análisis de coste incremental, que, dado un cambio en el programa, reconstruye la información sobre el coste del programa de todos los métodos afectados por el cambio de forma incremental. Para esto, proponemos (i) un algoritmo multi-dominio y de punto fijo que puede ser utilizado en todos los análisis globales necesarios para inferir el coste, y (ii) una novedosa forma de almacenar las expresiones de coste que nos permite reconstruir de forma incremental únicamente las funciones de coste de aquellos componentes afectados por el cambio. (3) Las garantías de coste obtenidas de forma automática por herramientas de análisis estático no son consideradas totalmente fiables salvo que la implementación de la herramienta o los resultados obtenidos sean verificados formalmente. Llevar a cabo el análisis de estas herramientas es una tarea titánica, ya que se trata de herramientas de gran tamaño y complejidad. En esta tesis nos centramos en el desarrollo de un marco formal para la verificación de las garantías de coste obtenidas por los analizadores en lugar de analizar las herramientas. Hemos implementado esta idea mediante la herramienta COSTA, un analizador de coste para programas Java y KeY, una herramienta de verificación de programas Java. De esta forma, COSTA genera las garantías de coste, mientras que KeY prueba la validez formal de los resultados obtenidos, generando de esta forma garantías de coste verificadas. (4) Hoy en día la concurrencia y los programas distribuidos son clave en el desarrollo de software. Los objetos concurrentes son un modelo de concurrencia asentado para el desarrollo de sistemas concurrentes. En este modelo, los objetos son las unidades de concurrencia y se comunican entre ellos mediante llamadas asíncronas a sus métodos. La distribución de las tareas sugiere que el análisis de coste debe inferir el coste de los diferentes componentes distribuidos por separado. En esta tesis proponemos un análisis de coste sensible a objetos que, utilizando los resultados obtenidos mediante un análisis de apunta-a, mantiene el coste de los diferentes componentes de forma independiente. Abstract Resource Analysis (a.k.a. Cost Analysis) tries to approximate the cost of executing programs as functions on their input data sizes and without actually having to execute the programs. While a powerful resource analysis framework on object-oriented programs existed before this thesis, advanced aspects to improve the efficiency, the accuracy and the reliability of the results of the analysis still need to be further investigated. This thesis tackles this need from the following four different perspectives. (1) Shared mutable data structures are the bane of formal reasoning and static analysis. Analyses which keep track of heap-allocated data are referred to as heap-sensitive. Recent work proposes locality conditions for soundly tracking field accesses by means of ghost non-heap allocated variables. In this thesis we present two extensions to this approach: the first extension is to consider arrays accesses (in addition to object fields), while the second extension focuses on handling cases for which the locality conditions cannot be proven unconditionally by finding aliasing preconditions under which tracking such heap locations is feasible. (2) The aim of incremental analysis is, given a program, its analysis results and a series of changes to the program, to obtain the new analysis results as efficiently as possible and, ideally, without having to (re-)analyze fragments of code that are not affected by the changes. During software development, programs are permanently modified but most analyzers still read and analyze the entire program at once in a non-incremental way. This thesis presents an incremental resource usage analysis which, after a change in the program is made, is able to reconstruct the upper-bounds of all affected methods in an incremental way. To this purpose, we propose (i) a multi-domain incremental fixed-point algorithm which can be used by all global analyses required to infer the cost, and (ii) a novel form of cost summaries that allows us to incrementally reconstruct only those components of cost functions affected by the change. (3) Resource guarantees that are automatically inferred by static analysis tools are generally not considered completely trustworthy, unless the tool implementation or the results are formally verified. Performing full-blown verification of such tools is a daunting task, since they are large and complex. In this thesis we focus on the development of a formal framework for the verification of the resource guarantees obtained by the analyzers, instead of verifying the tools. We have implemented this idea using COSTA, a state-of-the-art cost analyzer for Java programs and KeY, a state-of-the-art verification tool for Java source code. COSTA is able to derive upper-bounds of Java programs while KeY proves the validity of these bounds and provides a certificate. The main contribution of our work is to show that the proposed tools cooperation can be used for automatically producing verified resource guarantees. (4) Distribution and concurrency are today mainstream. Concurrent objects form a well established model for distributed concurrent systems. In this model, objects are the concurrency units that communicate via asynchronous method calls. Distribution suggests that analysis must infer the cost of the diverse distributed components separately. In this thesis we propose a novel object-sensitive cost analysis which, by using the results gathered by a points-to analysis, can keep the cost of the diverse distributed components separate.

El análisis de la dirección integrada de proyectos (project & construction management) en el marco europeo: propuesta de regulación en España y su inclusión en la ley de la ordenación de la edificación

El presente trabajo de Tesis Doctoral surge de la Figura de la Dirección Integrada de Proyecto en Edificación (“Project & Construction Management”) y su analisis de la situación regulatoria en la legislación española. El primer planteamiento fue pensar en la situación actual de esta figura en el contexto internacional, para analizar su repercusión en el sector de la edificación, lo cual me llevo a cabo las siguientes preguntas que he reuelto en esta investigación. ¿ Como surge el ¨Project & Construction Management”? ¿ Cuales son sus actividades, funciones y cometidos? ¿ Existe el ¨Project & Construction Management” en otros países? ¿Hay regulación del ¨Project & Construction Management” en esos paises? ¿Cómo es la regulación del ¨Project & Construction Management”? ¿Existe demanda del ¨Project & Construction Management” en España? ¿Cómo es esa demanda en España, y como se puede cuantificar? ¿Existe regulación del ¨Project & Construction Management” en España? ¿ Como debería ser la regulación del ¨Project & Construction Management” en España? Todas las preguntas anteriores las he ido respondiendo con el presente trabajo, llegando a una serie de respuestas, que están reflejadas en el desarrollo del presente trabajo y que resumo: - EL ¨Project & Construction Management” surge a principios del siglo XX en USA, desarrollándose como una disciplina con metodología propia y extendiéndose por otros países. - EL ¨Project & Construction Management” es una disciplina, basada en una metodología propia con herramientas y técnicas para organizar cualquier 14 proyecto de cualquier tipo, pero en este caso un proyecto de edificación, para lo cual he definido con todo detalle esta figura. - El origen del ¨Project & Construction Management” es anglosajón, concretamente en USA, extendiendose luego al Reino Unido, a Europa (Francia y Alemania), a Asia, a América del Sur y a Oceanía. - En todos los paises estudiados (Estados Unidos, Reino Unido, Francia y Alemania) existe una regulación sobre el ¨Project & Construction Management” que me ha servido de base comparativa para introducirla en España. - Hay muchas empresas en España (Nacionales e Internacionales) que ejercen su actividad dentro de este sector, por lo que para realizar un estudio más profundo, hice una muestra de las 30 empresas más significativas, prepare un cuestionario, dividido en 5 apartados: Organizativo, Sectorial, Cualitativo, Cuantitativo y Profesional para obtener una radiogradía de la situación real del sector, y así valorar cual es la importancia de este agente. - Estudié las posibles regulaciones del ¨Project & Construction Management” en España y no encontré ninguna. - El lugar idóneo para que se regule al ¨Project & Construction Management” es la Ley de Ordenación de la Edificación (LOE), ya que la jurisprudencia (sentencias de los tribunales de justicia españoles) le ha asimilado con los agentes de la LOE y se ha basado para absolver o condenar en la Ley de Ordenación de la Edificación. Por lo que el Objetivo fundamental de esta tesis ha sido regular la figura del ¨Project & Construction Management”, traducirla al Castellano, definirla y realizar una estructura de Agente de la Edificación, según la LOE, para poder introducirla dentro de la Legislación Española, con el objeto de mejorar la calidad de la edificación, proteger al usuario, estableciendo responsabilidades y garantías y proteger al ¨Project & Construction Management” de las responsabilidades solidarias. ABSTRACT This Doctoral Thesis figure emerges from the Integrated Building Project ("Project & Construction Management") and his analysis of the regulatory situation in the Spanish legislation. The first approach was to think of the current situation of this figure in the international context, to analyze its impact on the building sector, which I conducted the following questions that I have met in this research. - How did the “Project & Construction Management "? - What are your activities, functions and duties? - Is there a “Project & Construction Management "in other countries? - Is there regulation “Project & Construction Management "in these countries? - How is regulation of ¨ Project & Construction Management "? - Is there demand “Project & Construction Management "in Spain? - How is that demand in Spain, and as you can quantify? - Is there regulation “Project & Construction Management "in Spain? - How should regulation ¨Project & Construction Management "in Spain? All the above questions have been answered with this study, leading to a series of responses, which are reflected in the development of this study and are summarized: - The ¨ Project & Construction Management "comes early twentieth century in the USA, developed as a discipline with its own methodology and extending other countries. - The ¨ Project & Construction Management "is a discipline based on a metodology own tools and techniques to organize any project of any kind, but in this case a building project, for which I have defined in detail this figure. - The origin of ¨Project & Construction Management "is Anglo-Saxon, particularly in USA, then spreading to the UK, Europe (France and Germany), Asia, South America and Oceania. - In all countries studied (USA, UK, France and Germany) there is a regulation on ¨Project & Construction Management "has helped me to introduce comparative base in Spain. - There are many companies in Spain (National and International) who perform work within this sector, so for further study, I made a sample of the 30 most important companies, prepare a questionnaire, divided into five sections: Organizational , Sector, Qualitative, Quantitative and Professional radiography for a real situation of the sector, and thus assess which is the importance of this agent. - Study the possible regulations ¨Project & Construction Management "in Spain and found none. - The place to be regulated to ¨Project & Construction Management "is the Law of Construction Planning (LOE), as the case law (judgments of the courts Spanish) has assimilated LOE agents and has been based to absolve or condemn Law Construction Planning. So the objective of this thesis has been regular figure ¨ Project & Construction Management ", translated to spanish, define and perform an Agent structure of the Building, as the LOE, to enter into Spanish law, in order to improve the quality of the building, protecting the user, establishing responsibilities and guarantees and protect the ¨ Project & Construction Management "solidarity responsibilities.

Impact of the Economic Recession on Toll Highway Concessions in Spain

After joining the European Union in 1986, Spain experienced steady economic growth that enabled the country to grow at a greater pace than other European countries. During this period, the government of Spain opted for major investments in public infrastructure by taking advantage both of the funding provided by the European Union and of several types of public-private-partnership (PPP) approaches. Within this framework, the government of Spain between 1996 and 2004 procured a series of toll highway concessions. These concessions entered into operation a few years before the global economic recession made itself felt in Spain. The concession contracts signed between the government and some private consortia allocated most of the risks (expropriation, construction, and traffic) to the private sector. In this paper the impact that the economic recession has had on the business performance of the concessionaires is assessed, and the effectiveness of the measures adopted by the government to help the concessionaire to avoid bankruptcy is analyzed. It was found that some of the guarantees offered by the legal framework to the concessionaires in case of bankruptcy are prompting an outcome that could negatively affect the users. In addition to that, some suggestions as to how to better allocate risk in toll highway concessions in the future are provided.

CumuloNimbo: A highly-scalable transaction processing platform as a service.

One of the main challenges facing next generation Cloud platform services is the need to simultaneously achieve ease of programming, consistency, and high scalability. Big Data applications have so far focused on batch processing. The next step for Big Data is to move to the online world. This shift will raise the requirements for transactional guarantees. CumuloNimbo is a new EC-funded project led by Universidad Politécnica de Madrid (UPM) that addresses these issues via a highly scalable multi-tier transactional platform as a service (PaaS) that bridges the gap between OLTP and Big Data applications.

A dual-band priority assignment algorithm for dynamic QoS resource management

Future high-quality consumer electronics will contain a number of applications running in a highly dynamic environment, and their execution will need to be efficiently arbitrated by the underlying platform software. The multimedia applications that currently execute in such similar contexts face frequent run-time variations in their resource demands, originated by the greedy nature of the multimedia processing itself. Changes in resource demands are triggered by numerous reasons (e.g. a switch in the input media compression format). Such situations require real-time adaptation mechanisms to adjust the system operation to the new requirements, and this must be done seamlessly to satisfy the user experience. One solution for efficiently managing application execution is to apply quality of service resource management techniques, based on assigning and enforcing resource contracts to applications. Most resource management solutions provide temporal isolation by enforcing resource assignments and avoiding any resource overruns. However, this has a clear limitation over the cost-effective resource usage. This paper presents a simple priority assignment scheme based on uniform priority bands to allow that greedy multimedia tasks incur in safe overruns that increase resource usage and do not threaten the timely execution of non-overrunning tasks. Experimental results show that the proposed priority assignment scheme in combination with a resource accounting mechanism preserves timely multimedia execution and delivery, achieves a higher cost-effective processor usage, and guarantees the execution isolation of non-overrunning tasks.