A multi-scaled approach for simulating chemical reaction systems

In this paper we give an overview of some very recent work, as well as presenting a new approach, on the stochastic simulation of multi-scaled systems involving chemical reactions. In many biological systems (such as genetic regulation and cellular dynamics) there is a mix between small numbers of key regulatory proteins, and medium and large numbers of molecules. In addition, it is important to be able to follow the trajectories of individual molecules by taking proper account of the randomness inherent in such a system. We describe different types of simulation techniques (including the stochastic simulation algorithm, Poisson Runge-Kutta methods and the balanced Euler method) for treating simulations in the three different reaction regimes: slow, medium and fast. We then review some recent techniques on the treatment of coupled slow and fast reactions for stochastic chemical kinetics and present a new approach which couples the three regimes mentioned above. We then apply this approach to a biologically inspired problem involving the expression and activity of LacZ and LacY proteins in E coli, and conclude with a discussion on the significance of this work. (C) 2004 Elsevier Ltd. All rights reserved.

High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic differential equation and here numerical methods are much less sophisticated. In this paper a very general class of stochastic Runge-Kutta methods is presented and much more efficient classes of explicit methods than previous extant methods are constructed. In particular, a method of strong order 2 with a deterministic component based on the classical Runge-Kutta method is constructed and some numerical results are presented to demonstrate the efficacy of this approach.

The state-of-the-art in personalized recommender systems for social networking

With the explosion of Web 2.0 application such as blogs, social and professional networks, and various other types of social media, the rich online information and various new sources of knowledge flood users and hence pose a great challenge in terms of information overload. It is critical to use intelligent agent software systems to assist users in finding the right information from an abundance of Web data. Recommender systems can help users deal with information overload problem efficiently by suggesting items (e.g., information and products) that match users’ personal interests. The recommender technology has been successfully employed in many applications such as recommending films, music, books, etc. The purpose of this report is to give an overview of existing technologies for building personalized recommender systems in social networking environment, to propose a research direction for addressing user profiling and cold start problems by exploiting user-generated content newly available in Web 2.0.

Personalized recommender systems integrating tags and item taxonomy

The social tags in Web 2.0 are becoming another important information source to profile users' interests and preferences to make personalized recommendations. To solve the problem of low information sharing caused by the free-style vocabulary of tags and the long tails of the distribution of tags and items, this paper proposes an approach to integrate the social tags given by users and the item taxonomy with standard vocabulary and hierarchical structure provided by experts to make personalized recommendations. The experimental results show that the proposed approach can effectively improve the information sharing and recommendation accuracy.

High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.

Analysis of productive performance of crop production systems: an integrated analytical framework

Recent literature has argued that environmental efficiency (EE), which is built on the materials balance (MB) principle, is more suitable than other EE measures in situations where the law of mass conversation regulates production processes. In addition, the MB-based EE method is particularly useful in analysing possible trade-offs between cost and environmental performance. Identifying determinants of MB-based EE can provide useful information to decision makers but there are very few empirical investigations into this issue. This article proposes the use of data envelopment analysis and stochastic frontier analysis techniques to analyse variation in MB-based EE. Specifically, the article develops a stochastic nutrient frontier and nutrient inefficiency model to analyse determinants of MB-based EE. The empirical study applies both techniques to investigate MB-based EE of 96 rice farms in South Korea. The size of land, fertiliser consumption intensity, cost allocative efficiency, and the share of owned land out of total land are found to be correlated with MB-based EE. The results confirm the presence of a trade-off between MB-based EE and cost allocative efficiency and this finding, favouring policy interventions to help farms simultaneously achieve cost efficiency and MP-based EE.

An Android application sandbox system for suspicious software detection

Smartphones are steadily gaining popularity, creating new application areas as their capabilities increase in terms of computational power, sensors and communication. Emerging new features of mobile devices give opportunity to new threats. Android is one of the newer operating systems targeting smartphones. While being based on a Linux kernel, Android has unique properties and specific limitations due to its mobile nature. This makes it harder to detect and react upon malware attacks if using conventional techniques. In this paper, we propose an Android Application Sandbox (AASandbox) which is able to perform both static and dynamic analysis on Android programs to automatically detect suspicious applications. Static analysis scans the software for malicious patterns without installing it. Dynamic analysis executes the application in a fully isolated environment, i.e. sandbox, which intervenes and logs low-level interactions with the system for further analysis. Both the sandbox and the detection algorithms can be deployed in the cloud, providing a fast and distributed detection of suspicious software in a mobile software store akin to Google's Android Market. Additionally, AASandbox might be used to improve the efficiency of classical anti-virus applications available for the Android operating system.

Collaborative intrusion detection framework : characteristics, adversarial opportunities and countermeasures

Complex Internet attacks may come from multiple sources, and target multiple networks and technologies. Nevertheless, Collaborative Intrusion Detection Systems (CIDS) emerges as a promising solution by using information from multiple sources to gain a better understanding of objective and impact of complex Internet attacks. CIDS also help to cope with classical problems of Intrusion Detection Systems (IDS) such as zero-day attacks, high false alarm rates and architectural challenges, e. g., centralized designs exposing the Single-Point-of-Failure. Improved complexity on the other hand gives raise to new exploitation opportunities for adversaries. The contribution of this paper is twofold. We first investigate related research on CIDS to identify the common building blocks and to understand vulnerabilities of the Collaborative Intrusion Detection Framework (CIDF). Second, we focus on the problem of anonymity preservation in a decentralized intrusion detection related message exchange scheme. We use techniques from design theory to provide multi-path peer-to-peer communication scheme where the adversary can not perform better than guessing randomly the originator of an alert message.

Framework for evaluating collaborative intrusion detection systems

Securing IT infrastructures of our modern lives is a challenging task because of their increasing complexity, scale and agile nature. Monolithic approaches such as using stand-alone firewalls and IDS devices for protecting the perimeter cannot cope with complex malwares and multistep attacks. Collaborative security emerges as a promising approach. But, research results in collaborative security are not mature, yet, and they require continuous evaluation and testing. In this work, we present CIDE, a Collaborative Intrusion Detection Extension for the network security simulation platform ( NeSSi 2 ). Built-in functionalities include dynamic group formation based on node preferences, group-internal communication, group management and an approach for handling the infection process for malware-based attacks. The CIDE simulation environment provides functionalities for easy implementation of collaborating nodes in large-scale setups. We evaluate the group communication mechanism on the one hand and provide a case study and evaluate our collaborative security evaluation platform in a signature exchange scenario on the other.

Transmission system expansion planning considering combined operation of wind farms and energy storage systems

An energy storage system (ESS) can provide ancillary services such as frequency regulation and reserves, as well as smooth the fluctuations of wind power outputs, and hence improve the security and economics of the power system concerned. The combined operation of a wind farm and an ESS has become a widely accepted operating mode. Hence, it appears necessary to consider this operating mode in transmission system expansion planning, and this is an issue to be systematically addressed in this work. Firstly, the relationship between the cost of the NaS based ESS and its discharging cycle life is analyzed. A strategy for the combined operation of a wind farm and an ESS is next presented, so as to have a good compromise between the operating cost of the ESS and the smoothing effect of the fluctuation of wind power outputs. Then, a transmission system expansion planning model is developed with the sum of the transmission investment costs, the investment and operating costs of ESSs and the punishment cost of lost wind energy as the objective function to be minimized. An improved particle swarm optimization algorithm is employed to solve the developed planning model. Finally, the essential features of the developed model and adopted algorithm are demonstrated by 18-bus and 46-bus test systems.

Crowdsourcing information systems : definition, typology and design

Crowdsourcing has become a popular approach for capitalizing on the potential of large and open crowds of people external to the organization. While crowdsourcing as a phenomenon is studied in a variety of fields, research mostly focuses on isolated aspects and little is known about the integrated design of crowdsourcing efforts. We introduce a socio-technical systems perspective on crowdsourcing, which provides a deeper understanding of the components and relationships in crowdsourcing systems. By considering the function of crowdsourcing systems within their organizational context, we develop a typology of four distinct system archetypes. We analyze the characteristics of each type and derive a number of design requirements for the respective system components. The paper lays a foundation for IS-based crowdsourcing research, channels related academic work, and helps guiding the study and design of crowdsourcing information systems.

A simulation framework for smart meter security evaluation

The evolution of classic power grids to smart grids creates chances for most participants in the energy sector. Customers can save money by reducing energy consumption, energy providers can better predict energy demand and environment benefits since lower energy consumption implies lower energy production including a decrease of emissions from plants. But information and communication systems supporting smart grids can also be subject to classical or new network attacks. Attacks can result in serious damage such as harming privacy of customers, creating economical loss and even disturb the power supply/demand balance of large regions and countries. In this paper, we give an overview about the German smart measuring architecture, protocols and security. Afterwards, we present a simulation framework which enables researchers to analyze security aspects of smart measuring scenarios.

Decentralized detector generation in cooperative intrusion detection system

We consider Cooperative Intrusion Detection System (CIDS) which is a distributed AIS-based (Artificial Immune System) IDS where nodes collaborate over a peer-to-peer overlay network. The AIS uses the negative selection algorithm for the selection of detectors (e.g., vectors of features such as CPU utilization, memory usage and network activity). For better detection performance, selection of all possible detectors for a node is desirable but it may not be feasible due to storage and computational overheads. Limiting the number of detectors on the other hand comes with the danger of missing attacks. We present a scheme for the controlled and decentralized division of detector sets where each IDS is assigned to a region of the feature space. We investigate the trade-off between scalability and robustness of detector sets. We address the problem of self-organization in CIDS so that each node generates a distinct set of the detectors to maximize the coverage of the feature space while pairs of nodes exchange their detector sets to provide a controlled level of redundancy. Our contribution is twofold. First, we use Symmetric Balanced Incomplete Block Design, Generalized Quadrangles and Ramanujan Expander Graph based deterministic techniques from combinatorial design theory and graph theory to decide how many and which detectors are exchanged between which pair of IDS nodes. Second, we use a classical epidemic model (SIR model) to show how properties from deterministic techniques can help us to reduce the attack spread rate.

Influence of damping systems on building structures subject to seismic effects

This paper investigates the response of multi-storey structures under simulated earthquake loads with friction dampers, viscoelastic dampers and combined friction-viscoelastic damping devices strategically located within shear walls. Consequently, evaluations are made as to how the damping systems affect the seismic response of these structures with respect to deflections and accelerations. In particular, this paper concentrates on the effects of damper types, configurations and their locations within the cut-outs of shear walls. The initial stiffness of the cut out section of the shear wall is removed and replaced by the stiffness and damping of the device. Influence of parameters of damper properties such as stiffness, damping coefficient, location, configuration and size are studied and evaluated using results obtained under several different earthquake scenarios. Structural models with cut outs at different heights are treated in order to establish the effectiveness of the dampers and their optimal placement. This conceptual study has demonstrated the feasibility of mitigating the seismic response of building structures by using embedded dampers.