Stochastic modelling of T cell homeostasis for two competing clonotypes via the master equation

Stochastic models for competing clonotypes of T cells by multivariate, continuous-time, discrete state, Markov processes have been proposed in the literature by Stirk, Molina-París and van den Berg (2008). A stochastic modelling framework is important because of rare events associated with small populations of some critical cell types. Usually, computational methods for these problems employ a trajectory-based approach, based on Monte Carlo simulation. This is partly because the complementary, probability density function (PDF) approaches can be expensive but here we describe some efficient PDF approaches by directly solving the governing equations, known as the Master Equation. These computations are made very efficient through an approximation of the state space by the Finite State Projection and through the use of Krylov subspace methods when evolving the matrix exponential. These computational methods allow us to explore the evolution of the PDFs associated with these stochastic models, and bimodal distributions arise in some parameter regimes. Time-dependent propensities naturally arise in immunological processes due to, for example, age-dependent effects. Incorporating time-dependent propensities into the framework of the Master Equation significantly complicates the corresponding computational methods but here we describe an efficient approach via Magnus formulas. Although this contribution focuses on the example of competing clonotypes, the general principles are relevant to multivariate Markov processes and provide fundamental techniques for computational immunology.

Quantifying in-plane deformation of plate elements using vibration characteristics

Plate elements are used in many engineering applications. In-plane loads and deformations have significant influence on the vibration characteristics of plate elements. Numerous methods have been developed to quantify the effects of in-plane loads and deformations of individual plate elements with different boundary conditions based on their natural frequencies. However, these developments cannot be applied to the plate elements in a structural system as the natural frequency is a global parameter for the entire structure. This highlights the need for a method to quantify in-plane deformations of plate elements in structural framing systems. Motivated by this gap in knowledge, this research has developed a comprehensive vibration based procedure to quantify in-plane deformation of plate elements in a structural framing system. This procedure with its unique capabilities to capture the influence of load migration, boundary conditions and different tributary areas is presented herein and illustrated through examples.

Reliability of near-infrared spectroscopy for measuring biceps brachii oxygenation during sustained and repeated isometric contractions

We examine the test-retest reliability of biceps brachii tissue oxygenation index (TOI) parameters measured by near-infrared spectroscopy during a 10-s sustained and a 30-repeated (1-s contraction, 1-s relaxation) isometric contraction task at 30% of maximal voluntary contraction (30% MVC) and maximal (100% MVC) intensities. Eight healthy men (23 to 33 yr) were tested on three sessions separated by 3 h and 24 h, and the within-subject reliability of torque and each TOI parameter were determined by Bland-Altman+/-2 SD limits of agreement plots and coefficient of variation (CV). No significant (P>0.05) differences between the three sessions were found for mean values of torque and TOI parameters during the sustained and repeated tasks at both contraction intensities. All TOI parameters were within+/-2 SD limits of agreement. The CVs for torque integral were similar between the sustained and repeated task at both intensities (4 to 7%); however, the CVs for TOI parameters during the sustained and repeated task were lower for 100% MVC (7 to 11%) than for 30% MVC (22 to 36%). It is concluded that the reliability of the biceps brachii NIRS parameters during both sustained and repeated isometric contraction tasks is acceptable.

New variational Bayesian approaches for statistical data mining : with applications to profiling and differentiating habitual consumption behaviour of customers in the wireless telecommunication industry

This thesis investigates profiling and differentiating customers through the use of statistical data mining techniques. The business application of our work centres on examining individuals’ seldomly studied yet critical consumption behaviour over an extensive time period within the context of the wireless telecommunication industry; consumption behaviour (as oppose to purchasing behaviour) is behaviour that has been performed so frequently that it become habitual and involves minimal intentions or decision making. Key variables investigated are the activity initialised timestamp and cell tower location as well as the activity type and usage quantity (e.g., voice call with duration in seconds); and the research focuses are on customers’ spatial and temporal usage behaviour. The main methodological emphasis is on the development of clustering models based on Gaussian mixture models (GMMs) which are fitted with the use of the recently developed variational Bayesian (VB) method. VB is an efficient deterministic alternative to the popular but computationally demandingMarkov chainMonte Carlo (MCMC) methods. The standard VBGMMalgorithm is extended by allowing component splitting such that it is robust to initial parameter choices and can automatically and efficiently determine the number of components. The new algorithm we propose allows more effective modelling of individuals’ highly heterogeneous and spiky spatial usage behaviour, or more generally human mobility patterns; the term spiky describes data patterns with large areas of low probability mixed with small areas of high probability. Customers are then characterised and segmented based on the fitted GMM which corresponds to how each of them uses the products/services spatially in their daily lives; this is essentially their likely lifestyle and occupational traits. Other significant research contributions include fitting GMMs using VB to circular data i.e., the temporal usage behaviour, and developing clustering algorithms suitable for high dimensional data based on the use of VB-GMM.

Issues and concerns of microscopic calibration process at different network levels : case study of Pacific Motorway

Calibration process in micro-simulation is an extremely complicated phenomenon. The difficulties are more prevalent if the process encompasses fitting aggregate and disaggregate parameters e.g. travel time and headway. The current practice in calibration is more at aggregate level, for example travel time comparison. Such practices are popular to assess network performance. Though these applications are significant there is another stream of micro-simulated calibration, at disaggregate level. This study will focus on such microcalibration exercise-key to better comprehend motorway traffic risk level, management of variable speed limit (VSL) and ramp metering (RM) techniques. Selected section of Pacific Motorway in Brisbane will be used as a case study. The discussion will primarily incorporate the critical issues encountered during parameter adjustment exercise (e.g. vehicular, driving behaviour) with reference to key traffic performance indicators like speed, lane distribution and headway; at specific motorway points. The endeavour is to highlight the utility and implications of such disaggregate level simulation for improved traffic prediction studies. The aspects of calibrating for points in comparison to that for whole of the network will also be briefly addressed to examine the critical issues such as the suitability of local calibration at global scale. The paper will be of interest to transport professionals in Australia/New Zealand where micro-simulation in particular at point level, is still comparatively a less explored territory in motorway management.

Issues and concerns of microscopic calibration process at different network levels : case study of pacific motorway

Calibration process in micro-simulation is an extremely complicated phenomenon. The difficulties are more prevalent if the process encompasses fitting aggregate and disaggregate parameters e.g. travel time and headway. The current practice in calibration is more at aggregate level, for example travel time comparison. Such practices are popular to assess network performance. Though these applications are significant there is another stream of micro-simulated calibration, at disaggregate level. This study will focus on such micro-calibration exercise-key to better comprehend motorway traffic risk level, management of variable speed limit (VSL) and ramp metering (RM) techniques. Selected section of Pacific Motorway in Brisbane will be used as a case study. The discussion will primarily incorporate the critical issues encountered during parameter adjustment exercise (e.g. vehicular, driving behaviour) with reference to key traffic performance indicators like speed, land distribution and headway; at specific motorway points. The endeavour is to highlight the utility and implications of such disaggregate level simulation for improved traffic prediction studies. The aspects of calibrating for points in comparison to that for whole of the network will also be briefly addressed to examine the critical issues such as the suitability of local calibration at global scale. The paper will be of interest to transport professionals in Australia/New Zealand where micro-simulation in particular at point level, is still comparatively a less explored territory in motorway management.

An analytical solution for diffusion and nonlinear uptake of oxygen in a spherical cell

We develop a new analytical solution for a reactive transport model that describes the steady-state distribution of oxygen subject to diffusive transport and nonlinear uptake in a sphere. This model was originally reported by Lin (Journal of Theoretical Biology, 1976 v60, pp449–457) to represent the distribution of oxygen inside a cell and has since been studied extensively by both the numerical analysis and formal analysis communities. Here we extend these previous studies by deriving an analytical solution to a generalized reaction-diffusion equation that encompasses Lin’s model as a particular case. We evaluate the solution for the parameter combinations presented by Lin and show that the new solutions are identical to a grid-independent numerical approximation.

Quantification of particle emission characteristics and development of an emission model for use in transport microenvironments affected by traffic emissions

Vehicle emitted particles are of significant concern based on their potential to influence local air quality and human health. Transport microenvironments usually contain higher vehicle emission concentrations compared to other environments, and people spend a substantial amount of time in these microenvironments when commuting. Currently there is limited scientific knowledge on particle concentration, passenger exposure and the distribution of vehicle emissions in transport microenvironments, partially due to the fact that the instrumentation required to conduct such measurements is not available in many research centres. Information on passenger waiting time and location in such microenvironments has also not been investigated, which makes it difficult to evaluate a passenger’s spatial-temporal exposure to vehicle emissions. Furthermore, current emission models are incapable of rapidly predicting emission distribution, given the complexity of variations in emission rates that result from changes in driving conditions, as well as the time spent in driving condition within the transport microenvironment. In order to address these scientific gaps in knowledge, this work conducted, for the first time, a comprehensive statistical analysis of experimental data, along with multi-parameter assessment, exposure evaluation and comparison, and emission model development and application, in relation to traffic interrupted transport microenvironments. The work aimed to quantify and characterise particle emissions and human exposure in the transport microenvironments, with bus stations and a pedestrian crossing identified as suitable research locations representing a typical transport microenvironment. Firstly, two bus stations in Brisbane, Australia, with different designs, were selected to conduct measurements of particle number size distributions, particle number and PM2.5 concentrations during two different seasons. Simultaneous traffic and meteorological parameters were also monitored, aiming to quantify particle characteristics and investigate the impact of bus flow rate, station design and meteorological conditions on particle characteristics at stations. The results showed higher concentrations of PN20-30 at the station situated in an open area (open station), which is likely to be attributed to the lower average daily temperature compared to the station with a canyon structure (canyon station). During precipitation events, it was found that particle number concentration in the size range 25-250 nm decreased greatly, and that the average daily reduction in PM2.5 concentration on rainy days compared to fine days was 44.2 % and 22.6 % at the open and canyon station, respectively. The effect of ambient wind speeds on particle number concentrations was also examined, and no relationship was found between particle number concentration and wind speed for the entire measurement period. In addition, 33 pairs of average half-hourly PN7-3000 concentrations were calculated and identified at the two stations, during the same time of a day, and with the same ambient wind speeds and precipitation conditions. The results of a paired t-test showed that the average half-hourly PN7-3000 concentrations at the two stations were not significantly different at the 5% confidence level (t = 0.06, p = 0.96), which indicates that the different station designs were not a crucial factor for influencing PN7-3000 concentrations. A further assessment of passenger exposure to bus emissions on a platform was evaluated at another bus station in Brisbane, Australia. The sampling was conducted over seven weekdays to investigate spatial-temporal variations in size-fractionated particle number and PM2.5 concentrations, as well as human exposure on the platform. For the whole day, the average PN13-800 concentration was 1.3 x 104 and 1.0 x 104 particle/cm3 at the centre and end of the platform, respectively, of which PN50-100 accounted for the largest proportion to the total count. Furthermore, the contribution of exposure at the bus station to the overall daily exposure was assessed using two assumed scenarios of a school student and an office worker. It was found that, although the daily time fraction (the percentage of time spend at a location in a whole day) at the station was only 0.8 %, the daily exposure fractions (the percentage of exposures at a location accounting for the daily exposure) at the station were 2.7% and 2.8 % for exposure to PN13-800 and 2.7% and 3.5% for exposure to PM2.5 for the school student and the office worker, respectively. A new parameter, “exposure intensity” (the ratio of daily exposure fraction and the daily time fraction) was also defined and calculated at the station, with values of 3.3 and 3.4 for exposure to PN13-880, and 3.3 and 4.2 for exposure to PM2.5, for the school student and the office worker, respectively. In order to quantify the enhanced emissions at critical locations and define the emission distribution in further dispersion models for traffic interrupted transport microenvironments, a composite line source emission (CLSE) model was developed to specifically quantify exposure levels and describe the spatial variability of vehicle emissions in traffic interrupted microenvironments. This model took into account the complexity of vehicle movements in the queue, as well as different emission rates relevant to various driving conditions (cruise, decelerate, idle and accelerate), and it utilised multi-representative segments to capture the accurate emission distribution for real vehicle flow. This model does not only helped to quantify the enhanced emissions at critical locations, but it also helped to define the emission source distribution of the disrupted steady flow for further dispersion modelling. The model then was applied to estimate particle number emissions at a bidirectional bus station used by diesel and compressed natural gas fuelled buses. It was found that the acceleration distance was of critical importance when estimating particle number emission, since the highest emissions occurred in sections where most of the buses were accelerating and no significant increases were observed at locations where they idled. It was also shown that emissions at the front end of the platform were 43 times greater than at the rear of the platform. The CLSE model was also applied at a signalled pedestrian crossing, in order to assess increased particle number emissions from motor vehicles when forced to stop and accelerate from rest. The CLSE model was used to calculate the total emissions produced by a specific number and mix of light petrol cars and diesel passenger buses including 1 car travelling in 1 direction (/1 direction), 14 cars / 1 direction, 1 bus / 1 direction, 28 cars / 2 directions, 24 cars and 2 buses / 2 directions, and 20 cars and 4 buses / 2 directions. It was found that the total emissions produced during stopping on a red signal were significantly higher than when the traffic moved at a steady speed. Overall, total emissions due to the interruption of the traffic increased by a factor of 13, 11, 45, 11, 41, and 43 for the above 6 cases, respectively. In summary, this PhD thesis presents the results of a comprehensive study on particle number and mass concentration, together with particle size distribution, in a bus station transport microenvironment, influenced by bus flow rates, meteorological conditions and station design. Passenger spatial-temporal exposure to bus emitted particles was also assessed according to waiting time and location along the platform, as well as the contribution of exposure at the bus station to overall daily exposure. Due to the complexity of the interrupted traffic flow within the transport microenvironments, a unique CLSE model was also developed, which is capable of quantifying emission levels at critical locations within the transport microenvironment, for the purpose of evaluating passenger exposure and conducting simulations of vehicle emission dispersion. The application of the CLSE model at a pedestrian crossing also proved its applicability and simplicity for use in a real-world transport microenvironment.

Performance control of distributed generation using digital estimation of signal parameters

The Queensland University of Technology (QUT) allows the presentation of a thesis for the Degree of Doctor of Philosophy in the format of published or submitted papers, where such papers have been published, accepted or submitted during the period of candidature. This thesis is composed of seven published/submitted papers, of which one has been published, three accepted for publication and the other three are under review. This project is financially supported by an Australian Research Council (ARC) Discovery Grant with the aim of proposing strategies for the performance control of Distributed Generation (DG) system with digital estimation of power system signal parameters. Distributed Generation (DG) has been recently introduced as a new concept for the generation of power and the enhancement of conventionally produced electricity. Global warming issue calls for renewable energy resources in electricity production. Distributed generation based on solar energy (photovoltaic and solar thermal), wind, biomass, mini-hydro along with use of fuel cell and micro turbine will gain substantial momentum in the near future. Technically, DG can be a viable solution for the issue of the integration of renewable or non-conventional energy resources. Basically, DG sources can be connected to local power system through power electronic devices, i.e. inverters or ac-ac converters. The interconnection of DG systems to power system as a compensator or a power source with high quality performance is the main aim of this study. Source and load unbalance, load non-linearity, interharmonic distortion, supply voltage distortion, distortion at the point of common coupling in weak source cases, source current power factor, and synchronism of generated currents or voltages are the issues of concern. The interconnection of DG sources shall be carried out by using power electronics switching devices that inject high frequency components rather than the desired current. Also, noise and harmonic distortions can impact the performance of the control strategies. To be able to mitigate the negative effect of high frequency and harmonic as well as noise distortion to achieve satisfactory performance of DG systems, new methods of signal parameter estimation have been proposed in this thesis. These methods are based on processing the digital samples of power system signals. Thus, proposing advanced techniques for the digital estimation of signal parameters and methods for the generation of DG reference currents using the estimates provided is the targeted scope of this thesis. An introduction to this research – including a description of the research problem, the literature review and an account of the research progress linking the research papers – is presented in Chapter 1. One of the main parameters of a power system signal is its frequency. Phasor Measurement (PM) technique is one of the renowned and advanced techniques used for the estimation of power system frequency. Chapter 2 focuses on an in-depth analysis conducted on the PM technique to reveal its strengths and drawbacks. The analysis will be followed by a new technique proposed to enhance the speed of the PM technique while the input signal is free of even-order harmonics. The other techniques proposed in this thesis as the novel ones will be compared with the PM technique comprehensively studied in Chapter 2. An algorithm based on the concept of Kalman filtering is proposed in Chapter 3. The algorithm is intended to estimate signal parameters like amplitude, frequency and phase angle in the online mode. The Kalman filter is modified to operate on the output signal of a Finite Impulse Response (FIR) filter designed by a plain summation. The frequency estimation unit is independent from the Kalman filter and uses the samples refined by the FIR filter. The frequency estimated is given to the Kalman filter to be used in building the transition matrices. The initial settings for the modified Kalman filter are obtained through a trial and error exercise. Another algorithm again based on the concept of Kalman filtering is proposed in Chapter 4 for the estimation of signal parameters. The Kalman filter is also modified to operate on the output signal of the same FIR filter explained above. Nevertheless, the frequency estimation unit, unlike the one proposed in Chapter 3, is not segregated and it interacts with the Kalman filter. The frequency estimated is given to the Kalman filter and other parameters such as the amplitudes and phase angles estimated by the Kalman filter is taken to the frequency estimation unit. Chapter 5 proposes another algorithm based on the concept of Kalman filtering. This time, the state parameters are obtained through matrix arrangements where the noise level is reduced on the sample vector. The purified state vector is used to obtain a new measurement vector for a basic Kalman filter applied. The Kalman filter used has similar structure to a basic Kalman filter except the initial settings are computed through an extensive math-work with regards to the matrix arrangement utilized. Chapter 6 proposes another algorithm based on the concept of Kalman filtering similar to that of Chapter 3. However, this time the initial settings required for the better performance of the modified Kalman filter are calculated instead of being guessed by trial and error exercises. The simulations results for the parameters of signal estimated are enhanced due to the correct settings applied. Moreover, an enhanced Least Error Square (LES) technique is proposed to take on the estimation when a critical transient is detected in the input signal. In fact, some large, sudden changes in the parameters of the signal at these critical transients are not very well tracked by Kalman filtering. However, the proposed LES technique is found to be much faster in tracking these changes. Therefore, an appropriate combination of the LES and modified Kalman filtering is proposed in Chapter 6. Also, this time the ability of the proposed algorithm is verified on the real data obtained from a prototype test object. Chapter 7 proposes the other algorithm based on the concept of Kalman filtering similar to those of Chapter 3 and 6. However, this time an optimal digital filter is designed instead of the simple summation FIR filter. New initial settings for the modified Kalman filter are calculated based on the coefficients of the digital filter applied. Also, the ability of the proposed algorithm is verified on the real data obtained from a prototype test object. Chapter 8 uses the estimation algorithm proposed in Chapter 7 for the interconnection scheme of a DG to power network. Robust estimates of the signal amplitudes and phase angles obtained by the estimation approach are used in the reference generation of the compensation scheme. Several simulation tests provided in this chapter show that the proposed scheme can very well handle the source and load unbalance, load non-linearity, interharmonic distortion, supply voltage distortion, and synchronism of generated currents or voltages. The purposed compensation scheme also prevents distortion in voltage at the point of common coupling in weak source cases, balances the source currents, and makes the supply side power factor a desired value.

An approximate Bayesian computation approach for estimating parameters of complex environmental processes in a cellular automata

Modelling an environmental process involves creating a model structure and parameterising the model with appropriate values to accurately represent the process. Determining accurate parameter values for environmental systems can be challenging. Existing methods for parameter estimation typically make assumptions regarding the form of the Likelihood, and will often ignore any uncertainty around estimated values. This can be problematic, however, particularly in complex problems where Likelihoods may be intractable. In this paper we demonstrate an Approximate Bayesian Computational method for the estimation of parameters of a stochastic CA. We use as an example a CA constructed to simulate a range expansion such as might occur after a biological invasion, making parameter estimates using only count data such as could be gathered from field observations. We demonstrate ABC is a highly useful method for parameter estimation, with accurate estimates of parameters that are important for the management of invasive species such as the intrinsic rate of increase and the point in a landscape where a species has invaded. We also show that the method is capable of estimating the probability of long distance dispersal, a characteristic of biological invasions that is very influential in determining spread rates but has until now proved difficult to estimate accurately.

Natural convection from a vertical plate embedded in a stratified medium with uniform heat source

Natural convection flow from an isothermal vertical plate with uniform heat source embedded in a stratified medium has been discussed in this paper. The resulting momentum and energy equations of boundary layer approximation are made non-similar by introducing the usual non-similarity transformations. Numerical solutions of these equations are obtained by an implicit finite difference method for a wide range of the stratification parameter, X. The solutions are also obtained for different values of pertinent parameters, namely, the Prandtl number, Pr and the heat generation or absorption parameter, λ and are expressed in terms of the local skin-friction and local heat transfer, which are shown in the graphical form. Effect of heat generation or absorption on the streamlines and isotherms are also shown graphically for different values of λ.

Using Bayesian methods for the estimation of uncertainty in complex statistical models

The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to consider two applied areas, and use these applications as a springboard for developing new statistical methods as well as undertaking analyses which might give answers to particular applied questions. Thus, this thesis considers a series of models, firstly in the context of risk assessments for recycled water, and secondly in the context of water usage by crops. The research objective was to model error structures using hierarchical models in two problems, namely risk assessment analyses for wastewater, and secondly, in a four dimensional dataset, assessing differences between cropping systems over time and over three spatial dimensions. The aim was to use the simplicity and insight afforded by Bayesian networks to develop appropriate models for risk scenarios, and again to use Bayesian hierarchical models to explore the necessarily complex modelling of four dimensional agricultural data. The specific objectives of the research were to develop a method for the calculation of credible intervals for the point estimates of Bayesian networks; to develop a model structure to incorporate all the experimental uncertainty associated with various constants thereby allowing the calculation of more credible credible intervals for a risk assessment; to model a single day’s data from the agricultural dataset which satisfactorily captured the complexities of the data; to build a model for several days’ data, in order to consider how the full data might be modelled; and finally to build a model for the full four dimensional dataset and to consider the timevarying nature of the contrast of interest, having satisfactorily accounted for possible spatial and temporal autocorrelations. This work forms five papers, two of which have been published, with two submitted, and the final paper still in draft. The first two objectives were met by recasting the risk assessments as directed, acyclic graphs (DAGs). In the first case, we elicited uncertainty for the conditional probabilities needed by the Bayesian net, incorporated these into a corresponding DAG, and used Markov chain Monte Carlo (MCMC) to find credible intervals, for all the scenarios and outcomes of interest. In the second case, we incorporated the experimental data underlying the risk assessment constants into the DAG, and also treated some of that data as needing to be modelled as an ‘errors-invariables’ problem [Fuller, 1987]. This illustrated a simple method for the incorporation of experimental error into risk assessments. In considering one day of the three-dimensional agricultural data, it became clear that geostatistical models or conditional autoregressive (CAR) models over the three dimensions were not the best way to approach the data. Instead CAR models are used with neighbours only in the same depth layer. This gave flexibility to the model, allowing both the spatially structured and non-structured variances to differ at all depths. We call this model the CAR layered model. Given the experimental design, the fixed part of the model could have been modelled as a set of means by treatment and by depth, but doing so allows little insight into how the treatment effects vary with depth. Hence, a number of essentially non-parametric approaches were taken to see the effects of depth on treatment, with the model of choice incorporating an errors-in-variables approach for depth in addition to a non-parametric smooth. The statistical contribution here was the introduction of the CAR layered model, the applied contribution the analysis of moisture over depth and estimation of the contrast of interest together with its credible intervals. These models were fitted using WinBUGS [Lunn et al., 2000]. The work in the fifth paper deals with the fact that with large datasets, the use of WinBUGS becomes more problematic because of its highly correlated term by term updating. In this work, we introduce a Gibbs sampler with block updating for the CAR layered model. The Gibbs sampler was implemented by Chris Strickland using pyMCMC [Strickland, 2010]. This framework is then used to consider five days data, and we show that moisture in the soil for all the various treatments reaches levels particular to each treatment at a depth of 200 cm and thereafter stays constant, albeit with increasing variances with depth. In an analysis across three spatial dimensions and across time, there are many interactions of time and the spatial dimensions to be considered. Hence, we chose to use a daily model and to repeat the analysis at all time points, effectively creating an interaction model of time by the daily model. Such an approach allows great flexibility. However, this approach does not allow insight into the way in which the parameter of interest varies over time. Hence, a two-stage approach was also used, with estimates from the first-stage being analysed as a set of time series. We see this spatio-temporal interaction model as being a useful approach to data measured across three spatial dimensions and time, since it does not assume additivity of the random spatial or temporal effects.

Adaptive cache aware multiprocessor scheduling framework

Computer resource allocation represents a significant challenge particularly for multiprocessor systems, which consist of shared computing resources to be allocated among co-runner processes and threads. While an efficient resource allocation would result in a highly efficient and stable overall multiprocessor system and individual thread performance, ineffective poor resource allocation causes significant performance bottlenecks even for the system with high computing resources. This thesis proposes a cache aware adaptive closed loop scheduling framework as an efficient resource allocation strategy for the highly dynamic resource management problem, which requires instant estimation of highly uncertain and unpredictable resource patterns. Many different approaches to this highly dynamic resource allocation problem have been developed but neither the dynamic nature nor the time-varying and uncertain characteristics of the resource allocation problem is well considered. These approaches facilitate either static and dynamic optimization methods or advanced scheduling algorithms such as the Proportional Fair (PFair) scheduling algorithm. Some of these approaches, which consider the dynamic nature of multiprocessor systems, apply only a basic closed loop system; hence, they fail to take the time-varying and uncertainty of the system into account. Therefore, further research into the multiprocessor resource allocation is required. Our closed loop cache aware adaptive scheduling framework takes the resource availability and the resource usage patterns into account by measuring time-varying factors such as cache miss counts, stalls and instruction counts. More specifically, the cache usage pattern of the thread is identified using QR recursive least square algorithm (RLS) and cache miss count time series statistics. For the identified cache resource dynamics, our closed loop cache aware adaptive scheduling framework enforces instruction fairness for the threads. Fairness in the context of our research project is defined as a resource allocation equity, which reduces corunner thread dependence in a shared resource environment. In this way, instruction count degradation due to shared cache resource conflicts is overcome. In this respect, our closed loop cache aware adaptive scheduling framework contributes to the research field in two major and three minor aspects. The two major contributions lead to the cache aware scheduling system. The first major contribution is the development of the execution fairness algorithm, which degrades the co-runner cache impact on the thread performance. The second contribution is the development of relevant mathematical models, such as thread execution pattern and cache access pattern models, which in fact formulate the execution fairness algorithm in terms of mathematical quantities. Following the development of the cache aware scheduling system, our adaptive self-tuning control framework is constructed to add an adaptive closed loop aspect to the cache aware scheduling system. This control framework in fact consists of two main components: the parameter estimator, and the controller design module. The first minor contribution is the development of the parameter estimators; the QR Recursive Least Square(RLS) algorithm is applied into our closed loop cache aware adaptive scheduling framework to estimate highly uncertain and time-varying cache resource patterns of threads. The second minor contribution is the designing of a controller design module; the algebraic controller design algorithm, Pole Placement, is utilized to design the relevant controller, which is able to provide desired timevarying control action. The adaptive self-tuning control framework and cache aware scheduling system in fact constitute our final framework, closed loop cache aware adaptive scheduling framework. The third minor contribution is to validate this cache aware adaptive closed loop scheduling framework efficiency in overwhelming the co-runner cache dependency. The timeseries statistical counters are developed for M-Sim Multi-Core Simulator; and the theoretical findings and mathematical formulations are applied as MATLAB m-file software codes. In this way, the overall framework is tested and experiment outcomes are analyzed. According to our experiment outcomes, it is concluded that our closed loop cache aware adaptive scheduling framework successfully drives co-runner cache dependent thread instruction count to co-runner independent instruction count with an error margin up to 25% in case cache is highly utilized. In addition, thread cache access pattern is also estimated with 75% accuracy.

Efficient modular exponentiation-based puzzles for denial-of-service protection

Client puzzles are moderately-hard cryptographic problems neither easy nor impossible to solve that can be used as a counter-measure against denial of service attacks on network protocols. Puzzles based on modular exponentiation are attractive as they provide important properties such as non-parallelisability, deterministic solving time, and linear granularity. We propose an efficient client puzzle based on modular exponentiation. Our puzzle requires only a few modular multiplications for puzzle generation and verification. For a server under denial of service attack, this is a significant improvement as the best known non-parallelisable puzzle proposed by Karame and Capkun (ESORICS 2010) requires at least 2k-bit modular exponentiation, where k is a security parameter. We show that our puzzle satisfies the unforgeability and difficulty properties defined by Chen et al. (Asiacrypt 2009). We present experimental results which show that, for 1024-bit moduli, our proposed puzzle can be up to 30 times faster to verify than the Karame-Capkun puzzle and 99 times faster than the Rivest et al.'s time-lock puzzle.

Attractive subfamilies of BLS curves for implementing high-security pairings

Barreto-Lynn-Scott (BLS) curves are a stand-out candidate for implementing high-security pairings. This paper shows that particular choices of the pairing-friendly search parameter give rise to four subfami- lies of BLS curves, all of which offer highly efficient and implementation- friendly pairing instantiations. Curves from these particular subfamilies are defined over prime fields that support very efficient towering options for the full extension field. The coefficients for a specific curve and its correct twist are automat-ically determined without any computational effort. The choice of an extremely sparse search parameter is immediately reflected by a highly efficient optimal ate Miller loop and final exponentiation. As a resource for implementors, we give a list with examples of implementation-friendly BLS curves through several high-security levels.