Design Optimization and Security For Communication Networks

In this work we introduce a new mathematical tool for optimization of routes, topology design, and energy efficiency in wireless sensor networks. We introduce a vector field formulation that models communication in the network, and routing is performed in the direction of this vector field at every location of the network. The magnitude of the vector field at every location represents the density of amount of data that is being transited through that location. We define the total communication cost in the network as the integral of a quadratic form of the vector field over the network area. With the above formulation, we introduce a mathematical machinery based on partial differential equations very similar to the Maxwell's equations in electrostatic theory. We show that in order to minimize the cost, the routes should be found based on the solution of these partial differential equations. In our formulation, the sensors are sources of information, and they are similar to the positive charges in electrostatics, the destinations are sinks of information and they are similar to negative charges, and the network is similar to a non-homogeneous dielectric media with variable dielectric constant (or permittivity coefficient). In one of the applications of our mathematical model based on the vector fields, we offer a scheme for energy efficient routing. Our routing scheme is based on changing the permittivity coefficient to a higher value in the places of the network where nodes have high residual energy, and setting it to a low value in the places of the network where the nodes do not have much energy left. Our simulations show that our method gives a significant increase in the network life compared to the shortest path and weighted shortest path schemes. Our initial focus is on the case where there is only one destination in the network, and later we extend our approach to the case where there are multiple destinations in the network. In the case of having multiple destinations, we need to partition the network into several areas known as regions of attraction of the destinations. Each destination is responsible for collecting all messages being generated in its region of attraction. The complexity of the optimization problem in this case is how to define regions of attraction for the destinations and how much communication load to assign to each destination to optimize the performance of the network. We use our vector field model to solve the optimization problem for this case. We define a vector field, which is conservative, and hence it can be written as the gradient of a scalar field (also known as a potential field). Then we show that in the optimal assignment of the communication load of the network to the destinations, the value of that potential field should be equal at the locations of all the destinations. Another application of our vector field model is to find the optimal locations of the destinations in the network. We show that the vector field gives the gradient of the cost function with respect to the locations of the destinations. Based on this fact, we suggest an algorithm to be applied during the design phase of a network to relocate the destinations for reducing the communication cost function. The performance of our proposed schemes is confirmed by several examples and simulation experiments. In another part of this work we focus on the notions of responsiveness and conformance of TCP traffic in communication networks. We introduce the notion of responsiveness for TCP aggregates and define it as the degree to which a TCP aggregate reduces its sending rate to the network as a response to packet drops. We define metrics that describe the responsiveness of TCP aggregates, and suggest two methods for determining the values of these quantities. The first method is based on a test in which we drop a few packets from the aggregate intentionally and measure the resulting rate decrease of that aggregate. This kind of test is not robust to multiple simultaneous tests performed at different routers. We make the test robust to multiple simultaneous tests by using ideas from the CDMA approach to multiple access channels in communication theory. Based on this approach, we introduce tests of responsiveness for aggregates, and call it CDMA based Aggregate Perturbation Method (CAPM). We use CAPM to perform congestion control. A distinguishing feature of our congestion control scheme is that it maintains a degree of fairness among different aggregates. In the next step we modify CAPM to offer methods for estimating the proportion of an aggregate of TCP traffic that does not conform to protocol specifications, and hence may belong to a DDoS attack. Our methods work by intentionally perturbing the aggregate by dropping a very small number of packets from it and observing the response of the aggregate. We offer two methods for conformance testing. In the first method, we apply the perturbation tests to SYN packets being sent at the start of the TCP 3-way handshake, and we use the fact that the rate of ACK packets being exchanged in the handshake should follow the rate of perturbations. In the second method, we apply the perturbation tests to the TCP data packets and use the fact that the rate of retransmitted data packets should follow the rate of perturbations. In both methods, we use signature based perturbations, which means packet drops are performed with a rate given by a function of time. We use analogy of our problem with multiple access communication to find signatures. Specifically, we assign orthogonal CDMA based signatures to different routers in a distributed implementation of our methods. As a result of orthogonality, the performance does not degrade because of cross interference made by simultaneously testing routers. We have shown efficacy of our methods through mathematical analysis and extensive simulation experiments.

Characterization of the unfolding of a weak focus and modulus of analytic classification

La thèse présente une description géométrique d’un germe de famille générique déployant un champ de vecteurs réel analytique avec un foyer faible à l’origine et son complexifié : le feuilletage holomorphe singulier associé. On montre que deux germes de telles familles sont orbitalement analytiquement équivalents si et seulement si les germes de familles de difféomorphismes déployant la complexification de leurs fonctions de retour de Poincaré sont conjuguées par une conjugaison analytique réelle. Le “caractère réel” de la famille correspond à sa Z2-équivariance dans R^4, et cela s’exprime comme l’invariance du plan réel sous le flot du système laquelle, à son tour, entraîne que l’expansion asymptotique de la fonction de Poincaré est réelle quand le paramètre est réel. Le pullback du plan réel après éclatement par la projection monoidal standard intersecte le feuilletage en une bande de Möbius réelle. La technique d’éclatement des singularités permet aussi de donner une réponse à la question de la “réalisation” d’un germe de famille déployant un germe de difféomorphisme avec un point fixe de multiplicateur égal à −1 et de codimension un comme application de semi-monodromie d’une famille générique déployant un foyer faible d’ordre un. Afin d’étudier l’espace des orbites de l’application de Poincaré, nous utilisons le point de vue de Glutsyuk, puisque la dynamique est linéarisable auprès des points singuliers : pour les valeurs réels du paramètre, notre démarche, classique, utilise une méthode géométrique, soit un changement de coordonée (coordonée “déroulante”) dans lequel la dynamique devient beaucoup plus simple. Mais le prix à payer est que la géométrie locale du plan complexe ambiante devient une surface de Riemann, sur laquelle deux notions de translation sont définies. Après avoir pris le quotient par le relèvement de la dynamique nous obtenons l’espace des orbites, ce qui s’avère être l’union de trois tores complexes plus les points singuliers (l’espace résultant est non-Hausdorff). Les translations, le caractère réel de l’application de Poincaré et le fait que cette application est un carré relient les différentes composantes du “module de Glutsyuk”. Cette propriété implique donc le fait qu’une seule composante de l’invariant Glutsyuk est indépendante.

Analyse de groupe d’un modèle de la plasticité idéale planaire et sur les solutions en termes d’invariants de Riemann pour les systèmes quasilinéaires du premier ordre

Les objets d’étude de cette thèse sont les systèmes d’équations quasilinéaires du premier ordre. Dans une première partie, on fait une analyse du point de vue du groupe de Lie classique des symétries ponctuelles d’un modèle de la plasticité idéale. Les écoulements planaires dans les cas stationnaire et non-stationnaire sont étudiés. Deux nouveaux champs de vecteurs ont été obtenus, complétant ainsi l’algèbre de Lie du cas stationnaire dont les sous-algèbres sont classifiées en classes de conjugaison sous l’action du groupe. Dans le cas non-stationnaire, une classification des algèbres de Lie admissibles selon la force choisie est effectuée. Pour chaque type de force, les champs de vecteurs sont présentés. L’algèbre ayant la dimension la plus élevée possible a été obtenues en considérant les forces monogéniques et elle a été classifiée en classes de conjugaison. La méthode de réduction par symétrie est appliquée pour obtenir des solutions explicites et implicites de plusieurs types parmi lesquelles certaines s’expriment en termes d’une ou deux fonctions arbitraires d’une variable et d’autres en termes de fonctions elliptiques de Jacobi. Plusieurs solutions sont interprétées physiquement pour en déduire la forme de filières d’extrusion réalisables. Dans la seconde partie, on s’intéresse aux solutions s’exprimant en fonction d’invariants de Riemann pour les systèmes quasilinéaires du premier ordre. La méthode des caractéristiques généralisées ainsi qu’une méthode basée sur les symétries conditionnelles pour les invariants de Riemann sont étendues pour être applicables à des systèmes dans leurs régions elliptiques. Leur applicabilité est démontrée par des exemples de la plasticité idéale non-stationnaire pour un flot irrotationnel ainsi que les équations de la mécanique des fluides. Une nouvelle approche basée sur l’introduction de matrices de rotation satisfaisant certaines conditions algébriques est développée. Elle est applicable directement à des systèmes non-homogènes et non-autonomes sans avoir besoin de transformations préalables. Son efficacité est illustrée par des exemples comprenant un système qui régit l’interaction non-linéaire d’ondes et de particules. La solution générale est construite de façon explicite.

Unfolded singularities of analytic differential equations

La thèse est composée d’un chapitre de préliminaires et de deux articles sur le sujet du déploiement de singularités d’équations différentielles ordinaires analytiques dans le plan complexe. L’article Analytic classification of families of linear differential systems unfolding a resonant irregular singularity traite le problème de l’équivalence analytique de familles paramétriques de systèmes linéaires en dimension 2 qui déploient une singularité résonante générique de rang de Poincaré 1 dont la matrice principale est composée d’un seul bloc de Jordan. La question: quand deux telles familles sontelles équivalentes au moyen d’un changement analytique de coordonnées au voisinage d’une singularité? est complètement résolue et l’espace des modules des classes d’équivalence analytiques est décrit en termes d’un ensemble d’invariants formels et d’un invariant analytique, obtenu à partir de la trace de la monodromie. Des déploiements universels sont donnés pour toutes ces singularités. Dans l’article Confluence of singularities of non-linear differential equations via Borel–Laplace transformations on cherche des solutions bornées de systèmes paramétriques des équations non-linéaires de la variété centre de dimension 1 d’une singularité col-noeud déployée dans une famille de champs vectoriels complexes. En général, un système d’ÉDO analytiques avec une singularité double possède une unique solution formelle divergente au voisinage de la singularité, à laquelle on peut associer des vraies solutions sur certains secteurs dans le plan complexe en utilisant les transformations de Borel–Laplace. L’article montre comment généraliser cette méthode et déployer les solutions sectorielles. On construit des solutions de systèmes paramétriques, avec deux singularités régulières déployant une singularité irrégulière double, qui sont bornées sur des domaines «spirals» attachés aux deux points singuliers, et qui, à la limite, convergent vers une paire de solutions sectorielles couvrant un voisinage de la singularité confluente. La méthode apporte une description unifiée pour toutes les valeurs du paramètre.

Topological Invariants in Hydrodynamics and Hydromagnetics

In this thesis we are studying possible invariants in hydrodynamics and hydromagnetics. The concept of flux preservation and line preservation of vector fields, especially vorticity vector fields, have been studied from the very beginning of the study of fluid mechanics by Helmholtz and others. In ideal magnetohydrodynamic flows the magnetic fields satisfy the same conservation laws as that of vorticity field in ideal hydrodynamic flows. Apart from these there are many other fields also in ideal hydrodynamic and magnetohydrodynamic flows which preserves flux across a surface or whose vector lines are preserved. A general study using this analogy had not been made for a long time. Moreover there are other physical quantities which are also invariant under the flow, such as Ertel invariant. Using the calculus of differential forms Tur and Yanovsky classified the possible invariants in hydrodynamics. This mathematical abstraction of physical quantities to topological objects is needed for an elegant and complete analysis of invariants.Many authors used a four dimensional space-time manifold for analysing fluid flows. We have also used such a space-time manifold in obtaining invariants in the usual three dimensional flows.In chapter one we have discussed the invariants related to vorticity field using vorticity field two form w2 in E4. Corresponding to the invariance of four form w2 ^ w2 we have got the invariance of the quantity E. w. We have shown that in an isentropic flow this quantity is an invariant over an arbitrary volume.In chapter three we have extended this method to any divergence-free frozen-in field. In a four dimensional space-time manifold we have defined a closed differential two form and its potential one from corresponding to such a frozen-in field. Using this potential one form w1 , it is possible to define the forms dw1 , w1 ^ dw1 and dw1 ^ dw1 . Corresponding to the invariance of the four form we have got an additional invariant in the usual hydrodynamic flows, which can not be obtained by considering three dimensional space.In chapter four we have classified the possible integral invariants associated with the physical quantities which can be expressed using one form or two form in a three dimensional flow. After deriving some general results which hold for an arbitrary dimensional manifold we have illustrated them in the context of flows in three dimensional Euclidean space JR3. If the Lie derivative of a differential p-form w is not vanishing,then the surface integral of w over all p-surfaces need not be constant of flow. Even then there exist some special p-surfaces over which the integral is a constant of motion, if the Lie derivative of w satisfies certain conditions. Such surfaces can be utilised for investigating the qualitative properties of a flow in the absence of invariance over all p-surfaces. We have also discussed the conditions for line preservation and surface preservation of vector fields. We see that the surface preservation need not imply the line preservation. We have given some examples which illustrate the above results. The study given in this thesis is a continuation of that started by Vedan et.el. As mentioned earlier, they have used a four dimensional space-time manifold to obtain invariants of flow from variational formulation and application of Noether's theorem. This was from the point of view of hydrodynamic stability studies using Arnold's method. The use of a four dimensional manifold has great significance in the study of knots and links. In the context of hydrodynamics, helicity is a measure of knottedness of vortex lines. We are interested in the use of differential forms in E4 in the study of vortex knots and links. The knowledge of surface invariants given in chapter 4 may also be utilised for the analysis of vortex and magnetic reconnections.

On Vessiot's Theory of Partial Differential Equations

The object of research presented here is Vessiot's theory of partial differential equations: for a given differential equation one constructs a distribution both tangential to the differential equation and contained within the contact distribution of the jet bundle. Then within it, one seeks n-dimensional subdistributions which are transversal to the base manifold, the integral distributions. These consist of integral elements, and these again shall be adapted so that they make a subdistribution which closes under the Lie-bracket. This then is called a flat Vessiot connection. Solutions to the differential equation may be regarded as integral manifolds of these distributions. In the first part of the thesis, I give a survey of the present state of the formal theory of partial differential equations: one regards differential equations as fibred submanifolds in a suitable jet bundle and considers formal integrability and the stronger notion of involutivity of differential equations for analyzing their solvability. An arbitrary system may (locally) be represented in reduced Cartan normal form. This leads to a natural description of its geometric symbol. The Vessiot distribution now can be split into the direct sum of the symbol and a horizontal complement (which is not unique). The n-dimensional subdistributions which close under the Lie bracket and are transversal to the base manifold are the sought tangential approximations for the solutions of the differential equation. It is now possible to show their existence by analyzing the structure equations. Vessiot's theory is now based on a rigorous foundation. Furthermore, the relation between Vessiot's approach and the crucial notions of the formal theory (like formal integrability and involutivity of differential equations) is clarified. The possible obstructions to involution of a differential equation are deduced explicitly. In the second part of the thesis it is shown that Vessiot's approach for the construction of the wanted distributions step by step succeeds if, and only if, the given system is involutive. Firstly, an existence theorem for integral distributions is proven. Then an existence theorem for flat Vessiot connections is shown. The differential-geometric structure of the basic systems is analyzed and simplified, as compared to those of other approaches, in particular the structure equations which are considered for the proofs of the existence theorems: here, they are a set of linear equations and an involutive system of differential equations. The definition of integral elements given here links Vessiot theory and the dual Cartan-Kähler theory of exterior systems. The analysis of the structure equations not only yields theoretical insight but also produces an algorithm which can be used to derive the coefficients of the vector fields, which span the integral distributions, explicitly. Therefore implementing the algorithm in the computer algebra system MuPAD now is possible.

Semi-algebraic methods for symbolic analysis of complex reaction networks

The identification of chemical mechanism that can exhibit oscillatory phenomena in reaction networks are currently of intense interest. In particular, the parametric question of the existence of Hopf bifurcations has gained increasing popularity due to its relation to the oscillatory behavior around the fixed points. However, the detection of oscillations in high-dimensional systems and systems with constraints by the available symbolic methods has proven to be difficult. The development of new efficient methods are therefore required to tackle the complexity caused by the high-dimensionality and non-linearity of these systems. In this thesis, we mainly present efficient algorithmic methods to detect Hopf bifurcation fixed points in (bio)-chemical reaction networks with symbolic rate constants, thereby yielding information about their oscillatory behavior of the networks. The methods use the representations of the systems on convex coordinates that arise from stoichiometric network analysis. One of the methods called HoCoQ reduces the problem of determining the existence of Hopf bifurcation fixed points to a first-order formula over the ordered field of the reals that can then be solved using computational-logic packages. The second method called HoCaT uses ideas from tropical geometry to formulate a more efficient method that is incomplete in theory but worked very well for the attempted high-dimensional models involving more than 20 chemical species. The instability of reaction networks may lead to the oscillatory behaviour. Therefore, we investigate some criterions for their stability using convex coordinates and quantifier elimination techniques. We also study Muldowney's extension of the classical Bendixson-Dulac criterion for excluding periodic orbits to higher dimensions for polynomial vector fields and we discuss the use of simple conservation constraints and the use of parametric constraints for describing simple convex polytopes on which periodic orbits can be excluded by Muldowney's criteria. All developed algorithms have been integrated into a common software framework called PoCaB (platform to explore bio- chemical reaction networks by algebraic methods) allowing for automated computation workflows from the problem descriptions. PoCaB also contains a database for the algebraic entities computed from the models of chemical reaction networks.

Exercises A

Exercises and solutions in LaTex

Exercises B

Exercises and solutions in LaTex

Exercises A pdf

Exercises and solutions in PDF

Exercises B pdf

Exercises and solutions in PDF

Exercises B

Exercises and solutions in LaTex

Exercises B pdf

Exercises and solution in PDF

A note on atmospheric predictability

Using the method of Lorenz (1982), we have estimated the predictability of a recent version of the European Center for Medium-Range Weather Forecasting (ECMWF) model using two different estimates of the initial error corresponding to 6- and 24-hr forecast errors, respectively. For a 6-hr forecast error of the extratropical 500-hPa geopotential height field, a potential increase in forecast skill by more than 3 d is suggested, indicating a further increase in predictability by another 1.5 d compared to the use of a 24-hr forecast error. This is due to a smaller initial error and to an initial error reduction resulting in a smaller averaged growth rate for the whole 7-d forecast. A similar assessment for the tropics using the wind vector fields at 850 and 250 hPa suggests a huge potential improvement with a 7-d forecast providing the same skill as a 1-d forecast now. A contributing factor to the increase in the estimate of predictability is the apparent slow increase of error during the early part of the forecast.

Integrable Hamiltonian systems defined on the Lie groups SO(3) and SU(2): an application to the attitude control of a spacecraft

This paper considers left-invariant control systems defined on the Lie groups SU(2) and SO(3). Such systems have a number of applications in both classical and quantum control problems. The purpose of this paper is two-fold. Firstly, the optimal control problem for a system varying on these Lie Groups, with cost that is quadratic in control is lifted to their Hamiltonian vector fields through the Maximum principle of optimal control and explicitly solved. Secondly, the control systems are integrated down to the level of the group to give the solutions for the optimal paths corresponding to the optimal controls. In addition it is shown here that integrating these equations on the Lie algebra su(2) gives simpler solutions than when these are integrated on the Lie algebra so(3).