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At least 379 records · Page 21

An introduction to financial option pricing on a qudit-based quantum computer

The financial sector is anticipated to be one of the first industries to benefit from the increased computational power of quantum computers, in areas such as portfolio optimisation and risk management to financial derivative pricing. Financial mathematics, and derivative pricing in particular, are not areas quantum physicists are traditionally trained in despite the fact that they often have the raw technical skills needed to understand such topics. On the other hand, most quantum algorithms have largely focused on qubits, which are comprised of two discrete states, as the information carriers. However, discrete higher-dimensional qudits, in addition to possibly possessing increased noise robustness and allowing for novel error correction protocols in certain hardware implementations, also have logarithmically greater information storage and processing capacity. In the current NISQ era of quantum computing, a wide array of hardware paradigms are still being studied and any potential advantage a platform offers is worth exploring. Here we introduce the basic concepts behind financial derivatives for the unfamiliar enthusiast as well as outline in great detail the quantum algorithm routines needed to price a European option, the simplest derivative. This is done within the context of a quantum computer comprised of qudits and employing the natural higher-dimensional analogue of a qubit-based pricing algorithm with its various subroutines. From these pieces, one should relatively easily be able to tailor the scheme to more complex, realistic financial derivatives. Finally, the entire stack is numerically simulated with the results demonstrating how the qudit-based scheme's payoff quickly approaches that of both a similarly-resourced classical computer as well as the true payoff, within error, for a modest increase in qudit dimension.

Bornman, Nicholas↗

Converting Clinical Pathways to BPM+ Standards: A Case Study in Stable Ischemic Heart Disease

Clinical pathways (CPs) are structured healthcare plans designed to implement evidence-based clinical guidelines, medical algorithms, and protocols. In recent years, a community called BPM+ Health has worked to establish a shareable and computer-consumable representation of CP, leveraging standard notations. These notations, collectively referred to as BPM+, include the Business Process Management and Notation (BPMN), Case Management Model and Notation (CMMN), and Decision Model and Notation (DMN), which aim to support clinical management and standardized communication between different stakeholders. However, the adaptation of these notations for the existing guidelines has largely been left unexplored. This paper introduces procedural steps and criteria considerations to apply components of BPM+ notations to reconstruct a guideline for Stable Ischemic Heart Disease. This paper describes how each of the three different notations is mapped to a medical guideline and discusses the advantages and limitations of representing CPs with BPM+ as compared with paper-based medical guidelines.

Chae, Junghoon↗

C3PU:Real-Time Predictive Charge Control Software for Battery Management Systems (Code for Charge Control and Predictive Unit) [SWR-21-48]

C3PU sets up a model predictive control formulation for the optimal charging control of battery packs and can be deployed for real-time operation on an embedded microprocessor. C3PU uses electrochemical and thermal models of battery packs to predict the charging trajectories of the battery pack over a time horizon under different operating conditions. It then selects the optimal charging trajectory such that a pre-defined objective is minimized, which in the present state of the code is to minimize the charging duration of the battery pack. The optimal charging trajectory is obtained by solving an underlying mathematical problem. However, C3PU is flexible to incorporate other charging objectives. The underlying battery models can be swapped as well, as long as they follow certain mathematical properties. Mathematically, optimal control problems (in this case, optimally controlling the charging current of the battery pack) are computationally expensive. C3PU implements advanced numerical techniques, namely pseudo-spectral optimization, to reduce the computational burden of the underlying problem to solve. This allows for the problem to be solved in real-time in an embedded system. Once the optimal charging trajectory is computed over a time horizon, C3PU can package such data and send it out via appropriate communication protocols.

Mishra, Partha↗

A Parallel Non-Overlapping Domain-Decomposition Algorithm for Compressible Fluid Flow Problems on Triangulated Domains

This paper considers an algebraic preconditioning algorithm for hyperbolic-elliptic fluid flow problems. The algorithm is based on a parallel non-overlapping Schur complement domain-decomposition technique for triangulated domains. In the Schur complement technique, the triangulation is first partitioned into a number of non-overlapping subdomains and interfaces. This suggests a reordering of triangulation vertices which separates subdomain and interface solution unknowns. The reordering induces a natural 2 x 2 block partitioning of the discretization matrix. Exact LU factorization of this block system yields a Schur complement matrix which couples subdomains and the interface together. The remaining sections of this paper present a family of approximate techniques for both constructing and applying the Schur complement as a domain-decomposition preconditioner. The approximate Schur complement serves as an algebraic coarse space operator, thus avoiding the known difficulties associated with the direct formation of a coarse space discretization. In developing Schur complement approximations, particular attention has been given to improving sequential and parallel efficiency of implementations without significantly degrading the quality of the preconditioner. A computer code based on these developments has been tested on the IBM SP2 using MPI message passing protocol. A number of 2-D calculations are presented for both scalar advection-diffusion equations as well as the Euler equations governing compressible fluid flow to demonstrate performance of the preconditioning algorithm.

Barth, Timothy J.↗

Compact, Reliable EEPROM Controller

A compact, reliable controller for an electrically erasable, programmable read-only memory (EEPROM) has been developed specifically for a space-flight application. The design may be adaptable to other applications in which there are requirements for reliability in general and, in particular, for prevention of inadvertent writing of data in EEPROM cells. Inadvertent writes pose risks of loss of reliability in the original space-flight application and could pose such risks in other applications. Prior EEPROM controllers are large and complex and do not provide all reasonable protections (in many cases, few or no protections) against inadvertent writes. In contrast, the present controller provides several layers of protection against inadvertent writes. The controller also incorporates a write-time monitor, enabling determination of trends in the performance of an EEPROM through all phases of testing. The controller has been designed as an integral subsystem of a system that includes not only the controller and the controlled EEPROM aboard a spacecraft but also computers in a ground control station, relatively simple onboard support circuitry, and an onboard communication subsystem that utilizes the MIL-STD-1553B protocol. (MIL-STD-1553B is a military standard that encompasses a method of communication and electrical-interface requirements for digital electronic subsystems connected to a data bus. MIL-STD- 1553B is commonly used in defense and space applications.) The intent was to both maximize reliability while minimizing the size and complexity of onboard circuitry. In operation, control of the EEPROM is effected via the ground computers, the MIL-STD-1553B communication subsystem, and the onboard support circuitry, all of which, in combination, provide the multiple layers of protection against inadvertent writes. There is no controller software, unlike in many prior EEPROM controllers; software can be a major contributor to unreliability, particularly in fault situations such as the loss of power or brownouts. Protection is also provided by a powermonitoring circuit.

Katz, Richard↗

Display Sharing: An Alternative Paradigm

The current Johnson Space Center (JSC) Mission Control Center (MCC) Video Transport System (VTS) provides flight controllers and management the ability to meld raw video from various sources with telemetry to improve situational awareness. However, maintaining a separate infrastructure for video delivery and integration of video content with data adds significant complexity and cost to the system. When considering alternative architectures for a VTS, the current system's ability to share specific computer displays in their entirety to other locations, such as large projector systems, flight control rooms, and back supporting rooms throughout the facilities and centers must be incorporated into any new architecture. Internet Protocol (IP)-based systems also support video delivery and integration. IP-based systems generally have an advantage in terms of cost and maintainability. Although IP-based systems are versatile, the task of sharing a computer display from one workstation to another can be time consuming for an end-user and inconvenient to administer at a system level. The objective of this paper is to present a prototype display sharing enterprise solution. Display sharing is a system which delivers image sharing across the LAN while simultaneously managing bandwidth, supporting encryption, enabling recovery and resynchronization following a loss of signal, and, minimizing latency. Additional critical elements will include image scaling support, multi -sharing, ease of initial integration and configuration, integration with desktop window managers, collaboration tools, host and recipient controls. This goal of this paper is to summarize the various elements of an IP-based display sharing system that can be used in today's control center environment.

Brown, Michael A.↗

Biomass Harmonization and SAR Analysis with the Multi-mission Algorithm and Analysis Platform (MAAP)

The Multi‐mission Algorithm and Analysis Platform (MAAP) is a collaborative effort between NASA and the European Space Agency (ESA) to support above ground biomass (AGB) research in an open science framework. MAAP brings together relevant data, algorithms, and computing capabilities in a common cloud environment to address the challenges of sharing and processing data from field, airborne and satellite measurements. MAAP was publicly released in October 2021, providing computing capabilities co-located with the data, a collaborative coding and analysis environment, and a set of interoperable tools and algorithms developed to support the estimation and visualization of data. MAAP has allowed scientists from both North America and Europe to collaborate on the generation and analysis/visualization of data derived from multiple, discipline-adjacent missions in an open, collaborative environment that has reached beyond traditional scientific investigation. MAAP has been used to support multiple scientific activities. To date, existing LiDAR data from multiple platforms has been calibrated with field measurements and combined for more comprehensive and accurate estimates of above ground biomass AGB; these LiDAR platforms include airborne (e.g. LVIS), the International Space Station (NASA’s Global Ecosystem Dynamics Investigation (GEDI), and satellites (e.g. ICESat-2). The current challenge is to effectively and seamlessly combine the aforementioned LiDAR-based data with new data sources such as P-band RADAR from ESA’s upcoming BIOMASS mission, existing ESA Sentinel-1 C-band SAR, and the 30 PB/yr of high cadence global coverage L-band SAR data from the upcoming NASA-ISRO SAR (NISAR) mission. Recent analysis using MAAP merged ICESat-2 and optical data (Harmonized Landsat Sentinel) produced the most comprehensively precise estimate of boreal-wide AGB to date. Another effort using MAAP is the production and open distribution of global comparisons of AGB map estimates, including from ICESat-2 and GEDI, to bolster stakeholder uptake for policy applications. These map estimates will feed into the Intergovernmental Panel on Climate Change (IPCC) database, likely aiding the next Global Carbon Stocktake of the UNFCCC. Furthermore, the biomass retrieval intercomparison exercise BRIX-2 could benefit from the MAAP providing standardized test cases (based on airborne campaign and spaceborne data) allowing the community to develop and apply retrieval algorithms based on these test cases, while forthcoming SAR data training curricula could also use the MAAP as a teaching and learning platform. The MAAP is meeting the challenges inherent in international, open science collaboration and large scale computing with a platform that is entirely open source and cloud native, using open standards for data access, manipulation, protocols, and formats. The MAAP data system consists of a dedicated data store whose data is indexed in an online catalog conforming to established metadata, application programmatic interfaces (APIs), and service interface standards, using an implementation of the open sourced NASA Common Metadata Repository. Federation of user identities allows users from either NASA or ESA to access and consume services from the other using a unified metadata catalog for the data utilized across the ESA and NASA MAAP platforms. Similarly, we are exploring how to increase interoperability to achieve a common approach to packaging, orchestrating and executing algorithms, with interoperable access to data for subsetting, fast browse, and cloud-optimized access, all using interoperable standards such as those from the Open Geospatial Consortium (OGC). Designed for interoperability, ESA and NASA utilize a common architecture for the software platform. It provides a cloud-based algorithm development environment (ADE) that enables scientists to develop algorithms collaboratively with access to the MAAP data catalog as well as other data archives. MAAP provides an Eclipse Che-based ADE supporting both Python and R languages, popular in this biomass community. Algorithms developed and containerized within the ADE can be deployed to run to thousands of computational nodes in the MAAP’s data processing system (DPS), dramatically speeding up processing and giving scientists a rapid, iterative turnaround of results. NASA’s implementation of the DPS is based on the Hybrid Science Data System (HySDS) framework, used by NASA flight projects to produce Earth science standard products.

cloud computing↗

Toward equitable environmental exposure modeling through convergence of data, open, and citizen sciences: an example of air pollution exposure modeling amidst increasing wildfire smoke

Exposure modeling is critical in environmental epidemiology and human health but may face challenges (e.g., skewed data, unequal error, context-insensitive validation, and computational demands). Modeling decisions reflect the intended use of the models and the values that modelers prioritize. We aimed to provide a conceptual framework and machine learning (ML) modeling protocols that address these issues. With 500m-gridded hourly PM 2.5 and O 3 levels in Illinois before, during, and after the 2023 Canadian wildfire season as a motivating example, we conducted modeling experiments to evaluate modeling methods, guided by three domains we propose based on theories of science: 1) Data Diversity, leveraging open and citizen science data to enhance inclusivity, parsimony, and representativeness; 2) Equitable Accuracy, ensuring fairly distributed uncertainties across subpopulations; and 3) Sustainable Modeling, balancing accuracy with reducing computational demands to promote accessibility for under-resourced researchers. Here, we found that ML with publicly available data can achieve high accuracy. Depending on methods, performance may vary substantially, even with identical input data. Large but skewed data may reduce performance. Misuse of cross-validation protocols can underestimate prediction error; although we observed R 2 s of ∼98 %, the modeled estimates varied significantly, indicating the need for careful model validation. By using new modeling protocols including representativeness-considered training and validation data and a new loss function, we achieved high agreement between estimates and ground-based measurements (e.g., R 2 = ∼90 % for PM 2.5 ; ∼80 % for O 3 ), equally distributed errors across sociodemographic strata and urban–rural divides, and reduction in computation time—from several weeks or months to a few days.

Exposure assessment↗

Using Histories to Implement Atomic Objects

In this paper we describe an approach of implementing atomicity. Atomicity requires that computations appear to be all-or-nothing and executed in a serialization order. The approach we describe has three characteristics. First, it utilizes the semantics of an application to improve concurrency. Second, it reduces the complexity of application-dependent synchronization code by analyzing the process of writing it. In fact, the process can be automated with logic programming. Third, our approach hides the protocol used to arrive at a serialization order from the applications. As a result, different protocols can be used without affecting the applications. Our approach uses a history tree abstraction. The history tree captures the ordering relationship among concurrent computations. By determining what types of computations exist in the history tree and their parameters, a computation can determine whether it can proceed.

Ng, Pui↗

Exploring New Frontiers in Space Communications: Enhancing Delay Tolerant Networking through Cloud and Containerization

The High-rate Delay Tolerant Networking (HDTN) project at NASA Glenn Research Center has developed software that enables more flexible, reliable, and efficient space internetworking by using modern computing techniques such as cloud services, microservices, network function virtualization, software defined networking, and a distributed architecture. HDTN is built upon the Bundle Protocol and related convergence layers which have been developed to mitigate the challenges of the space networking environment including long delays, asymmetric data rates, and intermittent connectivity. The HDTN implementation employs asynchronous message processing tasks which allow for non-blocking operations as well as deployment in both centralized and distributed architectures. This paper investigates deploying HDTN in a containerized approach on the NASA Goddard’s Mission Cloud Platform using Amazon Web Services Elastic Compute Cloud (EC2). Commercial cloud computing will lower operating costs, provide flexible resource allocation, and allow for interconnectivity between multiple NASA centers as well as external partners. Containerization using Docker will enable greater portability and scalability for HDTN to be deployed into a variety of environments. We discuss possible NASA missions and use-cases such as the Laser Communications Relay Demonstration (LCRD) where the services provided by HDTN (reliable transport, high-rate message processing, and store-and-forward capabilities) will be enhanced through cloud computing and containerization. In addition, we describe the HDTN architecture and possible microservice-based networking approaches that can be obtained via HDTN’s configuration capabilities. Finally, we detail the EC2 specifications needed to achieve data rates greater than 1 Gbps to support optical communication missions such as LCRD.

Blake LaFuente↗

Queuing theory models for computer networks

A set of simple queuing theory models which can model the average response of a network of computers to a given traffic load has been implemented using a spreadsheet. The impact of variations in traffic patterns and intensities, channel capacities, and message protocols can be assessed using them because of the lack of fine detail in the network traffic rates, traffic patterns, and the hardware used to implement the networks. A sample use of the models applied to a realistic problem is included in appendix A. Appendix B provides a glossary of terms used in this paper. This Ames Research Center computer communication network is an evolving network of local area networks (LANs) connected via gateways and high-speed backbone communication channels. Intelligent planning of expansion and improvement requires understanding the behavior of the individual LANs as well as the collection of networks as a whole.

Galant, David C.↗

Average waiting time in FDDI networks with local priorities

A method is introduced to compute the average queuing delay experienced by different priority group messages in an FDDI node. It is assumed that no FDDI MAC layer priorities are used. Instead, a priority structure is introduced to the messages at a higher protocol layer (e.g. network layer) locally. Such a method was planned to be used in Space Station Freedom FDDI network. Conservation of the average waiting time is used as the key concept in computing average queuing delays. It is shown that local priority assignments are feasable specially when the traffic distribution is asymmetric in the FDDI network.

Gercek, Gokhan↗

Scalable parallel communications

Coarse-grain parallelism in networking (that is, the use of multiple protocol processors running replicated software sending over several physical channels) can be used to provide gigabit communications for a single application. Since parallel network performance is highly dependent on real issues such as hardware properties (e.g., memory speeds and cache hit rates), operating system overhead (e.g., interrupt handling), and protocol performance (e.g., effect of timeouts), we have performed detailed simulations studies of both a bus-based multiprocessor workstation node (based on the Sun Galaxy MP multiprocessor) and a distributed-memory parallel computer node (based on the Touchstone DELTA) to evaluate the behavior of coarse-grain parallelism. Our results indicate: (1) coarse-grain parallelism can deliver multiple 100 Mbps with currently available hardware platforms and existing networking protocols (such as Transmission Control Protocol/Internet Protocol (TCP/IP) and parallel Fiber Distributed Data Interface (FDDI) rings); (2) scale-up is near linear in n, the number of protocol processors, and channels (for small n and up to a few hundred Mbps); and (3) since these results are based on existing hardware without specialized devices (except perhaps for some simple modifications of the FDDI boards), this is a low cost solution to providing multiple 100 Mbps on current machines. In addition, from both the performance analysis and the properties of these architectures, we conclude: (1) multiple processors providing identical services and the use of space division multiplexing for the physical channels can provide better reliability than monolithic approaches (it also provides graceful degradation and low-cost load balancing); (2) coarse-grain parallelism supports running several transport protocols in parallel to provide different types of service (for example, one TCP handles small messages for many users, other TCP's running in parallel provide high bandwidth service to a single application); and (3) coarse grain parallelism will be able to incorporate many future improvements from related work (e.g., reduced data movement, fast TCP, fine-grain parallelism) also with near linear speed-ups.

Maly, K.↗

Automated Synthesis of Long Communication Delays for Testing

Planetary-Ohio Network Emulator (p- ONE) is a computer program for local laboratory testing of high bandwidth data-communication systems subject to long delays in propagation over interplanetary distances. p-ONE is installed on a personal computer connected to two bidirectional Ethernet interfaces, denoted A and B, that represent local-area networks at opposite ends of a long propagation path. Traffic that is to be passed between A and B is encapsulated in IP (Internet Protocol) packets (e.g., User Data Protocol, UDP). Intercepting this traffic between A and B in both directions, p-ONE time-tags each packet and stores it in memory or on the hard disk of the computer for a user-specified interval that equals the propagation delay to be synthesized. At the expiration of its storage time, each such packet is sent to its destination (that is, if it was received from A, it is sent to B, or vice versa). The accuracy of the p-ONE software is very high, with zero packet loss through the system and negligible latency. Optionally, p-ONE can be configured to delay all network traffic to and from all network addresses on each Ethernet interface or to selectively delay traffic between specific addresses or traffic of specific types. p-ONE works well with Linux and is also designed to be compatible with other operating systems.

Seibert, Marc↗

Globus service enhancements for exascale applications and facilities

Many extreme-scale applications require the movement of large quantities of data to, from, and among leadership computing facilities, as well as other scientific facilities and the home institutions of facility users. These applications, particularly when leadership computing facilities are involved, can touch upon edge cases (e.g., terabyte files) that had not been a focus of previous Globus optimization work, which had emphasized rather the movement of many smaller (megabyte to gigabyte) files. We report here on how automated client-driven chunking can be used to accelerate both the movement of large files and the integrity checking operations that have proven to be essential for large data transfers. In conclusion, we present detailed performance studies that provide insights into the benefits of these modifications in a range of file transfer scenarios.

97 MATHEMATICS AND COMPUTING↗

Geochemistry and metagenomics analyses of bacterial community structure in selected waste dumpsites in Lagos Metropolis, Nigeria

Dumpsites are reservoirs of persistent organic pollutants (POPs) and heavy metals (HMs), constituting environmental hazards to humanity. Autochthonous microorganisms in dumpsites exhibit various degrees of responses to contaminants. Unfortunately, there is a dearth of information on the types and concentration of pollutants and the array of microorganisms in these dumpsites which may play important roles in the metabolism of such pollutants or other community processes. Therefore, determining the microbial community structure in such contaminated sites across a municipality is essential for profiling the taxa that would serve as consensus degraders of the pollutants. In this study, soil samples from three dumpsites (Cele, CS; Solous, SS; and Computer Village, CVS) were characterized for geochemical properties using GC-MS, MP-AES, and other analytical protocols, while the dynamics of bacterial communities were evaluated based on their 16S rRNA gene barcodes. A significant difference in the bacterial communities was observed among the dumpsites in relation to the extent of pollution caused by POPs and HMs. CVS, with the highest HM contamination, was rich in Actinobacteria (41.7%) and Acidobacteria (10.2%), in contrast to CS and SS. Proteobacteria (34.1%) and Firmicutes (20%) were the dominant phyla in CS (highest POP contamination), while Bacteroidetes (45.5%) and Proteobacteria (39.9%) were dominant in SS soil.Bacilluswas the dominant genus in the most polluted dumpsite. Canonical correspondence analysis revealed that polycyclic aromatic hydrocarbons (PAHs) and HMs shaped the structure of the bacterial operational taxonomic units (OTUs) in the most polluted dumpsite. Out of a total of 706 OTUs, 628 OTUs exhibited a significant correlation (>50%) with benzo(b)fluoranthene, azobenzene, dibenzofurans, pyrene, dibenzo(a,l)pyrene, Cu, and Zn. In particular, Proteobacteria (Achromobactersp. andSerratiasp.), Bacteroidetes (Zhouiasp.), and Firmicutes (Bacillussp.) were suggested to be pivotal to the ecophysiology of dumpsite soils contaminated with POPs and HMs. The results generally underscored the importance of metagenomic and physicochemical analyses of polluted systems in enabling correlations for useful prediction of drivers of such ecosystems. This will further improve our understanding of the metabolic potential and adaptation of organisms in such systems.

Environmental Sciences & Ecology↗

Synchronizing computer clocks using a local area network

Researchers completed the first tests of a method to synchronize the clocks of networked computers to the National Institute of Standards and Technology (NIST) time scale. The method uses a server computer to disseminate the time to other clients on the same local-area network. The server is synchronized to NIST using the ACTS protocol over a dial-up telephone line. The software in both the server and the parameters of this model are used to adjust the time of the local clock and the interval between calibration requests in a statistically optimum way. The algorithm maximizes the time between calibrations while at the same time keeping the time of the local clock correct within a specific tolerance. The method can be extended to synchronize computers linked over wide-area networks, and an experiment to test the performance of the algorithms over such networks is being planned.

Levine, Judah↗