Design and analysis of key management schemes for distributed wireless sensor networks

Secure communications in distributed Wireless Sensor Networks (WSN) operating under adversarial conditions necessitate efficient key management schemes. In the absence of a priori knowledge of post-deployment network configuration and due to limited resources at sensor nodes, key management schemes cannot be based on post-deployment computations. Instead, a list of keys, called a key-chain, is distributed to each sensor node before the deployment. For secure communication, either two nodes should have a key in common in their key-chains, or they should establish a key through a secure-path on which every link is secured with a key. We first provide a comparative survey of well known key management solutions for WSN. Probabilistic, deterministic and hybrid key management solutions are presented, and they are compared based on their security properties and re-source usage. We provide a taxonomy of solutions, and identify trade-offs in them to conclude that there is no one size-fits-all solution. Second, we design and analyze deterministic and hybrid techniques to distribute pair-wise keys to sensor nodes before the deployment. We present novel deterministic and hybrid approaches based on combinatorial design theory and graph theory for deciding how many and which keys to assign to each key-chain before the sensor network deployment. Performance and security of the proposed schemes are studied both analytically and computationally. Third, we address the key establishment problem in WSN which requires key agreement algorithms without authentication are executed over a secure-path. The length of the secure-path impacts the power consumption and the initialization delay for a WSN before it becomes operational. We formulate the key establishment problem as a constrained bi-objective optimization problem, break it into two sub-problems, and show that they are both NP-Hard and MAX-SNP-Hard. Having established inapproximability results, we focus on addressing the authentication problem that prevents key agreement algorithms to be used directly over a wireless link. We present a fully distributed algorithm where each pair of nodes can establish a key with authentication by using their neighbors as the witnesses.

Complexity of increasing the secure connectivity in wireless ad hoc networks

We consider the problem of maximizing the secure connectivity in wireless ad hoc networks, and analyze complexity of the post-deployment key establishment process constrained by physical layer properties such as connectivity, energy consumption and interference. Two approaches, based on graph augmentation problems with nonlinear edge costs, are formulated. The first one is based on establishing a secret key using only the links that are already secured by shared keys. This problem is in NP-hard and does not accept polynomial time approximation scheme PTAS since minimum cutsets to be augmented do not admit constant costs. The second one extends the first problem by increasing the power level between a pair of nodes that has a secret key to enable them physically connect. This problem can be formulated as the optimal key establishment problem with interference constraints with bi-objectives: (i) maximizing the concurrent key establishment flow, (ii) minimizing the cost. We prove that both problems are NP-hard and MAX-SNP with a reduction to MAX3SAT problem.

Mathematical modelling of controlled drug release from polymer micro-spheres : incorporating the effects of swelling, diffusion and dissolution via moving boundary problems

Controlled drug delivery is a key topic in modern pharmacotherapy, where controlled drug delivery devices are required to prolong the period of release, maintain a constant release rate, or release the drug with a predetermined release profile. In the pharmaceutical industry, the development process of a controlled drug delivery device may be facilitated enormously by the mathematical modelling of drug release mechanisms, directly decreasing the number of necessary experiments. Such mathematical modelling is difficult because several mechanisms are involved during the drug release process. The main drug release mechanisms of a controlled release device are based on the device’s physiochemical properties, and include diffusion, swelling and erosion. In this thesis, four controlled drug delivery models are investigated. These four models selectively involve the solvent penetration into the polymeric device, the swelling of the polymer, the polymer erosion and the drug diffusion out of the device but all share two common key features. The first is that the solvent penetration into the polymer causes the transition of the polymer from a glassy state into a rubbery state. The interface between the two states of the polymer is modelled as a moving boundary and the speed of this interface is governed by a kinetic law. The second feature is that drug diffusion only happens in the rubbery region of the polymer, with a nonlinear diffusion coefficient which is dependent on the concentration of solvent. These models are analysed by using both formal asymptotics and numerical computation, where front-fixing methods and the method of lines with finite difference approximations are used to solve these models numerically. This numerical scheme is conservative, accurate and easily implemented to the moving boundary problems and is thoroughly explained in Section 3.2. From the small time asymptotic analysis in Sections 5.3.1, 6.3.1 and 7.2.1, these models exhibit the non-Fickian behaviour referred to as Case II diffusion, and an initial constant rate of drug release which is appealing to the pharmaceutical industry because this indicates zeroorder release. The numerical results of the models qualitatively confirms the experimental behaviour identified in the literature. The knowledge obtained from investigating these models can help to develop more complex multi-layered drug delivery devices in order to achieve sophisticated drug release profiles. A multi-layer matrix tablet, which consists of a number of polymer layers designed to provide sustainable and constant drug release or bimodal drug release, is also discussed in this research. The moving boundary problem describing the solvent penetration into the polymer also arises in melting and freezing problems which have been modelled as the classical onephase Stefan problem. The classical one-phase Stefan problem has unrealistic singularities existed in the problem at the complete melting time. Hence we investigate the effect of including the kinetic undercooling to the melting problem and this problem is called the one-phase Stefan problem with kinetic undercooling. Interestingly we discover the unrealistic singularities existed in the classical one-phase Stefan problem at the complete melting time are regularised and also find out the small time behaviour of the one-phase Stefan problem with kinetic undercooling is different to the classical one-phase Stefan problem from the small time asymptotic analysis in Section 3.3. In the case of melting very small particles, it is known that surface tension effects are important. The effect of including the surface tension to the melting problem for nanoparticles (no kinetic undercooling) has been investigated in the past, however the one-phase Stefan problem with surface tension exhibits finite-time blow-up. Therefore we investigate the effect of including both the surface tension and kinetic undercooling to the melting problem for nanoparticles and find out the the solution continues to exist until complete melting. The investigation of including kinetic undercooling and surface tension to the melting problems reveals more insight into the regularisations of unphysical singularities in the classical one-phase Stefan problem. This investigation gives a better understanding of melting a particle, and contributes to the current body of knowledge related to melting and freezing due to heat conduction.

Bricolage as a path to innovativeness for resource constrained new firms

Evidence suggests that both nascent and young firms (henceforth: “new firms”)—despite typically being small and resource-constrained—are sometimes able to innovate effectively. Such firms are seldom able to invest in lengthy and expensive development processes, which suggests that they may frequently rely instead on other pathways to generate innovativeness within the firm. In this paper, we develop and test arguments that “bricolage,” defined as making do by applying combinations of the resources at hand to new problems and opportunities, provides an important pathway to achieve innovation for new resource-constrained firms. Through bricolage, resource-constrained firms engage in the processes of “recombination” that are core to creating innovative outcomes. Based on a large longitudinal dataset, our results suggest that variations in the degree to which firms engage in bricolage behaviors can provide a broadly applicable explanation of innovativeness under resource constraints by new firms. We find no general support for our competing hypothesis that the positive effects may level off or even turn negative at high levels of bricolage..

Model-predictive control and closed-loop stability considerations for nonlinear plants described by local ARX-type models

In this paper, a model-predictive control (MPC) method is detailed for the control of nonlinear systems with stability considerations. It will be assumed that the plant is described by a local input/output ARX-type model, with the control potentially included in the premise variables, which enables the control of systems that are nonlinear in both the state and control input. Additionally, for the case of set point regulation, a suboptimal controller is derived which has the dual purpose of ensuring stability and enabling finite-iteration termination of the iterative procedure used to solve the nonlinear optimization problem that is used to determine the control signal.

An efficient hybrid evolutionary optimization algorithm for daily volt/var control at distribution system including DGs

This paper presents a new hybrid evolutionary algorithm based on Particle Swarm Optimization (PSO) and Ant Colony Optimization (ACO) for daily Volt/Var control in distribution system including Distributed Generators (DGs). Due to the small X/R ratio and radial configuration of distribution systems, DGs have much impact on this problem. Since DGs are independent power producers or private ownership, a price based methodology is proposed as a proper signal to encourage owners of DGs in active power generation. Generally, the daily Volt/Var control is a nonlinear optimization problem. Therefore, an efficient hybrid evolutionary method based on Particle Swarm Optimization and Ant Colony Optimization (ACO), called HPSO, is proposed to determine the active power values of DGs, reactive power values of capacitors and tap positions of transformers for the next day. The feasibility of the proposed algorithm is demonstrated and compared with methods based on the original PSO, ACO and GA algorithms on IEEE 34-bus distribution feeder.

A novel algorithm based on honey bee mating optimization for distribution harmonic state estimation including distributed generators

This paper presents a new algorithm based on honey-bee mating optimization (HBMO) to estimate harmonic state variables in distribution networks including distributed generators (DGs). The proposed algorithm performs estimation for both amplitude and phase of each harmonics by minimizing the error between the measured values from phasor measurement units (PMUs) and the values computed from the estimated parameters during the estimation process. Simulation results on two distribution test system are presented to demonstrate that the speed and accuracy of proposed distribution harmonic state estimation (DHSE) algorithm is extremely effective and efficient in comparison with the conventional algorithms such as weight least square (WLS), genetic algorithm (GA) and tabu search (TS).

Jacobian-free Newton-Krylov methods with GPU acceleration for computing nonlinear ship wave patterns

The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface of the fluid. By reformulating the governing equations with a standard boundary-integral method, we derive a system of nonlinear algebraic equations that enforce a singular integro-differential equation at each midpoint on a two-dimensional mesh. Our contribution is to solve the system of equations with a Jacobian-free Newton-Krylov method together with a banded preconditioner that is carefully constructed with entries taken from the Jacobian of the linearised problem. Further, we are able to utilise graphics processing unit acceleration to significantly increase the grid refinement and decrease the run-time of our solutions in comparison to schemes that are presently employed in the literature. Our approach provides opportunities to explore the nonlinear features of three-dimensional ship wave patterns, such as the shape of steep waves close to their limiting configuration, in a manner that has been possible in the two-dimensional analogue for some time.

Hybrid genetic algorithm for elimination of severe stress concentration in railhead ends

This paper presents a computational method for eliminating severe stress concentration at the unsupported railhead ends in rail joints through innovative shape optimization of the contact zone, which is complex due to near field nonlinear contact. With a view to minimizing the computational efforts, hybrid genetic algorithm method coupled with parametric finite element has been developed and compared with the traditional genetic algorithm (GA). The shape of railhead top surface where the wheel contacts nonlinearly was optimized using the hybridized GA method. Comparative study of the optimal result and the search efficiency between the traditional and hybrid GA methods has shown that the hybridized GA provides the optimal shape in fewer computational cycles without losing accuracy. The method will be beneficial to solving complex engineering problems involving contact nonlinearity.

Output feedback optimal control with contraints

In Chapters 1 through 9 of the book (with the exception of a brief discussion on observers and integral action in Section 5.5 of Chapter 5) we considered constrained optimal control problems for systems without uncertainty, that is, with no unmodelled dynamics or disturbances, and where the full state was available for measurement. More realistically, however, it is necessary to consider control problems for systems with uncertainty. This chapter addresses some of the issues that arise in this situation. As in Chapter 9, we adopt a stochastic description of uncertainty, which associates probability distributions to the uncertain elements, that is, disturbances and initial conditions. (See Section 12.6 for references to alternative approaches to model uncertainty.) When incomplete state information exists, a popular observer-based control strategy in the presence of stochastic disturbances is to use the certainty equivalence [CE] principle, introduced in Section 5.5 of Chapter 5 for deterministic systems. In the stochastic framework, CE consists of estimating the state and then using these estimates as if they were the true state in the control law that results if the problem were formulated as a deterministic problem (that is, without uncertainty). This strategy is motivated by the unconstrained problem with a quadratic objective function, for which CE is indeed the optimal solution (˚Astr¨om 1970, Bertsekas 1976). One of the aims of this chapter is to explore the issues that arise from the use of CE in RHC in the presence of constraints. We then turn to the obvious question about the optimality of the CE principle. We show that CE is, indeed, not optimal in general. We also analyse the possibility of obtaining truly optimal solutions for single input linear systems with input constraints and uncertainty related to output feedback and stochastic disturbances.We first find the optimal solution for the case of horizon N = 1, and then we indicate the complications that arise in the case of horizon N = 2. Our conclusion is that, for the case of linear constrained systems, the extra effort involved in the optimal feedback policy is probably not justified in practice. Indeed, we show by example that CE can give near optimal performance. We thus advocate this approach in real applications.

Constrained predictive control of ship fin stabilizers to prevent dynamic stall

In moderate to high sea states, the effectiveness of ship fin stabilizers can severely deteriorate due to nonlinear effects arising from unsteady hydrodynamic characteristics of the fins: dynamic stall. These nonlinear effects take the form of a hysteresis, and they become very significant when the effective angle of attack of the fins exceeds a certain threshold angle. Dynamic stall can result in a complete loss of control action depending on how much the fins exceed the threshold angle. When this is detected, it is common to reduce the gain of the controller that commands the fins. This approach is cautious and tends to reduce performance when the conditions leading to dynamic stall disappear. An alternative approach for preventing the effects while keeping high performance, consists of estimating the effective angle of attack and set a conservative constraint on it as part of the control objectives. In this paper, we investigate the latter approach, and propose the use of a model predictive control (MPC) to prevent the development of these nonlinear effects by considering constraints on both the mechanical angle of the fins and the effective angle of attack.

Combined analysis of categorical and numerical descriptors of Australian groundnut accessions using nonlinear principal component analysis

For users of germplasm collections, the purpose of measuring characterization and evaluation descriptors, and subsequently using statistical methodology to summarize the data, is not only to interpret the relationships between the descriptors, but also to characterize the differences and similarities between accessions in relation to their phenotypic variability for each of the measured descriptors. The set of descriptors for the accessions of most germplasm collections consists of both numerical and categorical descriptors. This poses problems for a combined analysis of all descriptors because few statistical techniques deal with mixtures of measurement types. In this article, nonlinear principal component analysis was used to analyze the descriptors of the accessions in the Australian groundnut collection. It was demonstrated that the nonlinear variant of ordinary principal component analysis is an appropriate analytical tool because subspecies and botanical varieties could be identified on the basis of the analysis and characterized in terms of all descriptors. Moreover, outlying accessions could be easily spotted and their characteristics established. The statistical results and their interpretations provide users with a more efficient way to identify accessions of potential relevance for their plant improvement programs and encourage and improve the usefulness and utilization of germplasm collections.

Amplitude equations and asymptotic expansions for multi-scale problems

In this paper we introduce a new technique to obtain the slow-motion dynamics in nonequilibrium and singularly perturbed problems characterized by multiple scales. Our method is based on a straightforward asymptotic reduction of the order of the governing differential equation and leads to amplitude equations that describe the slowly-varying envelope variation of a uniformly valid asymptotic expansion. This may constitute a simpler and in certain cases a more general approach toward the derivation of asymptotic expansions, compared to other mainstream methods such as the method of Multiple Scales or Matched Asymptotic expansions because of its relation with the Renormalization Group. We illustrate our method with a number of singularly perturbed problems for ordinary and partial differential equations and recover certain results from the literature as special cases. © 2010 - IOS Press and the authors. All rights reserved.

Thrust allocation with linear constrained quadratic cost function

In this paper, a method of thrust allocation based on a linearly constrained quadratic cost function capable of handling rotating azimuths is presented. The problem formulation accounts for magnitude and rate constraints on both thruster forces and azimuth angles. The advantage of this formulation is that the solution can be found with a finite number of iterations for each time step. Experiments with a model ship are used to validate the thrust allocation system.

A model predictive approach for community battery energy storage system optimization

This paper presents an efficient algorithm for optimizing the operation of battery storage in a low voltage distribution network with a high penetration of PV generation. A predictive control solution is presented that uses wavelet neural networks to predict the load and PV generation at hourly intervals for twelve hours into the future. The load and generation forecast, and the previous twelve hours of load and generation history, is used to assemble load profile. A diurnal charging profile can be compactly represented by a vector of Fourier coefficients allowing a direct search optimization algorithm to be applied. The optimal profile is updated hourly allowing the state of charge profile to respond to changing forecasts in load.