Numero 04

fredag 27 januari 1995, årgång 25

Veckoblad om forskning, undervisning och administration m.m.
NADA - Institutionen för numerisk analys och datalogi, KTH.


Aktuellt kalendarium, dvs. inte kalendariet som hör specifikt till denna Numeroutgåva.

Exjobbsseminarium i datalogi

...äger rum tisdagen den 7 febr. kl. 15.15 i sal E2 (Osquars backe 14, 2 tr.).

Rickard Westman och Fredrik Bernsel, D90: Ett ´Plug and Play´-perspektiv på fjärranslutning till nät från mobila PC med utgångspunkt från DEC Pathworks Remote och Microsoft ´Chicago´. Arbetet är utfört vid Digital, Sophia Antipolis i Frankrike. Handledare Olle Bälter.

Peter Mathsson, D90: Mätning av noggrannhet hos referensblock för koordinatmätningsmaskiner. Arbetet är utfört vid Mitutoyo, Japan. Handledare Henrik Eriksson.

Kerstin F.

"Sprid dina forskningsrön med ett pressmeddelande"

...är rubriken på en folder från informationsenheten på KTH. Där berättas om hur de kan hjälpa till med formulering och spridning av pressmeddelanden, t.ex. i samband med disputation. Även KTH-nytt bör tipsas om nyheter och evenemang, påpekas det. Numeropärmen 95.010.

Två lektorat i matte, Luleå

Institutionen för matematik utlyser två lektorat. Ansökan senast 6 februari. Numeropärmen 95.011.

Telecommässan i Geneve

VHS inbjuder till deltagande i uttagningen av "intressanta svenska IT-projekt" för medverkan på Telecommässan i Geneve i oktober 1995. VHS vill ha en första kontakt redan nu i januari! Numeropärmen 95.009.

Sigrid Arrhenius stipendiefond

...vid mat.-nat. fakulteten, SU, ger ekonomiskt stöd till "lovande forskare". Sista ansökningsdag onsdagen den 15 febr. Numeropärmen 95.015.

Stöd till högskolesamarbete med Central- och Östeuropa

...ger Svenska institutet (SI). Sista ansökningsdag lördagen den 25 febr. Numeropärmen 95.016.

Svensk-brittiskt samarbetsprogram

...ger Svenska Högskoleförbundet pengar till. Sista ansökningsdag onsdagen den 15 mars. Numeropärmen 95.017.

Anslag projektsamarbeten f.d. Sovjet

...kan söka i år igen. Sista ansökningsdag onsdagen den 15 febr. Numeropärmen 95.012.

Thanks to Scandinaiva fellowships

...ger pengar för studier vid "Hebrew University". Sista ansökningsdag lördagen den 1 april. Numeropärmen 95.013.

C. F. Liljevalch jr:s resestipendier

...kan sökas av studerande vi mat.-nat. fakulteten vid SU. Sista ansökningsdag onsdagen den 15 febr. Numeropärmen 95.014.

Konferensbidrag om "parallel scientific computing"

Från Jerzy Wasniewski i Danmark har inkommit följande:

I was asked to organize THE PARALLEL SCIENTIFIC COMPUTING SESSION on the IFIP Conference MODELLING and OPTIMIZATION OF DISTRIBUTED PARAMETER SYSTEMS with APPLICATIONS to ENGINEERING, held in Warsaw, Poland July 17-21, 1995, organized by the Systems Research Institute of the Polish Academy of Sciences

A limited number of contributed, either 20 or 30 min. talks will be selected for this session. Extended abstracts no more than two pages should be sent to me before March 31, 1995. The text can be in Latex, Postscript or pure ASCII. Selected presented papers will be published after the conference in a book form by Chapman & Hall. My email address, where the Parallel Scientific Computing Session abstracts should be sent is:

The conference contact address (payments, registration, hotel reservation) is: Malgorzata Peszynska, IFIP Conference, Systems Research Institute, Polish Academy of Sciences, Newelska 6, PL 01- 447 Warsaw, POLAND. Phone (+4822) 364414, 370521, fax (+4822) 372772. E-mail:

Jerzy Wasniewski, UNI*C, The Danish Computing Centre for Research and Education, Lyngby, Denmark

Beyond Black-Scholes: Pricing and hedging derivatives in incomplete markets

Lev Mikheev, Nordita, håller seminarium under ovanstående rubrik på måndag (30 jan.) kl. 10.15 i rum 750, Handelshögskolan (Sveav. 65, Stockholm).


Despite its spectacular success, the Black-Scholes theory of option pricing is based on a continuous hedging procedure which can not be implemented in real markets. First, transaction costs make continuous trading infinitely expensive, second, the flow of information on the price of the underlying security is not continuous. In this talk I will review various issues raised by attempts to go beyond these assumptions, focusing particularly on my current work on the problem of optimal hedging in the presence of Poisson jumps in the stock price and transaction costs.

Disputation: Computer and Communication Support for Interactive Distributed Applications

Olof Hagsand, SICS, disputerar under ovanstående rubrik onsdagen den 15 febr. kl. 9.30 i sal F2 (hiss A, 7 tr., Electrum, Kista). Opponent är Derek MacAuley, The Computer Lab, Cambridge Univ, UK.


Interactive internet-based distributed applications placing tough requirements on computer systems and networks are currently being designed, implemented and deployed. Two application areas studied in this thesis are live continuous media applications and distributed virtual environments. These application areas require high bandwidth communication, real-time delivery of data and may involve large numbers of participants. The unifying theme of this thesis, consisting of a collection of papers, is how computers may support these new interactive distributed applications.

Protocols supporting continuous media usually have provision for specifying real-time traffic behaviour and resource requirements, including ATM and ST-2. However, it is a research issue how such protocols coexist, in particular, how resources reserved in one protocol are mapped to resource reservation mechanisms in the other. The dissertation describes how ATM can act as a sub-net in an ST-2 internet. Quality of service levels are maintained by mapping each ST-2 data stream to a single dedicated ATM virtual circuit.

Applications using continuous media protocols need to pass flow specifications, describing the expected traffic, to the protocols. Such flow specifications can be used to reserve resources in, for example, ST-2 and ATM networks. In this thesis, it is shown how the existing BSD Unix socket application interface can be extended to support multimedia networking protocols.

A survey is presented on how live digital audio and video are supported in operating systems and networks. The survey describes several systems with real-time scheduling and the ability to allocate resources in advance.

To demonstrate that real-time properties can be achieved on a general-purpose computer system, a standard Unix operating system is modified to support live distributed multimedia applications. The modifications include real-time process scheduling, preemption and modified interrupt processing. These modifications reduce end-to-end delays from well above 100 milliseconds to below 10 milliseconds.

As a part of an effort to develop better tools for distributed application design, distributed programming using process groups is extended with an object-oriented programming model. More specifically, object groups are used as a foundation on which object-oriented applications can better exploit the reliability supplied by process groups.

In the thesis, a platform for multi-user virtual environments is presented. The platform, Dive, is based on process groups and enables multiple participants to communicate over a network in shared three dimensional worlds. Distribution and interaction issues for such large-scale networked virtual environments are also discussed, along with their requirements on supporting systems.

SANS-seminarium: The probabilistic description of high dimensional dynamical systems

Prof Michael C. Mackey, McGill University, Montreal, håller SANS-seminarium under ovanstående rubrik på torsdag (2 febr.) kl. 13.15 i sal E4 (Lindstedtsv. 5).


Deals with the properties of coupled map lattices, and proving sufficient conditions for the emergence of Spatio-Temporal order versus ST chaos. Uses techniques developed in Lasota/Mackey, Chaos, Fractals, and Noise.

Roland Orre, Hans Liljenström

IT-KTH-seminarium: Some Theory and Experiments with Automated Program Synthesis

Tanel Tammet, Chalmers University of Technology, Göteborg, håller seminarium under ovanstående rubrik på torsdag (2 febr.) kl. 10.30 i sal C34 (Electrum, Kista).

We consider program synthesis using both intuitionistic and classical logics. For intuitionistic logic we give an overview of our implementation of the resolution theorem prover and investigate the strategies we have designed for the prover, comparing these with the strategies used in tableau provers. We also look at the performance of our implementation and compare it with the tableau prover of D. Sahlin, T. Franzen and S. Haridi. For the classical logic we present the following result: resolution is complete for definite answers. This proves completeness of the clause fragment of the program synthesis calculus of Manna and Waldinger. Finally we consider our experiments of synthesizing programs in classical logic by resolution.

Enn Tyugu & Tarmo Uustalu

Numero utkommer normalt på fredagar under terminstid, manusstopp kl 13 dagen före.

Bidrag till Numero kan lämnas i datorläsbar form - via datorpost till <> eller i Mac-mappen Numero-bidrag i filhanteraren Nada-arkiv - eller på papper till KTH; NADA, Numero; 100 44 STOCKHOLM (dvs. Numerofacket bland NADA-postfacken). Varje Numero-utgåva utkommer i tre former:

Ibland refereras till Numeropärmen. Det är en pärm som finns i NADA:s fikarums bokhylla (plan 4).

Numero-redaktionen består f.n. av Peter Svanberg. Ansvarig utgivare är Ingrid Melinder. Numeros innehåll uttrycker inte institutionens officiella ståndpunkt annat än då detta anges.