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Socio-Economic Objective : Telecommunications
Research Topic : Financial Mathematics
Australian State/Territory : SA
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  • Funded Activity

    Discovery Projects - Grant ID: DP0880928

    Funder
    Australian Research Council
    Funding Amount
    $155,000.00
    Summary
    Aggregating Generalised Stochastic Petri Nets for improved Performance Analysis. Australia's economy is very dependent on the operation of complex man-made systems. Important examples are telecommunication networks and services (e.g. the Internet), manufacturing plants, organisational processes, military logistics and transport systems (e.g. air traffic control). The performance of these systems is critical to their success. Thus being able to predict performance before systems are implemented i .... Aggregating Generalised Stochastic Petri Nets for improved Performance Analysis. Australia's economy is very dependent on the operation of complex man-made systems. Important examples are telecommunication networks and services (e.g. the Internet), manufacturing plants, organisational processes, military logistics and transport systems (e.g. air traffic control). The performance of these systems is critical to their success. Thus being able to predict performance before systems are implemented is very important in their design. This project will develop leading-edge performance analysis techniques and tools for an important class of practical systems. There is potential to commercialise the resulting tools and methodology and to transfer the expertise to industry.
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    Funded Activity

    Discovery Projects - Grant ID: DP0210524

    Funder
    Australian Research Council
    Funding Amount
    $179,112.00
    Summary
    Advanced Sweep-Line State Space Reduction Methods for Verification of Concurrent and Distributed Systems. The rigorous design and analysis of distributed systems, such as the Internet and its applications, is known to be a difficult problem. This project will develop new techniques for reducing the memory and time required for computer-aided verification of concurrent and distributed systems. The technique will be combined with other reduction techniques to increase their range of applicability. .... Advanced Sweep-Line State Space Reduction Methods for Verification of Concurrent and Distributed Systems. The rigorous design and analysis of distributed systems, such as the Internet and its applications, is known to be a difficult problem. This project will develop new techniques for reducing the memory and time required for computer-aided verification of concurrent and distributed systems. The technique will be combined with other reduction techniques to increase their range of applicability. The reduction techniques will be implemented and evaluated using important transaction protocols for electronic commerce and internet enabled wireless communications. The technique will also be applied to so called 'object-oriented' modelling languages.
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    Funded Activity

    Discovery Projects - Grant ID: DP0346099

    Funder
    Australian Research Council
    Funding Amount
    $163,136.00
    Summary
    Multiscale Singularly Perturbed Control Systems. We propose to develop a unified averaging technique to analyse deterministic and stochastic multiscale singularly perturbed control systems. Such systems arise as mathematical models of real-world dynamical systems in which state variables can change their values with the rates of different orders of magnitude. The technique is based on the assumption that the system, which would describe the dynamics of the fast state variables if slow ones were .... Multiscale Singularly Perturbed Control Systems. We propose to develop a unified averaging technique to analyse deterministic and stochastic multiscale singularly perturbed control systems. Such systems arise as mathematical models of real-world dynamical systems in which state variables can change their values with the rates of different orders of magnitude. The technique is based on the assumption that the system, which would describe the dynamics of the fast state variables if slow ones were frozen, possesses certain ergodicity properties expressed in the existence of its limit occupational measures set. Conditions for the existence of such a set will be studied and its structure will be described.
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    Funded Activity

    Linkage - International - Grant ID: LX0560049

    Funder
    Australian Research Council
    Funding Amount
    $62,000.00
    Summary
    Singular and Analytic Perturbations, Slow and Fast Time Scales in Control Theory and Viability Theory and their Applications. We propose an innovative approach to several important classes of mathematical problems, whose data depend analytically on small perturbation parameters. Time scale problems, and, in particular, the interaction of two types of evolution, slow and fast, arise in many scientific domains (biotechnology, physics, engineering, etc).We expect to develop new techniques for analy .... Singular and Analytic Perturbations, Slow and Fast Time Scales in Control Theory and Viability Theory and their Applications. We propose an innovative approach to several important classes of mathematical problems, whose data depend analytically on small perturbation parameters. Time scale problems, and, in particular, the interaction of two types of evolution, slow and fast, arise in many scientific domains (biotechnology, physics, engineering, etc).We expect to develop new techniques for analysis and asymptotic optimisation of singularly perturbed control systems and Markov decision processes. In particular, we plan to establish links between general nonlinear optimal control problems with time average criteria and linear programming problems in the space of limit occupational measures generated by the underlying control system.
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    Funded Activity

    Discovery Projects - Grant ID: DP0559927

    Funder
    Australian Research Council
    Funding Amount
    $204,000.00
    Summary
    Advances in the Verification of Communication Protocols. Australia's economy is becoming increasingly dependent on many complex distributed systems. Some important examples are the Internet, electronic commerce, financial networks, transportation systems, health care networks, telecommunication networks, defence systems, intelligent manufacturing systems and organisational workflow management systems. Failure in these systems can result in serious financial loss (in banking applications) and los .... Advances in the Verification of Communication Protocols. Australia's economy is becoming increasingly dependent on many complex distributed systems. Some important examples are the Internet, electronic commerce, financial networks, transportation systems, health care networks, telecommunication networks, defence systems, intelligent manufacturing systems and organisational workflow management systems. Failure in these systems can result in serious financial loss (in banking applications) and loss of life or serious accidents in safety critical areas (medical, transport and defence applications). It is thus of utmost importance that distributed systems are designed correctly. This project aims to advance the state of the art in verifying that distributed systems will work correctly.
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