Modelling, Measurement and Control of the Internet. The demands made of modern high-speed data networks, such as those that make up the Internet, are increasing rapidly in terms of both the quantity and quality of service required.
So that these demands can be satisfied, it is necessary that network operators, or even the network itself, take measurements and make control decisions. Depending on the service, there is a need to do this over very short timescales (fractions of a second), or lon ....Modelling, Measurement and Control of the Internet. The demands made of modern high-speed data networks, such as those that make up the Internet, are increasing rapidly in terms of both the quantity and quality of service required.
So that these demands can be satisfied, it is necessary that network operators, or even the network itself, take measurements and make control decisions. Depending on the service, there is a need to do this over very short timescales (fractions of a second), or longer
timescales (minutes or even weeks).
By developing innovative mathematical models of network behaviour,
this project will deliver improved methods for measurement and
control of the Internet.Read moreRead less
Optical Multiple-Input Multiple-Output Communication Systems. Optical multiple-input multiple-output (MIMO) systems exploit a simple yet powerful principle of diversity to improve the capacity and robustness of optical networks. This proposal focuses on making the most use of two polarisation modes intrinsic to the fiber by applying MIMO techniques to the optical communication systems. This project can potentially create many commercial opportunities in Australia in the area of integrated photon ....Optical Multiple-Input Multiple-Output Communication Systems. Optical multiple-input multiple-output (MIMO) systems exploit a simple yet powerful principle of diversity to improve the capacity and robustness of optical networks. This proposal focuses on making the most use of two polarisation modes intrinsic to the fiber by applying MIMO techniques to the optical communication systems. This project can potentially create many commercial opportunities in Australia in the area of integrated photonic circuits and high-speed digital signal processing. The funding support of these research activities will further enhance Australia's international ICT reputation in this emerging field.Read moreRead less
Delivering guaranteed quality of service over IP networks. The next revolution in the Internet will be to offer end-to-end Quality of Service (QoS) guarantees, in the form of maximum delay, delay variation and probability of packet loss, or minimum throughput. There are no existing techniques capable of delivering end-to-end QoS guarantees. This project will develop credit-based controls, instead of the usual rate-based controls, that can deliver these required QoS guarantees. These QoS guarante ....Delivering guaranteed quality of service over IP networks. The next revolution in the Internet will be to offer end-to-end Quality of Service (QoS) guarantees, in the form of maximum delay, delay variation and probability of packet loss, or minimum throughput. There are no existing techniques capable of delivering end-to-end QoS guarantees. This project will develop credit-based controls, instead of the usual rate-based controls, that can deliver these required QoS guarantees. These QoS guarantees will enable the development and deployment of entirely new services on the Internet. This project will give Australian industry the opportunity to create the next generation Internet. Therefore this project represents a Frontier Technology.Read moreRead less
Modelling Human-Body Effects on Indoor Multiple-Input Multiple-Output Channels for Broadband Wireless Systems. Multiple-Input Multiple-Output (MIMO) technologies use a number of antennas to send multiple signals as a way to significantly increase the speed, range and reliability of a wireless network. The upcoming IEEE 802.11n standard, which includes MIMO in its specifications, will offer up to eight times the coverage and up to six times the speed of currently available IEEE 802.11 products. T ....Modelling Human-Body Effects on Indoor Multiple-Input Multiple-Output Channels for Broadband Wireless Systems. Multiple-Input Multiple-Output (MIMO) technologies use a number of antennas to send multiple signals as a way to significantly increase the speed, range and reliability of a wireless network. The upcoming IEEE 802.11n standard, which includes MIMO in its specifications, will offer up to eight times the coverage and up to six times the speed of currently available IEEE 802.11 products. Through comprehensive measurement campaigns, this project will characterise the time-varying human body effect on indoor MIMO systems in populated environments, such as busy industrial and commercial buildings. Results will have a direct impact on future wireless applications, and are valuable from both scientific and economy-enhancement viewpoints.Read moreRead less
Developing a robust model for pricing inter-related volatility-based financial derivative contracts. Volatility-based financial contracts were developed in the late 1990s to provide an easy way for investors to gain exposure to the future level of volatility and thus provide a means by which they could speculate on its future levels and also hedge unpredictable volatility risk. This would potentially save them from losing vast quantities of money. However these products can only be efficient pr ....Developing a robust model for pricing inter-related volatility-based financial derivative contracts. Volatility-based financial contracts were developed in the late 1990s to provide an easy way for investors to gain exposure to the future level of volatility and thus provide a means by which they could speculate on its future levels and also hedge unpredictable volatility risk. This would potentially save them from losing vast quantities of money. However these products can only be efficient products for trading and risk management if they are priced correctly. This project will benefit investors by providing empirically viable models that will be able to be easily implemented to provide accurate and fast pricing solutions.Read moreRead less
Option pricing via path integrals: a new perspective. The risk management of derivative securities is a very exciting challenge for financial market researchers. The knowledge base resulting from this proposal will benefit both large financial institutions and Australia's financial system by creating a more competitive and efficient economic environment, which will inevitably lead to more gross domestic product (GDP) gains.Furthermore a large amount of software and numerical analysis work to be ....Option pricing via path integrals: a new perspective. The risk management of derivative securities is a very exciting challenge for financial market researchers. The knowledge base resulting from this proposal will benefit both large financial institutions and Australia's financial system by creating a more competitive and efficient economic environment, which will inevitably lead to more gross domestic product (GDP) gains.Furthermore a large amount of software and numerical analysis work to be developed during the project can be turned into IP for Australia. This will contribute to catalysing development of internationally competitive financial risk management software industry.Read moreRead less
Models for Australian Electricity Derivatives. Electricity derivatives, such as electricity futures and options are used to manage the risk associated with volatility in prices of electricity. This project aims to develop models for pricing electricity derivatives specifically suited for Australia. Because of the non-storable nature of electricity the standard option pricing principle of "no-arbitrage" does not apply to electricity options, such as caps and floors, but applies to options on elec ....Models for Australian Electricity Derivatives. Electricity derivatives, such as electricity futures and options are used to manage the risk associated with volatility in prices of electricity. This project aims to develop models for pricing electricity derivatives specifically suited for Australia. Because of the non-storable nature of electricity the standard option pricing principle of "no-arbitrage" does not apply to electricity options, such as caps and floors, but applies to options on electricity futures. Therefore a specific model is needed that takes into account the pricing principle of "no-arbitrage" and combines it with other factors that drive electricity prices. The novel element in this proposal is incorporation of the weather forecasts into the models for electricity options. As a result of this study appropriate models for electricity derivatives for various geographical regions in Australia will be developed.Read moreRead less
Innovative Methods for Very High Dimensional Problems. Real world problems tend to involve an enormous number of variables. This "curse of dimensionality" poses great difficulty in application areas such as statistics, finance, economics, and physics. These high dimensional problems are not confined to Australia, and there is great demand worldwide for effective and efficient methods to tackle these problems. The novel methods developed here will lead to improvements in prevailing computational ....Innovative Methods for Very High Dimensional Problems. Real world problems tend to involve an enormous number of variables. This "curse of dimensionality" poses great difficulty in application areas such as statistics, finance, economics, and physics. These high dimensional problems are not confined to Australia, and there is great demand worldwide for effective and efficient methods to tackle these problems. The novel methods developed here will lead to improvements in prevailing computational technologies, which will help to enhance Australia's reputation as a leading scientific innovator. The international collaborations will increase the research output of the country, build up the knowledge base in the discipline, draw international interest, and initiate linkages.Read moreRead less
Stochastic modelling of spatiotemporal nonlinear diffusion processes with multifractal characteristics. This research is relevant to solute transport and plume evolution in heterogeneous media. Detailed modelling of these processes is computer-intensive, while the diffusion models of this project offer a more economical alternative. Our study will also benefit the research on the salinity problem. Excessive demand for irrigation water to support agricultural production has stretched freshwater a ....Stochastic modelling of spatiotemporal nonlinear diffusion processes with multifractal characteristics. This research is relevant to solute transport and plume evolution in heterogeneous media. Detailed modelling of these processes is computer-intensive, while the diffusion models of this project offer a more economical alternative. Our study will also benefit the research on the salinity problem. Excessive demand for irrigation water to support agricultural production has stretched freshwater aquifers beyond their long-term yield. Large areas of land have been lost to saltwater intrusion. This proposal will provide suitable tools to predict the level and movement of saltwater in the aquifers. Application to the development of management strategies would bring direct benefit to coastal areas where salinity is a sustainability issue.Read moreRead less
Stochastic modelling and analysis of spatio-temporal processes with fractal characteristics. Interest has grown in recent years on the derivation of fractal models to represent certain physical phenomena such as diffusion and transport in porous media, oceanic and atmospheric turbulence, climatology, etc. This project focuses on the phenomenon of diffusion on domains with multifractal geometry. Recent advances in harmonic analysis on fractals and our own development of fractional generalized ran ....Stochastic modelling and analysis of spatio-temporal processes with fractal characteristics. Interest has grown in recent years on the derivation of fractal models to represent certain physical phenomena such as diffusion and transport in porous media, oceanic and atmospheric turbulence, climatology, etc. This project focuses on the phenomenon of diffusion on domains with multifractal geometry. Recent advances in harmonic analysis on fractals and our own development of fractional generalized random fields allow us to formulate a comprehensive program to tackle some key problems including modeling, processing and statistical estimation of fractional diffusion. Advances made in this program will in turn benefit the developments in related scientific fields.Read moreRead less