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Baars S.,University of Groningen | Viebahn J.P.,Centrum Wiskunde & Informatica CWI | Mulder T.E.,University Utrecht | Kuehn C.,TU Munich | And 3 more authors.
Journal of Computational Physics | Year: 2017

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining probability density functions of systems of stochastic partial differential equations near fixed points, under a small noise approximation. Key innovation is the efficient solution of a generalized Lyapunov equation using an iterative method involving low-rank approximations. We apply and illustrate the capabilities of the method using a problem in physical oceanography, i.e. the occurrence of multiple steady states of the Atlantic Ocean circulation. © 2017 Elsevier Inc.

Hoogland J.,Centrum Wiskunde & Informatica CWI | de Weerdt M.,Technical University of Delft | La Poutre H.,Centrum Wiskunde & Informatica CWI | La Poutre H.,Technical University of Delft
Lecture Notes in Business Information Processing | Year: 2017

Motivated by the energy domain, we examine a risk-averse buyer that has to purchase a fixed quantity of a continuous good. The buyer has two opportunities to buy: now or later. The buyer can spread the quantity over the two timeslots in any way, as long as the total quantity remains the same. The current price is known, but the future price is not. It is well known that risk neutral buyers purchase in whichever timeslot they expect to be the cheapest, regardless of the uncertainty of the future price. Research suggests, however, that most people may in fact be risk-averse. If the future price is expected to be lower than the current price, but very uncertain, then they may prefer to purchase in the present, or spread the quantity over both timeslots. We describe a formal model with a uniform price distribution and a piecewise linear risk aversion function.We provide a theorem that states the optimal behavior as a closed-form expression, and we give a proof of this theorem. © Springer International Publishing AG 2017.

Hoogland J.,Centrum Wiskunde & Informatica CWI | La Poutre H.,Centrum Wiskunde & Informatica CWI | La Poutre H.,Technical University of Delft
Lecture Notes in Business Information Processing | Year: 2017

The Power TAC is a competition-based simulation of an electricity market. The goal of the competition is to test retailer (broker) strategies in a competitive environment. Participants create broker agents that trade electricity. In this paper we describe our broker, which we created as a participant of the 2014 Power TAC competition. We describe the strategies for two main components of the game: the tariff market and the wholesale market.We also discuss the performance of our broker in the competition, where we were second in the final ranking. © Springer International Publishing AG 2017.

Azadbakht K.,Centrum Wiskunde & Informatica CWI | Bezirgiannis N.,Centrum Wiskunde & Informatica CWI | de Boer F.S.,Centrum Wiskunde & Informatica CWI
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | Year: 2017

Generation of social networks using Preferential Attachment (PA) mechanism is proposed in the Barabasi-Albert model. In this mechanism, new nodes are introduced to the network sequentially and they attach to the existing nodes preferentially where the preference can be based on the degree of the existing nodes. PA is a classical model with a natural intuition, great explanatory power and interesting mathematical properties. Some of these properties only appear in large-scale networks. However generation of such extra-large networks can be challenging due to memory limitations. In this paper, we investigate a distributedmemory approach for PA-based network generation which is scalable and which avoids low-level synchronization mechanisms thanks to utilizing a powerful programming model and proper programming constructs. © Springer International Publishing AG 2017.

Briet J.,Centrum Wiskunde & Informatica CWI | Zuiddam J.,Centrum Wiskunde & Informatica CWI
Quantum Information and Computation | Year: 2017

After Bob sends Alice a bit, she responds with a lengthy reply. At the cost of a factor of two in the total communication, Alice could just as well have given Bob her two possible replies at once without listening to him at all, and have him select which one applies. Motivated by a conjecture stating that this form of “round elimination” is impossible in exact quantum communication complexity, we study the orthogonal rank and a symmetric variant thereof for a certain family of Cayley graphs. The orthogonal rank of a graph is the smallest number d for which one can label each vertex with a nonzero d-dimensional complex vector such that adjacent vertices receive orthogonal vectors. We show an exp(n) lower bound on the orthogonal rank of the graph on {0, 1}n in which two strings are adjacent if they have Hamming distance at least n/2. In combination with previous work, this implies an affirmative answer to the above conjecture. © Rinton Press.

Jongmans S.-S.T.Q.,Centrum Wiskunde & Informatica CWI | Santini F.,CNR Institute for Informatics and Telematics | Arbab F.,Centrum Wiskunde & Informatica CWI
Service Oriented Computing and Applications | Year: 2015

Coordination languages, such as Reo, have emerged for the specification and implementation of interaction protocols among concurrent entities, manifested as connectors. In this paper, we describe a theoretical justification and a practical proof-of-concept tool for automatically generating partially distributed, partially centralized implementations of Reo connectors. Such implementations have three performance advantages: faster compilation at build time (compared to a purely centralized approach), reduced latency at run time (compared to a purely distributed approach), and improved parallelism at run time (compared to a purely centralized approach). Our theory relies on the definition of a new product operator on constraint automata (Reo’s formal semantics), which we use to formally justify distributions of disjoint parts of a coordination scheme over different machines according to several possible motivations (e.g., performance, QoS constraints, privacy, resource availability, and network topology). To exemplify our work, in a case study, we show and explain how a generated connector implementation can be executed. © 2015, Springer-Verlag London.

Jongmans S.-S.T.Q.,Open University | Jongmans S.-S.T.Q.,Radboud University Nijmegen | Arbab F.,Centrum Wiskunde & Informatica CWI
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) | Year: 2016

We present PrDK: a development kit for programming protocols. PrDK is based on syntactic separation of process code, presumably written in an existing general-purpose language, and protocol code, written in a domain-specific language with explicit, high-level elements of syntax for programming protocols. PrDK supports two complementary syntaxes (one graphical, one textual) with a common automata-theoretic semantics. As a tool for construction of systems, PrDK consists of syntax editors, a translator, a parser, an interpreter, and a compiler into Java. Performance in the NAS Parallel Benchmarks is promising. © Springer-Verlag Berlin Heidelberg 2016.

Hernandez-Leal P.,Centrum Wiskunde & Informatica CWI | Zhan Y.,Washington State University | Taylor M.E.,Washington State University | Sucar L.E.,National Institute of Astrophysics, Optics and Electronics | Munoz de Cote E.,National Institute of Astrophysics, Optics and Electronics
Autonomous Agents and Multi-Agent Systems | Year: 2016

The success or failure of any learning algorithm is partially due to the exploration strategy it exerts. However, most exploration strategies assume that the environment is stationary and non-strategic. In this work we shed light on how to design exploration strategies in non-stationary and adversarial environments. Our proposed adversarial drift exploration (DE) is able to efficiently explore the state space while keeping track of regions of the environment that have changed. This proposed exploration is general enough to be applied in single agent non-stationary environments as well as in multiagent settings where the opponent changes its strategy in time. We use a two agent strategic interaction setting to test this new type of exploration, where the opponent switches between different behavioral patterns to emulate a non-deterministic, stochastic and adversarial environment. The agent’s objective is to learn a model of the opponent’s strategy to act optimally. Our contribution is twofold. First, we present DE as a strategy for switch detection. Second, we propose a new algorithm called R-max# for learning and planning against non-stationary opponent. To handle such opponents, R-max# reasons and acts in terms of two objectives: (1) to maximize utilities in the short term while learning and (2) eventually explore opponent behavioral changes. We provide theoretical results showing that R-max# is guaranteed to detect the opponent’s switch and learn a new model in terms of finite sample complexity. R-max# makes efficient use of exploration experiences, which results in rapid adaptation and efficient DE, to deal with the non-stationary nature of the opponent. We show experimentally how using DE outperforms the state of the art algorithms that were explicitly designed for modeling opponents (in terms average rewards) in two complimentary domains. © 2016 The Author(s)

Batenburg K.J.,Centrum Wiskunde & Informatica CWI
IEEE transactions on image processing : a publication of the IEEE Signal Processing Society | Year: 2011

In this paper, we present an iterative reconstruction algorithm for discrete tomography, called discrete algebraic reconstruction technique (DART). DART can be applied if the scanned object is known to consist of only a few different compositions, each corresponding to a constant gray value in the reconstruction. Prior knowledge of the gray values for each of the compositions is exploited to steer the current reconstruction towards a reconstruction that contains only these gray values. Based on experiments with both simulated CT data and experimental μCT data, it is shown that DART is capable of computing more accurate reconstructions from a small number of projection images, or from a small angular range, than alternative methods. It is also shown that DART can deal effectively with noisy projection data and that the algorithm is robust with respect to errors in the estimation of the gray values.

Laurent M.,Centrum Wiskunde & Informatica CWI | Sun Z.,University of Tilburg
Journal of Global Optimization | Year: 2013

The maximum stable set problem is a well-known NP-hard problem in combinatorial optimization, which can be formulated as the maximization of a quadratic square-free polynomial over the (Boolean) hypercube. We investigate a hierarchy of linear programming relaxations for this problem, based on a result of Handelman showing that a positive polynomial over a polytope with non-empty interior can be represented as conic combination of products of the linear constraints defining the polytope. We relate the rank of Handelman’s hierarchy with structural properties of graphs. In particular we show a relation to fractional clique covers which we use to upper bound the Handelman rank for perfect graphs and determine its exact value in the vertex-transitive case. Moreover we show two upper bounds on the Handelman rank in terms of the (fractional) stability number of the graph and compute the Handelman rank for several classes of graphs including odd cycles and wheels and their complements. We also point out links to several other linear and semidefinite programming hierarchies. © 2013, Springer Science+Business Media New York.

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