OverviewResearchActivities2008

1 Centrum Wiskunde&Informatica

Visiting address Science Park 123 1098 XG Amsterdam The Netherlands Postal address P.O. Box 94079 1090 GB Amsterdam Telephone +31 20 592 9333 Fax +31 20 592 4199 Website www.cwi.nl

Centrum Wiskunde & Informatica (CWI) is the national research institute for mathematics and com- puter science of The Netherlands. It is supported by the Netherlands Organisation for Scientific Research (NWO). CWI is a founding member of ERCIM, the European Research Consortium for Informatics and Mathe- matics. CWI is a member of the World Wide Web Consortium (W3C) and it manages the W3C Office in the Benelux. CWI is located at Science Park Amsterdam. CONTENTS

Preface 4 Strategic themes 5 Scientific clusters Probability, Networks and Algorithms – PNA 7 PNA1 Algorithms, Combinatorics and Optimization 7 PNA2 Performance Analysis of Communication Networks 21 PNA4 Signals and Images 37 PNA5 Cryptology and Information Security 40 Software Engineering – SEN 48 SEN1 Interactive Software Development and Renovation 48 SEN3 Coordination Languages 55 SEN4 Computational Intelligence and Multi-agent Games 67 SEN5 Distributed Multimedia Languages and Infrastructures 74 Modelling, Analysis and Simulation – MAS 80 MAS0 Life Sciences 80 MAS1 Dynamical Systems and Numerical Analysis 80 MAS2 Scientific Computing and Control Theory 88 MAS3 Multiscale Modelling and Nonlinear Dynamics 103 Information Systems – INS 111 INS0 Standardization and Knowledge Transfer 111 INS1 Database Architectures and Information Access 113 INS2 Semantic Media Interfaces 121 INS3 Visualization and 3D Interfaces 126 INS4 Quantum Computing and Advanced Systems Research 128 Appendices A Statistics of CWI output 140 B Publications outside the research clusters 140 C Acronyms of universities in The Netherlands 140 D Distribution of funding over research groups 141 E PhD theses 142

The CWI annual report series consists of: - Annual Report (English), a full colour document giving a general overview of CWI’s scientific activities and some research highlights - Overview Research Activities (English), a comprehensive listing of CWI’s scientific activities - Sociaal-Financieel Jaarverslag (Dutch), a supplement containing the social and financial report and the works council report These can be ordered at the department of Communication & Information ([email protected]) PREFACE

This overview is a comprehensive report of the programmes; NWO Veni, Vidi, Vici grants; TI CWI research activities in 2008 and is a supple- projects and, more recently, Bsik programmes ment to the Annual Report 2008, which high- BRICKS, MultimediaN, and VL-e) and has exten- lights CWI’s scientific research. sive experience in managing these collaborative research efforts. CWI is also strongly embedded in Dutch university research: about twenty-five Mission of CWI of its senior researchers hold parttime positions as professors at universities and several projects CWI is the national research institute for math- are carried out in cooperation with university ematics and computer science. It is a private, research groups. Annually CWI hosts some 200 non-profit organization. Founded in 1946 (as visiting scientists from abroad. Mathematisch Centrum), it aims at fostering CWI hosts a staff of 216 fte, of which 164 sci- mathematics and computer science research in entific staff. It operates on an annual budget of The Netherlands. CWI receives a basic funding M 17.9 (2008). from the Netherlands Organisation for Scientific Research (NWO), amounting to about two thirds of the institute’s total income. The remaining one third is obtained through national research CWI’s research entities programmes, international programmes, and CWI’s scientific research is organized in four contract research commissioned by industry. scientific clusters, each consisting of three to five CWI’s mission is twofold: To perform fron- scientific research groups. Besides, its research tier research in mathematics and computer sci- is increasingly oriented on its strategic research ence, and to transfer new knowledge in these themes: earth and life sciences, the data explosion, fields to society in general and trade and indus- societal logistics, software as service. try in particular. This mission is realized by several means. In addition to the standard ways of disseminating Items per cluster scientific knowledge, for example through pub- - Principal research area and mission lications, presentations at conferences, organiza- - Cluster staff tion of workshops and exchange of researchers, - Research groups and their leaders CWI actively pursues joint projects with exter- nal partners, provides consulting services, and actively stimulates the creation of spin-off com- Items per group panies. A technology transfer event is organized - Name and acronym annually to promote these activities. Also spe- - Mission cial efforts are made to make research results known to non-specialist circles, ranging from - MSC or CR classification researchers in other disciplines to the public at - Subgroups and their leaders large. CWI has many contacts with national or- - Staff (+ affiliation of seconded staff) ganizations for applied research with wide ex- - Scientific report: highlights, PhD students, perience in turning research results directly into and report per subgroup/project practical applications. Its researchers are sup- - Societal aspects and knowledge transfer ported by state-of-the-art computing facilities - Organization of conferences and workshops and a library of national importance. - Lectures CWI has always been very successful in se- - Other professional activities curing considerable participation in European - Awards and grants research programmes (e.g., ESPRIT, ACTS, - Academic publications TELEMATICS, RESQ, MUSCLE, and others) and national research programmes (ICES/KIS - Professional products

4 STRATEGICTHEMES

Earth and life sciences (SEN4). Two highly talented scientists have been successfully attracted to CWI; Bert Zwart The earth sciences was hired as a tenured researcher in the field of stochastic optimization, and Guido Schaefer was The CWI, and especially the MAS cluster, has a hired as a tenure-track researcher in combinato- strong tradition in the earth sciences. Except for rial optimization and algorithmic game theory. the project on the reliability of the Dutch coastal The research in the area of SL encompasses a protection – that is supported by internal CWI broad range of application areas, including the funds – no special new initiatives have taken areas performance analysis of information and place in this area. communication systems, performance analysis of large-scale service systems, healthcare logis- The life sciences tics, ambulance service provisioning, transport and distribution, airport logistics, pricing and In 2008, a major project to stimulate life sciences revenue management, advanced routing algo- research at the CWI has been started up. Two rithms, and energy markets. young scientists have been hired at the tenure In the context of SL, the Franz Edelman track level, Gunnar Klau (Mathematical Life Award of INFORMS was awarded to the project Sciences, FU Berlin) and Roeland Merks (Flan- The New Dutch Timetable – the OR Revolution de- ders Interuniversity Institute of Biotechnology, veloped by CWI researchers (A. Schrijver and Ghent). Klau’s research focuses on computa- former researchers G. Maroti and A. Steenbeek) tional biology, combinatorial optimization, and in collaboration with researchers from NS, EUR algorithmic problems in the life sciences; Merks and University of Padova. works in the area of biological, multi-scale mod- Stimulated by three NWO-bonus funded elling, currently primarily of multicellular de- PhD students in the field of Revenue Manage- velopment. Both Klau and Merks immediately ment and algorithmic game theory, CWI has co- started to build up their own research groups by founded (jointly with VU Amsterdam and OR- hiring students and postdocs. TEC) a knowledge network on Pricing and Rev- During 2008, Klau, Merks and their groups enue Management (PreMa), aimed at bringing have for practical reasons been embedded in the together academic institutes and industrial par- MAS-cluster. By 01-01-2009, they are part of the ties. This network, which has already attracted new ‘pilot cluster’ Life Sciences. Several CWI- interest from a variety of industrial partners, researchers, originating from the MAS and PNA forms an excellent basis for transfer and cross- clusters and whose research focuses on the life fertilization of knowledge and experience. sciences, will also be part of this pilot cluster. External funding has been awarded for The CWI-life scientists have strong connections projects in several sub-areas ofrelated to SL, in- with the NISB (Netherlands Institute of Systems cluding the SenterNovem funded project End- Biology), in fact, Roeland Merks has been hired to-end Quality of Service in Service Supply Chains as leader of the NISB modelling group. There (SeQual), the NWO-VIDI project on Large Scale are also promising scientific interactions with the Service Systems , the SenterNovem funded project NKI (‘Netherlands Cancer Institute’). Intelligent and Decentralized Management of Elec- tricity Networks and Data. (IOP-EMVT-project Han), and the NWO Free Competition project Societal logistics Mixed-integer optimization: unification of polyhe- In 2008, significant efforts have been taken to dral combinatorics and lattice basis reduction algo- build up the research theme Societal Logistics rithms. Also, in 2008, the research supported by (SL), based upon the already-existing strong the Microsoft Research Grant on Socially Struc- reputation of CWI in the areas of stochastic op- tured User Behavior and Externalities in Sponsored erations research (PNA2), combinatorial opti- Search Auctions was carried out in 2008 by CWI mization (PNA1) and computational intelligence researchers of PNA1 and SEN4 in the context of

5 SL. and become the focal point of two spin-off com- In addition, CWI has been the coordinator panies (INS1). Outreach activities included an of the program ICT in Mobility and Logistics , as international workshop on sensor systems for part of a large-scale project acquisition effort biodiversity (PNA4). in the context of the Fonds Economische Struc- Continual participation in the W3C opera- turering (FES). As part of that effort, many new tions stress our role to support the data explo- and promising external contacts have been es- sion with useful and effective standards (INS0) tablished with industrial and governmental or- ganizations in the areas of ambulance service provisioning, healthcare logistics, airport logis- tics, navigation systems, transport and distri- Software as service bution; these contacts will form the basis for the In the past two years a seminar on Software as further expansion of the research theme in the Service has been organized (convenor: F. Arbab) years to come. to make an inventory of relevant research. Cur- rent activities in this theme involve software analysis (SEN1), service composition (SEN3), The data explosion cooperating agents (SEN4), and services for mul- timedia (SEN5). Cooperations exist between Last year marked a significant step in the data INS2/SEN5, PNA2/SEN3 and PNA1/SEN4, explosion area. Aside from the golden demon- SEN3/SEN4. There is also a link between re- strators produced in the context of Multime- search in this theme and the area of Computa- diaN, covering cultural heritage (INS2), infor- tional Science. mation retrieval (INS1), and forensic search Several existing research cooperations in- (INS1), the first demonstration of a large science volve aspects of software as service. At the na- database running on MonetDB was presented to tional level, cooperations exist in the ICT Inno- the astronomy community. vation Platform – Software As A Service (IIP- Six best paper awards were obtained on mul- SAAS) and with organizations like TNO and timedia presentation systems (SEN5), human Novay. computer interaction (SEN2), and database tech- Major new activities in the area of Software nology on modern hardware (INS1). as Service are waiting for investments of the in- Software products, in particular the Mon- stitute in this theme. etDB system, reached a download of about 46000

6 PROBABILITY, NETWORKS AND ALGORITHMS

Principal research area and mission PNA focuses on discrete and probabilistic analysis, modelling, algorithms, and optimization; and on their applications in technology, management, trade, and biology. PNA’s research lies in the interface between mathematics and computer science. PNA’s first and foremost research objective is to make fun- damental and applied contributions to problems and techniques in these areas. Developing, implement- ing and testing new techniques and algorithms for practical use also belong to the objectives. Tools are found in a wide range of pure and applied mathematics and computer science: algebra, analysis, dis- crete mathematics, complexity theory, game theory, geometry, (computational) logic, number theory, operations research, and stochastics. Particular application areas are: information and communication technology, in particular performance of communication networks, cryptology and information security; operations management, traffic and transport, image and signal analysis, combinatorial and computa- tional biology and the environment. Algorithms, networks, operations research, stochastics, and secu- rity are central to PNA and connect its themes.

Cluster staff Name Fte Function Prof.dr.ir. A.M.H. Gerards 0.2 Cluster leader S.J. van Dam 0.4 Secretary

Algorithms, Combinatorics and Optimization – PNA1 Group leader: M. Laurent

Mission PNA1 focuses on fundamental and applied research in algorithms, combinatorics, and optimization. The problems studied originate from fields like networks, combinatorial optimization, coding theory, discrete geometry, algorithmic game theory, and from practice, in particular from production and trans- portation planning, routing, scheduling, time-tabling, auction design, distributed decision making, com- putational biology. The techniques developed make use of tools and methods from mathematics (alge- bra, geometry, harmonic analysis, graph theory, discrete mathematics), operations research (linear, inte- ger, and semidefinite programming), and computer science (complexity theory). Here are some of the directions where the group has focused its research activity:

• Algebraic techniques in combinatorics and optimization, where structural properties in mathematical ob- jects and models are explored and exploited in order to break complicated objects into simpler pieces, re- duce the problem complexity and allow more efficient algorithms. Problems tackled include finding tight approximations for codes and graph coloring, structural characterizations for graphs and binary matroids, algebraic questions related to (real) algebraic varieties. • The design of approximation algorithms for hard optimization problems, arising in wireless networks, schedul- ing, vehicle routing, (stochastic) facility location, graph drawing, discrete geometry, and phylogenetic net- works.

7 • Algorithmic game theory, where various questions are investigated related to (non)-cooperative and strate- gic games, mechanism design, social networks, bidding strategies and the influence of externalities in on- line auctions. • Algorithmic and combinatorial techniques in molecular biology, with an emphasis on the development of efficient algorithms for the reconstruction of phylogenetic networks and, more recently, the study of sto- chiometric analysis with polyhedral techniques and algorithmic questions about metabolic networks. From 2009 this research will be continued within the newly created Life Sciences research group.

In the context of the research themes of CWI, PNA1 addresses challenging research problems relevant to both societal logistics and life sciences. The group has recently selected an excellent young tenured-track researcher in the area of algorithmic game theory, who will join PNA1 in 2009. The group has played a very active role within its various research directions on the national and international level; in particu- lar, through the organization of various events, including the bi-weekly Combinatorics & Optimization seminar, working groups, and several international workshops and minisymposia (whose details can be found below).

MSC or CR classification 05-xx, 90-xx, 91-xx, D.3.2, D.3.3

Subgroups and subgroup leaders Name Leader PNA1.1 – Combinatorics and Optimization A.M.H. Gerards M. Laurent A. Schrijver PNA1.2 – Integer Programming and Game Theory K.I. Aardal K.R. Apt PNA1.3 – Algorithmic and Combinatorial Methods L. Stougie for Molecular Biology

Staff of PNA1 Name Position Fte In Out Projects Aardal KI Researcher 0.40 2003-10-01 2008-08-31 P1115 (p. 11); P1140 (p. 11); In- teger Programming Techniques Apt KR CWI-fellow 0.80 1987-03-01 Algorithmic Game Theory; P1114 (p. 12) Gerards AMH Researcher 0.40 1989-09-01 Matroids; P1115 (p. 11); P1140 (p. 11) Gvozdenovic´ N PhD student 0.08 2004-03-01 2008-01-31 P1137 (p. 10) Immorlica N Researcher 0.67 2007-09-01 2008-08-31 P1115 (p. 11); Algorithmic Game Theory; P1147 (p. 13) Kelk S Researcher 0.47 2004-11-01 2008-08-31 P1141 (p. 13) Kelk S Researcher 0.13 2008-11-01 2011-10-31 P1116 (p. 13) Karolyi G Researcher 0.33 2008-04-01 2008-07-31 Combinatorics and Optimiza- tion Techniques; P1113 (p. 11) Laurent M Group leader 0.80 1997-09-01 P1137 (p. 10); P1115 (p. 11) Leeuwen EJ van PhD student 1.00 2005-02-01 2009-01-31 P1140 (p. 11) Markakis E Researcher 0.58 2007-01-01 2008-07-31 P1114 (p. 12); P1147 (p. 13) Mounits B Researcher 0.58 2006-04-01 2008-07-31 P1113 (p. 11); Combinatorics and Optimization Techniques continued on next page

8 P N A 1

Schrijver A CWI-fellow 0.80 1989-09-01 Combinatorics and Optimiza- tion Techniques; P1113 (p. 11); P1115 (p. 11); P1140 (p. 11) Vallentin F Researcher 1.00 2008-07-01 2008-12-31 Combinatorics and Optimiza- tion Techniques; P1113 (p. 11); P1137 (p. 10) Seconded Byrka J (TUE) Researcher 0.40 Integer Programming Tech- niques Draisma J (TUE) Researcher 0.03 2009-03-31 Combinatorics and Optimiza- tion Techniques Gijswijt (UvA) Researcher 0.40 2008-08-31 Combinatorics and Optimiza- tion Techniques; P1113 (p. 11) Horn F (ERCIM) Researcher 0.17 2008-11-01 2009-07-31 Algorithmic Game Theory Oliveira Filho FM de PhD student 1.00 2005-11-15 2009-11-14 Combinatorics and Optimiza- (Capes) tion Techniques Stougie L (TUE) Researcher 0.17 Combinatorics and Optimiza- tion Techniques; P1115 (p. 11); P1141 (p. 13); P1116 (p. 13) Waki H (TIT) Researcher 0.25 2007-07-01 2008-03-31 P1137 (p. 10) Witzel A (UvA) PhD student 0.40 2009-07-31 Algorithmic Game Theory Zvesper J (UvA) PhD student 0.40 2007-01-01 2010-09-30 Algorithmic Game Theory

Scientific report PhD research Name Page(s) Highlights J. Byrka 11 • Aardal appointed full professor at TUD (from N. Gvozdenovic´ 10 September 2008); Stougie appointed full pro- E.J. van Leeuwen 11 fessor at VU (from November 2008); Gerards F.M. de Oliveira Filho 9 appointed adjunct professor at the University A. Witzel 12 of Waterloo (Ontario, Canada) (from January J. Zvesper 12 2008). • Schrijver elected member of Academia Euro- Project reports peae. • Three grants at the NWO Vrije Competitie Subgroup PNA1.1 (won by Aardal, Draisma, Gerards) and one Title Combinatorics and Optimization Tech- NWO Computational Life Sciences grant (won niques by Stougie, in collaboration with Bruggeman Period 1-1-2002 – 31-12-2012 VU/CWI). Leader A. Schrijver Staff J. Draisma, D.C. Gijswijt, G. Karolyi, J.K. • The Franz Edelman Award of INFORMS for Lenstra, B. Mounits, F.M. de Oliveira the project ‘The New Dutch Timetable - the OR Filho, L. Stougie, F. Vallentin Revolution’; the SIGMA Prize for the project Funding CWI, Bsik, CAPES, Spinoza DisWis; the Philips Mathematics Prize to van Partners PNA5, UvA, TUE, NS Reizigers, TU Leeuwen. Berlin, Freie Univ. Berlin, Univ. Gottin-¨ • Two PhD theses. gen, Max Planck Saarbrucken¨ (Ger- • Two minisymposia at 5ECM; the HPOPT 2008 many), Univ. La Sapienza Rome (Italy), workshop in Tilburg; the Netherlands Work- ENS Paris, LABRI Bordeaux (France), shop on Graphs and Matroids in Sittard; the ELTE Budapest (Hungary) Game Theory Day at CWI; the workshop Progress report. Algebraic techniques in com- HOT-TiNA in Bertinoro; and two workshops binatorics: Gijswijt found an explicit block di- within the trimester program ‘Computational agonalization for the matrix *-algebras consist- Mathematics’ at HIM in Bonn. ing of the symmetric tensors in tensor pow- ers of a fixed matrix *-algebra; this generalizes the construction for the Terwilliger algebra and

9 can be applied to obtain semidefinite program- Subgroup PNA1.1 ming bounds for block-codes. Mounits studied Title Matroids - Structure and representabil- bounds and the asymptotic value of the min- ity of graphs, matrices and matroids imum average Hamming distance of binary Period 1-1-2004 – 31-12-2010 Leader A.M.H. Gerards codes with given length and cardinality. Karolyi Funding CWI obtained new structural results in the theory of Partners TUE, McGill Univ. Montreal (Canada), set addition using an exterior algebra method; Princeton Univ. (USA), Univ. Waterloo he proved a new inverse theorem related to the (Canada), Victoria Univ. Wellington Erdos-Heilbronn¨ problem and with the polyno- (New Zealand) mial method he simplified former proofs of Dias da Silva and Godinho on generalizations of the Progress report. Together with J. Geelen (Univ. Cauchy-Davenport theorem. Schrijver gave with Waterloo, Canada) and G. Whittle (Victoria L. Lovasz´ (ELTE, Budapest) a new characteriza- Univ., Wellington, New Zealand), Gerards tion of graph invariants that count embeddings proved a structure theorem for binary matroids, of subgraphs by means of reflection positivity. in the same vein as the celebrated Robertson- De Oliveira Filho and Vallentin obtained, using Seymour Graph Minor Structure Theorem. With harmonic analysis and linear programming, im- this result, the ultimate goals of proving well- proved lower bounds for the chromatic num- quasi-ordering of binary matroids and deriving ber of the Euclidean space. Draisma obtained recognition algorithms for minor closed pro- finite-type characterizations by polynomials for perties of binary matroids are now well within algebraic varieties given by parametrizations, reach. arising e.g. from the k-factor model in statis- tics. Draisma characterized with T.B. McAllister Number P1137 Subgroup PNA1.1 (TUE) and B. Nill (FU Berlin) the cross-polytope Title Semidefinite programming and combi- as the polytope with most lattice directions, and natorial optimization collaborated with A.N. Jensen (Gottingen)¨ on Period 1-7-2002 – 31-12-2008 tropical reparameterisations and with E. Wein- Leader Laurent, M. reb (PNA5) on tensor rank and communication Staff N. Gvozdenovic,´ F. Vallentin, H. Waki complexity. Funding CWI, NWO Vernieuwingsimpuls (VIDI) (NWO project funding), Japan Society Network algorithms: With A. Marchetti for the Promotion of Science Spaccamela and V. Bonifaci (La Sapienza, Rome) Partners UvT, LAAS-CNRS Toulouse, Univ. and P. Korteweg (TUE), Stougie gave improved Bordeaux, INRIA Sophia-Antipolis lower bounds on the competitive ratio for the (France), Univ. Magdeburg (Germany), wireless wireless gathering problem, and perfor- ETH Zurich (Switzerland), Microsoft mance analysis of simple distributed algorithms. Research Boston (USA), The University With M. Skutella (TU Berlin), N. Megow (Max of Electro-Communications (Tokyo, Planck) and A. Marchetti Spaccamela, Stougie Japan) designed a simple PTAS for a robust schedul- Progress report. Gvozdenovi´c defended at UvA ing problem with unknown machine behaviour, his PhD thesis, giving efficient approximations and with S. Cardon, S. Dommers, C. Eskin, R. using semidefinite programming for maximum Sitters (TUE) and A. Stougie (Lelystad), he de- stable sets and minimum colourings in graphs. signed a PTAS for a vehicle routing problem With J. Lasserre (LAAS, Toulouse) and P. Rostal- with multiple depots. Raman studied minimum ski (ETH, Zurich) Laurent showed how to adapt dimensional hypercube embeddings for com- a symbolic-numeric algorithm of Zhi and Reid plete ternary tress, using AVL trees. for the computation of the complex roots to poly- nomial equations, to the selection of the real roots only, by incorporating semidefinite pro- gramming constraints. The resulting algorithm can also find a border basis of the real radical of an ideal whose real variety is finite. With B. Mourrain (INRIA, Sophia-Antipolis) she gener- alized the flat extension theorem of Curto and

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Fialkow to moment matrices indexed by arbi- Number P1140 trary (connected to 1) sets of monomials. De Subgroup PNA1.1, PNA1.2 Oliveira Filho and Vallentin developed methods Title BRICKS/IS3 – Decision Support Sys- for continuous combinatorial optimization prob- tems for Logistic Networks and Supply Chain Optimization lems, like finding optimal mass distributions Period 1-1-2004 – 31-12-2009 on a manifold or optimal events in a probability Leader K.I. Aardal space. As an application they found new upper Staff A.M.H. Gerards, E.J. van Leeuwen, A. bounds for the densities of measurable sets in Schrijver the Euclidean space which avoid a finite set of Funding BSIK (Other project funding) prescribed distances and gave an application in Partners TUE, UT, UU, Univ. Leicester (UK) the emerging field of arithmetic combinatorics. Progress report Van Leeuwen With M. Nakata and M. Muramatsu (Tokyo), . studied optimiza- Waki investigated numerical issues for polyno- tion problems on geometric objects. Together mial optimization problems; they showed that with T. Erlebach (Univ. Leicester), he proposed classical SDP software mail fail to return exact the first polynomial-time approximation scheme solutions on some instances, while the multi- for Geometric Set Cover on two-dimensional ob- ple precision SDP solver SDPA-GMP solves the jects, like unit squares. Other work on networks Combinatorics and problems correctly. is described under the project Optimization Techniques on p. 9. Number P1113 Subgroup PNA1.1 Subgroup PNA1.2 Title Spinoza Title Integer Programming Techniques Period 1-7-2002 – 31-12-2012 Period 1-1-2004 – 31-12-2008 Leader A. Schrijver Leader K.I. Aardal Staff D. Gijswijt, G. Karolyi, F. Vallentin, B. Staff J. Byrka, L. Noerremark Mounits Funding CWI, BSIK (Bricks-is3) Funding CWI, NWO Spinoza Premie (NWO Partners TUE, TUD, UL, UU, CORE Louvain-La- project funding) Neuve (Belgium), Univ. Bologna (Italy), INRIA Lille (France), EPFL Lausanne Progress report. The research of the project mem- (Switzerland), Univ. Karlsruhe (Ger- bers is described under the project Combinatorics many), Tokyo Institute of Technology, and Optimization Techniques on p. 9, and the re- Ochanomizu Univ. Tokyo (Japan) search of Vallentin also under P1137 on p. 10. Progress report. Aardal derived with L.A. Wolsey (CORE) a family of lattice reformulations and Number P1115 extended the reformulation technique to mixed- Title DIAMANT – Discrete, interactive & algorithmic mathematics, algebra and integer programs. Aardal and Byrka obtained number theory improved approximation algorithms for unca- Period 1-1-2007 – 31-12-2010 pacitated facility location and some multi-level Leader Schrijver, A. facility location problems. With A. Srinivasan Staff K.I. Aardal, A.M.H. Gerards, N.S. Im- (Univ. Maryland) Byrka also developed im- morlica, M. Laurent, L. Stougie proved approximation algorithms for 2-stage Funding Wiskundeclusters NWO (NWO project stochastic facility location and for fault-tolerant funding) facility location. With K. Buchin, M. Buchin, R. Partners TUE, UL, RU Silveira (UU), M. Nollenburg¨ (Univ. Karlsruhe), Progress report. The research of Immorlica is de- Y. Okamoto (Tokyo Inst. Technology), A. Wolf scribed under the projects Algorithmic Game The- (TUE), Byrka studied how to draw binary tan- ory on p. 12 and P1147 on p. 13, and the research glegrams (pairs of binary trees whose leaves are of the other members under the projects Combi- paired by edges) in the plane with minimum natorics and Optimization Techniques on p. 9, Ma- number of crossings, giving a 2-approximation troids on p. 10, P1137 on p. 10, and Integer Pro- algorithm for binary trees and proving hardness gramming Techniques on p. 11. of approximation for general trees. Byrka also studied with S. Guillemot (INRIA) and J. Jansson (Ochanomizu Univ.) the polynomial-time ap- proximability of problems related to triplets con-

11 sistency in phylogenetic networks. Aardal and Immorlica proved with C. Borgs, J. Chayes, Noerremark considered a cutting stock problem A. Kalai, V. Mirrokni (Microsoft Research) and arising from a real-life application in the con- C.H. Papadimitriou (UC Berkeley), that repeated struction industry. games are computationally difficult, disprov- ing a common belief captured in the so-called Subgroup PNA1.2 ‘Folk Theorem’. With M. Babaioff, K. Talwar Title Algorithmic Game Theory (Microsoft Research) and M. Dinitz, A. Gupta Period 1-1-2006 – 31-12-2012 (Carnegie Mellon Univ), Immorlica developed Leader K.R. Apt frameworks to handle weights and discounts Staff F. Horn, N.S. Immorlica, G. Piliouras in online auction design. Piliouras (PhD stu- (CWI intern), D. Samet, A. Witzel, J. Immorlica Zvesper dent at Cornell Univ.) worked with Funding CWI, ERCIM, EU (Marie Curie Research and Markakis on the implications of sophisti- Training Network) cated learning (and bidding) behavior in auc- Partners SEN3, UvA, Univ. Oldenburg (Ger- tions; they showed that the resulting impact on many), Univ. Padova (Italy), Oxford the revenue of the auctions can be severe and as Univ. (UK), Vrije Universiteit Brussel a result some predictions of the classical (one- (Belgium), Microsoft Research (Sili- shot) auction theory can be put into question. con Valley, Cambridge), UC Berkeley, Horn studied the quantity of memory needed Cornell Univ., Stanford Univ., Univ. to define almost-sure randomised strategies in Southern California, Carnegie Mellon Muller¨ Games and obtained tight bounds using Univ. (USA), Tel Aviv Univ., Weizmann the Zielonka tree of a Muller¨ condition, improv- Institute (Israel) ing earlier results by K. Chatterjee, L. de Alfaro, Progress report. Apt worked on the third edition and T. Henzinger. of ‘Verification of Sequential and Concurrent Programs’, with E.-R. Olderog (Univ. Olden- Number P1114 burg), and F.S. de Boer (SEN3) as new co-author. Subgroup PNA1.2 He also finalized his research with F. Rossi and Title DIACoDeM – Distributed Implemen- K.B. Venable (Univ. Padova) on the comparison tations of Adaptive Collective Decision Making of the notions of optimality in soft constraints Period 1-10-2006 – 31-12-2009 and graphical games. Samet studied the sure- Leader K.R. Apt thing principle, introduced by Savage (1954), in Staff E. Markakis epistemic terms and presented two natural ways Funding BRICKS/FOCUS NWO (NWO project to capture it. Apt, Witzel and Zvesper studied the funding) epistemic foundations for partial knowledge in Partners Joint project of PNA1, SEN3 (P2316) and strategic games, when the players do not have a SEN4 (P2414). Athens Univ. (Greece), common knowledge of the underlying game and Hebrew Univ. Jerusalem (Israel), Univ. learn it via messages. Witzel examined the epis- of Southampton (UK), Stanford Univ., temic consequences of restrictions on commu- Duke Univ. (USA), nication facilities in a distributed programming Progress report. Apt and Markakis identified with formalism and, with J. Uckelman (UvA), he con- M. Guo and V. Conitzer (Duke Univ.) welfare sidered tractable logic-based bidding languages undominated Groves mechanisms for auctions for combinatorial auctions. Witzel and Zvesper with multiple identical units and unit-demand explored the use of higher-order knowledge in bidders, and for the public project problem. computer games and, with E. Kennerly (Univ. They also studied sequential versions of the Southern California), they proposed the use Vickrey auction and the Bailey-Cavallo mecha- of epistemic operators directly in the program nism and introduced strategies that maximize code. Zvesper established with E. Pacuit (Stan- the social welfare when each player follows it. ford Univ.) a new result concerning a modal Apt continued his work with F. Arbab and H. Ma language for expressing the beliefs of players (SEN3) on mechanism design able to deal with in games, and worked with A. Baltag (Oxford arbitrary network topologies and an unknown Univ.) and S. Smets (VU Brussel) on a logic for number of players and without a central author- the epistemic analysis of backward induction in ity. They investigated security and distributed extensive games with perfect information. policing to exclude ‘dishonest’ players. With E.

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Elkind, G. Chalkiadakis and N. Jennings (Univ. Number P1141 of Southampton) Markakis introduced a model Subgroup PNA1.3 that allows for overlapping coalitions in coop- Title BRICKS/AFM2-1 – Combinatorial Algo- erative games, generalized the notion of core rithms in Bio-informatics Period 1-1-2004 – 31-10-2008 to such games and characterized its elements. Leader L. Stougie With Y. Bachrach, A.D. Procaccia, J.S. Rosen- Staff S. Kelk schein (Hebrew Univ. Jerusalem) and A. Saberi Funding BSIK (Other project funding) (Univ. Stanford), Markakis gave a simple sam- Partners TUE, CBS (Centraalbureau voor Schim- pling algorithm for approximating the Banzhaf melcultures) Utrecht, INRIA Rhone- index and the Shapley-Shubik index in weighted Alpes (France), Univ. La Sapienza voting games, as well as lower bounds on the Rome (Italy), Univ. East Anglia (UK) number of queries required by any determinis- Progress report. This project was terminated in tic or randomized algorithm for approximating October 2008; see the next project P1116 for re- these indices to a given accuracy. lated research. Kelk and Stougie continued their Number P1147 work on phylogenetic networks, which are di- Subgroup PNA1.2 rected acyclic graphs that visualise an evolu- Title Socially Structured User Behavior and tionary history containing so-called reticulations Externalities in Sponsored Search Auc- such as recombinations, hybridisations or lat- tions eral gene transfers. A measure of complexity of Period 1-1-2008 – 31-12-2008 such a network is its level which measures the Leader N. Immorlica, E. Markakis number of reticulations per biconnected com- Staff R. Gomes (3 months internship) ponent. With L. van Iersel and J. Keijsper (TUE) Funding Microsoft Research Grant Microsoft and F. Hagen and T. Boekhout (CBS Utrecht), (Contract research) Kelk and Stougie developed a polynomial time Partners Joint project of PNA1 and SEN4 (P2428). algorithm for constructing level-2 phylogenetic Northwestern Univ. Chicago (USA) networks which they tested on real data sets. Progress report. Gomes (PhD student at North- Kelk implemented and released the algorithms western Univ.), Immorlica and Markakis explored MARLON and SIMPLISTIC, stemming from the the significance of externalities in current ad- above work. Kelk generalized with L. van Iersel auctions systems, i.e. how advertisements dis- and M. Mnich (TUE) some complexity results played together on search pages affect each to higher level phylogenetic networks. Kelk, J. other. They developed a model of keyword ad- Byrka, P. Gawrychowski (Univ. Wroclaw) and vertising where bidders participate in a gener- K. Huber (Univ. East Anglia) improved the run- alized second price auction and users perform ning time of the derandomization phase in their an ordered search (browsing from the top to the earlier approximation algorithm for phyloge- bottom of the sponsored list and making their netic networks. clicking decisions individually). First, Gomes, Immorlica and Markakis used 3 months of im- Number P1116 pression and click data from Microsoft Live to Subgroup PNA1.3 estimate the ordered search model. Second, Title MEMESA - Microbial ecosystems and they analyzed the equilibria of the scoring-rule multiple environment stoichiometric analyses auctions when click-through rates are derived Period 1-11-2008 – 1-11-2012 from ordered search and they proved that there Leader L. Stougie is no scoring rule that uniquely implements ef- Staff S. Kelk ficient equilibria. However, they showed that, Funding NWO - Computational Life Sciences by choosing the appropriate scoring rule, search (NWO project funding) engines can eliminate the most inefficient equi- Partners NISB (Netherlands Institute for Sys- libria, greatly reducing the maximal efficiency tems Biology), VU, INRIA Rhone-Alpes loss. (France), Univ. La Sapienza Rome (Italy) Progress report. This new project started in November 2008 and, from January 2009, it will

13 be carried out within the new Life Sciences re- • HPOPT 2008 – 10th International Workshop on search group. The current research focuses in High Performance Optimization Techniques, collaboration with biologists on applications with a Tutorial Day on ‘Algebraic Structure in of polyhedral combinatorics to extended stoi- Semidefinite Programming’, Tilburg, 11 – 13 chiometric analysis and the design of algorithms June. Co-organizer: M. Laurent. for detecting and enumerating precursor sets • 11th Rhine Workshop on Computer Algebra, in metabolic networks. This is also done in col- Rome, Italy, 16 – 20 June. Co-organizer: J. laboration with V. Acuna, L. Cortet, M-F. Sagot Draisma. (INRIA Rhone-Alpes, Lyon), A. Marchetti Spac- • ACM Conference on Electronic Commerce camela (Univ. La Sapienza), and P. Milreu, F. (EC’08), Chicago, IL, USA, 8 – 12 July. Local Viduani (Univ. Fed. de Mato Grosso do Sul, co-organizer: N.S. Immorlica. Brazil). • Minisymposium ‘Algebra in Optimization’ at 5ECM, Amsterdam, 15 July. Organizers: J. Draisma and M. Laurent. Societal aspects and knowledge • Minisymposium ’Graphs and Matroids’ at transfer 5ECM, Amsterdam, 18 July. Co-organizer: A.M.H. Gerards. Projects with partners in public and • The Netherlands Workshop on Graphs and private sector Matroids, Sittard, 19 – 22 July. Co-organizer: • Spinoza (p. 11) funds the project DisWis on A.M.H. Gerards. mathematical education in Dutch highschools, • DIAMANT Event: Algorithms, Eindhoven, 13 in collaboration with the office for scientific ed- October. Organizer: K.I. Aardal. ucation and communication ‘De Praktijk’. • DIAMANT meets GQT, Lorentz Center Leiden, 27 – 31 October. Co-organizer: J. Contract research Draisma. • Socially Structured User Behavior and Exter- • CWI-DIAMANT Seminar Combinatorics and nalities in Sponsored Search Auctions (p. 13) Optimization (bi-weekly). • Working group on Algebra and Combinatorics Organization of conferences and (bi-weekly). workshops Lectures • Research group ‘Extreme geometric structures’ within the junior trimester program ’Compu- Major invited lectures tationnal Mathematics’, Hausdorff Research • 14 March, One-Day Meeting in Combinatorics, Institute for Mathematics, Bonn, February – Oxford: M. Laurent (invited lecture): Real April. Co-organizer: F. Vallentin. solving polynomial equations with semidefi- • Workshop ‘Linear and Semidefinite Program- nite programming ming Bounds’, Hausdorff Research Institute • 2 – 3 May, Discrete Mathematics, Biannual for Mathematics, Bonn, 25 – 29 February. Co- meeting of Fachgruppe Diskrete Mathematik organizer: F. Vallentin. of DMV, Marburg: F. Vallentin (invited lec- • Workshop ‘ Experimentation with, Construc- ture): Lower bounds for measurable chro- tion of, and Enumeration of Optimal Geomet- matic numbers ric Structures’, Hausdorff Research Institute • 29 – 30 May, DIAMANT/EIDMA Symposium, for Mathematics, Bonn, 25 – 28 March. Co- Kasteel Oud-Poelgeest: N.S. Immorlica (in- organizer: F. Vallentin. vited lecture): Secretary Problems and Online • Spring School and Workshop HOT-TiNA, Hot Auction Design Topics in Network Algorithms, Bertinoro, Italy, • 14 – 18 July, Minisymposium: Algebra in Op- 4 – 8 May. Co-organizer: L. Stougie. timization, 5th European Congress of Mathe- • Game Theory Day at CWI, Amsterdam, 27 matics, Amsterdam: F. Vallentin (semiplenary May. Organizer: K.R. Apt. lecture): Semidefinite programming bounds • 5th DIAMANT/EIDMA Symposium, Oud- • 11 – 15 August, Fete of Combinatorics and Poelgeest, Oegstgeest, 29 – 30 May. Organizer: Computer Science, Keszthely: A. Schrijver J. Draisma. (plenary lecture): Graph invariants

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• 13 October, DIAMANT Event: Algorithms, • Kennis op Zondag, Science Center NEMO, TUE: K.R. Apt (invited lecture): Socially opti- Amsterdam, 12 October: A. Schrijver (Wiskunde mal mechanisms. van het Spoorboekje). • 15 October, 20th Maryland Theoretical Com- • PIMS colloquium, University of Washington, puter Science Day, College Park, MD, USA: N. Seattle, 21 November: F. Vallentin (Fourier Immorlica (invited lecture): The Role of Com- analysis, linear programming, and densities of patibility in Technology Diffusion on Social distance avoiding sets in

15 • Member Steering Committee of the European • Member Programme Committee, 11th Scan- Science Foundation Network ‘Games’, since dinavian Workshop on Algorithm Theory 2008. (SWAT 2008), Gothenburg, Sweden, July 2008. • Member Programme Committee, 7th Inter- national Joint Conference on Autonomous G. Karolyi Agents and Multiagent Systems in 2008 (AA- • Associate Professor, Eotv¨ os¨ University (ELTE), MAS’08), Estoril, Portugal, May 2008. Budapest. • Member Programme Committee, 8th Confer- • Member editorial board, Mathematical and ence on Logic and the Foundations of Game Physical Journal for Secondary Schools (in and Decision Theory (LOFT 2008), Amster- Hungary). dam, July 2008. • Member Mathematical Jury, National Scientific Research Fund (OTKA), Hungary. J. Draisma • PhD committee A. Joos, Eotv¨ os¨ University, Bu- • Assistant professor at TUE. dapest. • Research manager of the DIAMANT cluster. M. Laurent A.M.H. Gerards • Editor SIAM Journal on Optimization. • Full professor at TUE. • Editor SIAM Journal on Discrete Mathematics. • Adjoint professor at the Department of Combi- • Associate editor Mathematics of Operations natorics & Optimization, Univ. Waterloo, Wa- Research. terloo, Ontario, Canada. • Associate editor Journal of Mathematical Anal- • Member Science Committee Thomas Stieltjes ysis and its Applications. Institute for Mathematics. • NWO Veni programme, member of committee. • Member Mathematics Advisory Board Lorentz • PhD co-advisor, N. Gvozdenovic,´ UvA, 10 Center. April. • PhD committee N. Gvozdenovic,´ UvA. D. Gijswijt J.K. Lenstra • Full professor at TUE. • Lecturer at UvA. • Editor Handbooks in Operations Research and N. Immorlica Management Science, Elsevier. • Member Programme Committee, ACM-SIAM • Member editorial advisory boards for Kluwer Symposium on Discrete Algorithms, San Fran- Series in Operations Research/Computer cisco, January 2008. Science Interfaces Series, Princeton Applied • Member Programme Committee, International Mathematics Series, Chinese OR Transactions. World Wide Web Conference (WWW 2008), • Member advisory board SCIMA Special Stud- Internet Monetization Track, Beijing, China, ies, ACM Journal of Experimental Algorith- April 2008. mics, INFORMS Journal on Computing. • Member Programme Committee, 7th Inter- • Advisory editor Mathematics of Operations national Joint Conference on Autonomous Research. Agents and Multiagent Systems in 2008 (AA- • Editor-in-chief Operations Research Letters. MAS’08), Estoril, Portugal, May 2008. • Chair search committee Mathematics of Oper- • Member Programme Committee, First Inter- ations Research. national Symposium on Algorithmic Game • Board Member TWINS Raad, Council for En- Theory (SAGT/08), Paderborn, Germany, gineering, Mathematics, Computer Science, April/May 2008. Physics, Astronomy, and Chemistry of the • Member Programme Committee, 3rd Interna- Royal Netherlands Academy of Sciences. tional Computer Science Symposium in Rus- • Chair advisory panel Masterplan Toekomst sia (CSR 2008), Theory Track, Moscow, Russia, Wiskunde, NWO. June 2008. • Member scientific advisory board Schloss • Member Programme Committee, ACM Con- Dagstuhl. ference on Electronic Commerce (EC’08), • Vice-president ERCIM, European Research Chicago, USA, July 2008. Consortium for Informatics and Mathematics.

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• Chair ERCOM, committee of EMS of directors L. Stougie of European Research Centres on Mathemat- • Associate professor at TUE (until October ics. 2008) and full professor at VU (from Novem- • Chair board NISB, Netherlands Institute for ber 2008). Systems Biology. • Project leader of BRICKS-project AFM2. • Chair advisory committee Eugene L. Lawler • National representative and member of the School on Computing, Waterford Institute of Management committee of European COST- Technology. Action 293 GRAAL. • Chair scientific council Reseau´ Thematique´ de • Member of the executive board and of the gen- Recherche Avancee´ Digiteo eral board of the Landelijk Netwerk Mathema- • Member scientific advisory council Faculty of tische Besliskunde (LNMB). Sciences, Utrecht University. • Site leader and member of the project manage- • Member advisory board ICTRegie. ment board of the European FET Project AR- RIVAL. E. Markakis • Member of Academic Advisory Board of the • Member Programme Committee, ACM Con- Eugene Lawler Graduate School of Computer ference on Electronic Commerce (EC’08), Science, Waterford, Ireland. Chicago, USA, July 2008. • Member Programme Committee, GRAAL • Member Programme Committee, 4th Interna- workshop, Arcachon, France, September 2008. tional Workshop On Internet And Network • PhD co-advisor, P. Korteweg, TUE, 17 April. Economics (WINE 2008), Shanghai, Chinai, • PhD committee, C.M. Gray, TUE. December 2008. A. Schrijver Awards and grants • Full professor at UvA. • The Franz Edelman Award of INFORMS • Member of Academia Europaea (Mathematics was awarded to the project ‘The New Dutch Section). Timetable - the OR Revolution’ developed by • Advisory editor Journal of Combinatorial Op- G. Maroti, A. Schrijver, A. Steenbeek in collab- timization, North-Holland Mathematical Li- oration with researchers from NS, EUR and brary. Univ. Padova. • Editor Discrete Applied Mathematics, Journal • The SIGMA prize was awarded to DisWis, a of Combinatorial Theory, Series B, Journal of joint project of A. Schrijver and ‘De Praktijk’, Combinatorics, Information and System Sci- an organization for scientific education and ences, SIAM Journal on Discrete Mathematics, communication. Editor Discrete Optimization. • E.J. van Leeuwen won the Philips Mathemat- • Editor-in-chief Combinatorica. ics Prize for Dutch PhD students, awarded • Member Koninklijke Nederlandse Akademie at 5ECM in Amsterdam, for his lecture ‘Geo- van Wetenschappen. metric optimization for wireless networks and • Member Nordrhein-Westfalische¨ Akademie computational biology. der Wissenschaften. • K.I. Aardal won the NWO ‘Vrije Competitie’ • Member Deutsche Akademie der Natur- for her PhD project ‘Mixed-integer optimiza- forscher Leopoldina. tion: Unification of polyhedral combinatorics • Chairman Advisory Committee Mathematics and lattice basis reduction algorithms’. (ACW), NWO. • J. Draisma won the NWO ‘Vrije Competi- • Chairman Scientific Committee 5th European tie’ for his PhD project ‘Tropical Algebraic Congress of Mathematicians. Groups’. • Member Scientific Committee Mathematisches • A.M.H. Gerards won the NWO ‘Vrije Competi- Forschungsinstitut Oberwolfach. tie’ for his PhD project ‘Matroid Structure - for • Member Board DIAMANT cluster. Efficiency’. • Member ERCIM Advisory Board. • L. Stougie won with F. Bruggeman (VU/CWI) • NWO Vici programme, member of committee. a Computational Life Sciences grant for his • PhD advisor, N. Gvozdenovic,´ UvA, 10 April.

17 project ‘ Microbial Ecosystems and Multi- 10 V. BONIFACI, P. KORTEWEG,A.MAR- ple Environment Stoichiometric Analyses CHETTI SPACCAMELA,L.STOUGIE (2008). (MEMESA)’. Minimizing Average Flow Time In Sensor Data Gathering, in Algorithmic Aspects of Wireless Academic publications Sensor Networks, vol. 5389 of Lecture notes in computer science, Springer, 18 – 29. Articles in refereed journals and pro- 11 V. BONIFACI, P. KORTEWEG,A.MAR- ceedings CHETTI SPACCAMELA,L.STOUGIE (2008). 1K.R.A PT, F. ARBAB,H.MA (2008). A Dis- Minimizing Flow Time In The Wireless Gath- tributed Platform For Mechanism Design, in ering Problem, in 25th International Sym- Proc. of International Conference on Com- posium on Theoretical Aspects of Com- putational Intelligence for Modelling, Con- puter Science (STACS 2008), vol. 08001 of trol and Automation, IEEE Society. Dagstuhl Seminar Proceedings, Interna- 2K.R.A PT, V. CONITZER,M.GUO, V. MARKAKIS tionales Begegnungs- und Forschungszen- (2008). Welfare Undominated Groves Mech- trum fuer Informatik (IBFI), Schloss Dagstuhl, anisms, in Proceedings of the International Germany, 109 – 120. Workshop On Internet And Network Eco- 12C.B ORGS,J.CHAYES,N.S.IMMORLICA, nomics (WINE, 2008), LNCS, 426 – 437. A.KALAI, V. MIRROKNI,C.H.PAPADIM- 3K.R.A PT, F. ROSSI,K.B.VENABLE (2008). ITRIOU (2008). The Myth Of The Folk Theorem, Comparing The Notions Of Optimality In CP- in Proceedings of the Annual ACM Sympo- Nets, Strategic Games And Soft Constraints, sium on Theory of Computing (STOC, 2008), Annals of Mathematics and Artificial Intelli- ACM, 365 – 372. gence, 52, 1, 25 – 54. 13J.B YRKA,S.GUILLEMOT,J.JANSSON (2008). 4K.R.A PT, F. ROSSI,K.B.VENABLE (2008). New Results On Optimizing Rooted Triplets A Comparison Of The Notions Of Optimality Consistency, in Proceedings of the Interna- In Soft Constraints And Graphical Games, in tional Symposium on Algroithms and Com- Proceedings of the Recent Advances in Con- putation (ISAAC, 2008), vol. 5369 of Lecture straints (), Springer, 1 – 16. Notes in Computational Science and Engi- 5M.B ABAIOFF,N.S.IMMORLICA,D.KEMPE, neering, Springer, 484 – 495. R.KLEINBERG (2008). Online Auctions And 14G.C HALKIADAKIS,E.ELKIND, V. MARKAKIS, Generalized Secretary Problems, SIGecom Ex- N.JENNINGS (2008). Overlapping Coalition changes, 7, 2, 1 – 11. Formation, in Proceedings of the International 6C.B ACHOC, F. VALLENTIN (2008). New Up- Workshop On Internet And Network Eco- per Bounds For Kissing Numbers From Semidef- nomics (WINE, 2008), LNCS, 307 – 321. inite Programming, Journal of the American 15L.C OTTRET, P.V. MILREU, V. ACUNA, Mathematical Society, 21, 909 – 924. A.MARCHETTI SPACCAMELA, F. VIDU- 7 Y. BACHRACH, V. MARKAKIS,A.PROCAC- ANI MARTINEZ, M.-F. SAGOT,L.STOUGIE CIA,J.ROSENSCHEIN,A.SABERI, (2008), (2008). Enumerating Precursor Sets Of Target Approximating Power Indices, in Proceed- Metabolites In A Metabolic Network, in Algo- ings of the International Conference on Au- rithms in Bioinformatics, vol. 5151 of Lecture tonomous Agents and Multiagent Systems notes in computer science, Springer, 233 – (AAMAS, 2008), IFAAMAS, 943 – 950. 244. 8 V. BONIFACI, P. KORTEWEG,A.MAR- 16M.C RYAN,M.DYER,H.MUELLER,L.STOUGIE CHETTI SPACCAMELA,L.STOUGIE (2008). (2008). Random Walks On The Vertices Of An Approximation Algorithm For The Wireless Transportation Polytopes With Constant Num- Gathering Problem, Operations Research Let- ber Of Sources, Random Structures&Algorithms, ters, 36, 5, 605 – 608. 33, 3, 333 – 355. 9 V. BONIFACI, P. KORTEWEG,A.MAR- 17J.D RAISMA (2008). A Tropical Approach To Se- CHETTI SPACCAMELA,L.STOUGIE (2008). cant Dimensions, Journal of Pure and Applied The Distributed Wireless Gathering Problem, Algebra, 212, 2, 349 – 363. in Algorithmic Aspects in Information and 18J.D RAISMA,G.KEMPER,D.L.WEHLAU Management, vol. 5034 of Lecture notes in (2008). Polarization Of Separating Invariants, computer science, Springer, 73 – 82. Canadian Journal of Mathematics = Journal

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Canadien de Mathematiques,´ 60, 3, 556 – From Triplets,, in Proceedings of the Interna- 571. tional Symposium on Algroithms and Com- 19J.D RAISMA, J.C. H.W. IN ’T PANHUIS putation (ISAAC, 2008), vol. 5369 of Lecture (2008). Constructing Simply Laced Lie Algebras Notes in Computational Science and Engi- From Extremal Elements, Algebra and Num- neering, Springer, 472 – 483. ber Theory, 2, 5, 551 – 572. 29G.K AROLYI, T. KELETI,G.KOS,I.Z.RUZSA 20M.D UTOUR SIKIRIC,A.SCHUERMANN, (2008). Periodic Decomposition Of Integer Val- F. VALLENTIN (2008). A Generalization Of ued Functions, Acta Mathematica Hungarica, Voronoi’s Reduction Theory And Its Applica- 119, 3, 227 – 242. tion, Duke Mathematical Journal, 142, 1, 127 30S.K HOT,J.LIPTON, R., V. MARKAKIS, – 164. A.MEHTA (2008). Inapproximability Results 21 T. ERLEBACH,E.J. VAN LEEUWEN (2008). For Combinatorial Auctions With Submodular Approximating Geometric Coverage Problems, in Utility Functions, Algorithmica, 52, 1, 3 – 18. Proceedings of the Nineteenth Annual ACM- 31S.K OENING,X.ZHENG,C.TOVEY,R.BORIE, SIAM Symposium on Discrete Algorithms, P. KILBY, V. MARKAKIS, P. KESKINOCAK SODA 2008, San Francisco, California, USA, (2008). Agent Coordination With Regret Clear- January 20-22, 2008, SIAM, 1267 – 1276. ing, in Proceedings of the AAAI Conference 22 T. ERLEBACH,E.J. VAN LEEUWEN (2008). on Artificial Intelligence (AAAI, 2008), AAAI Domination In Geometric Intersection Graphs, Press, 101 – 107. in LATIN 2008: Theoretical Informatics, 8th 32L.G.K ROON,R.M.LENTINK,A.SCHRIJVER Latin American Symposium, Buzios,´ Brazil, (2008). Shunting Of Passenger Train Units: An April 7-11, 2008, Proceedings, vol. 4957 of Integrated Approach, Transportation Science, Lecture Notes in Computer Science, Springer 42, 436 – 449. Berlin / Heidelberg, 747 – 758. 33S.O.K RUMKE, W.E. DE PAEPE,J.RAMBAU, 23U.F EIGE,N.S.IMMORLICA, V. MIRROKNI, L.STOUGIE (2008). Bincoloring, Theoretical H.NAZERZADEH (2008). A Combinatorial Al- Computer Science, 407, 1-3, 231 – 241. location Mechanism For Banner Advertisement 34J.B.L ASSERRE,M.LAURENT, P. ROSTALSKI With Penalties, in Proceedings of the Interna- (2008). Semidefinite Characterization And Com- tional World Wide Web Conference (WWW, putation Of Zero-Dimensional Real Radical Ide- 2008), Unknown, 169 – 178. als, Foundations of Computational Mathe- 24N.G VOZDENOVIC,M.LAURENT (2008). matics, 8, 5, 607 – 647. Computing Semidefinite Programming Lower 35L.L OVASZ´ ,A.SCHRIJVER (2008). Graph Pa- Bounds For The (fractional) Chromatic Number rameters And Semigroup Functions, European Via Block-Diagonalization, SIAM Journal on Journal of Combinatorics = Journal Europeen´ Optimization, 19, 02, 592 – 615. de Combinatoire = Europaische¨ Zeitschrift 25N.G VOZDENOVIC,M.LAURENT (2008). The Fur¨ Kombinatorik, 29, 987 – 1002. Operator Ψ For The Chromatic Number Of A 36B.M OUNITS (2008). Lower Bounds On The Graph, SIAM Journal on Optimization, 19, 02, Minimum Average Distance Of Binary Codes, 572 – 591. Discrete Mathematics, 308, 24, 6241 – 6253. 26M.A.H ERNANDEZ CIFRE,A.SCHUER- 37A.S CHRIJVER (2008). Tensor Subalgebras And MANN, F. VALLENTIN (2008). The Isodia- First Fundamental Theorems In Invariant The- metric Problem With Lattice-Point Constraints, ory, Journal of Algebra, 319, 1305 – 1319. Monatshefte Fur¨ Mathematik, 155, 2, 125 – 38 P. SCHUETZ,L.STOUGIE,A.TOMASGARD 134. (2008). Stochastic Facility Location With Gen- 27L. VAN IERSEL,J.C.M.KEIJSPER,S.M. eral Long-Run Costs And Convex Short-Run KELK,L.STOUGIE, F. HAGEN, T. BOEKHOUT Costs, Computers&Operations Research, 35, (2008). Constructing Level-2 Phylogenetic Net- 9, 2988 – 3000. works From Triplets, in Proceedings of the Re- 39 F. VALLENTIN (2008). Optimal Embeddings Of search in Computational Molecular Biology Distance Regular Graphs Into Euclidean Spaces, (RECOMB, 2008), vol. 4955 of Lecture notes Journal of Combinatorial Theory - Series B, in computer science, Springer, 450 – 462. 98, 95 – 104. 28L. VAN IERSEL,S.M.KELK (2008). Construct- 40E.C OLINDE VERDIERE` ,A.SCHRIJVER ing The Simplest Possible Phylogenetic Network (2008). Shortest Vertex-Disjoint Two-Face Paths

19 In Planar Graphs, 25th International Sympo- 2K.A ARDAL,J.BYRKA,M.MAHDIAN (2008). sium on Theoretical Aspects of Computer Facility Location (1997); Shmoys, Tardos, Science, Dagstuhl, 181 – 192. Aardal, in Encyclopedia of Algorithms, M.-Y. 41A.W ITZEL (2008). Symmetric And Syn- Kao, ed., Springer Verlag, first ed., 299 – 304. chronous Communication In Peer-To-Peer Net- 3A.S CHRIJVER (2008). Graph Invariants In works, in Proceedings of the 9th International The Edge Model, in Building Bridges - Be- Conference on Mathematics of Program Con- tween Mathematics and Computer Science, struction (MPC08), vol. 5133 of Lecture notes M. Grotschel,¨ G.O.H. Katona, eds., Springer- in computer science, Springer, 404 – 421. Verlag, first ed., 487 – 498. 42A.W ITZEL,J.A.ZVESPER (2008). Epistemic 4A.S CHRIJVER (2008). Optimaal Combineren: Logic And Explicit Knowledge In Distributed Van Wiskunde Naar Spoorwegen En Terug, Programming (Short Paper), in 7th Interna- in Natuurkundige Voodrachten - Nieuwe tional Joint Conference on Autonomous Reeks No. 86, Koninklijke Maatschappij Agents and Multiagent Systems (AAMAS voor Natuurkunde “Diligentia, first ed., 109 2008), IFAAMAS. – 119. 43A.W ITZEL,J.A.ZVESPER (2008). Higher- Order Knowledge In Computer Games, in Pro- Edited volumes ceedings of the AISB 2008 Symposium on 1K.R.A PT,R. VAN ROOIJ, eds. (2008). New Logic and the Simulation of Interaction and Perspectives On Games And Interaction, vol. 4 Reasoning, The Society for the Study of Ar- of Texts in Logic and Games, Amsterdam tificial Intelligence and Simulation of Be- University Press. haviour, 68 – 72. PhD theses 44A.W ITZEL,J.A.ZVESPER,E.KENNERLY (2008). Explicit Knowledge Programming 1J.B YRKA, (2008). Randomized Approximation For Computer Games, in Proceedings of the Algorithms: Facility Location, Phylogenetic Net- Fourth Artificial Intelligence and Interactive worka, Nash Equilibria, Technical University Digital Entertainment Conference (AIIDE Eindhoven, 08-10-13. Supervisor: K. Aardal, 2008), AAAI Press. associate supervisor: M.T. de Berg. 2N.G VOZDENOVIC, (2008). Approximating Articles in unrefereed journals and The Stability Number And The Chromatic Num- proceedings ber Of A Graph Via Semidefinite Programming, University of Amsterdam, 2008-04-10. Su- 1M.L AURENT (2008). Semidefinite Program- pervisor: A. Schrijver, associate supervisor: ming In Combinatorial And Polynomial Opti- M. Laurent. mization, Nieuw Archief voor Wiskunde, 5, 9, 256 – 265. CWI reports 2A.S CHRIJVER (2008). Flows In Railway Opti- 1 PNA-E0801. G KAROLYI, Algebraic And Com- mization, Nieuw Archief voor Wiskunde, 9, binatorial Methods In The Theory Of Set Addi- 126 – 131. tion. CHRIJVER Szemelv´enyekA Kombi- 3A.S (2008). 2 PNA-E0812. S.A. CHOUDUM,I.RAMAN, natorikus optimaliz´al´ast¨ort´enet´eb¨ol, Alkalma- Embedding Complete Ternary Tree In Hyper- zott Matematikai Lapok, 25, 1 – 74. cubes Using AVL Trees. 4A.S CHRIJVER (2008). Wiskunde Achter Het 3 PNA-R0801. G KAROLYI, Balanced Subset Spoorboekje, Pythagoras, 48, 2, 8 – 12. Sums Of Dense Sets Of Integers. Book chapters Other technical reports 1K.A ARDAL (2008). Lattice Reformulation Of 1 arXiv-0801.1059. C. BACHOC,G.NEBE, Integer Programming Problems, in Contem- F.M. DE OLIVEIRA FILHO, F. VALLENTIN, porary Mathematics, M. Beck, C. Haase, Lower Bounds For Measurable Chromatic Num- B. Reznick, M. Vergne, V. Welker, R. Yoshida, bers, CWI Amsterdam. eds., vol. 452 of Contemporary mathematics, 2 arXiv-0707.1605. K. BAUR,J.DRAISMA, Se- A.M.S., 1 – 14. cant Dimensions Of Low-Dimensional Homoge- neous Varieties, TU Eindhoven.

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3 arXiv-abs/0806.0920. J. BYRKA,K.BUCHIN, 13 Optimization Online-08/11/2008. M. NAKATA, M.BUCHIN,M.NOLLENBURG, Y. OKAMOTO, M.MURAMATSU,H.WAKI, Strange Behaviors R.I.SILVEIRA,A.WOLFF, Drawing (Com- Of Interior-Point Methods For Solving Semidefi- plete) Binary Tanglegrams: Hardness, Approxi- nite Programming Problems In Polynomial Opti- mation, Fixed-Parameter Tractability. mization. 4 TUE - SPOR-2008-03. S. CARDON,S.DOM- 14 arXiv:0808.1822v1 [math.CO]. F.M. DE OLI- MERS,C.EKSIN,R.SITTERS,A.STOUGIE, VEIRA FILHO, F. VALLENTIN, Fourier Analy- L.STOUGIE, A PTAS For The Multiple Depot sis, Linear Programming, And Densities Of Dis- Vehicle Routing Problem. tance Avoiding Sets In Rn. 5 arXiv-0706.1219. T. DECKER,J.DRAISMA, 15 arXiv:0809.2017v1 [math.OC]. F. VAL- P. WOCJAN, Quantum Algorithm For Identi- LENTIN, Lecture Notes: Semidefinite Programs fying Hidden Polynomial Function Graphs, TU And Harmonic Analysis. Eindhoven. 6 arXiv-0811.3503. J. DRAISMA, Finiteness For The K-Factor Model And Chirality Varieties, TU Professional products Eindhoven. Other professional products 7 arXiv-0712.3230. J. DRAISMA,J.KUTTLER, Publications for a broad audience On The Ideals Of Equivariant Tree Models, TU • ‘Wiskunde niet alleen voor toppers’, interview Eindhoven. with A. Schrijver, WisActueel, March 2008 8 arXiv- arXiv:0804.0036v4. M. DUTOUR SIKIRIC, • A. Schrijver, ‘Wiskunde achter het Spoor- A.SCHUERMANN, F. VALLENTIN, Complex- boekje’, Pythagoras 48 (2) (2008) 8 – 12. ity And Algorithms For Computing Voronoi • A. Schrijver, ‘Flows in railway optimization’, Cells Of Lattices. Nieuw Archief voor Wiskunde (3) 9 (2008) 126 9 arXiv-0806.1818. D. GIJSWIJT,G.PAP, An – 131. Algorithm For Weighted Fractional Matroid Matching. • ‘Het spoorboekje van Schrijver’, interview met A. Schrijver, Nieuwsbrief Science Park 1, 10 UTT-B-447. S. KIM,M.KOJIMA,H.WAKI, Exploiting Sparsity In SDP Relaxation For september 2008. Sensor Network Localization, Department of • ‘Ik richt me graag op mooie problemen’, in- Mathematical and Computing Sciences, terview M. van den Broek with A. Schrijver, Tokyo Institute of Technology. Getronics Intune September 2008, pp. 6 – 7. 11 arXiv:0806.3874. J.B. LASSERRE,M.LAU- • A. Schrijver, ‘Optimaal combineren: van RENT, P. ROSTALSKI, A Prolongation-Projection wiskunde naar spoorwegen en terug’, Natu- Algorithm For Computing The Finite Real Vari- urkundige Voordrachten Nieuwe Reeks No 86, ety Of An Ideal. Diligentia, Den Haag, 2008, pp. 109 – 119. 12 arXiv:0812.2563v1. M. LAURENT,B.MOUR- • ‘Allerhande treinproblemen’, interview B. RAIN, A Sparse Flat Extension Theorem For Mo- Mols with A. Schrijver, NRC-Handelsblad 11 ment Matrices. October 2008, Wetenschapsbijlage pp. 4 – 5

Probability and Stochastic Networks – PNA2 Group leader: R.D. van der Mei

Mission Many real-life systems and processes are dynamic and intrinsically stochastic. Examples of stochastic systems are found in areas like communication and information systems, biology, (geo-)physics, finance and ecomomics, production systems, maintenance, logistics and transportation. PNA2 develops and studies stochastic and statistical models that yield fundamental understanding and enable control and optimization of such systems. Analysis of these models relies on techniques from fundamental proba- bility theory, queueing theory, stochastic scheduling, spatial stochastics, spatial statistics and stochastic geometry.

21 In the context of the research themes of CWI, the group addresses challenging research problems in the context of both societal logistics and life sciences. The group is embedded in different national and international research communities. The group or- ganizes two nationally oriented regular seminars: (1) the Queueing Colloqium (two or three times per year), and (2) the bi-weekly Spatial Stochastics seminar, which act as broad and integrating forums for researchers and practitioners in the field of fundamental and applied probability theory. The group is also strongly involved in the organisation of the yearly three-day stochastics conference, and is co- organizer of a number of national and international workshops and conferences on performance anal- ysis of communication networks. The group is a co-founder of E-Quality, the national Centre of Excel- lence in the field of Quality of Service modelling and analysis that aims to further strenghten the ties be- tween the leading knowledge institutes and industry. In addition, in 2008 the group has co-founded a national knowledge network on Pricing and Revenue Management (PReMa), aimed at sharing knowl- edge and experience amongst academic and industrial partners, which is one of the new research lines within CWI and part of the research theme societal logistics. The group covers a broad range of research areas in both fundamental and applied probability the- ory. In 2008, the group has initiated several new research lines in the context of stochastic modeling and analysis of societally relevant areas such as healthcare logistics, airport logistics, pricing and revenue management, and advanced routing algorithms, in addition to the performance analysis of information and communication systems that the research group has been focusing on for many years. To summa- rize, the topics of interest include (1) performance analysis of stochastic systems and logistic processes, (2) percolation and spatial stochastics, and (3) spatial statistics and stochastic geometry. This provides a unique opportunity for synergy between the different fields of expertise. The team aims at striking a good balance in performing both fundamental and applied research. In 2008, the group has attracted an eminent young tenured researcher, who will play a central role within the group, further strengthening both the international reputation of the group and the synergy between the three sub-areas.

MSC or CR classification 60K25, 60K35, 60C05, 68M20, 82B20, 82B43, 90B18, 90B22

Subgroups Name Leader PNA2.1 – Performance evaluation of stochastic networks and R.D. van der Mei, R. Nu´ nez˜ logistic processes Queija, A.P. Zwart PNA2.2 – Probability and spatial stochastics J. van den Berg, V. Sidoravicius

PNA2.3 – Spatial statistics and stochastic geometry M.N.M. van Lieshout

Staff of PNA2 Name Position Fte In Out Projects Berg J van den Researcher 0.80 1988-12-01 VU-Vagv´ olgyi;¨ NWO-CPE: Critical Percolation and Ex- citable Media; General Re- search in Probability Theory Boer AV den PhD student 0.17 2008-11-01 2012-10-15 Egorova R PhD student 0.67 2004-09-01 2012-10-31 P1210 (p. 24) Lieshout MNM van Researcher 0.80 1997-03-16 P1237 (p. 30) continued on next page

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Lieshout PMD PhD student 0.75 2004-11-01 2008-09-30 PhD thesis Mei RD van der Group leader 0.80 2004-04-01 P1212 (p. 26); P1234 (p. 27); P1235 (p. 27); Analysis and optimization of stochastic net- works; P1241 (p. 27); P1247 (p. 28); P1217 (p. 28) Nunez Queija R Researcher 0.50 1999-08-01 P1210 (p. 24); P1240 (p. 25); P1211 (p. 26); P1234 (p. 27); P1235 (p. 27); P1247 (p. 28) Prabhu BJ Researcher 0.17 2007-05-01 2008-02-29 P1240 (p. 25); P1211 (p. 26) Sapozhnikov A Researcher 0.83 2007-09-01 2008-10-31 VU-Vagv´ olgyi;¨ NWO-CPE: Critical Percolation and Ex- citable Media Sidoravicius V Researcher 1.00 2007-09-01 Several IMPA projects; UL- Soares; General Research in Probability Theory Verhoef C PhD student 0.90 2006-01-01 2009-12-31 P1212 (p. 26); P1234 (p. 27); P1235 (p. 27); Analysis and optimization of stochastic net- works; P1241 (p. 27); P1247 (p. 28); P1217 (p. 28) Verloop IM PhD student 1.00 2005-09-01 2009-08-31 P1240 (p. 25); P1211 (p. 26) Weij W van der PhD student 1.00 2005-02-01 2009-01-31 P1246 (p. 26); P1234 (p. 27) Zwart AP Researcher 0.42 2008-08-01 P1210 (p. 24); Gatech projects; Applied probability and stochastic networks; P1217 (p. 28) Seconded Bekker R (VU) Researcher 0.20 2011-02-15 Bhulai (VU) Researcher 0.20 2006-10-01 2010-09-30 Borst SC (TUE) Researcher 0.10 2005-09-01 2010-07-31 P1210 (p. 24) Chen Chung Shue Researcher 0.58 2008-06-01 2009-02-28 (ERCIM) Hoekstra G (Lucent) Researcher 0.40 2010-01-31 Leskala LS (TUE) Researcher 0.20 Mandjes M (UvA) Researcher 0.10 2005-09-01 2010-08-31 P1210 (p. 24) Redig F (UL) Adviser 0.10 2010-09-30 Yang R (VU) Researcher 0.40 2006-11-01 2010-10-31

Scientific report Processes was successfully submitted to the Highlights NWO Free Competition (J. van den Berg). • A new project, Segmentation and motion anal- • A.P. Zwart has been awarded the Erlang prize ysis using polygonal Markov fields was success- (October 2008). See page 33. fully submitted to the NWO Free Competition • A.P. Zwart has been awarded a VIDI grant (M.N.M. van Lieshout). High dimensional service systems. See page 33. • A new project, End-to-end Quality of Service in • V. Sidoravicius was appointed full professor at Service Supply Chains (SeQual) was awarded by UL. the SenterNovem (R.D. van der Mei). • R. Nu´ nez˜ Queija was appointed associate pro- • A.P. Zwart has been appointed senior fellow of fessor at UvA. EURANDOM. • P.M.D. Lieshout successfully defended his • A.P. Zwart has been awarded an IBM faculty Ph.D. thesis at UvA (supervisors: M.R.H. award (2008/2009). See page 33. Mandjes and S.C. Borst) • A.P. Zwart acts as investigator on two awarded • E. Egorova will defend her PhD thesis at TUE NSF grants. See page 33. in 2009 (supervisor: S.C. Borst) • The group has co-founded a new national • A new project, Inequalities and Random Spatial knowledge network on Pricing and Revenue

23 Management (PReMa), together with VU and parameter combinations the behavior is qualita- ORTEC (R.D. van der Mei). tively different. • The group is associate partner of the European Network of Excellence (FP7 program of the Number P1201 EC) Euro NF – Anticipating the Network of the Subgroup PNA2.1 Future (R. Nu´ nez˜ Queija) Title Gatech-JZhang Period 2007 – 2008 Leader A.P. Zwart PhD research Staff J. Zhang Name Page(s) Funding NSF (via Georgia Institute of Technol- A. den Boer 28 ogy, Atlanta USA): salary J. Zhang R. Egorova 24 Partners J. Dai, M. Harchol-Balter (Carnegie G.J. Hoekstra 27 Mellon Univ.) P.M.D. Lieshout 30 B. Vagv´ olgyi¨ 28 Progress report. J. Dai, J. Zhang and Zwart have C. Verhoef 26 considered a processor sharing queue where the I.M. Verloop 25 number of jobs served at any time is limited to W. van der Weij 26, 27 K, with the excess jobs waiting in a buffer. The authors use random counting measures on the positive axis to model this system. The limit of PNA2.1 – Performance evaluation of this measure-valued process is obtained under stochastic networks and logistic pro- diffusion scaling and heavy traffic conditions. cesses As a consequence, the limit of the total job size process is proved to be a piece-wise reflected Number P1210 Brownian motion. Subgroup PNA2.1 J. Zhang and Zwart have investigated the lim- Title RAPS – Rare-event analysis of ited processor sharing queue under heavy traffic. processor-sharing systems (RAPS) Using the diffusion limits obtained before, ap- Period September 2004 – August 2008 proximations for the distribution of the waiting Leader S.C. Borst and A.P. Zwart time of a job and the number of jobs in the sys- Staff S.C. Borst, O.J. Boxma, R. Egorova, tem are obtained which only depend on the first M.R.H. Mandjes, R. Nu´ nez˜ Queija, A.P. Zwart two moments of the inter-arrival time and ser- Funding CWI, NWO vice time. These approximations are validated Partner TUE by extensive numerical experiments. V. Gupta, J. Dai, M. Harchol-Balter and Zwart Progress report. Egorova, and Zwart continued have investigated two moment approximations their work on α-fair bandwidth-sharing net- for the M/G/K queue. It is proven that no ap- works where the load on one or several of the proximation based ononly the first two moments links exceeds the capacity. The major step for- can be accurate for all job size distributions, and ward in this line of research is that we have been a lower bound on the in-approximability ratio is able to show for the important special case of provided. This is the first such result in the liter- tree networks, that each continuous fluid model ature. The proof technique behind this result is solution is also linear. novel as well and combines mean value analysis, Egorova and Zwart have investigated the so- sample path techniques, scheduling, regenera- journ time asymptotics for a simple tree network tive arguments, and asymptotic estimates. This operating under the α-fair bandwidth-sharing work provides insight into the effect of higher policy. Our focus is on the logarithmic estimates moments of the job size distribution on the mean of the tail of sojourn-time distribution, under the waiting time. assumption that the job-size distribution has a light tail. This is the first non-trivial extension of Number P1201 earlier results obtained for single node settings. Subgroup PNA2.1 Title Gatech-BZhang A phase transition is found: for certain param- Period 2007 – 2008 eter combinations the sojourn time asymptotics Leader A.P. Zwart is similar to those in a single node, and for other

24 P N A 2

Staff B. Zhang nication networks, call centers, manufacturing Funding NSF (via Georgia Institute of Technol- systems, and simulation techniques. ogy, Atlanta USA): salary B. Zhang J. Blanchet, J. Liu and Zwart have investi- Partners J. Dai gated the performance of ordinal optimization Progress report. B. Zhang and Zwart have inves- algorithms under the assumption of heavy-tailed tigated the M/G/K queue with many servers, noise. Contrary to previous studies, the authors in the so-called quality driven regime. The goal find ways to optimally assign computing power of this research project is to prove the folk theo- to minimize the probability of false selection, i.e. rem that the infinite server approximation of the of not selecting the best system. delay probability is sharp, in the sense that both J. Blanchet and Zwart are investigating rare large deviation decay rates are identical. So far, event simulation algorithms of nonlinear finan- the student has studied the literature and proven cial time series. Contrary to more conventional the result for various special case. A proof strat- queueing-type time series, rare events in finan- egy for the general case is currently under inves- cial time series happen in a way which is not di- tigation. rectly useful to achieve variance reduction. A more sophisticated simulation algorithm is cur- Number P1201 rently investigated. Subgroup PNA2.1 K. Debicki and Zwart are investigating rare Title Gatech-Wu events for a hybrid fluid model with on-off and Period 2007 – 2009 Levy input. Using general tools for rare events Leaders A.P. Zwart of regenerative processes, the tail behavior of the Staff K. Wu steady-state buffer content distribution is inves- Funding Georgia Institute of Technology, Atlanta tigated. USA: salary K. Wu, L.F. McGinnis C. Gromoll and Zwart are investigating new Progress report. K. Wu, L.F. McGinnis and Zwart frameworks to prove heavy traffic limits of have investigated several queueing models that stochastic networks where the limit process does arise in the analysis of semiconductor manu- not have sample paths in D. They are currently facturing systems. The main focus is to model testing their ideas by investigating a tandem net- and analyze the performance impact of machine work with identical service times with infinite breakdowns. A classification of machine break- variance. downs is proposed that is consistent with SE- A. Wierman and Zwart are investigating com- MATECH standards that are used in practice. petitive analysis of scheduling policies in a per- Several exact and approximate results are ob- formance analysis framework. The focus is on tained that remove the bias that is present in ap- investigating classes of scheduling policies in a proximations that are commonly used in manu- heavy traffic and large deviation regime. The facturing. goal is to construct scheduling policies that are competitive under a wide class of distributional Number P1201 assumptions. In some cases, it is expected that Subgroup PNA2.1 no competitive scheduling policies exist. Title Applied probability and stochastic networks Number P1240 Period indefinite Subgroup PNA2.1 Leaders A.P. Zwart Title EuroFGI – Design and Engineering of Partners J. Blanchet (Columbia Univ.), K. Debicki Future Generation Internet -Towards (Wrocław Univ.), convergent multi-service networks C. Gromoll (Univ. Virginia), Z. Pal- Period 1-12-2006 – 31-5-2008 mowski (Wroclaw Univ.), J. Liu Leader R. Nu´ nez˜ Queija (Columbia Univ.) A. Wierman (Cali- Staff R. Nu´ nez˜ Queija, I.M. Verloop fornia Institute of Technology), Funding Network of Excellence EU/FP (Interna- Funding CWI, NWO, NSF (Indirect travel sup- tional samenwerkingsprojecten) port) Partners More than 50 different partners Progress report. The research of Zwart is in the Progress report. N´u˜nezQueija continued joint area of applied probability, focusing on the per- investigation with P. Robert (INRIA), I. Norros formance analysis of computer- and commu-

25 (VTT), H. Reittu (VTT), F. Simatos (INRIA) and Funding Open Competitie NWO (NWO project B. Prabhu (CNRS) of queueing models for peer- funding) to-peer networks. This has been done under the Partners None framework of the project SCALP - Scaling Laws in Progress report. Verloop, Ayesta and Borst studied Peer-to-Peer Networks. The investigation includes multi-dimensional stochastic processes for the application/extension of traditional urn mod- performance evaluation of wired and wireless els (Friedman, Polya and Ehrenfest urn models) networks. They applied the general framework to model the file exchange process, urn and ball to linear bandwidth-sharing networks, Discrim- models that incorporate the queueing dynamics inatory Processor Sharing (DPS), Generalized and fluid limit techniques to investigate stability Processor Sharing (GPS) and extend the frame- and scalability (see next item). work to obtain comparison results that cover the Focus of N´u˜nezQueija and Prabhu within the single-server queue with an arbitrary number of project SCALP was on scaling laws for file dis- classes as well. semination in P2P networks with random con- Verloop and N´u˜nezQueija investigated tacts, investigating the impact of user selfishness scheduling in multi-cell wireless networks and on the scaling law for the mean broadcast time of resource allocation in computer systems, by ana- a file in a closed P2P network. lyzing a service facility with two types of users Verloop and Ph. Robert (INRIA Rocquen- (or jobs) having heterogeneous size distribu- court) have investigated the mean-field limit of tions. They studied asymptotically optimal poli- a Markovian model describing the interaction cies in the fluid limit which prove to be close to of several classes of permanent connections in a optimal. These policies can be characterized by network. either linear or exponential switching curves. E. Altman (Univ. Avignon), U. Ayesta Verloop and N´u˜nezQueija investigated re- (CNRS-LAAS), and Prabhu investigated optimal source allocation in bandwidth-sharing net- load balancing strategies for a multi-class multi- works. In certain cases they showed that the server processor-sharing system with a Poisson appropriate scaling for efficient workload-based input stream, heterogeneous service rates, and a allocations follows a square-root law. Verloop, server-dependent holding cost per unit time. Ayesta and N´u˜nezQueija analyzed a generaliza- O.J. Boxma, O. Kella, D. Perry, and Prabhu tion of the Discriminatory Processor Sharing studied an M/G/1 queue with impatience and (DPS) queue in a heavy traffic setting. For the an adaptive arrival process. standard DPS queue we obtain that, conditioned on the number of customers in the system, the Number P1246 residual service requirements are asymptotically Subgroup PNA2.1 i.i.d. according to the forward recurrence times. Title Forecastings processes Period 1-1-2008 – 31-03-2008 Number P1212 Leader W. van der Weij Subgroup PNA2.1 Staff To be supplied by group Title CooPer – Coordination With Perfor- Funding TOTE-M (Contract research) mance Guarantees Partners CCMath, VU Period 1-1-2006 – 31-12-2009 Progress report. Van der Weij and S.A. Pot (VU) Leader R.D. van der Mei have developed forecasting methods for large- Staff C. Verhoef scale call centers. Funding GLANCE NWO (NWO project funding) Partners Project with SEN3 Number P1211 Progress report. Verhoef, Van der Mei, Arbab, Meng, Subgroup PNA2.1 and Moon (CWI) have developed new methods Title EFS – Efficient flow-scheduling in for deriving continuous-time Markov Chains resource-sharing networks with vari- able service rate from stochastic component connectors. Period 1-9-2005 – 31-8-2009 Verhoef, Van der Mei, and Bhulai have devel- Leader R. Nu´ nez˜ Queija oped an efficient method for calculating state Staff R. Nu´ nez˜ Queija, I.M. Verloop probabilities for a broad class of feed-forward continuos-time Markov chains. This method is extremely useful for calculating QoS parameters

26 P N A 2 of Reo circuits. Number P1235 Subgroup PNA2.1 Number P1234 Title BRICKS/PDC2-2 – QoS Differentiation Subgroup PNA2.1 Mechanisms: Pricing Title BRICKS/PDC2-1 – QoS Differentiation Period 1-1-2004 – 31-12-2009 Mechanisms: Scheduling Algorithms Leader R.D. van der Mei Period 1-1-2004 – 31-12-2009 Staff R.D. van der Mei, R. Nu´ nez˜ Queija Leader R. Nu´ nez˜ Queija Funding Bsik (Other project funding) Staff R.D. van der Mei, M. Jonckheere, W. van Partners TUE, UT der Weij, R. Nu´ nez˜ Queija Funding Bsik (Other project funding) Progress report. F. Roijers (TNO-ICT) and N´u˜nez Partners TUE, UT Queija have investigated dimensioning of multi- cast IP-TV with varying channel popularity. Progress report. Van der Weij, Van der Mei, and They study the potential for capacity savings us- Bhulai have developed optimal dynamic control ing multi-cast techniques for television broadcast schemes for the limited processor sharing model over IP. Ample numerical experiments indicate with multiple priority classes and phase-type that the capacity savings can be quite significant service-time distributions. Numerical results (20-30%), compared to ignoring correlated chan- show that great improvement can be obtained nel requests. compared to optimal static scheduling policies. Van der Weij, Van der Mei and N.M. van Dijk Number P1201 (UvA) have developed new product-form and Subgroup PNA2.1 non-product-form results for a variety of two- Title Analysis and optimization of stochastic queue networks with shared resources. networks Jonckheere, Van der Weij, and Van der Mei have Period indefinite obtained a complete characterization of per- Leaders R.D. van der Mei queue stability and throughput in layered queu- Partners Cornell, Univ. Alberta, ETH Zurich,¨ ing networks consisting of multi-server nodes, GGD Amsterdam, VU where at any time the busy servers share a com- Funding CWI, VU mon underlying resource, according to some Progress report. Van der Mei and A. Roubos (VU) general capacity-allocation function. have studied the problem of finding optimal Jonckheere and Van der Mei have started to interleaving levels for polling models with so- study per-queue stability in a tandem of multi- called multi-phase gated services. To this end, server queues, where the busy servers shared a they have derived closed-form expressions for common resource in a processor-sharing fashion. the heavy-traffic limits of the complete waiting- The results lead to a closed-form expression for time distribution in the gated multi-phase gated the per-queue stability and throught, considered service, where the number of phases may be as a function of the arrival rate. queue-dependent. Using these results, they J.L. van den Berg (UT, TNO-ICT), and N´u˜nez have developed simple heuristics for approx- Queija have investigated analytic performance imating the optimal set of interleaving levels. modeling of integrated voice and data in ad-hoc Numerical results show that the approximations networks. The remaining scenario of voice and are extremely accurate. data traffic interacting on comparable timescales Van der Mei, E.M.M. Winands (Rabobank) is much more complex, however, and is open for and M. Boon (TUE) have written a survey on ap- further investigation. plications of polling models. G. Zuidhof, Van J.L. van den Berg (UT, TNO-ICT), and N´u˜nez der Mei and Bhulai have performed statistical Queija have initiated an extension of the afore- analysis of call-arrival patterns for ambulance mentioned bottleneck network beyond the use services. of a single channel. An important insight is that R. Yang, Bhulai, Van der Mei and F.J. Sein- a simple proposed channel selection procedure stra (VU) have developed optimal capacity- does not seem to leave room for any significant assignment policies for single-buffer models improvement under high loads. with two-stage processing.

27 Number P1241 identification of use cases and end-user require- Subgroup PNA2.1 ments for large-scale distribuetd applications Title Analysis of Distribution Strategies for that operate in a multi-domain computing envi- Concurrent Access in Wireless Commu- ronment. nication Networks P. Meulenhoff, J.S. van der Veen (TNO ICT), Period 1-2-2007 – 31-01-2010 Leader R.D. van der Mei N´u˜nezQueija have investigated the performance Staff G. Hoekstra, S. Bhulai of Service Chains in interacting autonomous Funding CASIMIR regulation NWO (NWO IT systems. Compared to traditional queueing project funding) networks, the performance analysis is hindered Partners Thales Communications due to phenomena like replication of jobs that are then routed individually in different parts Progress report Hoekstra Van der Mei . and have of the chain, and are later to be combined. The developed models to assess the response-time main idea is to investigate the approximability behavior of wireless LANs, by combined MAC- by product-form networks, using equal loads layer dynamics with the processor-sharing on all sub-systems. The first results show that bandwidth-sharing policy. The results show an the performance may not always be predicted excellent match with simulations. accurately, but that performance bottlenecks are Hoekstra, Van der Mei R.A. Gunawan, and identified rather well. This opens the possibility Bhulai have developed optimal rules for dynam- to use such approximate analysis in the design of ically splitting traffic streams in the case of con- large QoS chains, without the need for extensive current access. The results have been used to simulations. quantify the performance gain that can be real- ized by implementing dynamic traffic splitting Number P1217 schemes in wireless networks with overlapping Subgroup PNA2.1 cells of static versus dynamic. Title Revenue Management Bhulai, Van der Mei and Hoekstra have de- Period 2008 – 2011 veloped optimal strategies for splitting traffic Leaders R.D. van der Mei, A.P. Zwart streams over multiple concurrent networks. The Partners VU, KLM/AirFrance, ORTEC results show great performance improvement Funding CWI compared to static splitting. Progress report. Den Boer, Van der Mei and Zwart Hoekstra has started to implement dynamic have started to study capacity management for a traffic-splitting algorithms where multiple TCP- diagnostic facility with multiple servers, differ- sessions can be used to download a common file ent types of patients and inhomogeneous arrival of multiple parallell access networks. Initial ex- rates. perimental results show that such algorithms are both simple and extremely efficient. PNA2.2 – Probability and Spatial Hoekstra and Panken (Lucent Technologies) Stochastics has developed efficient policing algorithms for bi-directional traffic streams. Title VU-Vagv´ olgyi¨ Period 2005 – 2009 Number P1247 Leader J. van den Berg Subgroup PNA2.1 Staff B. Vagv´ olgyi¨ Title SeQual – Service Optimization an Qual- Funding NWO (via VU): salary B. Vagv´ olgyi¨ ity Partners A. Sapozhnikov (CWI), A. Jarai´ (Bath), Period 1-10-2008 – 30-09-2012 R. Meester and F. Camia (VU), M. Dam- Leader R.D. van der Mei ron (NYU) Staff R.D. van der Mei, R. Nu´ nez˜ Queija, va- cancy (J. Bosman starting per September Progress report. V´agv¨olgyi has continued his 1, 2009) Funding IOP - Generieke Communicatie Senter- study of the relations between invasion perco- Novem (Other project funding) lation and ‘ordinary’ percolation at criticality. Partners TNO-ICT (coordinator), IBM, Ericsson, With A. Sapozhnikov and M. Damron (NYU) he Ordina, UT Twente, Mobilaria has extended earlier comparison results for the first pond, and also obtained results for higher- Progress report. Van der Mei has worked on the order invasion ponds. Moreover they compared

28 P N A 2 invasion percolation with the so-called incipient infinite cluster. (See the report on project NWO- Leader J. van den Berg Staff J. van den Berg CPE for more details). A paper (available on the Funding CWI, BRICKS Math Arxiv) has been submitted for publication. Partners Cornell Univ. (H. Kesten); Chalmers During a three-week visit by V´agv¨olgyi to Univ. (J. Steif and O. Haggstr¨ om);¨ A. Jarai´ (Ottawa) in the summer, they started to Univ. Florence (A. Gandolfi); VU work on a dynamical model for the the Incipient (R. Meester, F. Camia); Rio de Janeiro Infinite Cluster. This has led to interesting exis- ( M.E. Vares); Rutgers Univ. (J. Kahn), tence and convergence problems. These prob- Univ. Paris-Sud (R. Rossignol), UL (F. lems have been partly solved and more work on Redig), Cambridge (G. Grimmett) this subject is in progress. Progress report. Van den Berg has continued his research on further generalizations of the well- Number P1312 p + p∗ = 1 Title NWO-CPE: Critical Percolation and known identity c c for percolation on Excitable Media the square lattice. His attempts to apply the Period 2005 – 2008 Talagrand/KKL sharp-threshold results to so- Leader J. van den Berg called Divide-and Colour models and related Staff B. Vagv´ olgyi¨ dependent percolation models, has led to a vari- Funding NWO (open competition): salary A. ety of problems of a combinatorial nature which Sapozhnikov are interesting in themselves. He also tried a Partners B. Vagvolgyi,¨ A. Jarai´ (Ottawa; since very different approach, which led to BK-type September 2008 Bath), C.M. Newman problems of which some special cases could be and M. Damron (Courant Institute, solved using a (2007) positive association the- NYU) orem of J. Kahn and Weininger. One of these Progress report. Sapozhnikov has studied relations special cases involves a conjecture for ferromag- between invasion percolation and critical perco- netic Ising models by A. Gandolfi (Florence). lation in the plane. These relations describe, in Another special case that could be proved in- a precise way, the self-organized critical nature volves random Voronoy percolation. To prove of the invasion model. With Vagv¨olgyi (see also the still open cases a non-trivial generalization project VU-Vagvolgyi)¨ and M. Damron (Courant of the Kahn-Weininger theorem seems to be Institute, NYU) he extended, refined and gen- needed. Recently Van den Berg hast started com- eralized several results by Van den Berg,Jarai´ munication with J. Kahn (Rutgers Univ.) and O. and Vagv¨olgyi. In particular they showed that Hoggstrom¨ (Gothenburg) about these matters. the probability that the radius of the k-th pond Van den Berg also obtained an extension, to is larger than n is of order (log n)k−1 times the Markov random fields, of a 1994 sharp-threshold probability of the analogous event for the crit- result by Talagrand. However, the conditions ical percolation cluster. The main tools in this required on the field look too strong, and further research are Kesten’s scaling relations for 2D per- efforts will be made to relax these conditions. colation. They also showed that the Incipient Infinite Cluster measure and the Invasion Perco- Title UL - R. Soares lation measure are singular with respect to each Period 2009 – 2012 other. This extends, to 2D percolation, a result Leader V. Sidoravicius Staff B.R. Soares for regular trees by Angel, Goodman, Den Hol- Funding (UL): salary R. Soares lander and Slade. More recently, Sapozhnikov, Partners F. den Hollander (UL) together with Damron, also studied the asymp- totic behaviour (for large k) of the weight of the Progress report. B.R. Soares stared his postgradu- so-called outlet of the k-th pond. ate studies at IMPA - Rio de Janeiro and this year Sapozhnikov also studied several percolation moved to Leiden to continue his PhD research problems motivated by certain forest-fire mod- under supervision of Sidoravicius and F. den Hol- els. lander. He is currently working on limiting be- haviour of percolative systems evolving in dy- Title GRPT: General Research in Probability namically changing environment. In particular, Theory part of the programm is to extend techniques de- Period indefinite

29 veloped in a sequence of articles by H. Kesten CBPF-Rio de Janeiro (M.E. Vares); and Sidoravicius to broader class of problems. Chalmers Univ. (J. Steif and O. Haggstr¨ om);¨ ENS-Lyon (V. Beffara); Ky- Title IMPA-Hilario oto Univ. (N. Yoshida), Univ. Geneva Period 2007 – 2010 (S. Smirnov) Leader V. Sidoravicius Sidoravicius research could be schematically di- Staff B.M. Hilario (IMPA) vided in the following (inter-related) groups: Funding CNPq (via IMPA, Rio de Janeiro): salary B.M. Hilario 1. Spatial growth process away from equilib- Partners J. Cardy, Oxford T. Spencer, IAS- rium; Princeton Most of Sidoravicius effort in this group of prob- Progress report. B.M. Hilario is currently focusing lems was dedicated to the development of ro- on the development of multiscale analysis tech- bust techniques to treat Diffusion Limited Ag- niques, with the main goal to apply them in the gregation (DLA) model. In collaboration with case of motion of electrons in random potential, H. Kesten, Sidoravicius developed new approach, and in particular studying Anderson delocal- based on the study of Lyapunov functions, and ization phenomena. Last year he achieved sub- two articles treating special cases appeared in stantial progress in extending renormalization 2008 in Annals of Probability and special issue of techniques to the analysis of motion in so called the volume Progress in Probability, Birkhauser.¨ ’ice model’, showing that it is always cyclic. This In 2008 we achieved major progress studying gives very short and transparent proof of the fact two-dimensional case, and showed that at very previously proven by G. Pete. B.M. Hilario con- high density of ’source’ particles, the aggregate tinues to work on extensions of this method to of modified DLA has linear speed. the ‘polluted’ systems. Title IMPA-aYMONE 2. Random interlacements. Period 2008 – 2011 Leader V. Sidoravicius One of most important directions of the research Staff M. Aymone in 2008 was study of random interlacements on Funding CNPq (via IMPA, Rio de Janeiro): salary hypercubic lattice Zd, d ≥ 3. In the first work M. Aymone we proved an important conjecture that critical value of this process uc is strictly positive in all Progress report. M. Aymone, besides being a very dimensions. It was previously known only in di- bright student, he is still at the very early stage mensions above 7. In the second work we derive of his PhD research, and is mostly dedicated to stretched exponential bounds for the connectiv- the study of advanced probabilistic techniques, ity function. and is developing under guidance of Sidoravicius his vision in the field of spatial random process. PNA2.3 – Spatial statistics Besides that, he keeps an interesting research project related to flows on the graphs. Title P1237 – EURANDOM Period March 2006 – December 2008 Title GRPT: General Research in Probability Leader EURANDOM Theory Staff M.N.M. van Lieshout Period indefinite Funding NWO, Stieltjes, KNAW (total 9.5 kEuro); Leader V. Sidoravicius EURANDOM (5 kEuro) Staff V. Sidoravicius Partners TUD, Duisburg – Essen, TUE Funding CWI Partners Cornell Univ. (H. Kesten); ETH-Zurich¨ Progress report. In 2008, a workshop on ‘Locally (A.-S. Sznitman), New York Univ. (C. adaptive filters in signal and image process- Newman); ENS-Paris and Univ. Paris- ing’ was organised in collaboration with Davies Sud (W. Werner); Microsoft and Berke- (Duisburg – Essen and Eindhoven), Duits and ley (Y. Peres); UL (F. den Hollander); Florack (Eindhoven), and Jongbloed (Delft). Many problems in image analysis require a large amount of heterogeneous data to be pro- cessed, for example to denoise, to detect edges,

30 P N A 2

to classify, to segment, to interpret, to estimate Van Lieshout was invited to contribute to the parameters, to detect features of interest, to mon- Handbook of spatial statistics to be published itor or to predict. To carry out such tasks, fast by Taylor and Francis (Chapman and Hall) for and efficient procedures are required which can which she wrote a chapter on point process the- adapt to the local (in space or time) state of the ory. system. Examples of such procedures are reg- ularization methods, wavelets, Bayesian proce- Societal aspects and knowledge dures, diffusion techniques, spectral analysis or filtering. The workshop will cover both theo- transfer retical, practical and algorithmic aspects of the Projects with partners in public and procedures. Applications include inverse prob- lems, forecasting, pattern, recognition, medical private sector imaging and monitoring of complex systems. • Design and Engineering of Future Generation Accepted contributions are eligible for pub- Internet -Towards convergent multi-service lication in an edited book to be published by networks (p. 25) Springer Verlag. • Analysis of Distribution Strategies for Concur- rent Access in Wireless Communication Net- Title P1203 – Stochastic geometry and image works (p. 27) analysis • Service Optimization an Quality (p. 28) Period 2007 – indefinite Leader M.N.M. van Lieshout Contract research Funding CWI • Forecastings processes, TOTEM, project Call Partners TUE, Lancaster Univ., Nicolaus Coper- Center planning, December 2007 – March 2008: nicus Univ. Torun,´ Philips Research, W. van der Weij (p. 26). Univ. Berne, Univ. Warwick

Progress report. In consultation with C. Organization of conferences and Varekamp, Van Lieshout finished her work ad- workshops vocating the use of Markov sequential object processes for tracking a variable number of mov- • INFORMS annual meeting, Washington (12 – ing objects through video frames with a view 15 October). Together with B. Ata (Northwest- towards depth calculation. A regression model ern Univ.). A.P. Zwart organized the applied based on a sequential object process quantified probability tracks (totaling more than 20 ses- goodness of fit; regularization terms were incor- sions) of this conference. porated to control within and between frame ob- • Queueing Colloquium, 25 April. Organizer: ject interactions. A Markov chain Monte Carlo R. Nu´ nez˜ Queija. method for finding the optimal tracks and asso- • Queueing Colloquium, 21 November. Orga- ciated depths was constructed and the approach nizers: R. Nu´ nez˜ Queija and A.P. Zwart. evaluated on a synthetic data set as well as a • Bijeenkomst stochastici, Lunteren, 17 – 19 sport sequence. November. Organizer: M.N.M. van Lieshout A sequel project on segmentation and motion (jointly with R.D. Gill and M.S. Keane). analysis using polygonal Markov fields is being • Workshop on locally adaptive filters in sig- initiated in collaboration with T. Schreiber and C. nal and image processing, Eindhoven, 24 – 26 Varekamp. November. Organizer: M.N.M. van Lieshout Van Lieshout participated in an edited vol- (jointly with P.L. Davies, R. Duits, L.M.J. Flo- ume on new perspectives in stochastic geometry. rack, and G. Jongbloed). She discussed various stochastic geometry mod- • Workshop on Performance Analysis fo Lay- els (random fields, sequential object processes, ered Queueing Networks, 14 March (R.D. van polygonal field models) which can be used in der Mei). intermediate- and high-level image analysis. Two examples were presented of actual image Lectures analysis problems (motion tracking in video, foreground/background separation) to which Major invited lectures these ideas can be applied. • A.P. Zwart: 18 January, College of William and

31 Mary. Williamsburg, Virginia. (Performance Other professional activities and staffing of many-server queues in heavy J. van den Berg load’. Invited Seminar) • Full professor at VU. • Workshop Markov chain Monte Carlo methods, Isaac Newton Institute, Cambridge, 25 – 28 • Member BCW committee (NWO open compe- March: J. van den Berg (Invited talk: Rapidly tition). mixing Markov Chains, and the sharp transi- • PhD committee A. Fey (VU, March 2008), H. tion in 2D Ising percolation). van den Esker (TU Delft, May 2008), M. Hey- • A.P. Zwart: 7 May, Wroclaw University, Wro- denreich (TU Eindhoven, November 2008); claw, Poland. Referee for PhD committee P. Nolin (Orsay, • 7th French-Danish workshop on spatial statis- June 2008). tics and image analysis in biology, Toulouse, France, May 13 – 16: M.N.M. van Lieshout (In- K.O. Dzhaparidze vited talk: Depth map calculation for a vari- • Associate editor Probability and Mathematical able number of moving objects using Markov Statistics. sequential object processes). • R.D. van der Mei: 23 – 25 May: Three-day tuto- M.N.M. van Lieshout rial on Performance Analysis of Communica- • Associate professor at TUE. tion Networks. University of Bilbao, Spain (in- • Senior fellow at EURANDOM. vited). • Associate editor Bernoulli. • La Pietra week in Probability, Florence, Italy, • Member of International Statistical Institute. 23 – 27 June: A. Sapozhnikov (Talk: Invasion percolation in 2D). R.D. van der Mei • Workshop Combinatorial and probabilistic in- • Full professor at VU. equalities, Isaac Newton Institute, Cambridge, 23 – 27 June: J. van den Berg (Keynote talk: • Associate editor Performance Evaluation, Inequalities with applications to percolation AEUE Journal on Electronics and Communica- theory and related fields). tions. • Secretary of the Executive Board of Royal • R. N´u˜nezQueija (2008, 24 July). Resource al- location in bandwidth-sharing networks. Re- Mathematical Society. search Seminar LAAS-CNRS, Toulouse, France • Member of the Executive Board of the section (invited lecture). Industrial Applied Mathematics of the Royal • Workshop Interacting particle systems and per- Mathematical Society. colation, Inst. H. Poincare,´ Paris, 27 – 31 Oc- • Co-founder and member coordination team E- tober: J.van den Berg (Invited talk: Approx- Quality Center of Excellence. imate zero-one laws and sharp percolation • Co-founder of national knwolegde network on transitions). Pricing and Revenue Management (PreMa). • A.P. Zwart: 29 October: General Mathemat- • Member selection committee NWO Toptalent ics colloquium, University of Amsterdam, The fellowships. Netherlands. • Member of Stieltjes Institute and LNMB (Lan- • A.P. Zwart: 2 December: Young Researcher in delijk Netwerk Mathematische Besliskunde) Queueing Theory workshop. Eindhoven, The • Leader of the research theme Societal Logistics Netherlands. at CWI. • Journees´ de geometrie´ aleatoire´ 2008, Lille, • Guest editor (joint with M.R.H. Mandjes and France, 3 – 4 December: M.N.M. van Lieshout R.Nunez-Queija) of Stochastic Performance (Invited talk: Depth map calculation for a Models for Resource Allocation in Communi- variable number of moving objects using cation Systems. Special Issue of Annals of Op- Markov sequential object processes). erations Research. Publication in 2009. • Workshop Discrete Mathematics and Statisti- • Member of the international technical pro- cal Mechanics, DIMACS, Rutgers University gramme committees for 16th Internat. Work- (USA), 16 – 18 December: J. van den Berg (In- shop on Quality of Service (Enschede, Nether- vited talk: Connections between 2D invasion lands), 3rd Internat. Conference on Internet and critical percolation).

32 P N A 2

Monitoring and Protection (Bucharest, Ruma- • Associate editor of Mathematics of Operations nia), 16th conference on Measurement, Analy- Research, Mathematical Methods of Opera- sis and Simulation of Computer and Telecom- tions Research, Operations Research, Queue- munication Systems (Baltimore, USA), Inter- ing Systems and Applied Probability and Op- national Conference on Resource Restricted erations Research. Embedded and Sensor Networks (Baltimore, • Program Committee member of Fourth FGI USA), 18th ITC Specialists Seminar on Quality workshop on wireless and mobility, Barcelona of Experience (Karlskrona, Sweden), and Inter- (Spain, January 2008), NETCOOP, Paris national Workshop on Quality Aspects of Co- (France, September 2008) and Valuetools, ordination (Instanbul, Turkey). Athens (Greece, November 2008). • Member of PhD committees of J. Leino (Helsinki • PhD committee member of T. Bountouleris Univ. Technology, Finland, lead opponent) (Georgia Tech). and R. Malhotra (UT). R. N ´u˜nezQueija Awards and grants • Associate professor at UvA. • A.P. Zwart has been awarded the Erlang prize • Member of IFIP (Working Group 7.3). (October 2008). Biannual prize for outstand- ing contributions to Applied Probability by a • Member of Stieltjes Institute. scholar not older than 35. • Member of LNMB (Landelijk Netwerk Mathe- • A.P. Zwart High matische Besliskunde). has been awarded a VIDI grant dimensional service systems. Duration: October • Associate editor of Mathematical Methods of 2008 - September 2013. Operations Research. • A.P. Zwart has been awarded an IBM faculty • Associate editor of Operations Research Let- award (2008/2009). The IBM Faculty Awards ters. is a competitive worldwide program intended • Guest editor (joint with M.R.H. Mandjes and to foster collaboration between researchers at R.D. van der Mei) of Stochastic Performance leading universities worldwide and those in Models for Resource Allocation in Communi- IBM research, development and services orga- cation Systems. Special Issue of Annals of Op- nizations; and promote courseware and cur- erations Research. Publication in 2009. riculum innovation to stimulate growth in dis- • Member of PhD thesis committee of P.M.D. ciplines and geographies that are strategic to Lieshout, 5 September, UvA. IBM. • A.P. Zwart V. Sidoravicius acts as investigator on two awarded NSF grants, enabling working visits and fur- • Full professor at UL. ther collaboration with J. Blanchet (Columbia • Associate editor of Annals of Applied Proba- University, New York, USA) and A. Wierman bility. (California Institute of Technology, Pasadena, • Editor of the series ‘Ensaios Matematicoss’ of USA). Brazilian Mathematical Society. • A new project, Inequalities and Random Spatial • Member of the steering committee of the RSS Processes was successfully submitted to the group at EURANDOM. NWO Free Competition (J. van den Berg). • Member of the coordinating committee of • A new project, Segmentation and motion anal- French-Brazilian project ‘Arcus’. ysis using polygonal Markov fields was success- fully submitted to the NWO Free Competition A.P. Zwart (M.N.M. van Lieshout). • Coca-Cola Associate professor at Georgia In- • A new project, End-to-end Quality of Service in situte of Technology, department of Industrial Service Supply Chains (SeQual) was awarded by and Systems Engineering (on leave without the SenterNovem (R.D. van der Mei). pay since August 2008) • NWO, Stieltjes, VVS/SMS and MRI grants for • Senior fellow at EURANDOM ‘Bijeenkomst stochastici’ (7 kEuro): M.N.M. • Co-editor of the journal Surveys in Operations van Lieshout. Research and Management Science (with J.K. • NWO, Stieltjes and KNAW grants for work- Lenstra and M. Trick). shop on ‘Locally adaptive filters in signal and

33 image processing’ (9.5 kEuro): M.N.M. van 9O.J.B OXMA,M.R.H.MANDJES,O.KELLA Lieshout. (2008). On A Queueing Model With Service In- • NWO vrije competitie grant ‘Segmentation terruptions, Probability in the Engineering and motion analysis using polygonal Markov and Informational Sciences, 22, 537 – 555. fields’ (1 PhD student): M.N.M. van Lieshout. 10A.B.D IEKER,M. VAN DONGEN,A.SAPOZH- • Associate partnership granted in Euro NF Net- NIKOV (2008). The Expected Value And The work of Excellence (FP7): R. Nu´ nez˜ Queija. Variance Of The Checks Required By Revision Algorithms, Constraint Programming Letters, Academic publications 2, 55 – 77. 11K.D UFFY,N.O’CONNELL,A.SAPOZH- Articles in refereed journals and pro- NIKOV (2008). Complexity Analysis Of A De- ceedings centralised Graph Colouring Algorithm, Infor- 1 I.J.B.F.ADAN,M.R.H.MANDJES, W.R.W. mation Processing Letters, 107, 2, 60 – 63. SCHEINHARDT,E.TZENOVA, (2008), On A 12K.D UFFY,A.SAPOZHNIKOV (2008). The Generic Class Of Two-Node Queueing Systems, LDP For The On/off Weibull Sojourn Process, Queueing Systems, 61, 37 – 63. Journal of Applied Probability, 45, 1, 107 – 2E.A LTMAN,U.AYESTA,B.J.PRABHU 117. (2008). Load Balancing In Processor Sharing 13R.E GOROVA,S.C.BORST, A.P. ZWART Systems, in Proceedings of the International (2008). Bandwidth-Sharing Networks In Over- Workshop on Game theory for Communica- load, in Proceedings of the Annual Confer- tion networks (GameComm, 2008), Springer. ence on Information Sciences and Systems 3J. VAN DEN BERG (2008). Approximate Zero- (CISS, 2008), IEEE, 36 – 41. One Laws And Sharpness Of The Percolation 14A.E S-SAGHOUANI,M.R.H.MANDJES Transition In A Class Of Models Including 2D (2008). On The Correlation Structure Of A Ising Percolation, Annals of Probability, 36, Levy-Driven Queue, Journal of Applied Prob- 1880 – 1903. ability, 45, 4, 940 – 952. 4J. VAN DEN BERG, Y. PERES, V. SIDORAVI- 15C.G ROMOLL, P. ROBERT, A.P. ZWART CIUS,M.E.VARES (2008). Random Spatial (2008). Fluid Approximation Of A Processor Growth With Paralyzing Obstacles, Annales de Sharing Queue With Reneging, Mathematics of L’Institut Henri Poincare´ - Probability and Operations Research, 33, 375 – 402. Statistics = Probabilities and Statistics, 44, 16G.J ANSSEN,J. VAN LEEUWAARDEN, A.P. 1173 – 1187. ZWART (2008). Corrected Asymptotics For 5J.B LANCHET,J.LIU, A.P. ZWART (2008). A Multi-Server Queue In The Halfin-Whitt Large Deviations Perspective On Ordinal Opti- Regime, Queueing Systems, 58, 261 – 301. mization Of Heavy-Tailed Systems, in Proceed- 17G.J ANSSEN,J. VAN LEEUWAARDEN, A.P. ings of the Winter Simulation Conference ZWART (2008). Gaussian Expansions And (WSC, 2008), WSC. Bounds For The Poisson Distribution Applied To 6S.C.B ORST (2008). Flow-Level Performance The Erlang B Formula, Advances in Applied And User Mobility In Wireless Data Networks, Probability, 40, 122 – 143. Philosophical Transactions of the Royal Soci- 18 P.M.D. LIESHOUT,M.R.H.MANDJES (2008). ety A, 366, 1872, 2047 – 2058. Asymptotic Analysis Of L´evy-DrivenTandem 7S.C.B ORST,M.JONCKHEERE,L.S.LESKELA Queues, Queueing Systems, 60, 3-4, 203 – (2008). Stability Of Parallel Queueing Systems 226. With Coupled Service Rates, Journal on Dis- 19 P.M.D. LIESHOUT,M.R.H.MANDJES (2008). crete Event Dynamical Systems, 18, 4, 447 – Generalized Processor Sharing: Characterization 472. Of The Admissible Region And Selection Of Op- 8O.J.B OXMA,O.KELLA,D.PERRY,B.J. timal Weights, Computers and Operations Re- PRABHU (2008). Analysis Of An M/G/1 Queue search and Their Application to Problems of With Customer Impatience And An Adaptive World Concern, 35, 2497 – 2519. Arrival Process, in Proceedings of the Inter- 20 P.M.D. LIESHOUT,M.R.H.MANDJES (2008). national Workshop on Applied Probability A Note On The Delay Distribution In General- (IWAP, 2008), Universite´ de Technologie de ized Processor Sharing, Operations Research Compiegne.` Letters, 36, 117 – 122.

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21M.N.M. VAN LIESHOUT (2008). Book Review: 31R.D. VAN DER MEI,E.M.M.WINANDS Statistical Analysis And Modelling Of Spatial (2008). A Note On Polling Models With Re- Point Patterns (by J. Illian, A. Penttinen, H. newal Arrivals And Nonzero Switch-Over Stoyan, D. Stoyan)., Biometrical Journal, 50, 4, Times, Operations Research Letters, 36, 500 – 627 – 627. 505. 22M.N.M. VAN LIESHOUT (2008). Depth Map 32R.D. VAN DER MEI,E.M.M.WINANDS Calculation For A Variable Number Of Moving (2008). Polling Models With Renewal Arrivals: Objects Using Markov Sequential Object Pro- A New Method To Derive Heavy-Traffic Asymp- cesses, IEEE Transactions on Pattern Analysis totics, Performance Evaluation, 65, 400 – 416. and Machine Intelligence, 30, 1308 – 1312. 33D.I.M IRETSKIY, W.R.W. SCHEINHARDT, 23B. DE LIMA,A.SAPOZHNIKOV (2008). On M.R.H.MANDJES (2008). Simulation Of A The Truncated Long Range Percolation On z2, Jackson Tandem Network Using State-Dependent Journal of Applied Probability, 45, 1, 287 – Importance Sampling, in Proceedings of the In- 291. ternational Workshop on Tools for solving 24M.R.H.M ANDJES,M.RAMAKRISHNAN Structured Markov Chains (SMCTools, 2008), (2008). Bandwidth Trading Under Misaligned University Twente. Objectives: Decentralized, Measurement-Based 34D.I.M IRETSKIY, W.R.W. SCHEINHARDT, Control, Computer Networks, 52, 475 – 492. M.R.H.MANDJES (2008). State-Dependent 25M.R.H.M ANDJES, W.R.W. SCHEINHARDT Importance Sampling For A Slowdown Tan- (2008). A Fluid Model For A Relay Node In An dem Queue, in Proceedings of the Interna- Ad Hoc Network: Evaluation Of Resource Shar- tional Workshop on Rare Event Simulation ing Policies, Journal of Applied Mathematics (RESIM, 2008). and Stochastic Analysis, 518214. 35M.N UYENS,A.WIERMAN, A.P. ZWART 26R.D. VAN DER MEI (2008). Towards A Unify- (2008). Preventing Large Sojourn Times With ing Theory On Branching-Type Polling Systems SMART Scheduling, Operations Research, 56, In Heavy Traffic, Queueing Systems, 57, 29 – 88 – 101. 46. 36R.N U´ NEZ˜ QUEIJA,B.J.PRABHU (2008). 27R.D. VAN DER MEI,J.A.C.RESING (2008). Scaling Laws For File Dissemination In P2P Polling Systems With Two-Phase Gated Service: Networks With Random Contacts, in Proceed- Heavy Traffic Results For The Waiting Time Dis- ings of the IEEE International Workshop on tribution, Probability in the Engineering and Quality of Service (IWQoS, 2008), IEEE, 75 – Informational Sciences, 22, 623 – 651. 79. 28R.D. VAN DER MEI,D.ROUBOS, F.J. SEIN- 37A.S APOZHNIKOV (2008). Convergence Rates STRA,G.M.KOOLE,R.YANG, (2008), Deter- In The Local Renewal Theorem, Statistics and mining The Optimal Level Of Parallellism For Probability Letters, 78, 14, 2230 – 2233. Realtime Multimedia Applications In A Grid En- 38I.M.V ERLOOP,U.AYESTA,S.C.BORST vironment, in Proceedings of the IEEE/ACM (2008). Comparison Of Bandwidth-Sharing International Symposium of Cluster Com- Policies In A Linear Network, in Proceedings of puting and the Grid (CC Grid, 2008). the International Conference on Performance 29R.D. VAN DER MEI, F.J. SEINSTRA,G.M. Evaluation Methodologies and Tools (Value- KOOLE,R.YANG,D.ROUBOS,H.BAL Tools, 2008), ACM. (2008). Performance Model For Just-In-Time 39 Y. VOLKOVICH,N.LITVAK, A.P. ZWART Problems In Real-Time Multipmedia Applica- (2008). Measuring Extremal Dependencies In tions, in Proceedings of the IEEE/ACM Inter- Web Graphs, in Proceedings of the Interna- national Symposium of Cluster Computing tional World Wide Web Conference (WWW, and the Grid (CC Grid, 2008). 2008). 30R.D. VAN DER MEI,A.R. DE WILDE,S.BHU- 40K.W U, L.F. MCGINNIS, A.P. ZWART (2008). LAI (2008). A New Method For Approximat- Queueing Models For Single Machine Manufac- ing The Variance Of The Sojourn Times In Star- turing Systems, in Proceedings of the Winter Shaped Queueing Networks, Stochastic Models, Simulation Conference (WSC, 2008), ACM. 24, 1 – 15. 41J.Z HANG, A.P. ZWART (2008). Steady State Approximations Of Limited Processor Sharing

35 Queues In Heavy Traffic, Queueing Systems, 10 PNA-E0811. D.I. MIRETSKIY,M.R.H. 60, 227 – 248. MANDJES, W.R.W. SCHEINHARDT, Rare- Event Simulation For Tandem Queues: A Simple Book chapters And Efficient Importance Sampling Scheme. 1J. VAN DEN BERG,R.BROUWER,B.VAGVOLGYI¨ 11 PNA-R0802. I.J. B.F. ADAN,M.R.H. (2008). Box-Crossings And Continuity Results MANDJES, W.R.W. SCHEINHARDT,E.TZEN- For Self-Destructive Percolation In The Plane, in OVA, On A Generic Class Of Two-Node Queue- In and out of equilibrium 2, V. Sidoravicius, ing Systems. M.E. Vares, eds., vol. 60 of Progress in proba- 12 PNA-R0804. A. PRAS,R. VAN DE MEENT, bility, Birkhauser,¨ 117 – 136. M.R.H.MANDJES,L.J.M.NIEUWENHUIS, PhD theses Dimensioning Network Links. 13 PNA-R0805. O. KELLA,O.J.BOXMA, 1 P.M.D. LIESHOUT, (2008). Queueing Mod- ANDJES On Levy-Driven Vacation els For Bandwidth-Sharing Disciplines, Univer- M.R.H.M , Models With Correlated Busy Periods And Ser- siteit van Amsterdam, 08-09-05. Supervisor: vice Interruptions M.R.H. Mandjes, associate supervisor: S.C. . Borst. 14 PNA-R0806. P. GLYNN,M.R.H.MANDJES, I.NORROS, On Convergence To Stationarity Of CWI reports Fractional Brownian Storage. 1 PNA-E0802. M. NUYENS, W. VAN DER 15 PNA-R0807. D.I. MIRETSKIY, W.R.W. WEIJ, Monotonicity In The Limited Processor SCHEINHARDT,M.R.H.MANDJES, State- Sharing Queue. Dependent Importance Sampling For A Jackson 2 PNA-E0803. R. MALHOTRA,M.R.H. Tandem Network. MANDJES, W.R.W. SCHEINHARDT,J.L. 16 PNA-R0808. A. ES-SAGHOUANI,M.R.H. VAN DEN BERG, A Feedback Fluid Queue With MANDJES, Transient Analysis Of Markov- Two Congestion Control Thresholds. Fluid-Driven Queues. 3 PNA-E0804. R. MALHOTRA,M.R.H. 17 PNA-R0809. P.M.D. LIESHOUT,M.R.H. MANDJES, W.R.W. SCHEINHARDT,J.L. MANDJES, Asymptotic Analysis Of Levy- VAN DEN BERG, Design Issues Of A Back- Driven Tandem Queues. Pressure-Based Congestion Control Mechanism. 18 PNA-R0810. U. AYESTA,M.R.H.MANDJES, 4 PNA-E0805. I.M. VERLOOP,R.NU´ NEZ˜ Bandwidth-Sharing Networks Under A Diffu- QUEIJA, Asymptotically Optimal Parallel Re- sion Scaling. source Assignment With Interference. 19 PNA-R0811. D.I. MIRETSKIY, W.R.W. 5 PNA-E0806. M.R.H. MANDJES, F. ROIJERS, SCHEINHARDT,M.R.H.MANDJES, State- M/M/infinity Transience: Tail Asymptotics Of Dependent Importance Sampling For A Slow- Congestion Periods. Down Tandem Queue. 6 PNA-E0807. F. ROIJERS,J.L. VAN DEN 20 PNA-R0812. K.G. DEBICKI,A.ES-SAGHOUANI, BERG,M.R.H.MANDJES, Performance Anal- M.R.H.MANDJES, Transient Asymptotics Of ysis Of Differentiated Resource-Sharing In A L´evy-DrivenQueues. Wireless Ad-Hoc Network. 21 PNA-R0813. J. IVANOVS,O.J.BOXMA, 7 PNA-E0808. I.M. VERLOOP,U.AYESTA, M.R.H.MANDJES, Singularities Of The Gen- S.C.BORST, Monotonicity Properties For erator Of A Markov Additive Process With One- Multi-Class Queueing Systems. Sided Jumps. 8 PNA-E0809. K.G. DEBICKI,A.ES-SAGHOUANI, 22 PNA-R0814. L.N. ANDERSEN,M.R.H. M.R.H.MANDJES, Transient Characteristics MANDJES, Structural Properties Of Reflected Of Gaussian Queues. L´evyProcesses. 9 PNA-E0810. N. GRIBKOVA,R.HELMERS, On The M Fewer Than N Bootstrap Approxima- tion To The Trimmed Mean.

36 P N A 4

Signals and Images – PNA4 Group leader: E.J.E.M. Pauwels

Mission The Signals and Images group conducts research into computational semantics, i.e. the automatic extrac- tion of mathematical properties of images and multimodal sensor signals that are directly related to their semantically or perceptually relevant content. The principal aim is to automatically combine computa- tionally accessible ‘low-level’ features into semantic metadata that facilitate access, retrieval and inter- pretation of the rich data content that is created by the the data explosion. We are especially interested in the mining of large image databases for which independently pro- vided keywords or semantic annotations are not readily available. This gives rise to interesting statisti- cal learning problems, particularly in Bayesian reasoning and classification. In addition, we are investi- gating the role of multimodal sensor integration in the context of real-time observations. The motivation here is that there are many applications in which bottom-up processing for a single modality (such as vision) proves to be far too brittle. Robustness can be improved by incorporating information gleaned from other sensors (e.g., combining information from voice and face recognition modules). In doing so, the research focus is shifted from the in-depth analysis of a single modality towards the exploration of methodologies for the integration and interpretation of data-streams emanating from networked sen- sors. Of special interest are the emergent properties of the system, for instance, the robustness that is a consequence of the communication and interaction between the different components.

MSC or CR classification 68T37, 68T45, 68U10, 94A08.

Subgroups and subgroup leaders Name Leader PNA4.1 – Image Understanding, Retrieval and Indexing E.J.E.M. Pauwels PNA4.2 – Biometric Sensing and Authentication B.A.M. Schouten PNA4.3 – Multimodal Sensor Networks E.J.E.M. Pauwels

Staff of PNA4 Name Position Fte In Out Projects Ambekar OK PhD student 1.00 2006-01-01 2009-12-31 P1432 (p. 38) Pauwels EJEM Group leader 0.85 1999-10-01 P1433 (p. 38); P1432 (p. 38); P1435 (p. 38); P1439 (p. 38) Salah AA Researcher 1.00 2007-06-01 2009-05-31 P1435 (p. 38) Schouten B Researcher 0.17 2002-05-01 2008-04-30 P1432 (p. 38) Zeeuw PM de Scientific 1.00 1979-07-16 P1433 (p. 38); P1439 (p. 38) programmer

Scientific report PhD research Name Page(s) Highlights Onkar Ambekar 38 • Organization of the first International Workshop on Distributed Sensing and Collective Intelligence in Biodiversity Monitoring. (Amsterdam, 3 – 5 December, http://www.biodivgrid.org.

37 Project reports ware based on DCT features that allows the sys- Number P1433 tem to identify individual persons and associate Subgroup PNA4.1 them with constellations of RFID tags. These Title MUSCLE – Multimedia Understanding tags can then subsequently be used to re-identify through Semantics, Computation and these persons without the need for line-of-sight Learning face detection and -identification. Other applica- Period 1-3-2004 – 28-2-2008 tions are also being explored, e.g. the detection Leader Pauwels, E. of suspicious loitering behaviour in supermar- Staff Pauwels, E., de Zeeuw, P. Funding Network of Excellence EU (International kets. samenwerkingsprojecten) Partners 38 partners from different countries Number P1435 Subgroup PNA4.2, PNA4.3 Progress report. After a period of four years the Title BRICKS/PDC1-1 – Parallel and Dis- MUSCLE NoE concluded its official activities in tributed Computing early 2008. Together with N. Boujemaa (INRIA), Period 1-1-2004 – 31-12-2009 E. Pauwels chaired the final scientific workshop Leader Pauwels, E. (Cannes, 11 – 12 February). In collaboration Staff Salah A.A. Funding Bsik (Other project funding) with P. de Zeeuw and E. Ranguelova (TNO), a Partners UT content-based image retrieval engine was imple- mented to automate vision-based access to tree Progress report. The goals of this BRICKS-Bsik taxonomies, using shape of their leaves. This project are to apply unsupervised learning, at- work will be continued as part of the LifeWatch tention deployment, pattern recognition, and project. information fusion methods to multimodal sen- sory information in smart environments for Number P1432 identifying actors and events. The main ac- Subgroup PNA4.2 tivity this year focussed on the processing of Title BASIS – Biometric Authentication Sup- smart room datastreams gathered at the eN- porting Invisible Security TERFACE07 workshop (collaboration with UPC Period 1-6-2004 – 31-12-2009 Barcelona and Bogazici University in Turkey). Leader Schouten, B.A.M., Pauwels, E. Staff Schouten, B., Ambekar, A. Different modules (face authentication, colour Funding IOP Generieke Communicatie (Other and sound based localization, speaker recog- project funding) nition) were fused with the help of the NIST Partners UT, TUE Smartflow middleware. As a result, it became possible to reliably identify and track individ- Progress report. This project addresses the prob- uals in the smart room and attribute (speech) lem of transparent person identification within a actions and events to each of them. The experi- home environment, i.e. the identification pro- ence gained was used in a FP7 project proposal cess should not require the subject to perform (FireSense, currently under review) aimed at de- specific actions in order to be identified. As a ploying multi-modal sensor networks to monitor consequence, we cannot count upon the fact that and protect extensive cultural heritage sites. A. the monitoring conditions (e.g. for face identifi- Salah continued this work on activity-related cation) are optimal. To improve robustness and biometric authentication during the 1-month eN- extend the sensor coverage under these circum- TERFACE’08 Workshop on Human-Computer stances, we assume that a person is associated Interaction (Orsay, France). Other participants with a number of partial identifiers that are reg- included researchers from Aristotle University ularly re-associated and checked for consistency. of Thessaloniki, Greece, Bogazici University, For instance, if (in the near future) most every- Turkey; Informatics and Telematics Institute, day items are furnished with RFID labels, then Greece; Royal Institute of Technology, Sweden; the cloud of RFID tags associated with a person’s Technical University of Catalonia, Spain and clothing serves as such a temporary identifier. Technical University of Kosice, Slovakia. To explore such a scenario, we set up a sensor network based on NIST Smartflow middleware in which multiple cameras are linked to RFID sensors. We implemented face recognition soft-

38 P N A 4

Number P1439 Lectures Subgroup PNA4.1 Title LifeWatch Major invited lectures Period 1-2-2008 – 31-1-2011 • 15 September – A.A. Salah: Facial Feature Lo- Leader Pauwels, E. calization and Registration, Univ. Houston Staff Pauwels, E., de Zeeuw, P. (host: Dr. I. Kakadiaris). Funding Infrastructures EU/FP7 (International • 10 October – A.A. Salah: Cognitively Inspired samenwerkingsprojecten) Artificial Intelligence Systems. Radboud Univ. Partners diverse partners (27 in totaal) Nijmegen (host: Dr. I.van Rooij). Progress report. E. Pauwels organized and chaired the International Workshop on Distributed Sensing and Collective Intelligence (Amsterdam, 3 Other professional activities – 5 December, (http://www.biodivgrid08. E.J.E.M. Pauwels org) which brought together leading experts on • Advisory board of FP6 IP Multimatch the use of sensors for environmental monitor- (http://www.multimatch.eu). ing. In addition, work was started compiling requirements for standards for the description of A.A. Salah sensor data, meta-data and processes. These will • Participating expert: Homeland Security, Bio- be included in the LifeWatch Reference Model, metric Identification & Personal Detection currently under development. Finally, in collab- Ethics (HIDE) Consortium FP7 Capacity Net- oration with researchers at the Nicholas School work (http://www.hideproject.eu). of the Environment (Duke Univ.) we developed a computer-assisted photo-identification system B.A.M. Schouten for leatherback sea turtles based on the shape of their pineal spot. This work was presented • Evaluator FP7, DG Information Society and at the 28th Annual Sea Turtle Symposium, (Baja Media. California Sur, Mexico). • Member of the board, Head of R&D, European Biometrics Forum and Dutch Biometric Fo- rum. Societal aspects and knowledge transfer Academic publications Projects with partners in public and Articles in refereed journals and pro- private sector ceedings • Multimedia Understanding through Seman- 1A.A.A KDAR˘ SALAH,A.A.SALAH (2008). tics, Computation and Learning (p. 38). Technoscience Art: A Bridge Between Neuroes- • LifeWatch (p. 38). thetics And Art History?, Review of General Psychology, 12, 2, 147 – 158. 2N.A LYUZ,B.GOKBERK¨ ,H.DIBEKLIORLU˘ , Organization of conferences and A.SAVRAN,A.A.SALAH,L.AKARUN, workshops B.SANKUR (2008). 3d Face Recognition Bench- marks On The Bosphorus Database With Focus • E. Pauwels: The International Workshop on Dis- On Facial Expressions, in Proceedings of the tributed Sensing and Collective Intelligence in Bio- European Workshop on Biometrics and Iden- diversity Monitoring. Amsterdam, 3 – 5 Decem- tity Management 2008, vol. 5372 of Lecture ber. Organizers: E. Pauwels, R. Huele and W. Notes in Computer Science, Springer Berlin http://www.biodivgrid.org Los, . / Heidelberg, 47 – 56. • A. Salah: Special session chair and organizer: 3A.E.C ETIN,E.J.PAUWELS,O.SALVETTI Ambient Intelligence, Special session in IEEE (2008). Human Activity Analysis In Multime- Signal Proc. and Comm. App. Conf. (SIU dia Data, EURASIP Journal on Advances in 2008). Signal Processing, 2008, 1, 1 – 2. 4H.D IBEKLIORLU˘ ,A.A.SALAH,L.AKARUN (2008). 3d Facial Landmarking Under Expres-

39 sion, Pose, And Occlusion Variations, in Pro- G. Chollet, B. Dorizzi, eds., Springer Verlag, ceedings of the IEEE International Confer- first ed. ence on Biometrics: Theory, Applications 2E.J.P AUWELS, P.M. DE ZEEUW,D.M.BUO- and Systems (BTAS, 2008). NANTONY (2008). Leatherbacks Matching By 5E.J.P AUWELS, P.M. DE ZEEUW,E.B.RANGUELOVA Automated Image Recognition, in Advances (2008). Computer-Assisted Tree Taxonomy By in Data Mining - Medical Applications, E- Automated Image Recognition, Engineering Commerce, Marketing and Theoretical As- Applications of Artificial Intelligence, 22, 1, pects, P. Perner, ed., vol. 5077/ of Lecture 26 – 31. notes in artificial intelligence, Springer, 417 – 6A.A.S ALAH,N.ALYUZ,L.AKARUN (2008). 425. Registration Of 3D Face Scans With Average 3A.A.S ALAH (2008). Perceptual Fusion In Face Models, Journal of Electronic Imaging, Humans And Machines, in Cognitive Neuro- 17. science at Marmaris - An Interdisciplinary 7A.A.S ALAH,R.MORROS,J.LUQUE,C.SE- Book on Selected Themes From The Previ- GURA,J.HERNANDO,O.AMBEKAR,B.A.M. ous Meetings 2005-2007, O. Tanrıdar,˘ ed., SCHOUTEN,E.J.PAUWELS (2008). Multi- Pharmapublication Planning, first ed., 71 – modal Identification And Localization Of Users 88. In A Smart Environment, Journal on Multi- 4M.T ISTARELLI,M.BICEGO,J.L.ALBA- modal User Interfaces, 2, 2, 75 – 91. CASTRO,D.GONZALEZ-JIMENEZ,A.MEL- 8A.A.S ALAH, A.P. SAYGIN (2008). Retinotopy LAKH,A.A.SALAH,D.PETROVSKA-DELACRETAZ` , And Selective Visual Attention In Humans And B.DORIZZI (2008). 2d Face Recognition, in Computers, in Proc of IEEE 16th Signal Pro- Guide to Biometric Reference Systems and cessing and Communication Applications Performance Evaluation, D. Petrovska- Conference, IEEE Explore. Delacretaz,` G. Chollet, B. Dorizzi, eds., Springer Verlag, first ed. Book chapters CWI reports 1B.G OKBERK¨ ,A.A.SALAH,L.AKARUN, R.ETHEVE,D.RICCIO,J.-L.DUGELAY 1 PNA-R0803. B.A.M. SCHOUTEN, F. DER- (2008). 3d Face Recognition, in Guide to AVI,C.GARC´IA-MATEO,M.TISTARELLI, Biometric Reference Systems and Perfor- M.SNIJDER,M.MEINTS,J.DITTMANN, mance Evaluation, D. Petrovska-Delacretaz,` Biosecure: White Paper For Research In Biomet- rics Beyond BioSecure.

Cryptology and Information Security – PNA5 Group leader: R.J.F. Cramer

Mission Cryptology deals with mathematical techniques for design and analysis of algorithms and protocols for digital security in the presence of malicious adversaries. For example, encryption and digital signatures are used to construct private and authentic communication channels, which are instrumental to secure internet transactions. Another example of increasing importance is secure computation, which in prin- ciple enables an arbitrary computation to be distributed among the processors in a network so that com- putations remain secret and are performed correctly, even if a certain quorum of the network is under full control by an adversary. Advancing our understanding of secure communications and secure com- putation are among the primary goals in cryptology. It is fascinating and promising that the connection between cryptology and fields such as algebra, number theory, geometry, complexity theory, quantum physics and information theory is in the process of becoming still deeper than ever before. Focal points in the research of PNA5 are mathematics of cryptology, secure computation, formal se- curity models (universal composability), public key cryptography (chosen ciphertext security for en-

40 P N A 5 cryption, digital signatures), information theoretically secure cryptography (secret key establishment from correlated randomness by public discussion, privacy amplification, bounded storage model, secret sharing, algebraic and number theoretical aspects of secure multi-party computation), quantum cryp- tography (key exchange, protocols), the Number Field Sieve Project for factoring large integers, which is relevant to the security of the widely used RSA cryptosystem, as well as other issues in computational number theory with relevance for cryptology.

MSC or CR classification 94A60, 11Yxx, 11T71, 94A15, 81P68, E.3, E.4, F.2, G.2

Subgroups and subgroup leaders Name Leader PNA5.1 – Mathematics of Cryptology R.J.F. Cramer PNA5.2 – Computational Number Theory H.J.J. te Riele

Staff of PNA5 Name Position Fte In Out Projects Cramer RJF Group leader 0.80 2004-06-01 P1511 (p. 42); P1514 (p. 42); P1521 (p. 43) Bouman NJ PhD student 0.21 2008-10-15 2012-10-14 P1518 (p. 43) Ekkelkamp WH PhD student 0.58 2004-02-01 2008-08-31 P3211 (p. 42) Fehr S Researcher 1.00 2004-08-01 2009-02-28 P1518 (p. 43); P1522 (p. 44) Haan R de PhD student 0.83 2004-11-01 2008-10-31 P1521 (p. 43) Hofheinz D Researcher 1.00 2005-09-01 2011-02-28 P1517 (p. 43) Johnston OR PhD student 0.75 2008-04-01 2012-03-31 P1514 (p. 42) Kiltz E Researcher 1.00 2005-10-01 2009-09-30 P1511 (p. 42) Pietrzak K Researcher 1.00 2007-01-01 2009-09-30 P1514 (p. 42) Riele HJJ te Researcher 1.00 1970-05-01 P3211 (p. 42); P1516 (p. 43) Stevens M PhD student 1.00 2007-10-01 2011-10-01 P1514 (p. 42) Tinofeev A PhD student 0.92 2008-01-01 2012-01-31 P1516 (p. 43) Toft T Researcher 0.50 2007-10-01 2009-09-30 P1511 (p. 42) Weinreb E Researcher 0.75 2007-10-01 2008-09-30 P1514 (p. 42) Seconded Damgaard I (Aarhus) Researcher 0.33 2006-04-01 2007-02-28 Lenstra AK (TUE) Adviser 0.20 2004-09-01 2011-08-31 Teske E (Waterloo) Researcher 0.50 2006-04-01 2007-02-28 Freeman (NSF) Researcher 0.08 2008-12-01 2009-12-31

Scientific report PhD research Highlights Name Page(s) N. Bouman 43 • Chosen prefix MD5 collisions lead to internet I. Cascudo 42 security loophole, causing the withdrawal of W. Ekkelkamp 42 MD5 (Marc Stevens). R. de Haan 43 • 5th European Congress of Mathematics held in O. Johnston 42 Amsterdam (Herman te Riele, co-organizer). M. Stevens 42 • NWO Veni project started (Dennis Hofheinz). A. Timofeev 43

41 Project reports secure multi-party computation. Number P3211 Toft finished his implementation of a se- Subgroup PNA5.2 cure multi-party protocol for ”non-fly lists”. Title Algocrypt – Algorithmic validation of Furthermore, he finished his work on solving widely used cryptosystems linear programs using multi-party computa- Period 1-2-2004 – 31-1-2008 tion and on constant-rounds, almost-linear bit- Leader H.J.J. te Riele decomposition of secret shared values. Toft, to- Staff W. Ekkelkamp, H.J.J. te Riele gether with his co-authors from Univ. of Aarhus Funding NWO Open Competitie (NWO project and Copenhagen implemented an online auc- funding) tion system for the Danish sugar beet market, Partners EPFL Lausanne, Microsoft Research, UL the first large-scale and practical application of Progress report. Ekkelkamp completed the secure multiparty computation. In their paper manuscript of her PhD thesis and after getting Secure Multiparty Computation Goes Live they extensive comments of the referees started to reported on this project and also discuss the nec- write a thorough revision. Her PhD defense is essary cryptographic primitives they developed. expected in 2009. In cooperation with the groups of Lenstra Number P1514 (EPFL Lausanne), Zimmermann (INRIA Nancy) Subgroup PNA5.1 and Aoki (NTT Japan) a new project was started Title The Mathematics of Secure Computa- tion within PNA 5.2 to factor a 768-bit RSA key with Period 1-10-2007 – 30-9-2011 the NFS method. Factorization of this large Leader R.J.F. Cramer number (of world-record size) will be a major Staff I. Cascudo, R.J.F. Cramer, O. Johnston, stepstone in the validation of the widely used M. Stevens, K. Pietrzak, E. Weinreb RSA cryptosystem. The first step, the sieving, Funding Vici NWO Vernieuwingsimpuls (NWO was started on several hundred desktops and project funding) other computers at the cooperating institutes. Partners None

Number P1511 Progress report. Chen (Shanghai), Cramer, De Subgroup PNA5.1 Haan and Cascudo (Oviedo) completed their Title PASC – Practical Approaches to Secure work on (strongly) multiplicative ramp schemes Computation from higher degree places in algebraic function Period 1-10-5 – 30-9-2009 fields, with applications to communication effi- Leader R.F.J. Cramer cient secure multi-party computation. Cramer, Staff R.F.J. Cramer, E. Kiltz, T. Toft Dodis (NYU), Fehr, Padro´ (Barcelona), and Wichs Funding Sentinels STW (Other project funding) (NYU) completed their work on algebraic ma- Partners TUE, Philips Research nipulation detection codes and their applica- Progress report. Kiltz, together with Abe and tion to fuzzy extractors and robust secret shar- Okamoto (NTT, Japan) finished his work on ing. Cramer, Hofheinz and Kiltz commenced to chosen-ciphertext secure public-key encryp- work on hard algebraic set systems and appli- tion with optimal ciphertext overhead. To- cations to chosen ciphertext-secure encryption. gether with Cash (Georgia Tech) and Shoup Cramer and Damgard˚ (Aarhus) completed their (New York University), Kiltz developed a new work on amortized linear complexity of large approach for Diffie Hellman based cryptography classes of zero knowledge protocols, by com- that simplifies and strengthens previous ones. bining Sigma-protocols and a new black-box se- With Hofheinz, Kiltz worked on the topic of pro- cret sharing scheme. Cramer, Daza (Barcelona), grammable hash functions which have several Gracia (Barcelona), Urroz (Barcelona), Lean- applications to building short digital signature der (Toulon), Marti-Farre (Barcelona), Padro´ schemes. Together with Vahlis (Univ. Toronto), (Barcelona) finished their work on the connec- Kiltz worked on identity-based encryption. To- tions between codes, matroids and secure multi- gether with Damgard˚ and Thorbek (Aarhus party computation from linear secret sharing Univ.) and Hofheinz, Kiltz worked on public-key schemes. Cascudo (Oviedo), Chen (Shanghai), encryption with non-interactive opening and Cramer, and Xing (Singapore) started several pointed out several applications in the area of new works on strongly multiplicative ideal lin-

42 P N A 5

ear secret sharing over arbitrary finite fields from contributed to the project for factoring RSA768 algebraic function fields (dedicated field-descent (a 768 bits’ RSA key) by maintaining the factory techniques, divisor-exclusion techniques). night jobs for RSA768 and other factorization Pietrzak started a project towards getting projects on workstations at CWI. In addition, he cryptosystems which are provably secure against contributed to factoring some numbers from the general side-channel attacks. To this end, to- Brent and Cunningham tables, especially the lin- gether with Dziembowski (Rome Univ.), he in- ear algebra step. troduced the theory of leakage-resilient cryptog- Te Riele started joint research with Korevaar raphy, and constructed the first cryptosystem (a (UvA) on the number of prime pairs which differ stream-cipher) which is provably secure against by a fixed number, like twin pairs (which dif- general side-channel attacks. fer by 2). One of the purposes of this project is Pietrzak, together with Dodis and Puniya to find good approximation formulas for these (NYU), constructed the first mode for block- counting functions. ciphers which preserves unpredictability, solving a question which was open for a decade. Number P1517 Pietrzak closed the topic on combiners for Subgroup PNA5.1 hash functions with short output, showing that Title Strengthening modern cryptography by they don’t exist in the most general setting, and, automatable proving Period 01-3-2008 – 28-2-2011 together with Fischlin and Lehmann (Darmstadt Leader D. Hofheinz Univ.), he constructed a combiner for hash func- Staff D. Hofheinz tions preserving all standard properties simulta- Funding Veni NWO (NWO project funding) neously. Partners None Stevens developed several improvements for the chosen-prefix collision construction for MD5 Progress report. Hofheinz together with Unruh leading to a large speedup especially for short (Saarland Univ.), finished a sub-project on find- chosen-prefix collisions. Together with Sotirov, ing encryption schemes that are suitable for au- Appelbaum, Lenstra (EPFL), Molnar (UC Berke- tomated proving. Furthermore, Hofheinz fin- ley), Osvik (EPFL) and de Weger (TUE), he con- ished two sub-projects with Kiltz, Damgard˚ and structed a rogue CA certificate trusted by all ma- Thorbek (Aarhus Univ.) on provably secure jor Internet browsers by means of a short chosen- cryptographic primitives. Hofheinz started a sub- prefix collision for MD5 that enables a powerful project with Unruh and Backes (Saarland Univ.) man in the middle attack on ssl and https con- on a general framework for automatable secu- nections, resulting in the immediate withdrawal rity proofs, and two sub-projects with Cramer of MD5 by all major CAs in favor of SHA-1. Fi- and Kiltz on the construction of provably secure nally, Stevens developed a technique that allows encryption schemes. the detection of a collision for MD5 given only one of the two colliding parts. Number P1518 Subgroup PNA5.1 Number P1516 Title Q-Crypt – Quantum Cryptography Subgroup PNA5.2 Period 15-10-2008 – 14-10-2012 Title 768bits – Pushing the factoring bound- Leader S. Fehr ary to 768 bits Staff N. Bouman, S. Fehr Period 1-2-2008 – 31-1-2012 Funding Vrije Competitie NWO (NWO project Leader H.J.J. te Riele funding) Staff H.J.J. te Riele, A. Timofeev Partners None Funding Open Competitie NWO (NWO project Progress report. Bouman started to work on the funding) project in October by getting familiar with the Partners EPFL Lausanne, Microsoft Research literature and with recent results. Progress report. Timofeev started to work in this project in February by getting acquainted with the CWI factoring software by factoring some moderately large test numbers. Together with Te Riele and Montgomery (Microsoft), Timofeev has

43 Number P1521 Organization of conferences and Subgroup PNA5.1 Title BRICKS/PDC1-2 – Cryptographic workshops Methods • H.J.J. te Riele (co-organizer). Wintersympo- Period 1-1-2004 – 31-12-2009 sium of KWG Wiskundehelden uit de Gouden Leader R.J.F. Cramer Eeuw, 12 January, Utrecht. Staff R.J.F. Cramer, R. de Haan Funding Bsik (Other project funding) • R. Cramer (scientific co-organizer). Hash Partners None functions in cryptology: theory and prac- tice, workshop at Lorentz Center, UL, 2 – 6 Progress report. De Haan completed his PhD the- June, Leiden, The Netherlands (jointly with L. sis in Mathematics, titled Algebraic Techniques Knudsen (DTU), B. de Weger (TUE), and M. for Low Communication Secure Protocols, and it Stam (Lausanne). is to be defended at Leiden University on March • H.J.J. te Riele (co-organizer). 5th European 11, 2009. Congress of Mathematics, Amsterdam, 14–18 July. Number P1522 • R. Cramer (scientific organizer). Mini-symposium Subgroup PNA5.1 Title Quantum cryptography: achieving on Mathematical Cryptology, 16 July, 5th Eu- provable sceurity by bounding the ropean Congress of Mathematics, Amsterdam, attacker’s quantum memory The Netherlands. Period 1-3-2006 – 28-2-2009 • R. Cramer (scientific organizer). International Leader S. Fehr School on Mathematical Cryptology 2008: Staff Fehr Mathematical Foundations of Cryptology, Fac- Funding VENI NWO-Vernieuwingsimpuls ulty of Mathematics and Statistics, Universitat (NWO project funding) Politecnica´ de Catalunya, Barcelona, Spain, 22– Partners None 26 September. Progress report. Fehr, together with Damgard˚ (Aarhus Univ.), Schaffner and Salvail (Montreal Univ.), finished different sub-projects related to Lectures the design and the analysis of quantum crypto- Major invited lectures graphic schemes, and they started to investigate • R. Cramer. How to be convincing without giv- quantum cryptographic schemes with so-called ing proofs away? Secure computation! An- hybrid security, which offer a second layer of se- nual Summer Research Institute of the Ecole´ curity. Furthermore, together with Boldyreva Polytechnique Fed´ erale´ (EPFL), Lausanne, and O’Neill (Georgia Tech), Fehr developed a Switzerland, 4 July. general framework for constructing secure de- • R. Cramer. Algebraic Geometric Aspects of terministic encryption schemes for high-entropy Secure Computation. Festkolloquium on the messages, which led to the first efficient instanti- occasion of the retirement of Prof.dr. Eber- ations in the standard model. hard Becker, Rector of the Univ. Dortmund, 9 November. • R. Cramer. Computing in the Dark Using Al- Societal aspects and knowledge gebraic Geometry. Nanyang Technological transfer University, Department of Mathematics, Singa- pore, 17 November. Projects with partners in public and private sector Public lectures for a broad audience • Algorithmic validation of widely used cryp- • R. Cramer. Alice and Bob and the Privacy tosystems (p. 42) . Ring. 4 lectures in the Lapptopp Pre-University • Practical Approaches to Secure Computation College for high school students, Febru- (p. 42). ary/March, Mathematical Institute, UL. • Pushing the factoring boundary to 768 bits • R. Cramer. Hoe te overtuigen zonder bewij- (p. 43). zen prijs te geven. Leve de Wiskunde! Annual National Mathematics Event at UvA, 25 April.

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• R. Cramer. Hoe te overtuigen zonder bewijzen • Member of the PhD committee of Michael prijs te geven. AS2 Mathematics Symposium Østergaard Pedersen, Aarhus University (Den- for Students, UU, 20 June. mark). • S. Fehr. Quantum physics: threat and oppor- tunity for information security. AS2 Mathe- D. Hofheinz matics Symposium for Students, UU, 20 June. • Member of the scientific program committees • R. Cramer. Hoe te overtuigen zonder bewij- of TCC (USA), ICALP (Iceland), and ISC (Tai- zen prijs te geven. De Jonge Akademie of wan). the KNAW, 17 September, Plenary Meeting, • Member of the PhD committee of Flavio Gar- Kamerlingh Onnes Building, UL. cia, Radboud Universiteit Nijmegen. • R. Cramer. Hoe te overtuigen zonder bewijzen prijs te geven. Open Day, CWI, Amsterdam, E. Kiltz 19 October. • Member of the scientific program commit- • S. Fehr. Public-key encryption and digital sig- tees of PKC (Spain), CT-RSA (USA), PAIRING natures. Open Day, CWI, Amsterdam, 19 Oc- (UK), and CANS (China). tober. • H. te Riele. Hoe werkt RSA en hoe onkraak- H.J.J. te Riele baar is RSA-code. Open Day, CWI, 19 October. • Inspector of the Library, and archivist of the • R. Cramer. Hoe te overtuigen zonder bewijzen Royal Dutch Mathematical Society. prijs te geven. Open Day, Faculty of Science, • Scientific secretary of ERCOM (European Re- UL, 20 October. search Centres on Mathematics), yearly meet- ing at the Centro Internacional de Matematica´ Other professional activities in Coimbra, Portugal, March 7–8 March. R.J.F. Cramer • Secretary of the local organizing committee of the Fifth European Congress of Mathematics • Full professor at Mathematical Institute, Lei- and the 44th Dutch Mathematical Congress in den University. Amsterdam, 14–18 July. • Member of De Jonge Akademie (DJA) of the • Secretary of the Beeger committee (which bi- Royal Netherlands Academy of Arts and Sci- ennially selects the Beeger Lecturer and or- ences (KNAW). ganizes the Beeger Lecture during the Dutch • Member of the editorial board in IACR Journal Mathematical Congress). of Cryptology (Springer), Journal of Mathe- matical Cryptology (de Gruyter), Journal of In- • Member of the Board of the Mathematisch Re- formation Security (IEE), and advisory board search Instituut onderzoekschool, on behalf of member Information Security and Cryptology CWI. Book Series (Springer). • Member of the scientific program committees Awards and grants of PKC 2008 (Spain) and SCN 2008 (Italy). NWO Open Competition grant (Serge Fehr). • Member of the steering committees of Annual Award for the best master thesis of 2007 of the IACR PKC, Information Theoretic Cryptogra- TUE (Marc Stevens). phy, Mathematics of Cryptology. • Member of Akademie Werkgroep voor de Wiskunde. Subcommittee of the KNAW ARW Academic publications (Royal Academy Council for Mathematics). Articles in refereed journals and pro- • Member of the PhD committee of Mehmet Ki- raz (TUE), Alexey Zaitsev (UvA), Stephanie ceedings Wehner (CWI/UvA). 1M.A BDALLA,M.BELLARE,D.CATALANO, E.KILTZ, T. KOHNO, T. LANGE,G.NEVEN, S. Fehr P. PAILLIER,H.SHI (2008). Searchable En- • Member of the scientific program commit- cryption Revisited: Consistency Properties, Re- tees of IEEE ITW (Portugal), EUROCRYPT lation To Anonymous IBE, And Extensions, (Turkey), ICITS (Canada), SCN (Italy), ASI- Journal of Cryptology, 21, 3, 350 – 391. ACRYPT (Australia).

45 2M.A BDALLA,E.KILTZ,G.NEVEN (2008). With Non-Interactive Opening, in Topics in Generalized Key Delegation For Hierarchical Cryptology, Proceedings of CT-RSA 2008, Identity-Based Encryption, IET Information Se- vol. 4964 of Lecture Notes in Computer Sci- curity, 2, 3, 67 – 78. ence, 239 – 255. 3M.A BE,E.KILTZ, T. OKAMOTO (2008). Cca- 12I.B.D AMGARD,S.FEHR,L.SALVAIL, Security With Optimal Ciphertext Overhead, C.SCHAFFNER (2008). Cryptography In The vol. 5350 of Lecture Notes in Computer Sci- Bounded Quantum-Storage Model, SIAM Jour- ence, 355 – 371. nal of Computing, 37, 6, 1865 – 1890. 4M.B ACKES,M.DURMUTH¨ ,D.HOFHEINZ, 13 Y. DODIS,K.Z.PIETRZAK, P. PUNIYA (2008). R.KUSTERS¨ (2008). Conditional Reactive Sim- A New Mode Of Operation For Block Ciphers ulatability, International Journal of Informa- And Length-Preserving MACs, in Advances in tion Security, 7, 2, 155 – 169. Cryptology - EUROCRYPT 2008, 27th An- 5O.B ARKOL, Y. ISHAI,E.WEINREB (2008). nual International Conference on the The- Communication In The Presence Of Replica- ory and Applications of Cryptographic Tech- tion, in Proceedings of the 40th Annual ACM niques, Istanbul, Turkey, April 13-17, 2008. Symp. on the Theory of Computing (STOC Proceedings, Springer. 08, 2008). 14S.D ZIEMBOWSKI,K.Z.PIETRZAK (2008). 6S.B OLDYREVA,S.FEHR,A.O’NEILL (2008). Leakage-Resilient Cryptography, in FOCS 2008 On Notions Of Security For Deterministic En- Proceedings, IEEE. cryption, And Efficient Constructions Without 15 W.H.EKKELKAMP (2008). Predicting The Random Oracles, in Proceedings of the An- Sieving Effort For The Number Field Sieve, in nual International Cryptology Conference Algorithmic Number Theory, vol. 5011 of (CRYPTO, 2008), vol. 5157 of Advances in Lecture Notes in Computer Science, Springer Cryptology - CRYPTO 2008, LNCS, 335 – Berlin / Heidelberg, 167 – 179. 359. 16S.F EHR,C.SCHAFFNER (2008). Random- 7D.C ASH,E.KILTZ, V. SHOUP (2008). The ness Extraction Via Delta-Biased Masking In The Twin Diffie-Hellman Problem And Applications, Presence Of A Quantum Attacker, in Proceed- in Proceedings of the International Cryp- ings of the Theory of Cryptography Con- tology Conference (EUROCRYPT, 2008), ference (TCC, 2008), vol. 4948 of Springer vol. 4965 of Lecture Notes in Computer Sci- series Lecture Notes in Computer Science, ence, Springer Berlin / Heidelberg, 127 – Springer, 465 – 481. 145. 17M.F ISCHLIN,A.LEHMANN,K.Z.PIETRZAK 8H.C HEN, R.J.F. CRAMER,R. DE HAAN, (2008). Robust Multi-Property Combiners For I.CASCUDO (2008). Strongly Multiplica- Hash Functions Revisited, in Automata, Lan- tive Ramp Schemes From High Degree Ratio- guages and Programming, 35th International nal Points On Curves, in lecture notes in com- Colloquium, ICALP 2008, Springer. puter science, vol. 4965 of Lecture Notes in 18D.H OFHEINZ,E.KILTZ (2008). Programmable Computer Science, Springer Berlin / Heidel- Hash Functions And Their Applications, in berg, 451 – 470. Advances in Cryptology, Proceedings of 9 R.J.F.CRAMER, V. DAZA,J.L.GRACIA, CRYPTO 2008, vol. 5157 of Lecture Notes in J.JIMENEZ URROZ,G.LEANDER,J.MARTI- Computer Science, Springer Berlin / Heidel- FARRE,C.PADRO (2008). On Codes, Matroids berg, 21 – 38. And Secure Computation From Linear Secret 19D.H OFHEINZ,D.UNRUH (2008). Towards Sharing Schemes, IEEE Transactions on Infor- Key-Dependent Message Security In The Stan- mation Theory, 54, 6, 2644 – 2657. dard Model, in Advances in Cryptology, Pro- 10 R.J.F.CRAMER, Y. DODIS,S.FEHR,C.PADRO, ceedings of EUROCRYPT 2008, vol. 4965 of D.WICHS (2008). Detection Of Algebraic Ma- Lecture notes in computer science, Springer, nipulation With Applications To Robust Secret 108 – 126. Sharing And Fuzzy Extractors, in Proceedings of the International Cryptology Conference 20E.K ILTZ, Y. VAHLIS (2008). Cca2 Secure IBE: (EUROCRYPT, 2008), LNCS, 471 – 488. Standard Model Efficiency Through Authenti- cated Symmetric Encryption, in Proceedings of 11I.D AMGAARD,D.HOFHEINZ,E.KILTZ, the RSA Conference, Cryptographers’ Track R.THORBEK (2008). Public-Key Encryption

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(CT-RSA, 2008), Lecture Notes in Computer International Colloquium, ICALP 2008, Science. Springer. 21 P. MOHASSEL,E.WEINREB (2008). Efficient Secure Linear Algebra In The Presence Of Covert Book chapters Or Computationally Unbounded Adversaries, 1E.K ILTZ,G.NEVEN (2008). Identity-Based in Proceedings of the Advances in Cryptol- Signatures, in Cryptology and Information ogy, Proceedings of CRYPTO 2008 (CRYPTO Security Series on Identity-Based Cryptog- 2008, 2008), vol. 5157 of Springer series Lec- raphy, M. Joye, G. Neven, eds., IOS Press, ture Notes in Computer Science, Springer, first ed., 31 – 44. 481 – 496. 22K.Z.P IETRZAK (2008). Compression From Edited volumes Collisions, Or Why CRHF Combiners Have A 1 R.J.F.CRAMER, ed. (2008). Public Key Cryp- Long Output, in Advances in Cryptology - tography - PKC 2008, vol. 4939 of Lecture CRYPTO 2008, 28th Annual International notes in computer science, Springer. Cryptology Conference, Santa Barbara, CA, USA, August 17-21, 2008. Proceedings, Miscellaneous Springer. 1 P. STEVENS,A.K.LENSTRAETAL. (2008). 23K.Z.P IETRZAK,J.SJODIN¨ (2008). Weak Md5 Considered Harmful Today - Creating A Pseudorandom Functions In Minicrypt, in Au- Rogue CA Certificate. tomata, Languages and Programming, 35th

47 SOFTWARE ENGINEERING

Principal research area and mission SEN focuses its research on various aspects of software engineering, evolutionary systems and multime- dia applications. Typical research questions deal with analysis and transformation of software systems, verification of embedded systems, composition of concurrent systems, behaviour of competitive agents, and design of multimedia players. Most of this research is done in the context of the strategic theme soft- ware as service but there are also links with the strategic theme societal logistics and with the global area of Computational Science. The ambition is to cover the whole range of activities from fundamental con- cepts and prototype implementations to the application of these concepts in practice. For fundamen- tal research, extensive cooperations exist with Dutch universities and international partners. Applica- tions and technology transfer are realized in cooperation with industrial partners and via participation in various networks (e.g., IIP-SAAS). Although scientific publications remain a primary product of our research, we actively encourage other visible results such as demonstrations and prototype systems.

Cluster staff Name Fte Function Prof.dr. P. Klint 0.2 Cluster leader S.J. van Dam 0.5 Secretary

Interactive Software Development and Renovation – SEN1 Group leader: P. Klint

Mission The development, understanding and evolution of large software systems is a key economic and societal problem and the mission of this group is to advance the state of the art in these three areas. The development of large software systems is addressed by generating components on the basis of domain-specific languages, by explicitly describing the cooperation protocols of components, by expli- citly packaging subsystems, and by exploring methods for unit testing and daily builds. Key questions are related to capturing the variability of software systems and controlling the process for configuring, building and distributing them. The software implementation activities in this group form a test bed for these new techniques. Software understanding is addressed by developing new techniques for the analysis and exploration of software systems. Key questions are how to traverse programs for extracting facts, how to describe the desired analysis, how to collect the results of the analysis and how to visualize them. Real systems use multiple source languages, and fact extraction and analysis should therefore be done in a language- parametric fashion. The evolution of software systems is approached by applying program analysis techniques to study the evolutionary aspects of a system. The results of program understanding are also used for program transformations that form the basis for fully automatic system renovation. Description and automa- tion of these transformations and finding the commonality in program transformations for different lan- guages are research topics. The correctness of these transformations is also a major concern. The general research approach is to bring together established fundamental notions such as mod- ularization, term rewriting, and program generation with pragmatic needs such as component-based

48 S E N 1 development and understanding or transforming legacy systems. Formal language definitions play an important role in this approach. They describe the syntax and semantics of a domain-specific or pro- gramming language, and form the basis for the analysis and transformation of software in existing lan- guages, for the generation of specific tools, and for the development of domain-specific languages. The aim is to realize truly generic language technology that can be applied in many problem areas. The research activities on techniques for improving the quality of software components typically found in embedded systems of the former research group SEN2 are now included in SEN1. Emphasis will gradually shift to the verification of protocols for tool cooperations and the application of verifica- tion and model checking techniques to source code analysis.

MSC or CR classification D.2

Staff of SEN1 Name Position Fte In Out Projects Basten HJS Researcher 1.00 2008-01-01 2011-12-31 P2101 (p. 50) Bruntink M PhD student 0.55 2003-10-01 2008-09-30 P2101 (p. 50); P2147 (p. 51) Calame J PhD student 0.50 2004-07-01 2008-06-30 P2243 (p. 50) Chen T PhD student 1.00 2005-07-01 2009-06-30 P2243 (p. 50) Dashti M PhD student 0.25 2004-01-01 2008-03-31 Economopoulos G.R. Researcher 0.25 2005-01-01 2008-03-31 P2101 (p. 50) Eijck DJN van Researcher 1.00 1989-11-01 P2218 (p. 51); P4323 (p. 51) Fokkink WJ Researcher 0.20 1999-07-01 P2243 (p. 50) Heering J Researcher 0.60 1979-03-01 Klint P Group leader 0.40 1972-09-01 P2101 (p. 50); P2199 (p. 50); P2147 (p. 51) Lankamp A Project mem- 1.00 2006-10-01 2010-09-30 P2101 (p. 50) ber Lisser B Scientific 1.00 1987-11-01 programmer Storm T van de Researcher 1.00 2003-07-01 2012-10-31 Vinju JJ Researcher 0.75 2000-02-01 P2101 (p. 50); P2111 (p. 51); P2111 (p. 51) Wang Y PhD student 1.00 2006-07-01 2010-06-30 P2218 (p. 51) Seconded Deursen A van (TUD) Adviser 0.20 Groote JF (TUE) Adviser 0.07 1998-01-01 2008-08-31 Kuppusammy L Researcher 0.67 (ERCIM) Luttik SP (TUE) Researcher 0.03 2009-03-31 Usenko Y (TUE) Researcher 0.50 2009-09-30

Scientific report • J. Calame´ obtained his PhD degree from UT (4 Highlights September). • SEN1 spinoff Software Improvement Group • M.T. Dashti obtained his PhD degree from VU BV was awarded the ICTRegie Innovation (27 February). Award. • M. Bruntink obtained his PhD degree cum • The ATEAMS proposal for a joint CWI/INRIA laude from TUD (17 March). project was awarded the status of Research • Former SEN2 leader J. van de Pol gave his in- Team at INRIA Europe North, Lille. augural lecture at UT (4 April). • Former SEN1 member M.G.J. van den Brand gave his inaugural lecture at TUE (3 July).

49 PhD research Next Generation ToolBus, added a number of Name Page(s) new features to it, and implemented an editor for H.J.S. Basten 50 ToolBus scripts.

Project reports Number P2199 Title ATEAMS – Analysis and Transforma- Number P2101 tion Based on Reliable Tool Composi- Title ASF+SDF tions Period 1998–indefinite Period 2008–2012 Leader J.J. Vinju Leader P. Klint Staff H.J.S. Basten, M. Bruntink (March 1 – Funding CWI and INRIA October 1), G.R. Economopoulos (until Partners INRIA Europe North, Lille May 1), P. Klint, A. Lankamp Funding CWI Progress report. Software systems are evolving Partners UvA, VU, Software Improvement into heterogeneous and large ‘systems of sys- Group BV tems’ that provide services to each other. The Progress report. Basten, Bruntink, Lankamp, T. van main challenge of ATEAMS is to analyze the pro- der Storm, and Vinju started the development of perties of such very large systems, and to refac- an Eclipse-based version of the ASF+SDF Meta- tor and transform them in order to keep them Environment making our technology available up-to-date. In the context of the strategic co- to the large Eclipse user-community. This is also operation agreement between CWI and INRIA, a first step in the cooperation with the Eclipse the ATEAMS proposal, which was submitted in project IMP (IDE Meta Tooling Platform). the beginning of 2008, was granted the status of Basten and Klint proposed a new technique Research Team at INRIA Europe North, Lille in (DeFacto) to simplify fact extraction from source November. It is expected that ATEAMS will be code by adding appropriate annotations to the upgraded to an official INRIA Research Project context-free grammar of the source language. A Team in 2009. first implementation shows that this approach greatly simplifies the process of fact extraction. Number P2243 J.A. Bergstra (UvA) and Klint developed a Title Bsik/BRICKS PDC 1.3 Period September 2004 – September 2009 classification scheme to clarify the notion of Leader W.J. Fokkink software invention in the context of software Staff T. Chen, J.R. Calame,´ J.C. van der Pol patents. Funding NWO Economopoulos, Klint, and Vinju completed a Partners Siemens, TUE study of methods for improving the efficiency of scannerless parsers. Progress report. Chen has been performing re- Fokkink, Klint, Lisser and Usenko worked on search in a couple of directions. With Van de Pol automated verification of TScript using mCRL2. and Wang he investigated the propositional dy- Heering and M. Mernik (Univ. Maribor) stud- namic logic over accelerated labeled transition ied the potential role of domain-specific lan- systems including the model checking, satisfi- guages in the engineering of ultra-large scale ability checking and axomatization problems. software-intensive systems (ULSSISs). With T. Han and J.-P. Katoen he worked on time- Klint, Van der Storm, and Vinju completed the abstracting bisimuation for probabilistic timed design of a new language (Rascal) for software automata. With Fokkink, he studied the axioma- analysis and transformation, which combines tizability of impossible futures semantics. With context-free parsing, conditional rewriting, and Fokkink and R. van Glabbeek, he worked on the relational calculus in a Java-like style. A start relationship of axiomatizability of preorders and was made with a first implementation in the equivalences in weak semantics. With J. Lu he Eclipse IDE. studied complete axiomatizations for divergent- Klint, Lankamp and Van der Storm, in coop- sensitive bisimulations in BPA with prefix iter- eration with UvA master students developed a ation. Currently, he is working on quantitative new ToolBus viewer to visualize the ToolBus’s model checking of CTMCs with respect to lin- internal workings and to facilitate debugging. ear real-time properties, in collaboration with T. Lankamp improved the performance of the Han, J.-P. Katoen and A. Mereace.

50 S E N 1

Calam´e continued his work on the automatic of security protocols: (1) Is there really a tech- test case execution with a dynamic constraint- nical advantage to epistemic verification com- solving approach based on the constraint-solver pared to pure temporal verification of security Eclipse Prolog. The approach has been evalu- protocols? (2) A suitable language for epistemic ated on the Mozilla Gecko case study now. specification and verification. (3) Abstraction Fokkink collaborated with the Bioinformatics for epistemic models. To formally address the and the High Performance Computing groups first question, he studied expressivity of logics at the Free University on the analysis of vulval in depth. A joint paper with F. Dechesne, which development of C. elegans using Petri nets. He generalizes the standard notion of expressivity collaborated with the Massive Parallel Systems to facilitate comparison of logics defined on dif- group at the Free University on a formal analysis ferent models, is under submission. For the sec- of gossiping protocols. He worked with Fate- ond topic, he designed a neat PDL style dynamic meh Ghassemi from Sharif Univ. Technology in logic together with Van Eijck to capture many Tehran on a process algebra for mobile ad hoc commonly used concepts in epistemic dynamics networks. and belief revision. With L. Kuppusamy, a sim- ple epistemic protocol logic has been designed Number P2147 to specify epistemic programs by program con- Title IDEALS – Idiom Design for Embedded structions including dynamic model changers Applications on Large Scale like public announcement. Last but not least, Period 1-9-2003 – 28-2-2008 with Chen and Van de Pol he solved the model Leader P. Klint checking problem of PDL with respect to accel- Staff M. Bruntink Funding Technologische Samenwerking (door- erated transition systems which can be used to braakproject) SENTER (other project abstract LTSs. With Dechesne and S. Orzan he funding) designed a framework to abstract the similar re- Partners ASML (co), TUE, UT, Embedded Sys- lations of Kripke models for dynamic epistemic tems Institute logic.

Progress report. Bruntink’s PhD defense at TUD in Number P4323 March marked the end of IDEALS. Title UU-OTS Secondment J. van Eijck Period 1-1-94 – present Number P2111 Leader D.J.N. van Eijck, Title Hefboom – Hefboom project Funding UU (contract research) Period 1-12-2005 – 31-05-2009 Partners UU Leader J.J. Vinju Funding Hefboom regulation NWO (NWO Progress report. Concept based reasoning and project funding) knowledge engineering uses tools from compu- Partners None tational linguistics, dynamic and epistemic logic, description logics, and formal concept analysis. Progress report. Vinju’s stay at the IBM T.J. Wat- Goals are the modelling of states of knowledge son Research Research Center (until April) has involving various agents, and the effects of var- led to a close cooperation with the IBM Eclipse ious communicative actions on states of knowl- group. The resulting work in SEN1 is listed un- edge, and the formal analysis of objects in the der the ASF+SDF heading. sense of object-oriented programming. Implementation work on DEMO (Epistemic Number P2218 Title VEMPS – Verification and Epistemics of Model Checking) was continued. DEMO was Multi-Party Protocol Security one of the main topics in an ESSLLI course given Period 1-7-2006 – 30-06-2010 by Van Eijck (together with Hans van Ditmarsch) Leader D.J.N. van Eijck, in Hamburg, Summer 2008. Staff Y. Wang Secondment of Van Eijck at UU: In 2008, Van Funding Open Competitie NWO (NWO project Eijck has taught several courses in Utrecht. Also, funding) together with his PhD student Christina Unger Partners TUE, VU, UL and UU he has prepared a book manuscript for publica- Progress report. Wang focused on the following tion with Cambridge Univiversity Press. The three research topics about epistemic verification book, Computational Semantics with Functional

51 Programming will appear in 2009. D.J.N. van Eijck • Full Professor at UU, Logical Aspects of Com- putational Linguistics chair. Societal aspects and knowledge • Team member Master Programme Software transfer Engineering, University of Amsterdam. Projects with partners in public and • Member of the European Network in Compu- tational Logic. private sector • Member of the programme committee for 8th • Bsik/BRICKS PDC 1.3 (p. 50). International Workshop on Computational Se- • Idiom Design for Embedded Applications on mantics (IWCS ’09). Large Scale (p. 51). • Member of the thesis defence committee for O. • Verification and Epistemics of Multi-Party Pro- Roy. tocol Security (p. 51). • Master Thesis supervisor for M. Rijnders and Contract research R. van der Linden. • UU-OTS Secondment J. van Eijck (p. 51). W.J. Fokkink • Chairman of the board of the Institute for Pro- Organization of conferences and gramming research and Algorithmics (IPA). workshops • Vice-chair of IFIP WG 1.8: Concurrency The- ory. • NWO Workshop on Fair Exchange Protocols • Project leader of PDC1: Security, Identification for Electronic Commerce, VUA, 27 February. and Authentication within BRICKS. Organizers: Wan Fokkink, Jaco van de Pol. • PC member of Sentinels/STW and Progress/STW. • CWI Lectures in Mathematics and Computer Science: 25 Years of Concurrency Theory at • Member of The Network Institute. CWI, CWI, 23 May. Programme chair: Wan • Member of the reading committee of the fol- Fokkink. lowing PhD theses: Ivan Zapreev (UT, March), • T. van der Storm, local organizer 16th Smalltalk Ivo de Jong (TUE, March), Elena Bortnik (TUE, Conference of the European Smalltalk User June), Anne Remke (UT, June), Ernst Kesseler Group (ESUG), held at CWI from 25–29 Au- (RUG, September). gust. • Program committee member of the following • P. Klint, co-organizer IPA Herfstdagen on Soft- conferences and workshops: CONCUR’2008, ware Analysis, Nunspeet, 24 – 28 November. ICTAC’2008, FMICS’2008, SOS’2008. J. Heering Lectures • Member of the programme committee for In- Major invited lectures ternational Conference on Compiler Construc- Lectures for a broad audience tion (CC 2009), PL track of 24th Annual ACM Symposium on Applied Computing (SAC ’09). • D.J.N. van Eijck, Sets, Lists and Functional Pro- gramming, Lecture for Excellent Students at P. Klint the Amsterdam Ignatiuscollege, May 20. • Full Professor at UvA, Software Engineering Chair. Other professional activities • Visiting Professor, Univ. London, Royal Hol- M. Bruntink loway. • Chairman Informatica Platform Nederland • Member of the programme committee for 8th IEEE International Working Conference (IPN) (until April). on Source Code Analysis and Manipulation • Treasurer European Association for Program- (SCAM ’08). ming Languages and Systems. • • Member of the programme committee for 15th Editor Science of Computer Programming, Working Conference on Reverse Engineering Springer Book Series on Services Science. (WCRE ’08).

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• Member ETAPS steering committee, scientific Academic publications council Lorentz Institute, board Instituut voor Articles in refereed journals and pro- Programmatuur en Architectuur (IPA), ERCIM working group Rapid Integration of Software ceedings Engineering (RISE), ERCIM working group 1L.A CETO, T. CHEN, W.J. FOKKINK,A.INGOLFS´ - Software Evolution (EVOL), scientific council DOTTIR´ (2008). On The Axiomatizability Of Dagstuhl. Priority, Mathematical Structures in Com- • Member of the programme committees for puter Science, 18, 1, 5 – 28. NWO Jacquard Programme, 12th Interna- 2L.A CETO, T. CHENETAL. (2008). On The tional Conference on Algebraic Methodol- Axiomatizability Of Priority, mathematical ogy and Software Technology (AMAST ’08), Structure in Computer Science, 18, 1, 5 – 28. 3d IFIP Central and East European Confer- 3L.A CETO, W.J. FOKKINK,A.INGOLFS´ - ence on Software Engineering Techniques DOTTIR´ (2008). A Cancellation Theorem For (CEE-SET ’08), IEEE International Confer- BCCSP, Fundamenta Informaticae : Annales ence on Software Maintenance (ICSM ’08), Societatis Mathematicae Polonae, Series IV, Workshop Rapid Integration of Software En- 88, 1/2, 1 – 21. gineering (RISE ’08), International Workshop 4L.A CETO, W.J. FOKKINK,A.INGOLFS´ - on Software Engineering for Resilient Sys- DOTTIR´ ,M.R.MOUSAVI (2008). Lifting Non- tems (SERENE ’08), International Conference Finite Axiomatizability Results To Extensions Of on Software Language Engineering (SLE ’08), Process Algebras, in Proc. 5th Conference on International Workshop on Coordination of Theoretical Computer Science (logic and se- Domain-Specific Languages (CDSL ’08), Inter- mantics track), IFIP, 301 – 316. national Workshop on Enabling Service Busi- 5B.B ADBAN, W.J. FOKKINK,J.C. VAN DE ness Ecosystems (ESBE ’08). POL (2008). Mechanical Verification Of A Two- • Member PhD committees: M. Marin (TUD), Way Sliding Window Protocol, in Proc. 9th January 25, 2008, J. Calame,´ September 4; PhD Conference on Communicating Process Ar- supervisor (with A. van Deursen) M. Bruntink, chitectures, IOS Press, 179 – 202. (TUD), March 17. 6R.B AKHSHI, W.J. FOKKINK,J.PANG,J.C. VAN DE POL (2008). Leader Election In Anony- T. van der Storm mous Rings: Franklin Goes Probabilistic, in • Team member Master Programme Software Proc. 5th Conference on Theoretical Com- Engineering, UvA. puter Science (algorithms track), IFIP, 57 – 72. Y. Usenko 7J.B ARNAT,J.CHALOUPKA,J.C. VAN DE POL (2008). Algorithms For SCC Decomposi- • Researcher/Software Consultant at Laboratory for Quality Software (LaQuSo), TUE. tion, Electronic Notes in Theoretical Com- puter Science, 198, 1, 63 – 77. • Poster Session Chair of Verification and Vali- 8H.J.S.B ASTEN (2008). The Usability Of Am- dation of Software Systems Symposium (VVSS biguity Detection Methods For Context-Free ’08). Grammars, in Proceedings of the Eigth Work- J.J. Vinju shop on Language Descriptions, Tools and Applications, Electronic Notes in Theoretical • Member of the programme committee for Lan- Computer Science, Elsevier B.V. guage Descriptions Tools and Applications 9H.J.S.B ASTEN, P. KLINT (2008). Defacto: (LDTA ’08) (chair), Software Language En- Language-Parametric Fact Extraction From gineering (SLE ’08), Workshop on Advanced Source Code, in Proceedings of the 1st Interna- Software Development Tools and Techniques tional Conference on Software Language En- (WASDeTT ’08), ACM Symposium on Applied gineering, Lecture notes in computer science, Computing (SAC ’08). Springer. • Team member Master Programme Software 10J.A.B ERGSTRA, P. KLINT (2008). The Soft- Engineering, UvA. ware Invention Cube: A Classification Scheme For Software Inventions, Journal of Intellectual Property Rights, 13, 4, 293 – 300.

53 11J.R.C ALAME´,J.C. VAN DE POL (2008). Ap- 21 W.J.FOKKINK,B.HAVERKORT,R.BAKHSHI, plying Model-Based Testing To HTML Render- L.CLOTH (2008). Mean-Field Analysis For The ing Engines - A Case Study, in Proceedings Evaluation Of Gossip Protocols, ACM SIGMET- of the IFIP TC 6/WG 6.1 International Con- RICS Performance Evaluation Review, 36, 3, ference on Testing of Software and Commu- 31 – 39. nicating Systems; International Workshop 22 W.J.FOKKINK, P. KLINT,B.LISSER, Y.S. FATES (TestCom/Fates), vol. 5047 of Lecture USENKO (2008). Towards Formal Verification Notes in Computer Science, Springer Berlin Of Toolbus Scripts, vol. 5140, Springer Berlin / / Heidelberg, 250 – 265. Heidelberg, 160 – 166. 12 T. CHEN, W.J. FOKKINK (2008). On The Ax- 23 W.J.FOKKINK,J.PANG,A.J.WIJS (2008). Is iomatizability Of Impossible Futures: Preorder Timed Branching Bisimilarity A Congruence In- Versus Equivalence, in Proc. 23rd Symposium deed?, Fundamenta Informaticae : Annales on Logic in Computer Science, IEEE, 156 – Societatis Mathematicae Polonae, Series IV, 165. 87, 3/4, 287 – 311. 13 T. CHEN, W.J. FOKKINK (2008). On The Ax- 24 F. GHASSEMI, W.J. FOKKINK,A.MOVAGHAR iomatizability Of Impossible Futures: Preorder (2008). Restricted Broadcast Process Theory, in Versus Equivalence, in Proceedings of the Proc. 6th Conference on Software Engineer- Twenty-Third Annual IEEE Symposium on ing and Formal Methods, IEEE, 345 – 354. Logic in Computer Science, IEEE Computer 25 J.F.GROOTE,J.J.A.KEIREN,A.H.J.MATH- Society, 156 – 165. IJSSEN, S.C.W. PLOEGER, F.P.M. STAPPERS, 14 T. CHEN, W.J. FOKKINK,R.J. VAN GLABBEEK C.TANKINK, Y.S. USENKO,M.J.WEERDEN- (2008). Ready To Preorder: The Case Of Weak BURG, W. WESSELINK, T.A.C. WILLEMSE, Process Semantics, Information Processing J. VAN DER WULP (2008). The MCRL2 Toolset, Letters, 109, 2, 104 – 111. in Proceedings of the International Work- 15 T. CHEN, W.J. FOKKINK,R.J. VAN GLABBEEK shop on Advanced Software Development (2008). Ready To Preorder: The Case Of Weak Tools and Techniques (WASDeTT, 2008), Process Semantics, Information Processing Proc. International Workshop on Advanced Letters, 109, 2, 104 – 111. Software Development Tools and Techniques 16 T. CHEN, W.J. FOKKINK, S.P. LUTTIK, (WASDeTT 2008). S.NAIN (2008). On Finite Alphabets And In- 26 J.F.GROOTE,M.A.RENIERS, Y.S. USENKO finite Bases, Information and Computation, (2008). Verification Of Networks Of Timed Au- 206, 5, 492 – 519. tomata Using MCRL2. 17 T. CHEN,J.C. VAN DE POL, Y. WANG (2008). 27J.H EERING,M.MERNIK (2008). Domain- Pdl Over Accelerated Labeled Transition Sys- Specific Languages As Key Tools For ULSSIS tems, in 2nd IFIP/IEEE International Sympo- Engineering, in Proceedings of the 2nd In- sium on Theoretical Aspects of Software En- ternational Workshop on Ultra-Large-Scale gineering, IEEE Computer Society. Software-Intensive Systems, ACM, 1 – 2. REPSKA ONZANNI EENSTRA 18 M.T.DASHTI,A.J.WIJS,B.LISSER (2008). 28E.K ,N.B ,A.F , Distributed Partial Order Reduction For Branch- T. KIELMANN, W.J. FOKKINK,H.BAL, ing Security Protocols, Electronic Notes in J.HEERINGA (2008). Design Issues For Qual- Theoretical Computer Science, 198, 1, 93 – itative Modelling Of Biological Cells With Petri 99. Nets, in Proc. 1st Workshop on Formal Meth- ods for Systems Biology, vol. 5054 of Lecture 19 F. DECHESNE,S.M.ORZAN, Y. WANG notes in bioinformatics, Springer, 48 – 62. (2008). Refinement Of Kripke Models For Dy- VAN DER TORM Backtracking In- namics, in Theoretical Aspects of Computing 29 T. S (2008). cremental Continuous Integration - ICTAC 2008, LNCS, 111 – 125. , in Proceed- ings of the 12th European Conference on 20D.J.N. VAN EIJCK, Y. WANG (2008). Propo- Software Maintenance and Reengineering, sitional Dynamic Logic As A Logic Of Belief Re- IEEE, 233 – 242. vision, in Logic, Language, Information and Computation, Lecture Notes in Computer Book chapters Science, Springer Berlin / Heidelberg, 136 – 1D.J.N. VAN EIJCK (2008). Yet More Modal 148. Logics Of Preference Change And Belief Revi-

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sion, in New Perspectives on Games and In- tations On The Electrologica X1 And The Elec- teraction, K.R. Apt, R.A.M. van Rooij, eds., trologica X8. Amsterdam University Press, first ed., 81 – 2 SEN-E0802. L. KUPPUSAMY,M.ANAND, A 104. New Automata For Parsing Semi-Bracketed Con- textual Grammars. PhD theses 3 SEN-R0801. T. CHEN, W.J. FOKKINK, On 1M.B RUNTINK, (2008). Renovation Of Id- The Axiomatizability Of Impossible Futures: iomatic Crosscutting Concerns In Embedded Preorder Versus Equivalence. Systems, Technische Universiteit Delft, 08-03- 4 SEN-R0807. J.J. VINJU,G.R.ECONOMO- 17. Supervisor: A. van Deursen, associate POULOS, P. KLINT, Faster Scannerless GLR supervisor: P. Klint. Parsing. 2J.R.C ALAME´, (2008). Testing Reactive Sys- 5 SEN-R0808. L. KUPPUSAMY, Semi-Bracketed tems With Data Enumerative Methods And Contextual Grammars. Constraint Solving, Universiteit Twente, 08- 09-04. Supervisor: J.C. van de Pol, associate supervisor: W.J. Fokkink. Professional products 3 M.T.DASHTI, (2008). Keeping Fairness Alive, Software developed Vrije Universiteit, 08-02-27. Supervisor: W.J. • ASF+SDF Meta-Environment version 2.0.3 and Fokkink, associate supervisor: J.C. van de SDF version 2.6.3 (T. van der Storm, J.J. Vinju). Pol. • Additional software for the automatically adapting test executor based on Eclipse Prolog CWI reports (J. Calame).´ 1 SEN-E0801. F.E.J. KRUSEMAN ARETZ, A • Automatic translator from TScript to mCRL2 Comparison Between The ALGOL 60 Implemen- (B. Lisser).

Coordination Languages – SEN3 Group leader: F.S. de Boer

Mission Research in SEN3 focuses on interaction, composition, and coordination of concurrent distributed sys- tems, and encompasses foundations, technology, and applications. SEN3 has been an initiator of Ser- vice Oriented Computing as one of the four strategic themes at CWI. In this context, we more specifically seek to provide conceptually well-founded technology for the easy and reliable composition of third- party services into distributed applications. Integral to SEN3’s approach is the development of solid mathematical foundations, including semantics, proof theory and coalgebra, on which such technol- ogy is to be based. The activity in SEN3, therefore, spans from mathematical models of behaviour and computation to experimental systems and demonstrator applications. There is an intense collaboration among SEN3’s members in the context of many (externally funded) projects. It goes without saying that SEN3 also closely collaborates with many (national and international) academic and industrial partners.

MSC or CR classification D.1, D.2, D.3, F.1, F.3, F.4

Subgroups and subgroup leaders Name Leader SEN3.1 – Models and Tools for Coordination and Composition F. Arbab SEN3.2 – Formal Methods for Coordination Languages F.S. de Boer SEN3.3 – Coalgebraic Models of Computation J.J.M.M. Rutten

55 Staff of SEN3 Name Position Fte In Out Projects Arbab F Researcher 0.80 1990-01-01 P1212 (p. 57); P2341 (p. 58); P2343 (p. 58); P1146 (p. 59); Deployment of distributed component based systems; P2300 (p. 59); P2314 (p. 61); P2344 (p. 60); P2301 (p. 60); P2311 (p. 62) Astefanoaei L PhD student 1.00 2006-12-01 2010-11-30 P2314 (p. 61) Boer FS de Group leader 0.80 2002-01-01 P1212 (p. 57); P2341 (p. 58); P2343 (p. 58); P2344 (p. 60); P2301 (p. 60); P2314 (p. 61); P2340 (p. 61) Changizi B PhD student 0.50 2008-07-01 2012-06-30 P2341 (p. 58); P2343 (p. 58) Chothia T Researcher 0.75 2005-12-01 2009-03-31 P1212 (p. 57); P2341 (p. 58); P2340 (p. 61) Clarke DG Researcher 0.75 2004-04-01 2009-03-31 P2341 (p. 58) Hansen H PhD student 0.33 2008-09-01 2008-12-31 P2313 (p. 61); P2311 (p. 62) Jaghouri M PhD student 1.00 2006-11-01 2010-10-31 P2340 (p. 61) Kemper-Beck S PhD student 1.00 2006-02-01 2010-01-31 P2341 (p. 58); P2344 (p. 60) Kohler C PhD student 1.00 2007-01-01 2011-01-01 P2341 (p. 58); P2300 (p. 59) Kokash N Researcher 0.75 2008-04-01 2011-03-31 P2343 (p. 58); P2314 (p. 61)l Kupke C Researcher 0.50 2006-02-01 2008-06-30 P2313 (p. 61); P2311 (p. 62) Ma H Researcher 0.92 2007-01-01 2009-05-31 P1146 (p. 59) Maraikar Z PhD student 1.00 2007-06-01 2010-05-31 P2341 (p. 58); P2314 (p. 61); P2344 (p. 60) Moon YJ PhD student 1.00 2006-06-01 2010-05-31 P1212 (p. 57) Niqui M Researcher 0.50 2008-07-01 2011-06-30 P2319 (p. 62) Rutten JJMM Researcher 0.80 1985-03-01 P1212 (p. 57); P2341 (p. 58); P2343 (p. 58); Deployment of distributed component based systems; P2344 (p. 60); P2313 (p. 61); P2311 (p. 62); Service-oriented computing: foundations and calculi; P2319 (p. 62) Sun M Researcher 1.00 2006-07-01 2009-06-30 P1212 (p. 57); P2341 (p. 58) Seconded Baeten JCM (TUE) Adviser 0.20 2006-07-01 2008-06-30 Bonsangue MM (RUL) Researcher 0.20 P2341 (p. 58); P2301 (p. 60); Service-oriented computing: foundations and calculi Hansen HH (VU) PhD student 0.27 2008-08-31 See above Longuet D (ERCIM) Researcher 0.58 Pouw M Researcher 0.30 2008-06-30 Proenca J (Portugal) PhD student 1.00 2009-12-31 P2341 (p. 58); Deployment of distributed component based systems continued on next page

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Silva AM (Portugal) PhD student 1.00 2010-09-30 Service-oriented computing: foundations and calculi Tinnemeier N (UU) PhD student 0.19 2007-01-11 2010-11-30 Vink EP de (TUE) Researcher 0.10

Scientific report SEN3.1 – Models and Tools for Coordi- Highlights nation and Composition The research in this subgroup is focused on the • The new EU-FP7 STREP project COMPAS on compliance-driven models, languages, and ar- development of formal models for components chitectures for service oriented computing has and software services that enable construction started (February, 2008). of systems by composition of exogenously co- ordinated software services and components, • A new EU-FP7 IP project HATS on highly allow compositional derivation of the properties adaptable and trustworthy software using for- of a system from those of its constituents, and mal models has been awarded. Starting date: support notions of distribution, mobility, and March 1, 2009, duration 4 years. dynamic reconfiguration. The objective of this • The overall assessment of the EU-FP6 STREP work is to use the models and formalisms we project Credo in the first annual review (19-11- develop as the foundation for our implementa- 2007): Good to excellent project (The project tion of practical component-based and service- has fully achieved its objectives and technical oriented software engineering tools and support goals for the period and has even exceeded ex- environments. pectations). • An ERCIM fellowship grant was awarded to Number P1212 Filipo Bonchi, whose 9-month stay as a post- Title CooPer doc with SEN3 starts 05-01-2009. Period June 2006–June 2010 • Archimate team wins NAF-Arachitectuurprijs. Leader F. Arbab • Trust4All wins ITEA Bronze Achievement Staff F. Arbab, F.S. de Boer, T. Chothia, Y.J. Award. Moon, J.J.M.M. Rutten, M. Sun Funding NWO GLANCE • Dave Clarke was awarded the ’Most Influen- Partners PNA2.4 (R.D. van der Mei, C.G. Ver- tial Paper Award’ from OOPSLA, the ACM hoef) SIGPLAN International Conference on Object- Oriented Programming, Systems, Languages, Progress report. The CooPer project deals with and Applications. provisioning QoS for large-scale service-oriented • Lacramioara Astefanoaei en Frank de Boer and component-based distributed applications. have won the best paper award of the 11th Pa- In 2008, we studied several core problems in this cific RIM International Conference on Multi- area and reported our results in 8 conference pa- Agents. pers, 5 of which already appeared in 2008, 1 has • PhD thesis of Joost Jacob on Domain Specific been accepted and will appear in 2009, and 2 are Modeling and Analysis (LIACS 13-11-2008). in the review process. Additionally, there are 2 Promotor: F.S. de Boer. journal papers and 1 book chapter in the review • Appointment of F.S. de Boer as full professor process. at UL (LIACS). Arbab and Sun investigated a QoS-driven global planning service selection approach PhD research which is based on integer programming and the H.H. Hansen (p. 62) quantitative constraint automata model. M.M. Jaghouri (p. 61) Arbab, Sun and Christel Baier developed an S. Kemper (p. 58) algebraic method to automatically synthesize C. Koehler (p. 59) coordination models from scenario based inter- L. Astefanoaei (p. 61) action specifications given by UML sequence di- Z. Maraikar (p. 59) agrams. Sun and Luis Barbosa proposed a coal- Y.J. Moon (p. 57) gebraic semantics for UML sequence diagrams, J.M.P. Proenc¸a (p. 59) which has been used to prove the correctness of A.M. Silva (p. 62)

57 the synthesis approach. tegration of various tools developed in the con- We proposed quantitative intentional automata text of other projects into our Eclipse Coordina- (QIA), an extension of constraint automata that tion Tools (ECT) platform. The model checkers allows incorporating the influence of a system’s developed by our partners in Dresden are now environment on its performance, and imple- loosely coupled into the ECT platform. We inte- mented the translation of QIA into Continuous- grated tools to convert UML sequence diagrams Time Markov Chains, which allows us to apply to Reo, BPMN business process models to Reo, existing CTMC tools and techniques for perfor- and BPEL to Reo as plug-ins in the ECT plat- mance analysis of connectors. form. We proposed a visual notation called policy sequence charts (PSCs) for specifying security Number P2343 policies, and investigates the compliance of con- Title COMPAS nectors and policies specified by PSCs. Period February 2008–January 2011 We proposed a fault-based test case gener- Leader F. Arbab Staff F. Arbab, F.S. de Boer, B. Changizi, N. ation method for connectors, in which connec- Kokash, J.J.M.M. Rutten tors and test cases are given a unifying seman- Funding EU FP7 IST tics, and test cases can be generated by solving Partners TU Vienna, Austria; Univ. Claude constraints obtained from connector specifica- Bernard Lyon 1, France; Univ. Stuttgart, tion and faulty connectors. A prototype sym- Germany; Tilburg Univ., Netherlands; bolic test case generator has been developed to Univ. Trento, Italy; Telecordia, Poland; demonstrate the automatization of the approach. Thales, France; PriceWaterhouseCoop- We developed a computational model called ers, Netherlands transactional constraint automata. This model de- scribes a collection of services that interact via Progress report. The EU FP7 COMPAS project common transaction labels. Each transaction is aims at designing and implementing novel mod- an interaction described via a Reo circuit. The els, languages, and architectures to ensure dy- model achieves a separation of coordination and namic and on-going compliance of software ser- computation. Reo connectors are used for speci- vices to business regulations and user-service fying termination and compensation handling in requirements. In 2008, we developed a working long-running transactions. plan to achieve this goal using the combination of model-driven software development, service- Number P2341 oriented computing paradigm and formal meth- Title SYANCO ods. Period June 2006–June 2009 We published 3 scientific papers and gave 3 Leader F. Arbab invited talks on technical concertation meetings. Staff F. Arbab, F.S. de Boer, M.M. Bonsangue, One of the talks will result into a paper in the B. Changizi, T. Chothia, D. Clarke, S. workshop post-proceedings. Kemper, C. Koehler, N. Kokash, Z. Arbab, Kokash, and Meng established map- Maraikar, J. Proenc¸a, J.J.M.M. Rutten Funding NWO (DFG/NWO bilateral) ping of the Business Process Modeling Notation Partners TU Dresden (C. Baier, T. Blechmann, M. (BPMN), a standard graphical language for busi- Großer,¨ J. Klein, S. Kluppelholz¨ ness process workflow modeling, to Reo coordi- nation language. Progress report. SYANCO is a bilateral DFG- Changizi developed a tool prototype for au- NWO project coordinated by CWI and the TU tomated conversion of BPMN models to Reo Dresden (GER). It is concerned with the devel- connectors. Moreover, we tested, adopted and opment of tools and techniques for design and integrated into the Eclipse Coordination Tools validation of individual pieces of connector glue platform several plug-ins targeted at automated code, and the composition of components with transformation and analysis of business process their glue code. Most of the central issues in models, namely, UML Sequence Diagrams and component and service composition involve co- Business Process Execution Language (BPEL) to ordination. In SYANCO, we primarily focus on Reo converting tools, and Vereofy model check- Reo as our glue code composition language. ing tool which enables verification of process Our activity in 2008 was focused on the in- properties expressed in LRT and CTL-like logics.

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We investigated how these tools can be applied velopment of tools and models to deploy and to enforce process compliance to segregation-of- execute component based systems in distributed duties requirements. environments. In particular, component deploy- Kokash and Arbab proposed a framework for ment is studied in the context of the Reo coordi- formal modeling of long-running business trans- nation model. actions. In 2008, in addition to the study of exist- As part of COMPAS collaboration activities, ing coordination models, we developed a new we proposed a channel-based coordination pat- constraint-based semantic model for Reo to cap- tern for design-time service composition within ture useful properties relevant in distributed sys- the NEXOF-RA (Reference Architecture for tems, and our distributed engine for Reo reached the NESSI Open Service Framework (NEXOF)) a usable development stage. The distributed project, which aims at leveraging research in the engine deploys and executes coordination prim- area of service-based systems, and to consoli- itives concurrently, and is being integrated into date and trigger innovation in service-oriented the Eclipse Coordination Tools (ECT) platform. economies. Currently, we are developing an extension of the constraint-based semantic, advancing the Number P1146 implementation of the distributed engine, and Title DiaCoDem investigating a more precise formalization of the Period December 2006–December 2008 distributed protocol used by this engine. Leader F. Arbab Staff F. Arbab, H. Ma Number P2300 Funding NWO FOCUS Title WoMaLaPaDiA Partners PNA1 (K.R. Apt), SEN4 (H. Noot, J.A. Period January 2007–December 2010 La Poutre)´ Leader F. Arbab Staff F. Arbab, C. Koehler Progress report. This project deals with dis- Funding NWO GLANCE tributed adaptive collective decision making. Partners TUE (N. Sidorova, K. van Hee, W. van Collective decision making has been extensively de Aalst, C.T. Bratosin) studied in economics using various game the- oretic techniques that generally assume the ex- Progress report. This project deal with coordina- istence of a ‘center’ responsible for setting up tion of distributed workflow applications, es- and carrying out the relevant procedures. In this pecially in service-oriented and Grid environ- project we study collective decision making in ments. In the second year of this project, we a more realistic, distributed setting, where all studied graph transformation techniques for decisions are carried out by the agents alone, modeling reconfigurations of Reo connectors. without relying on any trustworthy ‘external’ We have shown in particular that our methods agency. In 2008, Apt, Arbab, Blom, Ma, and Noot are useful in dynamic and distributed scenar- implemented a distributed version of the layered ios. The tool support that we initiated with the platform developed earlier in this project that Eclipse Coordination Tools (ECT) in 2007 has allows fully decentralized decision making by now evolved to a mature framework for model- participants joining as processes from different ing, verifying and executing coordination pat- IP addresses. Apt, Arbab, and Ma submitted a terns. Having ECT integrated with standard comprehensive paper describing this work for web service technologies enables us now to use journal publication. Reo for coordinating centralized workflow en- gines in distributed environments, e.g. for the Title Deployment of distributed component workflow language YAWL, which is developed based systems at the TUE. Period January 2006–January 2010 Leader F. Arbab, J.J.M.M. Rutten Number P2314 Staff F. Arbab, J. Proenc¸a, J.J.M.M. Rutten Title CoCoWeS Funding FCT (Portugal) Period May 2007–May 2011 Partners UL Leader F. Arbab

Progress report. The aim of this project is the de-

59 Staff F. Arbab, N. Kokash, Z. Maraikar Staff F. Arbab, F.S. de Boer, S. Kemper, Z. Funding Internal Maraikar, J.J.M.M. Rutten Partners RUG (M. Aiello, A. Lazovik) Funding BSIK Partners TUE (J.C.M. Baeten, E. de Vink) Progress report. Reo can serve as the basis for a Web services composition platform analogous Progress report. Kemper has developed a SAT- to, but far more expressive than, mashups with based tool for model-checking a real-time ex- Yahoo Pipes. The purpose of this project is to tension of constraint automata which supports identify and build the necessary tools to sup- automated refinement of abstractions. Kemper port this mashup platform. To this end, we set fuirther developed a SAT-based formalization of up two concrete initial goals: (1) development the semantics of Reo circuits themselves. of an extensible set of data filtering and trans- formation channels to be added to the existing Number P2301 Eclipse-based Reo and constraint automata tool Title Mobi-J: Assertional methods for mobile set; and (2) porting a Reo execution engine into asynchronous channels in Java Period September 2005–September 2008 a servlet container, such as Jakarta Tomcat, to Leader F.S. de Boer drive Web-based applications. Staff F. Arbab, F.S. de Boer, M.M. Bonsangue, In 2008 Maraikar continued his work on de- J.V. Guillen Scholten veloping tools and techniques for applying Reo Funding NWO and constraint automata to rapid prototyping of Partners LIACS (M.M. Bonsangue), Web mashups. He developed a code generation CAU (W.-P. de Roever) framework and interpreter which serve as the basis for the ReoLive coordination web service Progress report. De Boer has been working as co- implemented by Koehler. author to contribute to the third edition of Veri- Maraikar also re-implemented the constraint fication of Sequential and Concurrent Programs by automata based code generator to make it more K.R. Apt and E.-R. Olderog (Springer, Graduate flexible. This new code generator currently texts in Computer Science). Several meetings produces efficient executable code in Java, but with E.-R. Olderog and K.R. Apt have been orga- can be re-targeted to other languages like C or nized. BPEL by simply defining code templates for Andreas Gruener (LIACS), Bonsangue and De these languages. The code generator has sup- Boer have developed a novel black-box testing port for hooking user-defined data filtering approach for concurrent components written in and transformation constraints to channels. object-oriented languages like Java or C#. The These tools are all available as plug-ins in our approach is based on a formal framework which Eclipse Coordination Tools environment (ECT) abstractly captures the behavior exposed by a http://reo.project.cwi.nl. component to its environment. To ease the use This work was reported in two papers and for software developers, we developed a test an extended abstract for a tools demo session in specification language in form of an embedded international conferences in 2008. domain specific language. That is, on the one hand the language allows to write abstract test SEN3.2 – Formal Methods for Coordi- specifications based on the expected behavior of nation Languages the component under test. On the other hand, The research in this subgroup concerns the de- a seamless integration of the specification lan- velopment and application of formal methods guage into the language of the production code, for dynamically reconfigurable systems with renders it unnecessary for programmers to learn special emphasis on coordination languages and a completely new language. The approach in- object-oriented programming languages. volved the development of an algorithm that transforms a given test specification into an exe- Number P2344 cutable test program of the production code. Title BRICKS -AFM3– Formal methods for De Boer and Bonsangue have steered the orga- active networking nization of the seventh international symposium Period January 2005–January 2009 on Formal Methods for Components and Objects Leader F.S. de Boer (FMCO 2008) at INRIA Mediteranee, in Sophia

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Antipolis, France Amsterdam, on 22–24 October Work on implementing a high-level agent- (see http://www-sopinria.fr/ oriented modeling language based on the oasis/FMCO/fmco08.html). FMCO 2008 has above ideas in The Maude rewrite engine is in been organized by Prof.Dr. Denis Caromel and progress. Dr. Eric Madaleine (INRIA) as an EU concerta- tion meeting between the following EU projects. Number P2340 Title Credo • The IST-FP6 project Credo on modelling and Period September 2006–September 2008 analysis of evolutionary structures for dis- Leader F.S. de Boer tributed services. Staff F.S. de Boer, T. Chothia, M. Mahdi Jaghoori • The IST-FP6 project GridComp and the FP6 CoreGRID Network of Excellence on grid pro- Funding EU (FP6) Partners Univ. Oslo, Univ. Uppsala, Univ. Kiel, gramming with components. Univ. Dresden, Almende, Rikshos- • The IST-FP6 project Mobius aiming at devel- pitalet - Radiumhospitalet HF, Norsk oping the technology for establishing trust Regnesentral. and security for the next generation of global computers, using the proof carrying code Progress report. We investigated the use of au- paradigm. tomata theory in analyzing object oriented mod- • The ICT-FP7 project DEPLOY on Industrial els. A synthetic view of the object behavior is deployment of advanced system engineering specified in its behavioral interface modeled methods for high productivity and depend- with automata. By augmenting the automata ability. with real-time information, such as deadline re- • The ICT-FP7 project COMPAS on Compliance- quirements, we can perform schedulability anal- driven models, languages, and architectures ysis on objects modularly. This work resulted in for services. a paper titled Schedulability and Compatibility of Real Time Asynchronous Objects which was presented at the RTSS’08 conference in Barcelona Number P2314 in December 2008. Title CoCoMas The overall assessment of the EU-FP6 STREP Period December 2006–December 2010 Leader F.S. de Boer project Credo in the second annual review (3 Staff F.S. de Boer and L. Astefanoaei December 2008): Good to excellent project (the Funding NWO project has fully achieved its objectives and tech- Partners UU nical goals for the period and has even exceeded expectations). Progress report. In 2008 we have extended the modelling framework which we introduced in SEN3.3 – Coalgebraic Models of Com- 2007 for individual agents to multi-agent sys- putation tems where interaction is achieved by means of coordination. In this respect we have consid- Number P2313 ered norm-based coordination artifacts as well Title Infinity as Reo connectors. In normative multi-agent Period February 2006–January 2009 systems the control is achieved by monitoring Leader J.J.M.M. Rutten and sanctioning mechanisms. In 2APL systems Staff C. Kupke, J.J.M.M. Rutten, H.H. Hansen Reo connectors are used for synchronisation and Funding BRICKS/FOCUS ordering restrictions of actions. Both results Partners VU (J.W. Klop, De Vrijer, R.D.A. Hen- were presented at PRIMA conference, Hanoi driks), UU (F. van Oostrom, C. Grab- mayer) (http://www.prima-conf.org/ acceptedpapers.html). We further focused Progress report. Hansen studied coalgebraic on timed choreographies as another coordina- modelling of subsequential transducers. She tion mechanism. We have provided a design showed, among other results, that subsequential methodology to illustrate the integration of transducers in normal form can be regarded as timed choreographies in existing prototypical coalgebras, and that a final normalised subse- agent languages (namely, BUpL and BUnity). quential structure exists. Since April 2008, she

61 devoted her time to the writing of her PhD the- Societal aspects and knowledge sis. Her PhD thesis has recently been approved and she will defend it in May 2009. transfer Projects with partners in public and Number P2311 private sector Title C-Quattro - Compositional construction of component connectors Credo (p. 61) Period April 2004–September 2008 COMPAS (p. 58 Leader F. Arbab, J.J.M.M. Rutten Staff F. Arbab, D. Clarke, H.H. Hansen, C. Organization of conferences and Kupke, J.J.M.M. Rutten Funding NWO workshops

Partner VU • Formal Methods for Components and Objects, Title Service-oriented computing: founda- November, INRIA, Sophia-Antipolis, France. tions and calculi Steering committee: F.S. de Boer and M.M. Period October 2006–October 2010 Bonsangue. Leader J.J.M.M. Rutten • Formal Methods for Open Object-based Dis- Staff A. Silva, M.M. Bonsangue, J.J.M.M. tributed System (FMOODS 2008). Co-chair: Rutten F.S. de Boer. Funding FCT (Portugal) • The First IPM/UNU Winter School on Foun- Partner VU dations and Trends in Computer Science (FTCS 2008), 31 January–10 February, 2008, Progress report. Bonsangue, Rutten and Silva have Tehran, Iran. Co-organizers: Institute for Re- investigated algebraic and coalgebraic properties search in Fundamental Sciences, Tehran, Iran, of a calculus of regular expressions parametrized and United Nations University, International by Kripke polynomial functors. Examples in- Institute for Software Technology, Macao. cludes deterministic finite automata, Kleene al- • NWO I-Science for Astronomy workshop, 13– gebra of test and basic process algebra. 17 October, 2008, Lorentz Center, UL. Orga- Number P2319 nized by NWO. Title Mending the Unending: Machine as- sisted reasoning with infinite objects’ Lectures Period June 2008 –June 2011 Leader J.J.M.M. Rutten Lectures at conferences and workshops Staff M. Niqui, J.J.M.M. Rutten • Special session on Programming Multi- and Funding NWO Many-cores, in the International Symposium on Systems, Architectures, Modelling and Sim- Progress report. Niqui started in 2008 this ulation (SAMOS VIII), Samos, Greece, 21–24 NWO/VENI project. The goal is to enhance the July: F. Arbab (Invited talk: Programming support for infinite objects in verification tools, Multi-core Systems Using a Declarative Model in particular theorem provers, both form au- of Concurrency). tomation aspect (coinduction proof methods) as • L. Astefanoaei. Programming Multi-Agent well as expressiveness (productivity and guard- Systems seminar, Dagstuhl. edness issues). • F.S. de Boer, M. Bonsangue, A. Gruner,¨ and M. In this respect Niqui implemented a theory of Steffen. Automated Test Driver Generation for coalgebras, bisimulation and lambda-coiteration Java Components. 4th Netherland’s Testing in the Coq proof assistant, thereby extending Day TestDag’08. the class of stream specifications (and other polynomial functors) directly programmable Public lectures for a broad audience in Coq. Niqui also investigated possibilities • F. Arbab, colloquium, 28 January, Third-Party for interaction between coalgebras and control Coordination of Distributed Services, Insti- theory, especially applications of coalgebras in tute for Mathematics and Computing Science, continuous-time control systems, in preparation RUG. to set-up a collaboration with MAS2 group. • F. Arbab, 25 February, Challenges seminar, LI- ACS, UL.

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• F. Arbab, 25 March and 1 April 2008: Lapp- • Member of the programme committee for The Top, special course for final year high-school 2nd IEEE International Symposium on Theo- students, LIACS, UL. retical Aspects of Software Engineering (TASE • F.S. de Boer. Deadlock Detection of Multi- 2008), 17–19 June, Nanjing, China. threaded Java Programs, UL (Lunch Collo- • Member of the programme committee for The quium), 2008. 6th International Workshop on Distributed • M.M. Bonsangue. Algebra, Coalgebra and and Mobile Collaboration (DMC 2008), 23–25 Logic, invited seminar for MAP-i students, June, Rome, Italy; satellite event of WETICE Minho, Averio and Porto Universities doctoral 2008. program, Portugal 12 February 2008. • Member of the programme committee for The • M.M. Bonsangue. Formal Methods at LIACS, second International Workshop on Software Challenges seminar, LIACS, 21 April 2008. Architecture Research and Practice (SARP 2008), special track of ICDT 2008, 29 June–5 July, Bucharest, Romania. Other professional activities • Member of the programme committee for The F. Arbab third International Conference on Software and Data Technologies (ICSOFT 2008), July 3– • Full professor at UL. 5 July, Porto, Portugal. • Member of the research programme commit- tee for NWO GLANCE (Global Computer • Member of the programme committee for the Science) funding programmed. 4 July–28 IEEE International Workshop on Autonomic November 2008: sabbatical, Information Tech- Service Discovery and Management (ASDM nology and Computer Science Dept., Univer- 2008), 8 July 2008, Hawaii, USA. siti Teknologi Petronas, Ipoh, Malaysia. • Member of the programme committee for The 7th International Workshop on the Founda- • Member of the steering committee for the First IPM/UNU Winter School on Foundations tions of Coordination Languages and Software and Trends in Computer Science (FTCS 2008), Architectures (FOCLASA 2008), 13 July, 2008, http://cs.ipm.ac.ir/FTCS08/), January Reykjavik, Iceland; satellite event of ICALP 31 January–10 February, Tehran, Iran. 2008. • Member of the programme committee for • Software Engineering track co-chair, The 13th International CSI Computer Conference (CS- The fifth International Workshop on Web Ser- ICC 2008), 9–11 March, Kish Island, Persian vices and Formal Methods (WS-FM 2008), 4– Gulf, Iran. 5 September, Milan, Italy; satellite event of the 6th International Conference on Business Pro- • Member of the programme committee for the cess Management (BPM 2008). Workshop on Optimization Issues in Grid and Parallel Computing Environments (IPC 2008), • Member steering committee and programme 3–6 June, Nicosia, Cyprus; satellite event of committee for Formal Aspects of Compo- HPCS 2008 and ECMS 2008. nent Software (FACS 2008), 10–12 September, Malaga, Spain. • Member of the steering committee for The first international conference on Foundations of • Member of the programme committee for The Informatics, Computing and Software (FICS 10th IEEE international conference on High 2008), 3–6 June, Shanghai, China. Performance Computing and Communica- tions (HPCC 2008), 25–27 September, 2008, • Member of the steering committee and pro- Dalian, China. gramme committee for The 10th International Conference on Coordination Models and Lan- • Member of the programme committee for The guages (Coordination 2008), 4–6 June, Oslo, sixth IEEE European Conference on Web Ser- Norway; member conference of DisCoTec vices (ECOWS 2008), 12–14 November, Dublin, 2008. Ireland. • Member of the programme committee for the International workshop on Harnessing Theo- F.S. de Boer ries for Tool Support in Software (TTSS 2008), • Full professor at UL. 15–16 June, Nanjing, China. • Member of the programme committees for Formal Methods (FM), Formal Methods

63 for Open Object-based Distributed System • Member of the programme committee of the (FMOODS, co chair), International Workshop 1st International workshop on Formal Verifi- on Formal Aspects of Component Software cation and Validation of Ubiquitous systems (FACS), and Corrent Trends in Theory and (ForVuUS 2008), 24–26 April, Busan, Korea Practice of Computer Science (SOFSEM, Foun- • Member of the programme committee of Con- dations of Computer Science). currency metHods: Issues aNd Applications • PhD associate supervisor (with co-promotor (CHINA 2008), a satellite workshop of the M. Bonsangue) of J.V. Jacob, (LIACS), and Petri Net 2008 conference, 24 June, 2008, Xi’an, member of his PhD graduation committee, China. November, 2008. • Member of the programme committee of the • Member of the IFIP W.G. 2.2 Working Group 3nd International Conference on Software and on Formal Description of Programming Con- Data Technologies (ICSOFT 2008), 5–8 July cepts. 2008, Porto, Portugal. • Member steering committee of the Interna- • Member of the programme committee of the tiona Symposium on Formal Methods for 2008 IEEE International Conference on Infor- Components and Objects. mation Reuse and Integration (IEEE IRI-08), 13–15 July 2008, Las Vegas, USA. M.M. Bonsangue • Member of the programme committee of the • Assistant professor at LIACS, UL. Service and Component-Based Software En- gineering Track (CBSE) of the 34th Euromicro • Chairman of the LIACS Institute Advisory Board (Instituteraad). Conference on Software Engineering and Ad- vanced Applications (SEAA), Parma, Italy, 3–5 • Member of the LIACS curriculum committee. September, 2008. • Member IPA, Dutch Graduate School Institute for Programming and Algorithmics. D. Clarke • Dutch coordinator with F.S. de Boer of the • Professor of theDistriNet research group in the NWO/DFG research projects MobiJ II : Asser- Department of Computer Science of the Uni- tional methods for mobile asynchronous chan- versity of Leuven (since September, 2008). nels in Java. • Member of the programme committee TOOLS • PhD associate supervisor of J. Jacob (LIACS), Europe 2008. and member of his PhD graduation committee, • Member of the programme committee for Eu- 13 November, 2008. ropean Symposium on Programming (ESOP • Member of the steering committee of the IFIP 08). conference FMOODS (Formal Methods for • Publicity Chair for ECOOP 2008. Open Object-based Distributed Systems) • Member of the steering committee of the J.J.M.M. Rutten FMCO symposium (Formal Methods for Com- • Full professor at VU. ponent and Objects) • Editor of proceedings series Electronic Notes • Editor of the Journal of Software, Academy in Theoretical Computer Science (ENTCS); Publisher. guest editor of journal Theoretical Computer • Guest editor of Theoretical Computer Science, Science (TCS); editor of book series Semantic Volume 410, issues 2-3, Elsevier Science, 2009. structures in computation, Kluwer Academic • Member of the programme committee of the Press Publishers; editor of electronic journal Coordination Models, Languages and Appli- Logical Methods in Computer Science (LMCS); cations Special Track of the 23rd ACM Sympo- editor of Scientific Annals of Computer Sci- sium on Applied Computing (SAC08), Fort- ence. aleza, Brazil, 16–20 March, 2008. • Chairman of the steering committee for the • Publicity chair and member of the program Coalgebraic Methods in Computer Science committee of 10th IFIP Intern. Conference on (CMCS) workshop series; (co)chairman of the Formal Methods for Open Object-based Dis- steering committee for the Conferences on Al- tributed Systems (FMOODS 2008), 4–6 June gebra and Coalgebra (CALCO); member of the 2008, Oslo, Norway. steering committee of FSEN (Fundamentals of Software Engineering).

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• Member of the British Engineering and Physi- 3 F. ARBAB,N.KOKASH,M.SUN (2008). To- cal Sciences Research Council (EPSRC). wards Using Reo For Compliance-Aware Busi- • Member of the programme committees for ness Process Modelling, in Leveraging Appli- CMCS 2008, AMAST 2008, GlobalComp 2008. cations of Formal Methods, Verification and • Member of the IFIP W.G. 2.2 Working Group Validation, Springer Berlin Heidelberg, 108 – on Formal Description of Programming Con- 123. cepts. 4 F. ARBAB,M.SUN (2008). Synthesis Of Con- nectors From Scenario-Based Interaction Specifi- M. Sun cations, in Proceedings of 11th International Symposium on Component Based Software • Programme committee member of the 2nd In- ternational Workshop on Harnessing Theories Engineering, CBSE ´ for Tool Support in Software (TTSS 2008), af- 08, vol. 5282 of Lecture Notes in Computer filiated with the 5th International Colloquium Science, Springer Berlin / Heidelberg, 114 – on Theoretical Aspects of Computing (ICTAC 129. 2008), 30 August, 2008, Istanbul, Turkey. 5L.S.B ARBOSA,J.N.OLIVEIRA,A.M.SILVA (2008). Calculating Invariants As Coreflexive • Steering committee member of the Interna- tional Workshop on Formal Aspects of Com- Bisimulations, in Proceedings of the Inter- ponent Software. national Conference on Algebraic Method- olody and Software Technology (AMAST, 2008), Springer. Awards and grants 6 F.S. DE BOER,E.ABRAHAM, W.P. DE ROEVER, M.STEFFEN (2008). A Deductive Proof System • Dave Clarke was awarded the ’Most Influen- tial Paper Award’ from OOPSLA, the ACM For Multithreaded Java With Exceptions, Fun- SIGPLAN International Conference on Object- damenta Informaticae : Annales Societatis Oriented Programming, Systems, Languages, Mathematicae Polonae, Series IV, 82, 4. and Applications. 7 F.S. DE BOER, F. ARBAB,L.ASTEFANOAEI, M.DASTANI,J.-J.C.MEYER, (2008), Reo Con- • The EU-FP7 IP project HATS was awarded in nectors As Coordination Artifacts In 2APL Sys- 2008. tems, in Intelligent Agents and Multi-Agent • The Archimate team has won the NAF- Systems, vol. 5357. Arachitectuurprijs. 8 F.S. DE BOER,L.ASTEFANOAEI (2008). • The ITEA Trust4All has won the ITEA Bronze Model-Checking Agent Refinement, in Inter- Achievement Award. national Joint Conference on Autonomous • Lacramioara Astefanoaei en Frank de Boer Agents and Multiagent Systems, vol. 2 of In- have won the best paper award of the 11th Pa- ternational Joint Conference on Autonomous cific RIM International Conference on Multi- Agents and Multiagent Systems, IFAAMAS. Agents. 9 F.S. DE BOER,L.ASTEFANOAEI,M.DAS- TANI,J.-J.C.MEYER (2008). A Verification Academic publications Framework For Normative Multi-Agent Sys- tems, in Intelligent Agents and Multi-Agent Articles in refereed journals and pro- Systems, Springer. ceedings 10 F.S. DE BOER,R.SCHLATTE,B.K.AICH- 1K.R.A PT, F. ARBAB,H.MA (2008). A Dis- ERNIG,E.BROCH JOHNSEN (2008). Testing tributed Platform For Mechanism Design, in Concurrent Objects With Application-Specific Proc. of International Conference on Com- Schedulers, in Lecture Notes in Computer Sci- putational Intelligence for Modelling, Con- ence, vol. 5160 of Lecture notes in computer trol and Automation, IEEE Society. science, Springer. 2 F. ARBAB,C.KOEHLER,Z.MARAIKAR, Y.- 11M.M.B ONSANGUE, F.S. DE BOER,A.GRUENER, J.MOON, J.M.P. PROENC¸ A, (2008), Modeling, M.STEFFEN (2008). Java Test Driver Gener- Testing And Executing Reo Connectors With The ation From Object-Oriented Interaction Traces, Eclipse Coordination Tools, in Proceedings of in Procedings of the 2nd International Work- FACS 2008. shop on Harnessing Theories for Tool Sup- port in Software (TTSS 2008), Electronic

65 Notes in Theoretical Computer Science, Else- Co-Operations, in Electronic Notes in Com- vier B.V., 1 – 14. puter Science, vol. 203 of Electronic Notes in 12M.M.B ONSANGUE,M.IZADI (2008). Recast- Theoretical Computer Science, Elsevier B.V., ing Constraint Automata Into Buchi Automata, 153 – 174. in Proceedings of the 5th International Col- 21H.M A (2008). Adaptive Agents For Sequential loquium on Theoretical Aspects of Comput- Vickrey Auctions With Homogeneous Goods, in ing (ICTAC 2008), vol. 5160 of Lecture Notes Proc. of International Conference on Com- in Computer Science, Springer Berlin / Hei- putational Intelligence for Modelling, Con- delberg, 156 – 170. trol and Automation, IEEE Society. 13M.M.B ONSANGUE,M.IZADI,D.CLARKE 22Z.M ARAIKAR,A.LAZOVIK, F. ARBAB (2008). Modeling Component Connectors: Syn- (2008). Building Mashups For The Enterprise chronisation And Context-Dependency, in Pro- With SABRE, vol. 5364 of Lecture notes in ceedings of the 6th IEEE International Con- computer science, Springer, 70 – 83. ferences on Software Engineering and For- 23M.N IQUI (2008). Coinductive Formal Reason- mal Methods (SEFM 2008), IEEE. ing In Exact Real Arithmetic, Logical Methods 14M.M.B ONSANGUE,J.J.M.M.RUTTEN, in Computer Science, 4, 3, 6. A.M.SILVA (2008). Coalgebraic Logic And 24M.N IQUI,O.TVERETINA (2008). Modu- Synthesis Of Mealy Machines, in Proceedings lar Development Of Hybrid Systems For Verifi- of the Conference on Foundations of Soft- cation In Coq, in Proceedings of the Hybrid ware Science and Computation Structures Systems: Computation and Control 2008 (FOSSAC, 2008), vol. 4962 of Lecture Notes (HSCC, 2008), vol. 4981 of Lecture Notes in in Computer Science, Springer Berlin / Hei- Computer Science, Springer Berlin / Heidel- delberg, 231 – 245. berg, 638 – 641. LARKE ROENCA AZOVIK 15D.C , J.M.P. P ¸ ,A.L , 25 J.M.P. PROENC¸ A,D.G.CLARKE, (2007), F. ARBAB (2008). Deconstructing Reo, in Pro- Coordination Models Orc And Reo Compared, ceedings of the International Workshop on in Proceedings of the International Work- the Foundations of Coordination Languages shop on the Foundations of Coordination and Software Architecture (FOCLASA, Languages and Software Architecture (FO- 2008), Elsevier. CLASA), Elsevier. 16H.H.H ANSEN (2008). Coalgebraising Subse- 26J.J.M.M.R UTTEN (2008). Rational Streams quential Transducers, in Proceedings of the 9th Coalgebraically, Logical Methods in Comput- Workshop on Coalgebraic Methods in Com- ers Science, 4, 3. puter Science, vol. 203 of Electronic Notes in 27M.S UN (2008). Services And Contracts: Coal- Theoretical Computer Science, Elsevier B.V., gebraically, Electronic Notes in Theoretical 109 – 129. Computer Science, 212, 207 – 223. 17M.M.J AGHOURI, F.S. DE BOER, T. CHOTHIA, 28M.S UN, F. ARBAB (2008). Qos-Driven Service D.LONGUET (2008). Schedulability And Com- Selection And Composition, in Proceedings of patibility Of Asynchronous Objects, in pRO- 8th International Conference on Application CEEDINGS OF Real-Time Systems sympo- of Concurrency to System Design, ACSD’08, sium, IEEE. IEEE Press, 160 – 169. 18C.K OEHLER, F. ARBAB, E.P. DE VINK (2008). Reconfiguration Distributed Reo Con- 29M.S UN,L.S.BARBOSA (2008). A Coalgebraic nectors, in Proceedings of the International Semantic Framework For Reasoning About UML Workshop on Algebraic Development Tech- Sequence Diagrams, in Proceedings of the 8th niques (WADT, 2008), Lecture Notes in Com- International Conference on Quality Soft- puter Science, Springer Berlin / Heidelberg. ware, QSIC’08, IEEE Computer Society, 17 – 26. 19C.K OEHLER, D.F. DE OLIVEIRA COSTA, J.M.P. PROENC¸ A, F. ARBAB, (2008), Re- 30N.Z HANG,X.JU,M.SUN (2008). Garden: configuration Of Reo Connectors Triggered By An Integrated DSL Development Environment, Dataflow, vol. 10 of Electronic Communica- Science in China, 38, 12, 2084 – 2098. tions of the EASST. 31L.Z HOU,H.ZHANG, T. WANG,C.YANG, 20C.A.K UPKE,J.J.M.M.RUTTEN (2008). Ob- Z.WANG,M.SUN,G.PU (2008). Static servational Coalgebras And Complete Sets Of Check Of WSCDL Documents, in Proceedings

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of 4th IEEE International Symposium on Computer Science, Springer Berlin / Heidel- Service-Oriented System Engineering, 2008. berg. SOSE’08, IEEE Computer Society, 142 – 147. 2D.G OLDIN, F. ARBAB, eds. (2008). Post- Proceedings Of The Second International Work- Book chapters shop On The Foundations Of Interactive Compu- 1E.B IERMANN,K.EHRIG,C.ERMEL,C.KOEHLER, tation, vol. 203 of Electronic Notes in Theoret- G.TAENTZER (2008). The EMF Model Trans- ical Computer Science, Elsevier B.V. formation Framework, vol. 5088 of Lecture Notes in Computer Science, Springer Berlin PhD theses / Heidelberg. 1 J.F.JACOB, (2008). Domain Specific Modeling Books And Analysis, Universiteit Leiden, 08-11-13. Supervisor: F.S. de Boer, associate supervi- A EUNG Bidding Strate- 1H.M , H.-F. L (2008). sor: M.M. Bonsangue. gies In Agent-Based Continuous Double Auc- tions, Whitestein Series in Software Agent CWI reports Technologies and Autonomic Computing, 1 SEN-R0802. J.M.P. PROENC¸ A,D.G.CLARKE, Springer. Coordination Models Orc And Reo Compared. Edited volumes 2 SEN-R0803. D.G. CLARKE, T. WRIGSTAD, ¨ 1M.M.B ONSANGUE, F.S. DE BOER,S.GRAF, J. OSTLUND,E.B.JOHNSEN, Minimal Owner- W.P. DE ROEVER, eds. (2008). 6th Iterna- ship For Active Objects. tional Symposium On Formal Methods For Com- 3 SEN-R0806. M. NIQUI, Coalgebraic Reasoning ponents And Objects (FMCO 2007) – State-Of- In Coq: Bisimulation And Lambda-Coiteration The-Art Survey, vol. 5382 of Lecture Notes in Scheme.

Computational Intelligence and Multi-agent Games – SEN4 Group leader: J.A. La Poutr´e

Mission The group works on the combination of computational intelligence techniques (like evolutionary algo- rithms, adaptive algorithms, neural networks, graphical models, and hybrid heuristics) and decentral- ized systems (like multi-agent systems) with the problem areas of multi-agent games and optimization. Multi-agent Games: Learning Agents and Game Design Interactions between self-interested agents in a multi-agent systems are often modelled by (noncoopera- tive) games, like negotiations, auctions, social dilemma games (prisoner’s dilemma), and market games. Also, a prominent feature of an agent in such a system is the ability to learn. This forms a growing field in computer science. Such competitive games are applicable in domains with decentralized decision making and coordination, like e-business, transportation logistics, health care planning, decentralized management of electricity networks, distributed recommendation, and economics. Computational intel- ligence techniques are investigated, in order to build the internals of learning software agents as well as to simulate multi-agent systems. Among others, focus areas are the following: 1. Intelligent algorithms and learning strategies for agents participating in competitive games. 2. Design and simulation of market games (market mechanisms, negotiations) in multi-agent systems (for e-business applications or socio-economic simulations). Computational Intelligence Techniques Fundamental research on computational intelligence techniques is also performed in the more conven- tional problem domains of optimization and classification. Here, the emphasis is on the mere develop-

67 ment of these techniques, which in addition facilitates other research activities, like for multi-agent sys- tems. Special attention is given to evolutionary algorithms, like on: EDAs (estimation of distribution algo- rithms), on-line optimization problems with forecasting, and problems arising from multi-agent systems. Research is also performed on foresighted multi-agent reinforcement learning and spiking neural net- works. Research aspects include learning rules, noncooperative games, and credit assignment.

MSC or CR classification I.2, I.5, I.6, J.4, F.2, G.1, 91H

Subgroups and subgroup leaders Name Leader SEN4.1 – Evolutionary Systems J.A. La Poutre´ SEN4.2 – Neural Networks and Discrete Algorithms J.A. La Poutre´

Staff of SEN4 Name Position Fte In Out Projects Bohte SM Researcher 0.90 1998-05-16 P2402 (p. 69); P2410 (p. 69); P2425 (p. 69); P2428 (p. 70); P2427 (p. 70) Bosman P Researcher 1.00 2004-11-01 2008-10-31 P2401 (p. 68); P2427 (p. 70) Noot H Scientific 1.00 1973-08-01 programmer La Poutre´ JA Group leader 0.82 1997-09-01 P2401 (p. 68); P2410 (p. 69); P2428 (p. 70); P2414 (p. 70); P2413 (p. 70); P2427 (p. 70) Robu V PhD student 1.00 2003-10-01 2009-03-31 P2401 (p. 68); P2428 (p. 70); P2414 (p. 70) Vermeulen IB PhD student 1.00 2004-02-01 2009-01-31 P2401 (p. 68); P2410 (p. 69) Wu M PhD student 1.00 2006-03-01 2010-02-28 P2413 (p. 70) Seconded Angelov S (TUE) Researcher 0.09 Amman H (TUE) Adviser 0.10 2006-12-31 Weerdt M de (TUD) Researcher 0.20 P2401 (p. 68)

Scientific report PhD research Name Page(s) Highlights V. Robu 68, 70 • Research was started on green energy. A I.B. Vermeulen 69 project dealing with increasing decentral- M. Wu 70 ized generation thereof was funded in the IOP EMVT program (SenterNovem). Project reports • La Poutr´e was appointed in the Scientific Di- rectorate of Dagstuhl and the computer sci- Number P2401 ence advisory board of the Lorentz Centre, Subgroup SEN4.1 and reappointed as chair of the IEEE Techni- Title FREA – Fundamental research on eco- cal Committee on Computational Finance and nomic agents and on evolutionary Economics. algorithms • Cooperation started with INRIA on computa- tional intelligence and multi-agent systems.

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Period indefinite ued on foresighted Multi-Agent Reinforcement Leader J.A. La Poutre´ Learning algorithms that let an agent explicitly Staff A.K. Hutzschenreuter (TUE), P.A.N. account for reactive behaviour of other agents Bosman, M. de Weerd, V. Robu in a multi-agent system. Agents using these ad- Funding basic vanced Reinforcement Learning algorithms were Progress report. The research is concerned with shown to be able to learn to cooperate in systems the efficient scheduling of patients to be ad- with many competing agents, if joint coopera- mitted to a hospital. In this context, the man- tion is the long-term most profitable strategy, agement of resources in a hospital is a major and computational experiments were extended. managerial issue, especially due to the complex (Bohte, ’t Hoen, La Poutr´e). and often stochastic - relationship between re- Research was continued on economic mod- sources, utilization and patient throughput for els for message passing by networks of for-profit different patient groups. A well-designed hos- self-interested agents. Particular attention was pital resource optimization allocates these re- paid to the incentive structure of information sources such that it achieves simultaneously a markets with middlemen and various models high patient throughput at low resource costs were developed. (Bohte, La Poutr´e). and back-up capacity usage. Our approach to the optimization of the hospital resource allo- Number P2410 cation was to use an evolutionary algorithm in Subgroup SEN4.1 combination with a simulation tool developed Title MIA – Medical Information Agent Period 1–2–2004–31–1–2009 earlier. The work was conducted in collabora- Leader J.A. La Poutre´ tion with the Catharina Hospital in Eindhoven. Staff I. Vermeulen, S.M. Bohte Recently, we started to investigate forecasting Funding AMC funding and ToKeN2000 NWO methods to predict resource usage at a hospital (NWO project funding) unit depending on the patient admission mix. Partners AMC (Academic Medical Centre - De- (Hutzschenreuter, Bosman, La Poutr´e). Also, re- partment of Quality Assurance and search was performed on decentralized man- Process Innovation), UM - Computer agement of electricity networks (power grids). Science Dept (FdAW) Important aspects of electricity network manage- Progress report. In the Medical Information ment are e.g. stability, dealing with dynamic de- Agent (MIA) project, research is carried out on mand and supply, efficiency, and avoiding excess distributed approaches for dynamic patient ap- wear of cables. A first test-bed was developed pointment scheduling in hospitals. Efficient for the effect of price-discrimination between scheduling of patient appointments on expen- areas which are connected to a power network sive resources is a complex and dynamic task. on power flows in that network. The focus is on A resource is typically used by several patient the so-called intermediate-voltage networks. By groups. To service these groups, resource capac- incorporating different pricing strategies and ob- ity is allocated per group, explicitly or implicitly. jectives one can study the effect of the one on the Importantly, due to fluctuations in demand, for other. (Noot, Bohte, La Poutr´e). the most efficient use of resources this allocation must be flexible. We designed an efficient yet Number P2402 Subgroup SEN4.1 flexible patient scheduling method to trade-off Title FRNN – Fundamental research on neu- local resource efficiency against fulfilling patient ral networks preferences. We show that this scheduling ap- Period indefinite proach is highly effective and allows a hospital Leader J.A. La Poutre´ to set a desired level of efficiency versus fulfilled Staff S.M. Bohte patient preferences. We additionally consider Funding basic (project funding) the online problem of scheduling combination appointments for outpatients. In our research Progress report. The research has been carried we cooperate with the AMC academic hospital out on foresighted Multi-Agent Reinforcement in Amsterdam. (Vermeulen, Bohte, La Poutr´e, Elk- Learning algorithms, that let an agent explicitly huizen (AMC), Bakker (AMC)). account for reactive behavior of other agents in a multi-agent system. Research has been contin-

69 Number P2425 Subgroup SEN4.2 Progress report. Research was carried out on the Title Scalable Reinforcement Learning and Information Processing with Timed problem of exposure to risk that agents with spikes in Scalable Networks of Spiking complementary valuations face when bidding Neural networks in sequential auctions. We examined how op- Period 1–5–2004–30–4–2008 tions mechanisms, in particular priced options, Leader S.M. Bohte could help solve this problem. We extend the Staff - previous literature on the topic, by studying Funding Veni Innovative Research Program how options should be priced, in order to pro- (NWO project funding) vide a sufficient incentive for both buyers and Partners None sellers to use this mechanism. The model was Progress report. In joint work with Dr Paugam- tested (through simulations) in a wide variety of Moisy of INRIA, an overview of the state-of-the- market scenarios, involving sequential auctions. art in spiking neural networks was contributed (Robu, La Poutr´e,L. Mous (EUR)). as a book-chapter in the Handbook of Computa- tional Intelligence. (Bohte). Number P2413 Subgroup SEN4.1 Title TaCoNa – Task Coordination for Non- Number P2428 cooperative Agents Subgroup SEN4.2 Period 1–3–2006–28–02–2010 Title Socially Structured User Behavior and Leader J.A. La Poutre´ Externalities in Sponsored Search Auc- Staff M. Wu tions Funding Open Competition NWO (NWO project Period 1–1–2007–31–12–2008 funding) Leader S.M. Bohte, J.A. La Poutre´ Partners TUD Staff V. Robu Funding Microsoft Research Grant Microsoft Progress report. Research was carried out on (Contract research) designing negotiation mechanisms to solve re- Partners PNA1 (Markakis and Immorlica) source/task allocation problems. We proposed Progress report. Based on the data contributed a general multi-player multi-issue negotiation by Microsoft, the structure of paid-for-clicks was model and analyzed its game-theoretic proper- researched. It was shown that many aspects of ties. Our model combines multi-issue negotia- scale-free networks underly the data. Such find- tion and multilateral negotiation, both of which ings can form the basis for validating and evalu- are research focuses in this area. We investigated ating many aspects of bidding-algirithms in this the negotiation strategies for players under in- market, in particular when algorithms try to ex- complete information settings. The derivation tract information on so-called “externalities” (the of the strategies is a recursive procedure inter- effect that the presence of other advertisements twined with players learning from each other. have on the value of one’s own advertisement). (Wu, La Poutr´e,De Weerd). Additionally, based on the click-through-data, a In cooperation with researchers of TUD, new method for clustering advertiser-relevant we also proposed a solution direction that uses keywords was devised. (Bohte, Robu, La Poutr´e) the negotiation to solve appearing conflicts in (pre)scheduling. We treat time as one of the Number P2414 negotiation issues and use the negotiation and Subgroup SEN4.1 local scheduling iteratively to pursue a global Title DIACoDeM – Distributed Implemen- scheduling target. (Wu, La Poutr´e,De Weerd, Wit- tations of Adaptive Collective Decision teveen (TUD), Yadati (TUD)). Making – SEN4 Period 1–10–2006–31–3–2009 Number P2427 Leader J.A. La Poutre´ Subgroup SEN4.1 Staff V. Robu Title BRICKS/IS3 – Decision Support Sys- Funding BRICKS/FOCUS NWO (NWO project tems for Logistic Networks and Supply funding) Chain Optimization – SEN4 Partners Joint project of PNA1 (P1146), SEN3 Period 1–1–2004–31–12–2009 (P2316) and SEN4 (P2414)

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Leader J.A. La Poutre´ Organization of conferences and Staff P.A.N. Bosman, S.M. Bohte Funding Bsik (Other project funding) workshops Partners TUE, UT, UU • First International Workshop on Agent- Progress report. Research on the design and ap- based Complex, Automated Negotiations plication of computational intelligence methods (ACAN’08), organised at AAMAS’08 (Co- for solving problems in logistics was performed. organiser (co-chair): Robu). The main focus is on dynamic problems where • Tenth International Workshop on Agent- the situation changes while the problem is be- Mediated Electronic Commerce (AMEC X), ing solved. Particular problems under study Portugal (Program co-chair: La Poutre).´ are vehicle routing and inventory management. This calls for methods that are capable of plan- Lectures ning adaptively with time. A specific area of interest lies in the design of methods that ”think Major invited lectures ahead” (i.e. perform anticipation) so as to ob- • Market Mechanisms for Decentralized Control tain better results in planning. The underlying and Allocation of Energy, LNMB/NGB Semi- computational intelligence method of choice for nar on Operations Research and Energy (Jan- optimization is the estimation-of-disribution al- uary 17th, Lunteren) (La Poutr´e). gorithm (EDA). (Bosman, La Poutr´e). • Tutorial Agent-Mediated Electronic Negotia- Simultaneously, fundamental research into tion at the Sixth International Conference on EDAs is performed to further advance the state- Autonomous Agents and Multi-agent Systems of-the art in this area. Current work concerns (AAMAS, May) (Robu, La Poutr´e). algorithmic efficiency enhancement techniques • The complex dynamics of collaborative tag- for the use of normal distributions in real-valued ging and sponsored search markets, at Social EDAs. This includes speeding up optimiza- Web Communities, Dagstuhl, September ’08, tion along slopes, preventing premature con- Robu. vergence by automatic detection of local search • Using options with set exercise prices to re- space configurations, and reducing the number duce bidder exposure in sequential auctions, of required solutions in the population to ensure at Multiagent Planning Systems, Dagstuhl, proper conditions of the parameters of the esti- November, Robu. mated probability distribution. (Bosman) Problems in medial logistics were inves- tigated, in the context of the MIA and FREA Other professional activities project. (Bohte, Bosman, La Poutr´e). S.M. Bohte • Member of the editorial board of The Open In- Societal aspects and knowledge formation Systems Journal, Bentham Science transfer Publishers. • Member of the editorial board of The Artificial Projects with partners in public and Intelligence Journal, Bentham Science Publish- private sector ers. • Member of the program committee of the In- • Medical Information Agent (p. 69). ternational Conference on Agents and Artifi- • Distributed Implementations of Adaptive Col- lective Decision Making (p. 70). cial Intelligence (ICAART) 2009. • Task Coordination for Non-cooperative Agents (p. 70). P.A.N. Bosman • Decision Support Systems for Logistic Net- • Project manager of Bsik project Basic Research works and Supply Chain Optimization (p. 70). in Informatics for Creating the Knowledge So- ciety (BRICKS). Contract research • Project leader of BRICKS-IS3 project: Decision • Socially Structured User Behavior and Exter- Support Systems for Logistic Networks and nalities in Sponsored Search Auctions (p. 70) Supply Chain Optimization (IS3). • Medical Information Agent (p. 69)

71 • Reviewer for Evolutionary Computation, IEEE • External evaluator and opponent for the PhD Transactions on Evolutionary Computation, thesis by V. Tirronen, University of Jyvaskyl¨ a,¨ IEEE Transactions on Systems, Man, and Cy- Finland. bernetics. V. Robu • Programme committee member of the Paral- lel Problem Solving from Nature conference • Co-organiser (co-chair): First International PPSN-X. Workshop on Agent-based Complex, Auto- mated Negotiations (ACAN’08), organised at • Programe committee member of the IEEE Congress on Evolutionary Computation CEC- AAMAS’08. 2008. • Member of the programme committee 7th In- ternational Joint Conference on Autonomous • Programme committee member of the EDA track of the Genetic and Evolutionary Compu- Agents and Multi Agent Systems (AAMAS). tation Conference GECCO-2008. M.M. de Weerd • Programme committee member of the Sec- • Member of the programme committee 6th In- ond European Workshop on Evolutionary ternational Joint Conference on Autonomous Computation in Transportation and Logistics Agents and Multi Agent Systems (AAMAS) EvoTRANSLOG-2008. and the BNAIC conference. J.A. La Poutr´e • Organizer of the multiagent planning work- shop (at ICAPS’08). • Full professor at TUE. • Tutor for the European Agent Systems Sum- • Member of the editorial boards for ACM mer School (EASSS summer school ’08). Transactions on Internet Technology (ACM • Research fellow of SIKS and TRAIL research TOIT), Netnomics, and Computational Man- school. agement Science (CMS). • Organizer of National Agent colloquium (by • Chair of the IEEE Computational Finance and TUD, CWI, UU). Economics Technical Committee (CFE TC) of the IEEE Computational Intelligence Society (CIS), for the year 2008. Awards and grants • Member of the Scientific Directorate of Schloss • The project IDeaNeD (Intelligent and Decen- Dagstuhl, Germany. tralized Management of Electricity Networks • Member of the programme Board for Com- and Data) was awarded a grant in the IOP puter Science of the Lorentz Center, the Inter- EMVT program (SenterNovem). national Center for Workshops in the Sciences, Leiden. Academic publications • Member of the programme advisory commit- tee (PMJ) for the Scientific Research and Docu- Articles in refereed journals and pro- mentation Centre (WODC) of the Dutch Min- ceedings istry of Justice. 1S.A NGELOV, P.W. P.J. GREFEN (2008). An • Supervisor of the master’s theses of L. Mous E-Contracting Reference Architecture, Journal (EUR) and B. van der Heijden (TUE). of Systems and Software, 81, 11, 1816 – 1844. • Programme co-chair of the Tenth Interna- 2S.A NGELOV, P.W. P.J. GREFEN (2008). Sup- tional Workshop on Agent-Mediated Elec- porting The Diversity Of B2B E-Contracting tronic Commerce (AMEC X). Processes, International Journal of Electronic • Member of the Senior programme commit- Commerce, 12, 4, 39 – 70. tees of the Seventh International Joint Confer- 3S.A NGELOVETAL. (2008). Towards A ence on Autonomous Agents and Multi Agent Method For The Evaluation Of Reference Ar- Systems (AAMAS 2008) and the 2008 IEEE chitectures: Experiences From A Case, in Soft- Congress on Evolutionary Computation (CEC ware Architecture, Second European Confer- 2008). ence, ECSA 2008 Paphos, Cyprus, September • Member of the PhD committees of M. Mes 29-October 1, 2008 Proceedings, vol. 5292 of (UT), G. Jonker (UU), L.M.M. Braun (UM), K. Lecture Notes in Computer Science, Springer Boer-Sorban (EUR), V. Pronk (TUE). Berlin / Heidelberg, 225 – 240.

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4 P.A.N. BOSMAN,J.GRAHL (2008). Matching ceedings of the Belgium-Netherlands Con- Inductive Search Bias And Problem Structure In ference on Artificial Intelligence (BNAIC, Continuous Estimation-Of-Distribution Algo- 2008), Proceedings of Belgium-Netherlands rithms, European Journal of Operational Re- Conference on Artificial Intelligence, BNVKI, search, 185, 3, 1246 – 1264. 345 – 346. 5 P.A.N. BOSMAN,J.GRAHL,D.THIERENS 13H.N OOT, V. ROBU,J.A.LA POUTRE´, W.-J. (2008). Enhancing The Performance Of Maximum- VAN SCHIJNDEL (2008). A Multi-Agent Plat- Likelihood Gaussian EDAs Using Anticipated form For Auction-Based Allocation Of Loads In Mean Shift, in Parallel Problem Solving from Transportation Logistics (Demonstration Paper), Nature - PPSN X, vol. 5199 of Lecture Notes in Proceedings of the International Joint Con- in Computational Science and Engineering, ference on Autonomous Agents and Mul- Springer, 133 – 143. tiagent Systems (AAMAS, 2008), vol. 2008 6 P.A.N. BOSMAN,J.GRAHL,D.THIERENS of International Joint Conference on Au- (2008). Enhancing The Performance Of Maximum- tonomous Agents and Multiagent Systems, Likelihood Gaussian EDAs Using Anticipated IFAAMAS, 1699 – 1700. Mean Shift, in Proceedings of BNAIC 2008, 14L.R.P LANKEN,M.M. DE WEERDT, R.P.J. the twentieth Belgian-Dutch Artificial Intel- VAN DER KROGT (2008). P3c: A New Algo- ligence Conference, Belgian-Dutch Artificial rithm For The Simple Temporal Problem, in Pro- Intelligence Conference, Universiteit Twente, ceedings of the International Conference 285 – 286. on Automated Planning and Scheduling 7H.D AWID,J.A.LA POUTRE´,X.YAO (2008). (ICAPS), AAAI Press, 256 – 263. Computational Intelligence In Economic Games 15 V. ROBU,J.A.LA POUTRE´ (2008). Design And Policy Design, IEEE Computational Intel- Of Bidding Strategies Strategies In Sequential ligence Magazine, 3, 4, 22 – 26. Auctions For Risk-Averse Agents: A Theoreti- 8A.K.H UTZSCHENREUTER, P.A.N. BOSMAN, cal And Experimental Investigation, in Proceed- I.BLONK-ALTENA,J. VAN AARLE,J.A. ings of the International Workshop on Agent LA POUTRE´ (2008). Agent-Based Patient Ad- Mediated Electronic Commerce (AMEC, mission Scheduling In Hospitals, in Proceed- 2007). ings of the 7th International Conference on 16 V. ROBU,H.NOOT,J.A.LA POUTRE´, W.-J. Autonomous Agents and Multiagent Sys- VAN SCHIJNDEL (2008). An Interactive Plat- tems (AAMAS 2008) - Industrial and Appli- form For Auction-Based Allocation Of Loads cations Track, ACM, 45 – 54. In Transportation Logistics, in Proceedings 9A.K.H UTZSCHENREUTER, P.A.N. BOSMAN, of the Autonomous Agents and Multiagent I.BLONK-ALTENA,J. VAN AARLE,J.A. Systems (AAMAS, 2008), vol. 2008 of Inter- LA POUTRE´ (2008). Agent-Based Patient Ad- national Joint Conference on Autonomous mission Scheduling In Hospitals, in Proceed- Agents and Multiagent Systems, IFAAMAS, ings of the 7th international joint conference 3 – 10. on Autonomous agents and multiagent sys- 17I.B.V ERMEULEN,S.M.BOHTE´,S.G.ELK- tems: industrial track, International Founda- HUIZEN, P.J.M. BAKKER,J.A.LA POUTRE´ tion for Autonomous Agents and Multiagent (2008). Decentralized Online Scheduling Of Systems Richland, SC, 45 – 52. Combination-Appointments In Hospitals, in 10 R.P.J. VAN DER KROGT,M.M. DE WEERDT, Proceedings of the Eighteenth International Y. ZHANG (2008). Of Mechanism Design And Conference on Automated Planning and Multiagent Planning, in Proceedings of the Scheduling (ICAPS 2008), AAAI Press, 372 – 18th European Conference on Artificial Intel- 379. ligence (ECAI-08), IOS Press, 423 – 427. 18C.Y ADATI,C.WITTEVEEN, Y.Q. ZHANG, 11L.M OUS, V. ROBU,J.A.LA POUTRE´ (2008). M.WU,J.A.LA POUTRE´ (2008). Autonomous Can Priced Options Solve The Exposure Problem Scheduling, in Proceedings of the Foun- In Sequential Auctions?, SIGecom Exchanges, dations of Computer Science (FCS 2008), 7, 2, 9. CSREA Press, 73 – 79. 12L.M OUS, V. ROBU,J.A.LA POUTRE´ (2008). 19C.Y ADATI,C.WITTEVEEN, Y.Q. ZHANG, A Priced Options Mechanism To Solve The Ex- M.WU,J.A.LA POUTRE´ (2008). Autonomous posure Problem In Sequential Auctions, in Pro- Scheduling With Unbounded And Bounded

73 Agents, in Proceedings of the Multiagent Sys- Advances in Computational Intelligence in tem Technologies. 6th German Conference, Transport, Logistics, and Supply Chain Man- MATES 2008 (), Springer, 195 – 206. agement, A. Fink, F. Rothlauf, eds., vol. 144 of Studies in computational intelligence, Articles in unrefereed journals and Springer, 185 – 208. proceedings 3J.G RAHL,S.MINNER, P.A.N. BOSMAN 1A.B ALDASSARRI,A.BARRAT,A.CAPOCCI, (2008). Learning Structure Illuminates Black H.HALPIN,U.LEHNER,J.RAMASCO, Boxes: An Introduction Into Estimation Of V. ROBU,D.TARABORELLI (2008). The Distribution Algorithms, in Advances in Berners-Lee Hypothesis: Power Laws And Metaheuristics for Hard Optimization, Group Structure In Flickr, in Dagstuhl, vol. 08391 Z. Michalewicz, P. Siarry, eds., Natural Com- of Dagstuhl Seminar Proceedings, Interna- puting Series, Springer, 365 – 396. tionales Begegnungs- und Forschungszen- 4R.S TRANDERS,M.M. DE WEERDT,C.WIT- trum fuer Informatik (IBFI), Schloss Dagstuhl, TEVEEN (2008). Fuzzy Argumentation For Germany. Trust, in Computational Logic in Multi- Agent Systems, F. Sadri, K. Satoh, eds., Book chapters Springer-Verlag Berlin Heidelberg, first ed., 1 P.A.N. BOSMAN,E. DE JONG (2008). Adap- 214 – 230. tation Of A Success Story In GAs: Estimation- 5I.B.V ERMEULEN (2008). Dynamische Opti- Of-Distribution Algorithms For Tree-Based Op- malisatie Van Pati¨entenplanning, in VMBI jaar- timization Problems, in Success in Evolution- boek 2008, VMBI, first ed. ary Computation, A. Yang, Y. Shan, eds., vol. 92 of Studies in computational intelli- CWI reports gence, Springer, 3 – 18. 1 SEN-R0804. P.J. ’T HOEN,S.M.BOHTE´,J.A. 2 P.A.N. BOSMAN,J.A.LA POUTRE´ (2008). LA POUTRE´, Foresighted Policy Gradient Rein- Online Transportation And Logistics Using forcement Learning: Solving Large-Scale Social Computationally Intelligent Anticipation, in Dilemmas With Rational Altruistic Punishment.

Distributed Multimedia Languages and Infrastructures – SEN5 Group leader: D.C.A. Bulterman

Mission In spite of the enormous popularity of distributed media sharing, the languages and user interfaces available to dynamically combine media objects and to create new, derivative collections of media are in their infancy. In this problem space, the DMLI research group within the cluster Software Engineering studies temporal specification languages, declarative interaction models and distributed media deliv- ery and rendering architectures. Combining both analytic and experimental approaches, DMLI studies models for the temporal combination and navigation through heterogeneous media objects, interactive media object synthesis based on socially-driven service-oriented architectures and low-level distribution of media content on non-monolithic, distributed rendering architectures. Our work is framed across the application domains of internet and mobile media access and of distribution via interactive digital tele- vision systems. We also invest a substantial effort on the specification of media languages with the W3C standardization process.

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MSC or CR classification H.4.3, H.5.1, I.7.2

Staff of SEN5 Name Position Fte In Out Projects Blom CL Scientific 1.00 1983-09-01 P2527 (p. 76) programmer Bulterman DCA Group leader 1.00 2002-01-01 P2524 (p. 75); P2521 (p. 76); P2522 (p. 76); P2527 (p. 76); P2528 (p. 77) Cesar Garcia PS Researcher 1.00 2005-11-01 2011-10-31 P2524 (p. 75); P2521 (p. 76); P2527 (p. 76); P2528 (p. 77) Gao B Researcher 1.00 2007-05-01 2012-12-31 P2521 (p. 76) Guimaraes RL PhD student 1.00 2007-07-01 2011-06-30 P2527 (p. 76) Jansen AJ Scientific 1.00 2002-01-01 P2522 (p. 76); P2527 (p. 76) programmer Kuijk AAM Researcher 0.80 2004-07-01 P2527 (p. 76); W3C Benelux Office Vaishnavi I PhD student 1.00 2006-04-01 2010-03-31 P2521 (p. 76); P2528 (p. 77) Seconded Mullender SJ (UT) Advisor 0.20 2008-01-01 2010-12-31

Scientific report Staff D.C.A. Bulterman, P.S. Cesar Funding EU/Integrated Project Telematica Insti- Highlights tuut (Telematica Instituut) • Best paper award, EuroITV 2008 (Cesar, Bul- Partners France Telecom, Alcatel-Lucent terman, Jansen, et al.). Progress report. SPICE addresses the still un- • Best paper award, ACM DocumentEngineer- solved problem of designing, developing and ing 2008 (Jansen, Bulterman). putting into operation efficient and innovative • Best paper in track, ACM Multimedia 2008 mobile service creation/execution platforms for (Cesar, Bulterman, Jansen, et al.). networks beyond 3G. • Best paper 2008, ACM Special Interest Group Within this project, SEN5 addresses session on Multimedia (Cesar, Bulterman, Jansen, et mobility and non-monolithic rendering of mul- al.). timedia content. Our work on session mobility • Publication of W3C SMIL 3.0 Recommenda- studies the means to deliver multimedia con- tion (Bulterman, co-chair) tent to end-users taking into account context, • D.C.A. Bulterman appointed full professor at location, and personal situation. Our work on Free University, Amsterdam. non-monolithic rendering engines studies the problems of migrating content streams across PhD research a collection of dynamic connections to a wide Name Page(s) range of personal and group devices. The base B. Gao 76 of our content rendering is the open source Am- R. Laiola Guimaraes˜ 76 bulant player, developed within our group at I. Vaishnavi 76 CWI. During 2008 we finalized the implemen- tation work by extending the Ambulant player Project reports with session mobility functionality and by incor- Number P2524 porating a non-monolithic rendering engine. In Subgroup SEN5 addition, we released the MDCS (Multimodal Title SPICE – Service Platform for Innovative Delivery and Control System) as an open-source Communication Environment project. The MDCS is a component within the Period 1 March 2006–30 June 2008 SPICE service platform that controls the deliv- Leader P.S. Cesar ery of particular interactive multimedia services

75 to particular users, based on the available re- the SPICE, TA2, Passepartout and the Ambulant sources. It enforces these decisions through non- II projects. monolithic rendering, multimodal interaction and session mobility. The MDCS provides a sin- Number P2522 gle point of access for services wanting to deliver Subgroup SEN5 their user interface in a multimodal fashion. Fi- Title AMBULANT II nally, a number of publications have resulted Period 1 October 2004–31 December 2008 Leader D.C.A. Bulterman. from the work performed in SPICE. The most Staff D.C.A. Bulterman, A.J. Jansen representatives include Multimedia Adaptation Funding Stichting Nlnet (Contract research) in Ubiquitous Environments: Benefits of Struc- Partners None tured Multimedia Documents and Delivering Interactive Multimedia Services in Dynamic Per- Progress report. The Ambulant-II project stud- vasive Computing Environments presented in ies the specification and implementation of a ACM Document Engineering 2008 and the In- new generation of media players based on the ternational Conference on Ambient and Media needs of the mobile and high-end production Systems 2008, respectively. At the final EU re- communities. The Ambulant player is a fully view, the project obtained the highest possible configurable, open source distributed rendering evaluation score from the review committee. engine. It serves as the basis for our experimen- tal work on developing non-monolithic renders: Number P2521 configurations of light-weight media render- Subgroup SEN5 ing devices that can be configured on-demand, Title BRICKS/PDC-3 – Network Infrastruc- based on the context in which a particular me- ture Support for Convergent Interactive dia presentation is accessed. The work in this Media project has allowed us to complete the SMIL 3.0 Period 1 January 2004–31 December 2009 international standardization activities via W3C. Leader D.C.A. Bulterman We have been able to provide substantial lan- Staff D.C.A. Bulterman, P.S. Cesar, B. Gao, I. Vaishnavi guage additions (being the editors of three out Funding Bsik (Other project funding) of the five new specification sections), and the Partners None development of the SMIL 3.0 reference architec- ture and mobile players has attracted substantial Progress report. The BRICKS PDC-3 project stud- visibility and the ability to join new project con- ies the end-to-end modelling of distribution net- sortia, including SPICE, TA2 and iNEM4U. works for the efficient transfer of multimedia information in a heterogeneous environment. Number P2527 The focus of our activities was the definition of Subgroup SEN5 an architecture for ad hoc wireless network com- Title TA2 – Together Anywhere, Together munications. During 2008, substantial progress Anytime was made on Vaishnavi’s PhD work, including Period 1 February 2008–31 January 2012 the publication of several well-received papers Leader D.C.A. Bulterman at important conferences and workshops. These Staff C.L. Blom, D.C.A. Bulterman, P.S. Ce- sar, R.L. Guimares, A.J. Jansen, A.A.M. publications are centered around protocol sup- Kuijk port and session migration within a home media Funding Integrated project EU/FP7 (Interna- server system. This environment is character- tionale samenwerkingsprojecten) ized as a heterogeneous distributed intercon- Partners EURESCOM, Britisch Telecommunica- nect with multiple external links (for broadcast, tions, Alcatel Lucent-Bell, Fraunhofer conventional IP services and a peer-to-peer in- Gesellschaft, Goldsmiths College Univ. frastructure) and a distributed, scaled home dis- of London, TNO, T he Interactive In- tribution network of thin and expanded clients stitute II AB, Hasbro, Philips, Limbic (ranging from television sets, through tablet- Enternaiment, JONNAEUM Research based personal computers, to mobile devices), Forschungsgesellschaft all connected via personal wireless systems. The Progress report. The overall objective of TA2 is to architecture defined in this project capitalizes on enable new media experiences that are attractive work performed previously and concurrently in and profitable, and through which people who

76 S E N 5 know each other well can nurture and develop technology domains. These experiences will their relationships. TA2 will model a number of ultimately result in shared cross-domain expe- prototype framing experiences that are designed riences. The results of iNEM4U consist of novel to make communications and engagement be- service enablers and new business models for tween groups of people, separated in time and cross-domain multimedia experiences, and an space, easier. The framing experiences will be attractive (interactive TV) application that illus- enabled by a suite of componentised capabilities trates these innovations. One key enabler for related to audio, video, and image processing; realizing this vision is the cross-domain synchro- to speaker identification in informal settings; to nization software component, which will be de- content packaging, augmentation and adapta- veloped by SEN5. During 2008, SEN5 actively tion and will include systems for personalized collaborated with the other project members in and scalable information sharing. SEN5 focuses defining and designing an adequate architec- on the definition and development of new vi- ture that enables rich multimedia experiences, sual composition models, the specification of paying special attention to the synchronization language extensions that supports such mod- issues. In addition, the first prototype version els, and the implementation of the underlying of the synchronization component has been pro- infrastructure for fostering the kind of human- duced, which will go through a number of val- to-human interaction foreseen by TA2. During idation processes, for quality assurance. Dur- 2008, we defined a multi-layered content model ing the second year, SEN5 is expecting to final- that provides a higher-level of dynamism, flex- ize the software component and to integrate it ibility, and functionality than traditional solu- with the other developed components and im- tions. In addition, together with the other part- plemented services. In terms of dissemination, ners, SEN5 has finalized the design of the TA2 the results in the first year included invited talks overall architecture and the description of five at the Workshop on TV-Centric Services held in representative concept demonstrators that rep- London on 18 September, and at Yahoo! research resent the TA2 vision. During the coming years in San Francisco on 20 October. we expect to complete the TA2 system and to develop, integrate, and test the concept demon- strators. During 2008 we published a number Societal aspects and knowledge of papers, some of which won the recognition of our peer researchers worldwide (EuroITV2008 transfer best paper award, ACM Document Engineer- Projects with partners in public and ing best paper award, and ACM Special Interest private sector Group on Multimedia best paper in 2008). • Service Platform for Innovative Communica- tion Environment (p. 75). Number P2528 Subgroup SEN5 • Network Infrastructure Support for Conver- Title iNEM4U – Interactive Networked Expe- gent Interactive Media (p. 76). riences in Multimedia for You • Together Anywhere, Together Anytime (p. 76). Period 1 January 2008–31 March 2010 • Interactive Networked Experiences in Multi- Leader P.S. Cesar media for You (p. 77). Staff D.C.A. Bulterman P.S. Cesar, I. Vaish- navi Contract research Funding STREP EU/FP7 (Internationale samen- werkingsprojecten) • AMBULANT II (p. 76) Partners Telematica Instituut (co), Philips Elec- tronics, NEC Europe, Logica CMG, Fraunhofer Gesellschaft, Hewlett Packard, Telenor ASA, Institut fur¨ Organization of conferences and Rundfunktechnik, Phlips Consumer workshops Electronics • ACM DocumentEngineering 2008, 3–5 March, Progress report. The objective of iNEM4U is to Taipei, Taiwan. research and develop a networked system that facilitates rich multimedia experiences across

77 Lectures Sharing Of Presentation State In Browser- Major invited lectures Embedded Multimedia Documents, in Proceed- ings of the TFIT 2008 (), Proc TFIT 2008, IN- • TFIT 2008, Taipei, Taiwan, 3 March: D.C.A. RIA, 256 – 266. Bulterman (Opening Keynote: Thoughts 2 P.S.CESAR´ ,D.C.A.BULTERMAN,D.GEERTS, on the Future of Multimedia in the Web 2.0 A.J.JANSEN,H.KNOCHE, W. SEAGER World). (2008). Enhancing Social Sharing Of Videos: • Dagstuhl, 6 June: P.S. Cesar (Challenges for Fragment, Annotate, Enrich, And Share, in Pro- Next-Generation Video Sharing Systems: Con- ceedings of the ACM Multimedia (ACM tent Modelling, Social Network, and Contex- MM, 2008), ACM, 77 – 86. tual Setting). 3 P.S.CESAR´ ,D.C.A.BULTERMAN,A.J. • Yahoo! Research, 28 October: P.S. Cesar JANSEN (2008). A Framework For Video Inter- (Video Annotation and Enrichment – Experi- action With Web Browsers, ERCIM News, 72, ences from the Ambulant Annotator). 25 – 26. 4 P.S.CESAR´ ,D.C.A.BULTERMAN,A.J. Other professional activities JANSEN (2008). Usages Of The Secondary D.C.A. Bulterman Screen In An Interactive Television Environ- ment: Control, Enrich, Share, And Transfer Tele- • Full professor at VU University, Amsterdam vision Content, in Proceedings of the Euro- • Co-chair, W3C Synchronized Multimedia pean Interactive TV Conference (EUROITV, Working Group (SYMM). 2008), 168 – 177. • Associate editor ACM/Springer Multimedia 5 P.S.CESAR´ ,D.C.A.BULTERMAN,A.J. Systems Journal. JANSEN,M.G.C.PIMENTEL,S.BARBOSA • Programme Chair, ACM DocumentEngineer- (2008). Multimedia Content Transformation: ing 2008 (Sao Paulo, Brazil). Fragmentation, Enrichment, And Adaptation, • Member of the programme committees for in Proceedings of the ACM DocumentEngi- ACM Multimedia 2008, ACM Hypertext 2008 neering (DocEng, 2008), ACM, 1 – 2. and TFIT 2008. 6 P.S.CESAR´ ,D.C.A.BULTERMAN,R.KERNCHEN, P.S. Cesar C.HESSELMAN,M.BOUSSARD,A.SPEDALIERI, I.VAISHNAVI,B.GAO (2008). Multimodal • Member of IFIP Working Group 14.6 (Interac- Adaptation And Enriched Interaction Of Mul- tive Television) and the W3C SMIL Working timedia Content For Mobile Users, in Proceed- Group. ings of the Taiwanese French Conference on • Editorial board, ACM Computers and Enter- Information Technology (TFIT, 2008), vol. 4, tainment INRIA, 230 – 239. • Member of the programme committees for ´ ACM Multimedia 2008, the 5th European In- 7 P.S.CESAR,D.C.A.BULTERMAN, L.F.G. OARES Human-Centered Television: teractive TV Conference (EUROITV 2008), and S (2008). Directions In Interactive Television Research Brazilian Symposium on Multimedia and the , Web (WebMedia 2008). ACM Transactions on Multimedia Comput- ing, Communications and Applications, 4, 4, A.J. Jansen 1 – 7. 8 P.S.CESAR´ ,K.CHORIANOPOULOS (2008). • Member of the W3C Rich Web Application Interactivity And User Participation In The Tele- Backbone, Media Fragments and Synchro- vision Lifecycle: Creating, Sharing, And Con- nized Multimedia Working Groups. trolling Content, in Proceedings of the In- ternational Conference on Designing Inter- Academic publications active User Experiences for TV and Video (UXTV, 2008), Microsoft, 76 – 85. Articles in refereed journals and pro- 9 P.S.CESAR´ ,K.CHORIANOPOULOS, J.F. ceedings JENSEN (2008). Social Television And User In- 1D.C.A.B ULTERMAN,A.J.JANSEN, P.S. teraction, ACM Computers in Entertainment, CESAR´ (2008). Temporal Manipulation And 6, 1, 1 – 10.

78 S E N 5

10 P.S.CESAR´ ,I.VAISHNAVI,R.KERNCHEN, ACM Conf on mobile and ubiquitous multi- S.MEISSNER,M.BOUSSARD,A.SPEDALIERI, media (ACM MUM, 2008), ACM, 47 – 56. B.GAO,D.C.A.BULTERMAN (2008). Multi- 18I.V AISHNAVI, P.S. CESAR´ ,A.J.JANSEN, media Adaptation In Ubiquitous Environments: B.GAO,D.C.A.BULTERMAN, (2008), A Benefits Of Structured Multimedia Documents, Mechanism For Presentation-Layer Media Conti- in Proceedings of the ACM DocumentEngi- nuity In Media Playback Mode, in Proceedings neering (DocEng, 2008), ACM, 275 – 284. of the Int Worksop on Network and Operat- 11D.G EERTS, P.S. CESAR´ ,D.C.A.BULTER- ing Systems Support for Digital Audio and MAN (2008). The Implications Of Program Gen- Video (NOSSDAV, 2008), ACM, 38 – 47. res For The Design Of Social Television Systems, in Proceedings of the International Confer- Books ence on Designing Interactive User Experi- 1D.C.A.B ULTERMAN,L.RUTLEDGE (2008). ences for TV and Video (UXTV, 2008), Mi- SMIL 3.0: Interactive Multimedia For The crosoft, 34 – 44. Web, Mobile Devices And Daisy Talking Books, 12R.L.G UIMARAES˜ , P.S. CESAR´ ,D.C.A.BUL- Springer Verlag, second ed. TERMAN (2008). Authoring From The Couch: Research Directions And Possibilities, in Pro- Edited volumes ceedings of the European Interactive TV 1 P.S.CESAR´ ,D.C.A.BULTERMAN,K.CHO- Conference (EUROITV, 2008), 37 – 38. RIANOPOULOS, J.F. JENSEN (2008). Multi- 13R.L.G UIMARAES˜ ,R.M.R.COSTA, L.F.G. media Systems, Languages, And Infrastructures SOARES (2008). Composer: Authoring Tool For For Interactive Television, Multimedia Sys- ITV Programs, in Proceedings of the Euro- tems, 14, 2. pean Interactive TV Conference (EUROITV, 2 P.S.CESAR´ ,D.C.A.BULTERMAN, L.F. 2008), 61 – 71. G.SOARES (2008). Special Issue On Interac- 14R.L.G UIMARAES˜ ,C.S.S.NETO, L.F.G. tive Digital Television, ACM Transactions on SOARES (2008). A Visual Approach For Mod- Multimedia Computing, Communications eling Spatiotemporal Relations, in Proceedings and Applications, 4, 4. of the ACM DocumentEngineering (DocEng, 2008), ACM, 285 – 288. Software developed 15C.H ESSELMAN, P.S. CESAR´ ,I.VAISHNAVI, 1D.C.A.B ULTERMAN,A.J.JANSEN,C.L. M.BOUSSARD,R.KERNCHEN,S.MEISS- BLOM,B.GAO, P.S. CESAR´ , (2008), Ambulant NER,A.SPEDALIERI,A.SINFREU,C.RAECK Player - 2.0. (2008). Delivering Interactive Multimedia Ser- vices In Dynamic Pervasive Computing Environ- Standards ments, ICST. 1 W3C Recommedation-. D.C.A. BULTER- 16A.J.J ANSEN,D.C.A.BULTERMAN (2008). MAN,M.DEMEGLIO, Smil 3.0 Metainforma- Enabling Adaptive Time-Based Web Applica- tion. tions With SMIL State, in Proceedings of the 2 W3C Recommedation-. D.C.A. BULTER- ACM DocumentEngineering (DocEng, 2008), MAN,K.S.MULLENDER,S.CRUZ-LARA, ACM, 18 – 27. Smil 3.0 SmilText. 17I.V AISHNAVI, P.S. CESAR´ ,D.C.A.BULTER- 3 W3C Recommedation-. D.C.A. BULTER- MAN (2008). A Presentation Layer Mechanism MANETAL., Smil 3.0. For Multimedia Playback Mobility In Service 4 W3C Recommedation-. A.J. JANSEN, Oriented Architectures, in Proceedings of the J.QUINT, Smil 3.0 State.

79 MODELLING, ANALYSIS AND SIMULATION

Principal research area and mission The research programme of MAS is based on three mathematical research tracks: scientific computing, dynamical systems and partial differential equations, and system and control theory. Recently, there is a growing interest in stochastic systems and molecular dynamics. The research approach of all member of the MAS cluster ranges from fundamental to applied. The application areas include geo- and bio- sciences, fluid dynamics and electro-magnetics, computational finance, and other industrial and tech- nological fields.

Cluster staff Name Position Fte In Out Projects Doelman A Cluster leader 0.40 2004-09-01 Klau GW Researcher 0.33 2008-09-01 2011-08-31 Life Scences Kok J Researcher 0.38 1969-03-01 2008-09-30 Merks RMH Researcher 0.33 2008-09-01 2012-12-31 Life Scences Mitrovic N Secretary 0.60 1982-10-01 Wohlers I PhD student 0.33 2008-09-01 2012-08-31 Life Scences

The Life Sciences project 91. 3S.B OECKER,S.BRIESEMEISTER, G.W. KLAU In 2008, the cluster project Life Sciences was ini- (2008). Exact Algorithms For Cluster Editing: tiated. From 2009, this project will be conducted Evaluation And Experiments, in Experimen- by the pilot cluster Life Sciences. See the section tal Algorithms, vol. 5038 of Lecture Notes in Strategic Themes (p. 5) for more information. Computer Science, Springer Berlin / Heidel- berg, 289 – 302. Academic publications 4C.B UCHHEIM,M.CHIMANI,D.EBNER, C.GUTWENGER,M.JUENGER, G.W. KLAU, Articles in refereed journals and pro- P. MUTZEL,R.WEISKIRCHER (2008). A ceedings Branch-And-Cut Approach To The Crossing 1M.B AUER, G.W. KLAU,K.REINERT (2008). Number Problem, Discrete Optimization, 5, 2, An Exact Mathematical Programming Approach 373 – 388. To Multiple RNA Sequence-Structure Align- 5M.D ITTRICH, G.W. KLAU,A.ROSENWALD, ment, Algorithmic Operations Research, 3, 2, T. DANDEKAR, T. MULLER¨ , (2008), Identify- 130 – 146. ing Functional Modules In Protein-Protein In- 2A.B EVILACQUA,S.J.WILKINSON,R.DIMELOW, teraction Networks: An Integrated Exact Ap- E.MURABITO,S.REHMAN,M.NARDELLI, proach, Bioinformatics, 24, 223 – 231. K. VAN EUNEN,S.ROSSELL, F.J. BRUGGE- 6R.M.H.M ERKS,E.D.PERRYN,A.SHIRINI- MAN,N.BLUETHGEN, D.D.VOS,J.BOUW- FARD,J.A.GLAZIER (2008). Contact-Inhibited MAN,B.M.BAKKER, H.V. WESTERHOFF Chemotaxis In De Novo And Sprouting Blood- (2008). Vertical Systems Biology: From DNA Vessel Growth, PLoS Computational Biology, To Flux And Back, SEB Exp Biol Ser, 61, 65 – 4, 9, e1000163 – last.

80 M A S 1

Dynamical Systems and Numerical Analysis – MAS1 Group leader: J.E. Frank

Mission MAS1 conducts fundamental research in applied mathematics with accents on dynamical systems the- ory, numerical analysis and stochastic modelling for partial differential equations. We draw on prob- lems from the earth and life sciences: atmosphere and ocean science, climate, coastal and sea bed dy- namics, vegetation patterns, phytoplankton dynamics.

MSC or CR classification 33, 34, 35, 65, 86, 92

Subgroups and subgroup leaders Name Leader MAS1.1 – Scientific Computing for Nonlinear PDEs B.P. Sommeijer MAS1.2 – Nonlinear Dynamics of Natural Systems A. Doelman MAS1.3 – Geometric Integration J.E. Frank & J.G. Verwer MAS1.4 – Stochastic Dynamics D.T. Crommelin

Staff of MAS1 Name Position Fte In Out Projects Bajars J PhD student 1.00 2007-01-01 2010-12-31 P3120 (p. 85) Crommelin D Researcher 1.00 2006-09-01 2009-08-31 P3118 (p. 84) Doelman A Researcher 0.40 2004-09-01 P3102 (p. 83); P3117 (p. 84); P3118 (p. 84); P3151 (p. 85) Dubinkina SB PhD student 1.00 2005-08-01 2009-07-31 P3119 (p. 85) Frank JE Group leader 1.00 2000-01-01 P3103 (p. 83); P3119 (p. 85); P3120 (p. 85) Heijster P van PhD student 1.00 2005-05-01 2009-04-30 P3117 (p. 84) Sommeijer BP Researcher 1.00 1976-09-01 P3101 (p. 82); P3118 (p. 84); P3151 (p. 85) Verwer JG Researcher 0.80 1973-04-01 P3103 (p. 83); P3151 (p. 85) Zijlstra-Jichkina IV PhD student 0.08 2008-12-01 2012-11-30 P3118 (p. 84) Seconded Hazewinkel J (NIOZ) Researcher 0.80 2010-01-31 P3102 (p. 83) Peeters BWI (UT) Researcher 0.10 P3103 (p. 83) Rottschafer V (UL, Researcher 0.20 2009-12-31 NDNS) Stelt S van der (UvA) Researcher 0.20 P3102 (p. 83) Swart H de (UU, Researcher 0.20 NDNS) Verduyn Lunel S (UL) Researcher 0.10 2009-12-31 Zagaris A (UvA) Researcher 0.50 2011-08-31 P3102 (p. 83); P3118 (p. 84); P3151 (p. 85)

Scientific report ematics: the Mathematics Research Strategy Highlights document and the Mathematics Master Plan. • Arjen Doelman chaired the writing commit- tees of two national policy documents in math-

81 PhD research bon dioxide, and transport it to deep waters. Name Page(s) In this multidisciplinary project, a systematic J. Bajars 85 ’first principle’ approach is followed to deter- S.B. Dubinkina 85 mine the effect of transport properties of oceanic P.J.A. van Heijster 84 meso-scale flows to the efficiency of the organic J. Hazewinkel 83 carbon pump. We do so by combining a real- B.W.I. Peeters 83 istic algal physiology model, based on the Dy- S. van der Stelt 83 namic Energy Budget theory, with simulations I.V. Zijlstra-Lichkina 84 in a high-resolution ocean model. The simu- lation results will be tested against in-situ data Project reports obtained by satellites. This multidisciplinary Number P3101 project combines (i) the biological model which Subgroup MAS1.1 contains explicit energy and nutrient balances, Title RadauPDE – Development of versatile while biomass composition is variable (VU-part), software for general multidimensional (ii) the high-resolution ocean model to simulate advection-diffusion-reaction equations flows details of the meso-scale flows (IMAU- Period 2008–2009 part), and (iii) the advanced numerical methods Leader B.P. Sommeijer used for determining the transport properties of Staff nutrients and biomass (CWI-part). Funding Partners S. Gonzalez-Pinto, S. Perez-Rodriguez The research has resulted in the publica- (Univ. La Laguna, Tenerife) tion of several papers: Appl. Numer. Math. 57 (2007), 35–58 (on positivity and mass conserva- Progress report. This collaboration aims for the tion); SIAM J. Sci. Comput. (2008) (on space-time development of efficient time integration meth- Discontinuous Galerkin (DG) discretizations), ods for multi-dimensional PDEs, involving dif- and Communications in Comput. Physics, (2008) fusion, advection as well as stiff reaction terms. (on DG-techniques for diffusion terms). The two As the underlying integration method we have OIO’s working on this project (one for part (i) selected the implicit third-order Radau IIA and one for part(ii)) will defend their thesis in method because of its excellent stability pro- 2009. perties. The resulting systems that have to be solved in each time step are treated by a special Number P3101 iteration scheme, based on splitting. A first pub- Subgroup MAS1.1 lication, on the analysis of the overall method, Title Changes in vertical stratification and has appeared as CWI Report MAS-E08XX and their impact on phytoplankton commu- has been accepted for publication in J. Comput. nities (STRATIPHYT) Appl. Math. (2009). We are now working on Period 2008–2012 Leader B.P. Sommeijer the development of versatile software for this Staff kind of problems based on the aforementioned Funding Earth and Life Sciences (NWO) (ZKO method. Program, Sea and Coastal Research) Partners H.A. Dijkstra (IMAU), H. van der Wo- Number P3101 erd (VU), C.P.D. Brussaard (NIOZ), Subgroup MAS1.1 K.R. Timmermans (NIOZ), A.G.J. Buma Title Understanding the organic carbon (RUG), J. Huisman (UvA) pump in meso-scale ocean flows Period 2005–2009 Progress report. This integrated and synergetic Leader B.P. Sommeijer research program comprises four subthemes: Staff (i) physical oceanography (IMAU,VU), (ii) phy- Funding NWO (Computational Life Sciences toplankton ecology (RUG,NIOZ), (iii) biologi- Programme) cal oceanography (NIOZ), and (iv) theoretical Partners S.A.L.M. Kooijman, B.W. Kooi (VU), ecology and model simulations (UvA, CWI). To H.A. Dijkstra (IMAU, Utrecht), C.M. each of these four subgroups, a postdoc or PhD- Klaij (UT), B. van Leer (Michigan) student has been assigned. The main research Progress report. The organic carbon pumpis topic can be described as follows: Global warm- the rate at which algae bind atmospheric car- ing will change physical, chemical and biological

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processes in the oceans. Ocean-climate models Number P3102 predict that warming of the surface layer may Subgroup MAS1.2 strengthen vertical stratification. This results in Title Reduction methods for high- suppressed upward mixing of nutrients from dimensional systems Period 2004–2011 the deep ocean. Therefore, changes in stratifica- Leader Doelman, A. tion will have major effects on the growth and Staff Zagaris, A. species composition of phytoplankton. Subse- Funding NDNS+/NWO/UvA quently, this will impact on ecosystem function- Partners C.W. Gear (Princeton), T.J. Kaper ing and biogeochemical fluxes. This multidis- (Boston), H.G. Kaper (Argonne/NSF), ciplinary research team aims for a better under- I.G. Kevrekidis (Princeton) standing of the implications of global warming Progress report Zagaris for plankton growth, especially in the Northeast . Until September, was an Atlantic Ocean. NWO-funded postdoc in the ‘Nonlinear Dy- namics of Natural Systems’ cluster. He did his Number P3102 PhD (May 2005, Boston) on reduction methods Subgroup MAS1.2 for ODEs. He was awarded a Veni grant on the Title Internal Waves in 3D topic ‘Reduced Models for Multi-Scale Reaction- Period 1-7-2006 – 30-6-2010 Diffusion Models’. Zagaris accepted a 5-year Leader Doelman, A. position at UvA; during these 5 years, he will Staff J. Hazewinkel (NIOZ) spend 50% of his time as researcher at CWI. Funding FOM-NWO Program ‘Dynamics of Patterns’ (NWO project funding) Number P3103 Partners NIOZ Subgroup MAS1.3 Title Hamiltonian-based Numerical Methods Progress report. This is a cooperation project for Forced-Dissipative Climate Predic- between Doelman, L.R.M. Maas (NIOZ) and S. tions Dalziel (DAMTP, Cambridge), who together act Period 1-10-2006 – 30-9-2010 as advisers for the PhD student Hazewinkel. This Leader J. Frank project ranges from fluid mechanics experiments Staff B.W.I. Peeters (UT) (performed in Cambridge) to mathematical anal- Funding Aard- en Levenswetenschappen NWO ysis of appropriate models. The investigations (NWO project funding) may provide an explanation for the unexpect- Partners UT edly strong mixing in oceans at great depth, one Progress report. This project entails the PhD of the main fundamental questions in present project of Peeters, and is under primary super- day oceanography. vision of O. Bokhove at UT. Peeters visits CWI every two weeks to consult with Frank. The Number P3102 Subgroup MAS1.2 Hamiltonian Particle-Mesh (HPM) method of Title Vegetation Patterns and Desertification Frank, Gottwald and Reich (2003) was tested for Period 1-5-2005 – 30-04-2009 accuracy and stability with respect to steady so- Leader Doelman, A. lutions of the shallow water equations, and a Staff S. van der Stelt (UvA) report is forthcoming. Additionally, the method Funding UvA has been extended to a layered hydrostatic atmo- Partners UvA, UU spheric model in isentropic coordinates. Simu- lations are successful and also here a report is in Progress report. This is a collaboration with the preparation. group of Max Rietkerk (Fac. of Geosciences, UU). In this project, the dynamics, structure and Number P3103 bifurcations of vegetation patterns are studied, Subgroup MAS1.3 especially in their relation to the process of de- Title Time Integration of Wave Equations sertification. It’s the PhD project of Sjors van der Period 1-1-2005 – 31-12-2010 Stelt funded by the UvA that started in March Leader J.G. Verwer 2007. Staff Funding Partners UT

83 Funding NDNS+ Partners E. Vanden-Eijnden (New York Univ.), Progress report. Verwer continued his research C. Franzke (BAS, Cambridge UK), A. on wave equations (PDEs). In 2008 he finished Majda (New York Univ.), A. Mona- three MAS reports which all three have been ac- han (Univ. Victoria, Canada), F. Selten cepted for publication: Runge-Kutta methods (KNMI), P. Siebesma (KNMI/TUD), H. and viscous wave equations, MAS-E0803 (to ap- Jonker (TUD), G. Pavliotis (Imperial pear in Numerische Mathematik), Numerical College, London) integration of damped Maxwell equations, MAS- E0804 (to appear in the SIAM Journal on Scien- Progress report. For the project on stochastic pa- tific Computing), and Unconditionally stable rameterization of sub-grid scale processes in integration of Maxwell’s equations, MAS-R0806 atmosphere models, regular work visits were (to appear in Linear Algebra and its Applica- made to KNMI and a project proposal was pre- tions). The reports on the Maxwell equations pared (and submitted early 2009) in collabora- are in co-operation with M.A. Botchev (UT). Ver- tion with F. Selten, P. Siebesma and H. Jonker. wer also started an investigation to component The initial paper in this project, co-authored with splitting for the popular Crank-Nicolson Leag- E. Vanden-Eijnden, appeared in J. Atmos. Sci. in frog integration method when applied to wave 2008. equations. The aim of component splitting is In the project on statistical inference for twofold, first, to relax the step size restriction for Markov jump processes and diffusions from Leap-Frog and, second, to reduce the implicit so- discretely sampled data, a joint paper with E. lution overhead for Crank-Nicolson. A report Vanden-Eijnden was submitted to SIAM Mul- on this investigation is in preparation. tiscale Model. Simul., focussing on inference of jump processes (error analysis, random sam- Number P3117 pling intervals and high-dimensional processes). Subgroup MAS1.2 A paper on inference of multiscale diffusion pro- Title Interactions of Pulses and Fronts cesses is in preparation. Period 1-5-2005 – 30-6-2009 The inference procedure developed in this Leader A. Doelman project was applied in several places. One is Staff P.J.A. van Heijster the estimation of parameters in stochastic mod- Funding Open Competitie NWO (NWO project els of sea surface winds, in collaboration with funding) A. Monahan who made a work-visit to CWI in Partners T.J. Kaper (Boston), K. Promislow 2008. Furthermore, a paper on normals form (Michigan) and statistical inference for low-order reduced Progress report. In the last decades, the existence stochastic atmosphere models, jointly with A. and stability theory of travelling pulse and front Majda and C. Franzke, was submitted to Proc. solutions of nonlinear partial differential equa- Natl. Acad. Sci. USA. Finally, a new collabo- tions has developed significantly. However, ration with G. Pavliotis was initiated, aimed at these methods cannot be applied to interacting inference of effective diffusivities in homoge- pulses or fronts. As a consequence, the most nized processes. Mutual work-visits to CWI and intriguing aspects of pulse interactions, inclu- Imperial College were made to start up this col- ding the phenomenon of self-replicating pulses, laboration. cannot be understood, yet. In the context of the present project, new methods are developed by Number P3118 which these interactions can be studied. Subgroup MAS1.2 Title Phytoplankton dynamics in estuaries Number P3118 Period 1-12-2008 – 30-11-2012 Subgroup MAS1.4 Leader A. Doelman Title Stochastic dynamics Staff I.V. Zijlstra-Lichkina, B.P. Sommeijer, A. Zagaris Period 1-9-2006 – 31-8-2011 + Leader Crommelin, D.T. Funding NDNS Staff Partners IMAU (UU) Progress report. Since the beginning of 2006, De Swart has a one-day a week position as ‘adviser’

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at CWI (funded by the NDNS+ cluster). This Number P3151 collaboration project grew from this weekly in- Subgroup MAS1.1 teraction. It combines the insights obtained at Title RKC – Runge-Kutta Chebyshev meth- the CWI (Sommeijer, Doelman, Zagaris) on phy- ods Period 1-1-2004 – 31-12-2009 toplankton dynamics in the ocean, with the re- Leader B.P. Sommeijer search field of H.E. de Swart, hydrodynamics Staff B.P. Sommeijer, J.G. Verwer and sediment transport in coastal zones. Zijlstra Funding Bsik (Other project funding) started as a PhD student on this topic in Decem- Partners L.F. Shampine (Univ. Dallas), W. ber 2008. Hundsdorfer (MAS3)

Number P3119 Progress report. The existing Runge-Kutta- Subgroup MAS1.3 Chebyshev (RKC) method, originally developed Title Symplectic Integration of Atmospheric for parabolic partial differential equations Dynamics: Long-term Statistical Accu- (PDEs) (diffusion problems), has been extended racy for Ensemble Climate Simulations for application towards parabolic PDEs contain- Period 1-8-2005 – 31-7-2009 ing also advection (and reaction) terms. Mixed Leader J.E. Frank advection-diffusion-reaction problems occur fre- Staff S.B. Dubinkina quently, e.g., in many environmental, biological Funding Aard- en Levenswetenschappen NWO and chemical applications where transport and (NWO project funding) Partners UT, Univ. Potsdam reactions of chemical substances are modelled. The extension of RKC now allows problems with Progress report. Dubinkina and Frank developed purely imaginary eigenvalues in their spectrum, equilibrium statistical mechanics theories for something which was not possible with the orig- the Hamiltonian Particle-Mesh method, a La- inal method. The research has been published grangian fluid model for 2D, incompressible in a peer-reviewed special issue of the Journal of flow over topography. It was shown that this Computational Physics, 224 (2007), 3 – 16. method gives much more realistic statistics for long simulations. Further work addresses Number P3151 canonical distribution sampling and hybrid Subgroup MAS1.1 Monte Carlo schemes. Title Phytoplankton Dynamics Period 1-1-2002 – 31-12-2008 Number P3120 Leader B.P. Sommeijer Subgroup MAS1.3 Staff B.P. Sommeijer, A. Doelman, A. Zagaris Title Adaptive Multisymplectic Box Schemes Funding Bsik (Other project funding) for Hamiltonian Wave Equations Partners J. Huisman (Inst. of Biodiversity and Period 1-1-2007 – 31-12-2010 Ecosystems Dynamics, UvA), E. van Leader J.E. Frank Donk (NIOO-KNAW), J.M. Stroom Staff J. Bajars (Water Board Rijnland) Funding Open Competitie NWO (NWO project Progress report. The research team has per- funding) formed an analytical treatment of a coupled Partners NIOZ phytoplankton-nutrient model. The major aim Progress report. Bajars and Frank continued work of this work was to provide an analytical expla- on the discretization of 2D incompressible strati- nation and characterization of the numerical fied fluid. Successful simulations of linear and findings described in Nature (Vol. 439, January nonlinear models, with and without dissipa- 2006). The results of this analytical study has tion were done. Results for linear, unforced been published in SIAM J. Appl. Math. 69 (2009), model indicate that the dominant attractor struc- 1174 – 1204. ture may be linked to the energy distribution Motivated by the observation that the sum- over Fourier modes. Further work relating the mer of 2003 was the hottest summer in Europe type of forcing to boundedness of solutions is in of the past 500 years, we developed a combined progress. biological-physical model to investigate how several phytoplankton species are affected by this extreme summer heatwave. The model con- sists of a phytoplankton competition model cou-

85 pled to a hydrodynamic model, driven by me- Lectures teorological data. The model predicts that the Major invited lectures high temperatures favour the buoyant species, leading to a boost in the development of harm- • Masterplan Toekomst Wiskunde, A. Doelman, ful cyanobacterial blooms. These findings warn Amsterdam, 8-12, NWO-EW Symposium Pa- that climate change is likely to yield an increased rallelle Werelden. threat of these harmful species in eutrophic freshwater ecosystems. The model predictions Public lectures for a broad audience show good agreement with measurements in • Wiskunde en Nieuwe Kansen, A. Doelman, lake Nieuwe Meer during the summer of 2003. Leiden, 29-8, Afscheidssymposium Rob Tijde- The resulting paper has been published in Glocal man Change Biology 14 (2008), 495 – 512. Finally, we continued a study to investigate the influence of turbulent water mixing on the Other professional activities plankton communities, in particular biodiversity D.T. Crommelin and coexistence of various species. The focus • Programme committee member for Dynamic will be on intermittent mixing scenarios, as can Days Europe 2008 conference. be simulated by a machinery installed in lake Nieuwe Meer to artificially increase the turbu- J.E. Frank lent mixing. The aim of this equipment is to give • Guest lecturer at UvA. innocent sinking species a better chance in the • Editorial board SIAM Journal on Scientific competition with the harmful buoyant species. Computing.

Societal aspects and knowledge A. Doelman • Full professor at UvA. transfer • Editor-in-Chief of Physica D. Projects with partners in public and • Chairman of the ACW-OOW Strategy commit- private sector tee Wiskunde. • Chairman writing committee Masterplan • Phytoplankton Dynamics (p. 85). Toekomst Wiskunde. • Member of the board for Nonlinear Dynamics of Natural Systems+ NWO Mathematics clus- Organization of conferences and ter. • Programme manager of the NWO-EW/FOM workshops programme ‘Dynamics of Patterns’, together • Spring Meeting (Working Community Scien- with W. van Saarloos (Leiden). tific Computing), Eindhoven, 3 April. J.G. Ver- • Vice-chair SIAM Activity Group on Dynamical wer co-organized this meeting. Systems. • Workshop NWO theme: Complexity, The • Chairman NWO writing committee Complex- Hague, April 23. A. Doelman co-organizor. ity. • Numerical Modelling of Complex Dynamical • Member of the programme committees NWO- Systems, Lorent Center, Leiden, May 6 – 9. Or- ALW programme ‘Climate Variability’. ganizers: J.E. Frank, J.G. Verwer, J.G. Blom, W. • Member Advisory Board Dynamics Days Eu- Hundsdorfer, B.P. Sommeijer. rope 2008. • Woudschoten Conference 2008 (Working Com- • Member scientific steering committee Lorentz munity Scientific Computing), Zeist, 8 – 10 Oc- Center. tober. J.G. Verwer co-organized this confer- • Member of various PhD committees. ence. B.P. Sommeijer • Senior editor Journal of Computational and Applied Mathematics.

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J.G. Verwer 5C.F RANZKE, D.T. CROMMELIN,A.FIS- • Full professor at UvA. CHER,A.J.MAJDA (2008). A Hidden Markov • CWI-MT delegate Bsik ICT project BRICKS Model Perspective On Regimes And Metastabil- (Basic Research in Informatics for Creating the ity In Atmospheric Flows, Journal of Climate, Knowledge Society). 21, 1740 – 1757. • Editor Advances in Numerical Analysis 6 P.J.A. VAN HEIJSTER,A.DOELMAN, T.J. • Associate editor ACM Transactions on Mathe- KAPER (2008). Pulse Dynamics In A Three- matical Software. Component System: Stability And Bifurcations, • Guest editor special issue Applied Numerical Physica - D, Nonlinear Phenomena, 237, 24, Mathematics, Volume 58, Nr. 12, pp. 1759 – 3335 – 3368. 1993, 2008 (in Honor of Piet Hemker; jointly 7K.D.J OEHNK,J.HUISMAN,J.SHARPLES, with B. Koren and J. Brandts). B.P. SOMMEIJER, P.M. VISSER,J.M.STROOM • Chairman WSC: Working Community Scien- (2008). Summer Heatwaves Promote Blooms Of tific Computing. Harmful Cyanobacteria, Global Change Biol- • Member advisory board Centre for Mathemat- ogy, 14, 3, 495 – 512. ics, Univ. Coimbra, Portugal. 8J.S EGURA,N.M.TEMME (2008). Numeri- • Member advisory appointment committees cally Satisfactory Solutions Of Kummer Recur- Nijmegen, Utrecht, Leuven and Coimbra. rence Relations, Numerische Mathematik, 111, • PhD Adviser (promotor) Valeriu Savcenko, 1, 109 – 119. Multirate Numerical Integration for ODEs, Univ. Amsterdam, 15 January (co-adviser W. Articles in unrefereed journals and Hundsdorfer). proceedings 1 D.T.CROMMELIN (2008). Clouds By Chance: Awards and grants Improving Atmosphere Models With Random Numbers, ERCIM News, 73, 25 – 26. • JSPS-NWO visitor grant K.I. Ueda (Kyoto), fall ’08 (Doelman). + Book chapters • NDNS grant PhD project Phytoplankton dy- namics in estuaries (Doelman, Sommeijer). 1 F.J.BRUGGEMAN,H.M.HARDIN,J.H. VAN SCHUPPEN, H.V. WESTERHOFF, (2008), Sil- • NISB Glue proposal Transcriptional traffic jams (Crommelin). icon Cell Models: Construction, Analysis, And Reduction, in Biosimulation in drug develop- ment, M. Bertau, E. Mosekilde, H.V. Wester- Academic publications hoff, eds., Wiley-VCH Verlag GmbH & Co. Articles in refereed journals and pro- KGaA, first ed., 403 – 423. ceedings Edited volumes 1M.A SHYRALIYEV,J.G.BLOM,J.G.VER- 1J.H.B RANDTS,B.KOREN,J.G.VERWER WER (2008). On The Numerical Solution Of (2008). Special Issue In Honor Of Piet Hemker, Diffusion-Reaction Equations With Singular Applied Numerical Mathematics : Transac- Source Terms, Journal of Computational and tions of IMACS, 58, 12, 1759 – 1993. Applied Mathematics, 216, 1, 20 – 38. 2 D.T.CROMMELIN,E.VANDEN-EIJNDEN CWI reports (2008). Subgrid-Scale Parameterization With Conditional Markov Chains, Journal of the At- 1 MAS-E0803. J.G. VERWER, Runge-Kutta mospheric Sciences, 65, 2661 – 2675. Methods And Viscous Wave Equations. 3A.D EANO˜ ,J.SEGURA,N.M.TEMME (2008). 2 MAS-E0805. S. PEREZ´ -RODR´IGUEZ,S.GONZALEZ´ - Identifying Minimal And Dominant Solutions PINTO, B.P. SOMMEIJER, An Iterated Radau For Kummer Recursions, Mathematics of Com- Method For Time-Dependent PDEs. putation, 77, 264, 2277 – 2293. 3 MAS-R0806. J.G. VERWER,M.A.BOTCHEV, 4A.D OELMAN, P.J.A. VAN HEIJSTER, T.J. Unconditionally Stable Integration Of Maxwell’s KAPER (2008). Pulse Dynamics In A Three- Equations. Component System: Existence Analysis, Jour- nal of Dynamics and Differential Equations.

87 Scientific Computing and Control Theory – MAS2 Group leader: B. Koren

Mission This group is concerned with the numerical and system-theoretic analysis of complex applications in science and engineering, as well as with their simulation and control. Numerical simulation enables the investigation of phenomena that are too dangerous, too expensive, too difficult, or impossible to be studied by real experiments. Control and system theory is a major factor in the effective functioning of technological systems and in modelling of life systems. In 2008, research of the subgroup Scientific Computing was directed towards applications of fluid dynamics and financial mathematics. A start was made with the development of computational tools for wind-turbine aerodynamics. In 2009, the investigation of tokamak physics by computational means will follow. Energy conversion is a new application area of the subgroup. Research in computational finance was aiming, among others, at robust and efficient methods for pricing options under various models for the stock price dynamics. Research in control and system theory was primarily motivated by control problems from engineer- ing and biology (mechanical systems, manufacturing systems, cars, communication networks, and bio- chemical reaction networks). It was focused on fundamental control and realization problems for hybrid systems, discrete-event systems, nonlinear systems, rational positive systems, and nonlinear stochastic systems. A joint project of the two subgroups is the development of state-of-the-art numerical methods for the dynamic optimal control of dike levels, under stochastic conditions.

MSC or CR classification 35-xx, 39-xx, 41-xx, 65-xx, 76-xx, 78-xx, 93-xx

Subgroups and subgroup leaders Name Leader MAS2.1 – Scientific computing B. Koren MAS2.2 – Control and System Theory J.H. van Schuppen

Staff of MAS2 Name Position Fte In Out Projects Collins PJ Researcher 1.00 2003-04-01 2010-03-31 CHS - Control of hybrid sys- tems; P3247 (p. 96); P3240 (p. 98) Chen B PhD student 0.75 2008-04-01 2012-03-31 P3248 (p. 93) Kempker PL PhD student 0.07 2008-09-01 2011-04-30 P3247 (p. 96) Koren B Group leader 0.80 1987-07-01 P3244 (p. 90); P8307 (p. 90); P3249 (p. 91) Meyroneinc A Researcher 0.67 2006-11-01 2008-08-31 P3242 (p. 95) Nemcovˇ a´ J PhD student 1.00 2005-11-01 2009-10-31 P3213 (p. 94); RESI - Realiza- tion and system identification Nool M Scientific 0.70 1975-10-01 P3244 (p. 90) programmer continued on next page

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Oosterlee CW Researcher 0.80 2007-01-01 P8307 (p. 90); MAS2.1; P3248 (p. 93) Pijl SP van der Researcher 0.83 2008-03-03 2010-02-28 P8307 (p. 90) Schuppen JH van Researcher 1.00 1978-07-01 P8307 (p. 90); CHS - Control of hybrid systems; CDES - Con- trol of discrete-event systems; P3213 (p. 94); RESI - Realiza- tion and system identification; LIFESYSTEMS - Control and system theory for the life sci- ences; P3242 (p. 95); P3243 (p. 96); P3247 (p. 96); P3246 (p. 96) Sella L PhD student 1.00 2005-10-01 2009-09-30 P3240 (p. 98) Zapreev IS Researcher 0.79 2008-03-15 2010-03-14 P3240 (p. 98) Seconded Garrel A. van (ECN) Researcher 0.20 2008-01-01 2009-10-01 P3249 (p. 91) Habets L (TUE) Researcher 0.20 2011-08-31 CHS - Control of hybrid sys- tems Hardin¨ H (VU) PhD student 0.20 2009-07-31 LIFESYSTEMS - Control and system theory for the life sci- ences Hassen YJ (TUD) PhD student 1.00 2010-10-31 Hemker P.W. (retired) Researcher p.m. 2008-12-01 2010-11-30 MacLachlan S (TUD) Researcher 0.50 Os JN van (TUD) Trainee 0.70 2008-01-01 2008-12-31 DRC-CES Petreczky M (TUE) Researcher 0.20 2007-07-01 2011-06-30 RESI - Realization and system identification Sanderse B (ECN) PhD student 0.40 2008-10-01 2012-09-30 P3249 (p. 91) Su R (TUE) Researcher p.m. 2007-09-01 2010-08-31 CDES

Scientific report lecture at TUD. Highlights PhD research • March 1, a postdoc project started on the Name Page(s) development of state-of-the-art numerical B. Chen 93 methods for the dynamic optimal control of H. Hardin¨ 95 dike levels, under stochastic conditions. The Y.J. Hassen 89 project is funded from CWI’s NWO-bonus. P.L. Kempker 96 • March 1, B. Koren was appointed full profes- J. Nemcovˇ a-Ducho´ novˇ a´ 94 sor in Numerical Mathematics at Leiden Uni- B. Sanderse 91 versity. L. Sella 97 • April 25, B. Koren was elected vice-chairman of the Computational Fluid Dynamics Com- Project reports mittee of the European Community on Com- Subgroup MAS2.1 putational Methods in Applied Sciences. Title DRC-CSE – Development of an im- mersed boundary method • May 1, the large research project Control for co- Period November 2006 – October 2010 ordination of distributed systems started. The Leader B. Koren project is financed by the European Commis- Staff Y.J. Hassen, B. Koren, J.N. van Os sion and coordinated by J.H. van Schuppen. Funding Delft Research Center for Computa- • July 1, J. Wackers received the 2008 Award of tional Science and Engineering the European Community on Computational Partner Chair of Numerical Mathematics, TUD Methods in Applied Sciences, for the best PhD (T.P. Collignon, M.B. van Gijzen) thesis. Progress report. The goal of this research is to • October 1, C.W. Oosterlee gave his inaugural develop an immersed-boundary method to be

89 applied to incompressible Navier-Stokes prob- Flecs, such that it can not only communicate lems with moving and deforming boundaries. with parallel solvers, but the server, which per- Bodies of arbitrary shape are immersed in a sim- forms the data transfer, is parallelized too. In ple, fixed Cartesian grid, where the correspond- De Boer’s PhD thesis, which describes Flecs, the ing boundary conditions are embedded in the methods based on radial basis function (RBF) neighbouring fluxes. The linear scalar convec- interpolation appear to be the best choice. The tion equation considered in 2007 was extended distributed SuperLU library was used for solv- with a diffusion term. Second-order accurate ing linear systems of equations arising from RBF diffusive flux formulae with embedded bound- methods. To obtain scalable results the linear ary conditions were derived, implemented and systems have to be really sparse, which is not tested. In this extension to convection-diffusion, the case. Even for 3D problems, the RBF linear Johan van Os participated in the framework of systems are dense. Moreover, for non-sparse his MSc thesis work. matrices, the storage of the matrices used by Su- Hassen rigorously investigated the TVD require- perLU is not very efficient. For that reason we ments for the time-integration method, in the switched to routines of the ScaLAPACK (or scal- finite volumes of which the net fluxes depend on able LAPACK) library, which includes routines embedded boundary conditions. Appropriate for solving eigenvalue problems and all kinds limiters and TVD restrictions for the time step of systems of linear equations. ScaLAPACK has were derived. This work was done on the basis been designed for distributed parallel machines. of Adaptive Forward Euler, which can be seen as The interprocessor communication within the a building block for explicit, higher-order accu- routines is performed by PBLAS and BLACS. rate time-integration methods. Further, Hassen concentrated on the develop- Number P8307 ment (detailed analysis, implementation, and Subgroup MAS2.1 and MAS2.2 testing) of a second-order accurate, adaptive Title Deltares – Development of a compu- time-integration method: Adaptive Modified tational method for the control of dike heights Euler. As expected, this extension appeared to Period March 2008 – February 2010 be very useful; the efficiency gain by the ability Leader B. Koren to use larger CFL numbers was enormous. Staff B. Koren, C.W. Oosterlee, S.P. van der Presentations were given by Hassen at the Fourth Pijl, J.H. van Schuppen International Conference on Advanced Com- Funding CWI (NWO bonus) putational Methods in Engineering (ACOMEN Partners Deltares and Centraal Planbureau 2008, May 26 – 28, Liege)` and at the Fifth Inter- national Conference on Computational Fluid Progress report. The Dutch government institute Dynamics (ICCFD5, July 7 – 11, Seoul), and by Deltares (the former Rijkswaterstaat) continu- Koren at the Fifth European Congress on Com- ously inspects the degree of protection against putational Methods in Applied Sciences (ECCO- flooding of large parts of The Netherlands, of- MAS 2008, June 30 – July 4, Venice). fered by primary dikes and by the dunes. Fol- lowing the 1953 floodings, David van Dantzig Number P3244 (Mathematisch Centrum, the current CWI) de- Subgroup MAS2.1 veloped a mathematical model with which the Title NCF – Parallelization of coupled large- optimal height of a dike can be computed. The scale fluid dynamics and structural model also allows to compute when and how mechanics software much, optimally, a dike has to be increased. The Period September 2007 – August 2008 model concerns a control problem in which a Leader B. Koren minimum is found in the cost for dike increase Staff B. Koren, M. Nool plus the expected cost due to flooding. The Funding NWO model has been elaborated in software which Partners Chair of Aerodynamics, TUD (H. Bijl is being used on a routine basis for many years and A. de Boer); Habanera Numerical Software (E.J. Lingen) already. However, the model no longer satisfies tomorrow’s safety requirements. It is unsuited Progress report. In this NCF project we enlarge for quickly incorporating new insights, e.g., new the functionality of the generic coupling shell flooding chances (following from more accurate

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predictions of climate change) and new rates of of wind-farm aerodynamics. Wind-farm aero- economical growth (or shrinkage); the model dynamics is dominated by vortices generated lacks dynamics. Further, it does not consider by the turbine rotors. Classical, mathematically uncertainty in the underlying climatological elegant computational methods that are very and economical models; it also lacks stochastics. well suited for vortical flows are vortex methods. Both shortcomings are remedied in the current Sanderse started to investigate the suitability of project. vortex methods for wind-farm aerodynamics. A On March 1, Van der Pijl started to work at challenge is to accurately and efficiently include CWI, as a postdoc on this project. He started the turbulent atmospheric boundary layer in the by studying literature on dynamic program- vortex method. ming and stochastic problems in general, and Besides vortex methods, also Reynolds- more in particular, literature on the Hamilton- Averaged Navier-Stokes methods are consid- Jacobi-Bellman (HJB) equation. He continued ered, in several formulations. by developing a numerical method for the latter All this preliminary research is done on the equation, a method which is especially suited for basis of discriminating 2D test cases, that are the purpose of control of dike heights over very representative for wind-farm aerodynamics. long time intervals. Van der Pijl’s discretization The most favorite method will be carried over of the HJB equation exploits an existing essen- to 3D, and applied to wind-farm aerodynamics tially non-oscillatory (ENO) discretization of the problems. drift term. This discretization can be of arbitrary high order of accuracy. Van der Pijl succeeded Subgroup MAS2.1 in developing an ENO discretization for the HJB Title STW – Pricing multi-asset options with equation’s diffusion term as well. This ENO dis- sparse grids cretization for diffusion terms is a novelty. A Period January 2004 – March 2008 Leader C.W. Oosterlee publication on this work is in preparation. Staff C.W. Oosterlee Funding STW Number P3249 Partner TUD, C.C.W. Leentvaar Subgroup MAS2.1 Title ECN – Development of a computational Progress report. In the year 2008 this STW project tool for the simulation of wind-farm got an extension of two months. In these months aerodynamics Leentvaar’s PhD Thesis was finalised, after Period 1-10-2008 – 30-9-2012 which it was defended successfully on June Leader B. Koren 13th 2008. The main goal of the research was to Staff B. Koren develop novel numerical methods for solving Funding ECN basket options. We employed the sparse grid Partners Group Rotor and Wind Farm Aerody- technique for solving the higher-dimensional namics, Energy Research Centre of The problems appearing. Netherlands (ECN), B. Sanderse, A. van Garrel Subgroup MAS2.1 Title HEC – On the coarse grid correction in Progress report. The Dutch government plans multigrid methods that a significant portion of the Dutch future en- Period January 2005 – June 2009 ergy need is to be produced by wind farms at the Leader C.W. Oosterlee North Sea. A wind farm is a large set of wind Staff C.W. Oosterlee turbines positioned in some matrix form. Vari- Funding HEC, Nuffic ous research questions still exist with respect to Partner TUD, H. bin Zubair (PhD candidate) wind farms; economical, ecological and techno- Progress report. In this PhD project we perform logical. ECN’s main technological wind-farm fundamental applied mathematics research re- question is how to position and design the sepa- lated to the multigrid iterative solution method rate wind turbines, such that the energy produc- for discrete partial differential equations. We tion of the wind farm as a whole is maximal. consider, in particular, the coarse grid correction October 1, Sanderse started his PhD research, components of the multigrid method. Appli- at both CWI and ECN, to address parts of this cations of interest are high-dimensional partial differential equations (PDEs) from Computa- question. He started by making an extensive tional Finance, as well as the Helmholtz equation literature survey on the numerical simulation

91 in Physics. In the latter case, the PDE operator is ical techniques developed in previous project discretized on a highly stretched grid for which years, based on saddlepoint approximations, we search for efficient multigrid methods based have been generalised to include the random on point-wise smoothing methods. The year parameter. 2008 was a successful one and a paper on the topic has been written and submitted. Further- Subgroup MAS2.1 more, the writing of the PhD thesis has started. Title TUD-1 – Fast option pricing techniques The PhD defense is expected for the summer of with Fourier techniques 2009. Period June 2006 – June 2010 Leader C.W. Oosterlee Subgroup MAS2.1 Staff C.W. Oosterlee Title Rabo-1 – Credit portfolio loss modelling Funding TUD Period December 2005 – December 2009 Partner TUD, F. Fang (PhD candidate) Leader C.W. Oosterlee Staff Progress report. In this PhD project, we develop Funding Rabobank Nederland, TUD fast and efficient option pricing methods for var- Partners Rabobank Nederland, TUD, ious option contracts. For European options, we M.A.M. Mesters (Rabo), X. Huang (PhD finalised the development of a novel method, candidate) named the COS method, based on the Fourier- cosine series expansions. This method is now in Progress report. This PhD project is financed use at several banks with its application in the for 50% by Rabobank Nederland and for 50% calibration of mathematical models to market by Delft University of Technology. Credit risk data. The method’s key insight is in the close refers to the losses that a bank incurs as a result relation of the characteristic functions with the of the inability of its clients to meet their pay- series coefficients of the Fourier-cosine expan- ment obligations. At an aggregated level, in- sions of the density functions. Vectors of option dividual credit risks add up to portfolio credit contracts, at various strike prices, can be priced risks. In this PhD project we investigate differ- simultaneously. The convergence rate of this ent ways of modelling credit portfolio risks and pricing method is exponential and the compu- risk contributions. Of particular interest is also tational complexity is linear. An accompanying the approximation of extreme risk contributions paper has been published in SIAM J. Scientific to portfolio risk. Computing. In 2008 we improved the manuscript ’Adap- In 2008, this method has been generalised to tive integration for multi-factor portfolio credit the pricing of options with early-exercise fea- loss models’, where we propose algorithms of tures, like Bermudan and discretely monitored adaptive integration for calculation of the tail barrier options. Here, the efficiency comes from probability in multi-factor credit portfolio loss the insight that the integration involved gives models. Integration is based on an adaptive rise to matrix-vector multiplications with Hankel Monte Carlo integration. These can handle and Toeplitz matrices, which can be performed higher-dimensional models and are also able in O(N log N) operations using the Fast Fourier to provide reliable probabilistic error bounds. Transform. Furthermore, in cooperation with P. Sonn- Finally, in this project we started a cooper- eveld and J. van Kan (both formerly at TUD) ation with Prof. Wim Schoutens (KU Leuven and with P.W. Hemker (formerly at CWI) and W. and EURANDOM) and Dr. Henrik Jonsson¨ Hoffmann (UvA), we developed an algorithm to (EURANDOM), in which we calibrate the math- factorise a correlation matrix with unit diagonal, ematical model of the Credit Default Swaps, into two matrices with positive elements. These CDS, to actual market data. The CDS is one of matrices frequently appear related to the multi- the problematic credit products in the 2007/2008 factor models mentioned above. A correspond- credit crisis. Our underlying model is based on ing paper has been accepted for publication in Levy´ jump processes of infinite activity, which Linear Algebra and Its Applications. seem more appropriate in times of crisis than the Finally, research on the effect of randomizing traditionally used Gaussian based models. the ‘Loss-Given-Default’ parameter in credit portfolio loss models, which indicates the per- centage of the loan that a bank looses when an obligor cannot pay, has been conducted. Numer-

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Subgroup MAS2.1 in this framework. In the fixed income markets, Title Rabo-2 – Mathematical modelling of it is common to include a time lag of exactly the hybrid financial products maturity of the rate between the reset and the Period February 2007 – February 2011 payment dates, called the natural time lag. By Leader C.W. Oosterlee using the fundamental theorem of Finance, one Staff C.W. Oosterlee can show that a derivative which pays on its nat- Funding Rabobank International, TUD ural time lag is a martingale, which is equal to Partners Rabobank International, S. van Weeren, saying that today’s market price is the unbiased TUD, L. Grzelak expectation of the payoff. When the payoff of a derivative does not incorporate a natural time Progress report . This PhD project is financed for lag, a so-called convexity adjustment has to be 75% by Rabobank International and for 25% used. In the first stage of this project we aim at by TUD. We focus on the accurate modelling improving the industrial version of the convex- and pricing of hybrid financial products. These ity adjustment, especially for products for which products are based on a combination of under- the model in use is not satisfactory. The PhD lyings from different asset classes, like equity candidate just finished the literature overview and interest rates. We finalised a manuscript on on the topic. an extension of the stochastic volatility model Subgroup MAS2.1 for equity (i.e., a stochastic process in which Title TUD-2 – Option pricing techniques on the volatility is a mean reverting process) by a the Graphical Processing Unit (GPU) stochastic Hull-White interest rate component, Period September 2008 – September 2012 the so-called Schoberl-Zhu-Hull-White¨ hybrid Leader C.W. Oosterlee process. This system of stochastic differential Staff C.W. Oosterlee, B. Zhang equations fits in the class of affine processes, so Funding TUD that the pricing of European products can be ef- Partner TUD ficiently done within the Fast Fourier Transform Progress report. In this PhD project, we develop pricing framework. fast and efficient option pricing methods for var- In this research we also aim at incorporating ious option contracts and implement these effi- so-called smile and skew effects in the interest rate process, as these effects are observed in the ciently on the Graphical Processing Unit (GPU). market. We therefore focus now on combin- This way we gain experience on this modern ing, in an arbitrage-free setting, a local volatility way of computing. The GPU is highly efficient model for the equity and a Libor Market Model not only for visualisation purposes but also for Stochastic Volatility process for interest rates. applications in which calculations with inde- This is a modelling task. Financial products pendent vector computations are performed. based on this system of stochastic differential The relation between pricing financial options equations can be calibrated to the market rela- and the visualisation techniques is, first of all, tively easily and priced with Monte Carlo meth- the common use of the Fast Fourier Transforma- ods. tion, which has been implemented extremely Number P3248 efficiently on GPU hardware and, secondly, the Subgroup MAS2.1 vector processing facilities of a GPU can be ben- Title Rabo-3 – On advanced models for inter- efited from in Monte Carlo simulations of finan- est rate products cial derivatives. The PhD candidate gained ini- Period April 2008 – April 2012 tial experiences on this hardware and set up her Leader C.W. Oosterlee literature studies on option pricing techniques. Staff B. Chen (PhD candidate), C.W. Ooster- lee Subgroup MAS2.2 Funding Rabobank International Title CHS – Control of hybrid systems Partner Rabobank International, S. van Weeren Period December 1998 – December 2012 Progress report. This PhD project is financed Leader J.H. van Schuppen for 100% by Rabobank International. The tech- Staff P.J. Collins, L.C.G.J.M. Habets, niques to price interest-rate derivatives stem- J.H. van Schuppen ming from the original work of Heath, Jarrow Funding CWI and Morton in the late 1980s are considered to be Partners PARADES, UCB the state-of-the-art modelling approaches. The Progress report. The aim of the project is to de- well-known ‘LIBOR-market-model’ is included

93 velop control and system theory for hybrid sys- den, May 2008. Three papers were submitted tems. Collins, Habets, Van Schuppen continued for publication to a journal. One paper deals their project on control-to-facet problems for with a sufficient and necessary condition for piecewise-affine hybrid systems, now with par- non-blockingness of a modular discrete-event tial observations. A paper was presented at the system. A second paper deals with aggre- International Symposium on the Mathematical gated synthesis of modular discrete-event sys- Theory of Networks and Systems (MTNS.2008). tems. A third paper deals with a test for non- A journal paper is in preparation. The concept conflictingness of non-deterministic discrete- of a compatible partition of both the state and event systems. the output polytope allows a solution of the With the visitor Laurie Ricker (Mount Alli- problem of control to facet with static output son Univ., Canada) the problem of decentralized feedback. control with communication was further investi- Control of hybrid systems with discrete in- gated. puts and outputs was investigated. A paper is Inspired by applications in high-tech sys- in preparation describing the results. The for- tems, in particular, printers and MRI scanners, a mulated control problem was inspired by appli- new discrete-event control problem was formu- cations in high-tech systems, particularly print- lated. The problem formulation explicitly dis- ers. The formulation of the control problem took tinguishes between inputs and outputs. Under much time. This work was carried out by Pe- certain conditions, the formulated control prob- treczky together with Collins, Van Schuppen, and lem can be reduced to the classical Ramadge- several other researchers from the Systems Engi- Wonham framework. A paper describing the re- neering Group, TUE. sults above was submitted for publication. This work was carried out by Petreczky in cooperation Subgroup MAS2.2 with Van Schuppen, Rong Su and several other Title CDES – Control of discrete-event sys- researchers from Systems Engineering Group, tems TUE. Period December 1998 – December 2012 Leader J.H. van Schuppen Number P3213 Staff J.H. van Schuppen Subgroup MAS2.2 Funding CWI Title RATPOS – Realization and control of Partners TUE, CZ.AS.IM.Brno, Ghent Univ. rational positive systems Progress report. Van Schuppen continued his co- Period November 2005 – November 2009 operation with J. Komenda (Institute of Mathe- Leader J.H. van Schuppen Staff J. Nemcovˇ a,´ J.H. van Schuppen matics, Czech Academy of Sciences, Brno, Czech Funding NWO Open Competitie Republic) on coordination control of discrete- Partner VU.FEW.WISK event systems. The existence of a coordinator was established and necessary and sufficient Progress report. In the project RATPOS we con- conditions were proven for the existence of a tinued to study rational realizations of response coordinator such that the global system is non- maps. The papers on the existence of a rational blocking. A sufficient condition for the exis- realization for a response map and on the min- tence of a supervisor of the coordinator and of imality of rational realizations have been sub- the local subsystems to achieve the control ob- mitted to journals. The preliminary version of a jectives of achieving a closed-loop language and joint paper was published as a CWI report. We non-blockingness was proven. A paper was pre- applied the obtained results to the problem of sented at the International Workshop on Discrete identifiability of parametrized rational systems. Event Systems (WODES.2008). A journal paper We derived the characterization of identifiable is in preparation. parametrizations of structured rational systems Rong Su (TUE) and Van Schuppen together by the existence of bi-rational isomorphisms of with J.E. Rooda (TUE) wrote several papers on rational systems. The corresponding characteri- control of modular discrete-event systems by zation was derived also for polynomial systems. abstraction. One paper was presented at the The results (also demonstrated on biological ex- International Workshop on Discrete Event Sys- amples) concerning structural identifiability of tems (WODES.2008) held in Goteborg,¨ Swe- polynomial and rational systems were published

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as a CWI report and consequently submitted to in the state space to which trajectories are at- a journal. We have also studied algebraic con- tracted due to timescale separation. Reduced trollability and rational observability of rational models describing the dynamics on (or close systems. to) these manifolds have been determined an- The results were presented at MTNS.2008, alytically using the zero-derivative principle at a C4C Project Meeting in Porto, and during (ZDP). Further, Mathematica code for calculat- the work visit to UM. The cooperation on the re- ing numerical approximations of slow invariant search with Petreczky (TUE/CWI) is very much manifolds for biochemical systems, also based appreciated. on ZDP, has been implemented. The work has been performed in cooperation with Zagaris Subgroup MAS2.2 (MAS1 and UvA) and has resulted in a paper Title RESI – Realization and system identifi- which was submitted to a journal in December. cation A book chapter describing the reduction of a Period indefinite model of glycolysis in yeast based on another Leader J.H. van Schuppen approach (linearization, balancing, and trunca- Staff M. Petreczky, J. Nemcovˇ a,´ H¨ardin J.H. van Schuppen tion) which worked on in 2006 and 2007, Funding CWI was published. Two invited presentations were Partner VU.FEW.WISK given by H¨ardin, one at a workshop at Uppsala Univ. (Sweden) in April and one at Fraunhofer- Progress report. The aim of the project is to de- Chalmers Centre in Gothenburg (Sweden) in De- velop realization theory and algorithms for sys- cember. H¨ardin participated in the International tem identification. Congress on Systems Biology in Gothenburg in The realization problem of semi-algebraic August where she presented a poster. systems was discussed. The approximation problem of rational systems was analyzed. Number P3242 The process of publishing the results ob- Subgroup MAS2.2 tained by Petreczky together with Van Schuppen Title GENNET – Genetic networks with on realization theory of hybrid systems was con- control and system theory tinued. This resulted in three journal submis- Period November 2006 – April 2010 sions and two CWI technical reports. In addi- Leader J.H. van Schuppen tion, new results were obtained on realization Staff A. Meyroneinc, J.H. van Schuppen Funding NBIC Biorange program theory of discrete-time linear hybrid systems. Partner EUR.MC The results were submitted for publication. Progress report. The aim of project GENNET is to Subgroup MAS2.2 develop a mathematical model for protein net- Title LIFESYSTEMS – Control and system works and to analyse such models using control theory for the life sciences and system theory. The project is carried out Period 2001 – 2009 in cooperation with the EUR (Frank Grosveld, Leader J.H. van Schuppen Sjaak Philipsen, Erik Jan Rijkers, others). The Staff H.M. Hardin,¨ J.H. van Schuppen Funding NWO Computational Life Sciences, current model system is the GATA1 network in CWI the formation of red blood cells because of both Partners VU.FALW, VU.FEW.WISK. its scientific and medical relevance. During the year Meyroneinc has spent much Progress report. The aim of the project is to in- time on reading the literature on the modelling vestigate, compare, and develop system reduc- of the development of red blood cells in their tion methods for biochemical systems. These first 12 days of development. systems are models describing the dynamics of In July the post-doc Meyroneinc asked for biochemical compounds in living cells of e.g. hu- his resignation to be able to accept an offer from mans, bacteria, or plants. During 2008, H¨ardin the Univ. Caracas in Venezuela. He left on 31 has worked on determining reduced models August 2008. A new post-doc for the project has of biochemical systems by means of describ- been found, Dr. Dirk de Vos, who will start on 1 ing the dynamics on low-dimensional so-called February 2009. slow invariant manifolds. These are manifolds

95 Number P3243 Subgroup MAS2.2 Period May 2008 – May 2011 Title EC-MOAN – Genetic networks for E. Leader J.H. van Schuppen coli Staff P.J. Collins, P.L. Kempker, Period February 2007 – February 2010 J.H. van Schuppen Leader J.H. van Schuppen Funding EU.ICT (FP7) Staff J.H. van Schuppen Partners VU.FEW, TUD.TM, TUE.ME, Univ. Funding EU.NEST.EC-MOAN (FP6) Cyprus, Univ. Gent, Univ. Porto, Univ. Partners VU.FALW, INRIA Grenoble-Rhone-ˆ Verona, Center for Research and De- Alpes, Univ. Joseph Fourier Grenoble, velopment Hellas (CERTH) and the Mazaryk Univ. Brno, Edinburgh Univ. companies Hessen-Noord Natie, Marine Systems Technology, Oce,´ and Trinite.´ Progress report. The aim of the project is to de- velop mathematical and computer science meth- Progress report. The aim of the project is to de- ods and tools for the analysis of the behavior velop control and system theory for distributed of large genetic networks. The task of the CWI and hierarchical systems and to develop solu- team of the project is to develop system reduc- tions for five engineering case studies. The CWI tion and abstraction methods. team focusses attention on control for coordina- Ammonium assimilation in Escherichia tion of nonlinear and of hybrid systems. In ad- coli is modeled by a biochemical reaction sys- dition, it will work on the case studies of control tem. The reaction network was provided by the of underwater vehicles, control of aerial vehicles, VU.FALW partner. The model includes a sig- and control of road networks. nalling network and a genetic network. The The research is partly carried out by the PhD model has 42 states, 56 reactions, and 54 com- student Kempker and by the leader of the CWI plexes. A system reduction procedure was de- team, Van Schuppen in cooperation with Andre´ veloped. The quasi-steady-state approximation C.M. Ran (VU.FEW.Math) and with researchers for the full system leads to a problem of solv- of other teams. Kempker has started as PhD stu- ing a large set of polynomial equations for as dent on the project on 1 September 2008. She is many unknowns. Because of its large size, this affiliated with the Department of Mathematics problem cannot be realistically calculated by of the VUA and for one day a week with CWI computer algebra programs. It was therefore where she is paid by the project. The research is decided to develop a modular approach to sys- also partly carried out by Collins. There are two tem reduction. The full biochemical reaction positions for post-docs, one supervised by Van system was decomposed in five small subsys- Schuppen and the other by Collins. tems each with inputs and outputs. For each In 2008 control of coordination of linear sys- subsystem a system reduction procedure was tems was developed by Jan H. van Schuppen formulated which first describes a linearization, and Andre´ C.M. Ran. The problem of existence secondly a system reduction of the linearized of a global coordinator with specific proper- subsystem based on a time-scale decomposition, ties was established. Control synthesis using a and thirdly a system reduction of the associated global coordinator was also proven. The proce- input-output map based on balancing and trun- dures for construction of a minimal coordinator cation. The computations for all five subsys- and of controllers was solved partly. A paper tems were carried out in Matlab. The procedure was presented at the International Symposium works well but it seems better to aggregate four on the Mathematical Theory of Networks and of the subsystems into a genetic network and Systems (MTNS.2008) in July. A second paper to apply the system reduction procedure to the was submitted for presentation at a conference. genetic network. This remains to be done. The results were discussed at two project Number P3246 meetings one held in January 2008 at the Subgroup MAS2.2 Mazaryk Univ. in Brno, Czech Republic, and Title DISC – Distributed supervisory control one held in June 2008 at the UT. of discrete event systems Period September 2008 – September 2011 Number P3247 Leader J.H. van Schuppen Subgroup MAS2.2 Staff J.H. van Schuppen Title C4C – Control for coordination of dis- Funding EU.ICT.DISC (FP7) tributed systems

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Partners Czech Academy of Sciences - Institute of A visit of Alexandre Goldsztejn (Nantes) re- Mathematics - Brno, INRIA/IRISA, sulted in a paper on the ‘Reach-and-Evolve’ al- Univ. Cagliari, Univ. Gent, Univ. gorithm for computation of reachable sets, which Zaragoza, TU Berlin, Ahkela, CyBio, was presented at the Workshop on Reachability Grenoble, Mazaryk Univ. Brno, Edin- Problems (WRP). A three month visit of Daniel burgh Univ. Grac¸a (Algarve) resulted in papers giving con- Progress report. The aim of the project is to de- ceptually simple algorithms for proving the velop control and system theory for supervisory computability of solutions of lower-Lipschitz control of distributed and hierarchical discrete- and upper-semicontinuous differential inclu- event systems. Both automata and Petri nets are sions, which were presented at the Workshop covered. on Computability and Complexity in Analysis The CWI task of the DISC project is to de- (CCA). velop coordination control of discrete-event sys- Continuing work on the software project Ari- tems. The project builds on the research cooper- adne has focussed on providing an improved ation of Jan H. van Schuppen and Jan Komenda, numerical kernel using Taylor methods, which see project CDES. In addition, it will cover mod- were found to be necessary to provide suffi- cient accuracy for timed reachability analysis of eling of distributed and hierarchical discrete- hybrid systems and lower-approximations of event systems. reachable sets. The reach-and-evolve algorithm During the few months of the project in 2008 was also implemented. research was carried out on a survey on mod- eling of distributed and hierarchical systems. Number P3240 In addition, research was carried out on coor- Subgroup MAS2.2 dination control of discrete-event systems. Jan Title Vidi-2 – Verification of nonlinear and Komenda (CZ.AS.IM.Brno) visited CWI to co- hybrid systems Period March 2008 – March 2010 operate with Van Schuppen, November 17 – 20 Leader P.J. Collins 2008. Staff P.J. Collins, I.S. Zapreev Funding NWO Vidi Number P3240 Subgroup MAS2.2 Progress report. Collins and Post-doc researcher Title Vidi-1 – Computational topology for Zapreev worked on computability aspects of log- systems and control ics for discrete-time continuous-space control Period April 2005 – March 2010 systems (DTSCSC) and an open tool for hybrid Leader P.J. Collins system analysis Ariadne. The necessity for this Staff P.J. Collins research is based on the fact that effective model Funding NWO Vidi checking procedures have to be provided for Partners Univ. Algarve, Univ. Nantes various types of hybrid systems. Since these sys- Progress report. The aim of this project is to pro- tems function on hybrid or continuous domain, vide algorithms for analysis and control of non- the regular computability theory is not applica- linear and hybrid systems, and to develop a tool ble but the provided model-checking algorithms (Ariadne) for reachability analysis and verifica- have to be computable in some other sense and tion. also implementable on the modern digital com- Theoretical work on computable semantics puters. Collins and Zapreev have devised com- for hybrid systems by Collins resulted in a paper putable semantics of CTL logic for DTSCSCs and giving computable lower and upper semantics these results are going to be published in 2009. for a general class of nonlinear non-deterministic Zapreev also worked on implementation of the hybrid automata. A paper on computability of grid classes (geometry module) in Ariadne. The controllers for noisy nonlinear discrete-time sys- future plan includes extending computable se- tems with partial observations was presented at mantics of CTL towards CTL∗ and using a more the International Symposium on the Mathemat- general class of hybrid systems as the model. ical Theory of Networks and Systems (MTNS). Also, it is planned that Zapreev will work on im- Collins was also invited to visit the Centre for In- plementation of open-cover classes for the geom- terdisciplinary Computational and Dynamical etry module of Ariadne. Analysis (CICADA) in Manchester.

97 Number P3240 velop semantics for hybrid modelling languages Subgroup MAS2.2 under which it is possible to compute the evolu- Title Vidi-3 – Symbolic dynamics for nonlin- tion, providing guaranteed bounds on the error. ear hybrid systems The main difficulties are in defining correct se- Period October 2005 – September 2009 mantics for event detection, discontinuous sig- Leader P.J. Collins Staff P.J. Collins, L. Sella nals, non-deterministic differential systems and Funding NWO Vidi parallel composition. Research of Collins has fo- Partners Univ. California at Merced, Univ. cused on the languages Hybrid-χ and CIF (Com- Michigan positional Interchange Format) developed at TUE, and has also involved the Heterogeneous Progress report. The aim of this project is to com- Rich Component Definition (HRCD) developed pute optimal over- and under-approximations at PARADES as part of the SPEEDS European to the symbolic dynamics of nonlinear hybrid project. dynamical systems. Work on the SPEEDS framework was car- Work of Sella and Collins has focused ried out during a three-day visit of Collins to on extending the kneading theory for one- PARADES, and has resulted in a translation tool dimensional maps to discontinuous functions, from a closed-loop SPEEDS system to Ariadne studying convergence properties, and develop- code. Work on Hybrid-χ and CIF was primarily ing methods to allow the use of the Conley in- carried out during regular visits of Pieter Collins dex to compute optimal lower-approximations to the Systems Engineering group of Koos Rooda to the symbolic dynamics of two dimensional in Eindhoven, and has resulted in a preliminary maps. An algorithm for rigorous near-optimal draft of computable semantics for a restricted computation of symbolic dynamics for two- class of CIF Atomic Interchange Automaton. dimensional (possibly) discontinuous piecewise- Preliminary work with Davide Bresolin (Verona) affine maps was developed by Sella, and has has suggested possibilities for a computable se- been used to obtain preliminary results for the mantics for hybrid input/output automata. Lozi map. Papers on symbolic dynamics of one-dimensional discontinuous maps and two- dimensional hybrid systems were presented by Societal aspects and knowledge Sella at the International Conference on Hybrid Systems: Computation and Control (HSCC) and transfer the International Symposium on the Mathemati- Projects with partners in public and cal Theory of Networks and Systems (MTNS). private sector Collins was invited on a week-long visit to the group of Martin Berz and Sheldon New- • NCF – Parallelization of coupled large-scale house (Michigan) to discuss methods based on fluid dynamics and structural mechanics soft- homoclinic tangles and integration of numeri- ware (p. 90). cal and symbolic tools. Collins and Sella visited • Deltares – Development of a computational the group of Jan Lunze (Ruhr-Univ.) to present method for the control of dike heights (p. 90). work on computation of symbolic dynamics • ECN – Development of a computational tool and discuss applications, and Kevin Mitchell for the simulation of wind-farm aerodynamics (Merced) visited CWI to discuss ongoing work (p. 91). on duality in homoclinic dynamics. • Rabo-1 – Credit portfolio loss modelling (p. 92). Number P3240 • Rabo-2 – Mathematical modelling of hybrid fi- Subgroup MAS2.2 nancial products (p. 92). Title Vidi-4 – Computable semantics for • Rabo-3 – On advanced models for interest rate hybrid modelling languages Period January 2008 – April 2010 products (p. 93). Leader P.J. Collins • CHS – Control of hybrid systems (p. 93). Staff P.J. Collins • EC-MOAN – Genetic networks for E. coli (p. Funding NWO Vidi 95). ARADES Partners TUE, Univ. Verona, P • C4C – Control for coordination of distributed Progress report. The aim of this project is to de- systems (p. 96).

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• DISC – Distributed supervisory control of dis- • Ninth European Multigrid Conference (EMG2008), crete event systems (p. 96). Bad Herrenalb, Germany, October, C.W. Oost- • Vidi-4 – Computable semantics for hybrid erlee (Multigrid preconditioners for Helmholtz modelling languages (p. 98). problems). • Special Semester on Finance, J. Keppler Univ., Contract research Linz, Austria, November, C.W. Oosterlee (On • ECN – Development of a computational tool highly efficient methods for pricing options for the simulation of windfarm aerodynamics with and without early exercise). (p. 91) • MSc-Course Advanced Numerical Methods in • Rabo-3 – On advanced models for interest rate Finance, Oxford University, Oxford, December, products (p. 93) C.W. Oosterlee (Fourier Methods).

Lectures Public lectures for a broad audience • Inaugural lecture, C.W. Oosterlee, Delft, Octo- Major invited lectures ber 1 (Met sprongen). • Strategic Meeting European Community on Computational Methods in Applied Sciences (ECCOMAS), Barcelona, April 25, B. Koren Other professional activities (ECCOMAS and CFD, the flow goes on). P.J. Collins • Workshop Fast Solvers for PDE Problems, • PhD supervisor L. Sella. Oberwolfach, May, C.W. Oosterlee (Numeri- cal mathematics aspects in computational fi- B. Koren nance). • Full professor Numerical Mathematics, Leiden • Symposium Information and Control Hierar- University, as of March 1. chies, MPI Engineering Systems, Magdeburg, May 22, Jan H. van Schuppen (Towards control • Full professor Computational Fluid Dynamics of hierarchical biochemical reaction systems). at TUD, until September 1. • • EU-US Workshop, Stockholm, Sweden, June Associate editor Journal of Computational 16, Jan H. van Schuppen (Control for coordina- Physics. tion of distributed systems). • Editor Mathematics and Computers in Simula- • Fifth European Congress on Computational tion. Methods in Applied Sciences (ECCOMAS • Vice-chairman Computational Fluid Dynamics 2008), Venice, July 1, J. Wackers (ECCOMAS Committee of European Community on Com- Best PhD thesis lecture: Surface capturing and putational Methods in Applied Sciences. multigrid for steady convection problems with • Member Mathematics Advisory Board Lorentz moving boundaries). Center. • Fifth European Congress on Computational • Member executive committee and leader Methods in Applied Sciences (ECCOMAS project Computational Aerodynamics, Delft 2008), Venice, July 1, B. Koren (A monotone, Research Centre for Computational Science higher-order accurate, fixed-grid finite-volume and Engineering, until September 1. method for convection problems with moving • Lecturer J.M. Burgerscentrum courses Compu- boundaries). tational Fluid Dynamics I, Computational Fluid • ECMI (European Consortium on Mathemat- Dynamics III, and Compressible Flows. ics in Industry) Conference, London, July, • Member Advisory Committee KNAW Collo- C.W. Oosterlee (On highly efficient methods quium Immersed Boundary Methods: Current for pricing options with and without early ex- Status and Future Research Directions, June 15 ercise). – 17, 2009, Amsterdam. • International Symposium on the Mathe- • PhD supervisor G. Carpentieri (TUD), Y.J. Has- matical Theory of Networks and Systems sen, B. Sanderse, M. Straathof (TUD). (MTNS.2008), Blacksburg, VA, USA, July 28 – • Member PhD committees A.H. Koop (UT), August 1, Jan H. van Schuppen (Problems of P. Kumar (TUD), C. Testa (TUD), R. Wemmen- control and system theory motivated by bio- hove (RUG). chemical reaction

99 • MSc supervisor P. van Leeuwen, M. Nijhuis, • Coordinator of the project Control for coordi- J.N. van Os, B. Sanderse, R. Toppinga (all nation of distributed systems which is financed TUD). by the European Commission via the ICT Pro- • Chairman MSc committees M. Nijhuis, gram, since May 1. B. Sanderse, B. van der Sijpe, R. Toppinga (all • Editor-in-Chief of the journal Mathematics of TUD). Control, Signals, and Systems. • Member MSc committees V. de Graaf, • Series Editor of Springer’s Communication A. de Jong, J. Zargarbashi (all TUD). and Control Engineering Series. • PhD supervisor H.M. Hardin,¨ P.L. Kempker, M. Nool and J. Nemcovˇ a.´ • Secretary Werkgemeenschap Scientific Com- • MSc supervisor B. Boros, P.L. Kempker. puting (WSC). • Member of the Advisory committee of the Planbureau of the Stichting Wetenschappelijk C.W. Oosterlee Onderzoek Verkeersveiligheid (SWOV). • Full professor Hierarchical Numerical Meth- • Member of Advisory committee for appoint- ods at TUD. ments at CWI in the life sciences. • Member editorial board for SIAM Journal on • Member of the programme committees for Scientific Computing, Journal of Computa- ECC.2009, WODES.2008, and SYSID.2009. tional Finance, Mathematical Modelling and Applied Computing and board Open Applied Mathematics Journal, Bentham Publishers. Awards and grants • Member of the evaluation committees for re- Awards search proposals submitted to: Science Foun- • Jeroen Wackers received the ECCOMAS 2008 dation Ireland, Natural Sciences and Engineer- Award for the Best European PhD thesis in ing Research Council of Canada, Fondecyt Computational Fluid Dynamics. Chile. • Scientific Consultant at research project ‘Com- puter Aided Robust Design’, Fraunhofer Insti- Academic publications tute SCAI. Articles in refereed journals and pro- • PhD supervisor: C.C.W. Leentvaar, H. bin ceedings Zubair, X. Huang, F. Fang, L. Grezlak, B. Zhang (all TUD), B. Chen. 1L.B ENVENUTI,D.BRESOLIN,A.CASAGRANDE, P.J. COLLINS,A.FERRARI,E.MAZZI, • MSc supervisor: A. Krul, J. Li, Y. Tian, S. Sin- T. VILLA,A.SANGIOVANNI-VINCENTELLI gor (all TUD) (2008). Reachability Computation For Hybrid • Member PhD committee: C. Leentvaar (pro- Systems With Ariadne, in Proceedings of the motor), F. Permana, I. Ivanov, J. Tang (TUD), T. 17th IFAC World Congress, 2008, Interna- Boonen (KU Leuven) tional Federation of Automatic Control. • Member MSc committee: A. Krul and J. 2J.H.B RANDTS,B.KOREN,J.G.VERWER Versendaal (TUD) (both TUD). (2008). Preface Special Issue In Honor Of Piet • Member programme committee Parallel and Hemker, Applied Numerical Mathematics : Distributed Computing in Finance (Computational Transactions of IMACS, 58, 12, 1759 – 1760. Finance), Workshop in conjunction with 22nd 3G.C ARPENTIERI,B.KOREN,M.J.L. VAN IEEE International Parallel and Distributed Pro- TOOREN (2008). Development Of The Discrete cessing Symposium, Miami, Florida, USA, April. Adjoint For A Three-Dimensional Unstructured • Member organizing committee Ninth Euro- Euler Solver, Journal of Aircraft, 45, 1, 237 – pean Multigrid Conference, Bad Herrenalb, 245. Germany, 20 – 24 October. 4 P.J.COLLINS (2008). Computability And Rep- resentations Of The Zero Set, in Proceedings of J.H. van Schuppen the International Conference on Computabil- • Full professor at VU. ity and Complexity in Analysis (CCA, 2008), vol. 221, Elsevier, 37 – 43.

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5 P.J.COLLINS (2008). Computability Of Con- vanced COmputational Methods in EN- trollers For Discrete-Time Semicontinuous Sys- gineering (ACOMEN 2008), University of tems, in Proceedings of the 18th International Liege. Symposium on the Mathematical Theory of 15X.H UANG, C.W. OOSTERLEE (2008). Com- Networks and Systems, Virginia Tech. putation Of Risk Contribution In The Vasicek 6 P.J.COLLINS,A.GOLDSZTEJN (2008). The Portfolio Credit Loss Model, in Proceedings of Reach-And-Evolve Algorithm For Reachability the International Congress on Industrial and Analysis Of Nonlinear Dynamical Systems, in Applied Mathematics (ICIAM, 2007), vol. 7, Proceedings of the Workshop on Reachabil- Wiley, 1024003 – 1024004. ity Problems (WRP, 2008), vol. 223, Elsevier, 16J.K OMENDA,J.H. VAN SCHUPPEN (2008). 87 – 102. Coordination Control Of Discrete-Event Sys- 7 P.J.COLLINS,D.S. C GRAC¸ A (2008). Effective tems, in Proceedings of the 9th Interna- Computability Of Solutions Of Ordinary Dif- tional Workshop on Discrete Event Systems ferential Equations The Thousand Monkeys Ap- (WODES.2008), IEEE Press, 9 – 15. proach, vol. 221, Elsevier, 103 – 114. 17J.K OMENDA,J.H. VAN SCHUPPEN (2008). 8 P.J.COLLINS,L.C.G.J.M.HABETS,J.H. Modular Control Of Discrete-Event Systems VAN SCHUPPEN (2008). Control To Facet By With Coalgebra, IEEE Transactions on Auto- Piecewise-Affine Output Feedback, in Proceed- matic Control, 53, 447 – 460. ings of the International Symposium on the 18J.K OMENDA,J.H. VAN SCHUPPEN,B.GAUDIN, Mathematical Theory of Networks and Sys- H.MARCHAND (2008). Supervisory Control tems (MTNS.2008), Virginia Institute of Tech- Of Modular Systems With Global Specification nology. Languages, Automatica, 44, 1127 – 1134. 9D.E CHEVERRIA, P.W. HEMKER (2008). 19A.K ONONOV,C.D.RIYANTI, S.W. DE LEEUW, Manifold Mapping: A Two-Level Optimization C.W. OOSTERLEE,C.VUIK, (2008), Numeri- Technique, Computing and Visualization in cal Performance Of A Parallel Solution Method Science, 11, 4-6, 193 – 206. For A Heterogeneous 2D Helmholtz Equation, 10 F. FANG, C.W. OOSTERLEE (2008). A Novel Computing and Visualization in Science, 11, Pricing Method For European Options Based On 139 – 146. Fourier-Cosine Series Expansions, SIAM Jour- 20C.M.L EE, P.J. COLLINS,B.KRAUSKOPF, nal on Scientific Computing, 31, 826 – 848. H.M.OSINGA (2008). Tangency Bifurcations Of Global poincar´eMaps, SIAM Journal on 11 F.J.GASPAR,J.L.GRACIA, F.J. LISBONA, Applied Dynamical Systems, 7, 3, 712 – 754. C.W. OOSTERLEE (2008). Distributive Smoothers In Multigrid For Problems With Dominating 21 C.C.W.LEENTVAAR, C.W. OOSTERLEE Grad-Div Operators, Journal of Computa- (2008). Multi-Asset Option Pricing Using A tional and Applied Mathematics, 222, 193 – Parallel Fourier-Based Technique, Journal of 209. Computational and Applied Mathematics, 222, 193 – 209. 12 F.J.GASPAR, F.J. LISBONA, C.W. OOSTER- 22 C.C.W.LEENTVAAR, C.W. OOSTERLEE LEE (2008). A Stabilized Difference Scheme For (2008). On Coordinate Transformation And Deformable Porous Media And Its Numerical Grid Stretching For Sparse Grid Pricing Of Bas- Resolution By Multigrid Methods, Computing ket Options, Journal of Computational and and Visualization in Science, 11, 67 – 76. Applied Mathematics, 222, 193 – 209. 13M.I.G ERRITSMA,R.BAS VAN DER,B.MAER- 23R.L ORD, F. FANG, F. BERVOETS, C.W. SCHALCKDE,B.KOREN,H.DECONINCK OOSTERLEE (2008). The CONV Method For (2008). Least-Squares Spectral Element Method Pricing Options, in Proceedings of the Inter- Applied To The Euler Equations, International national Congress on Industrial and Applied Journal for Numerical Methods in Fluids, 57, Mathematics (ICIAM, 2007), vol. 7, Wiley, 1371 – 1395. 1024003 – 1024004. 14 Y. HASSEN,B.KOREN (2008). A Monotone, 24R.L ORD, F. FANG, F. BERVOETS, C.W. Higher-Order Accurate, Fixed-Grid Finite- OOSTERLEE (2008). A Fast And Accurate FFT- Volume Method For Advection Problems With Based Method For Pricing Early-Exercise Op- Moving Boundaries , in Proceedings of the tions Under Levy Processes, SIAM Journal on Fourth International Conference on Ad- Scientific Computing, 30, 1678 – 1705.

101 25 S.P.MACLACHLAN, C.W. OOSTERLEE 35 H.V.WESTERHOFF, F.J. BRUGGEMAN, (2008). Algebraic Multigrid Solvers For Complex- H.M.HARDIN,J.H. VAN SCHUPPENETAL. Valued Matrices, SIAM Journal on Scientific (2008). Systems Biology Towards Life In Silico: Computing, 30, 1548 – 1571. Mathematics Of The Control Of Living Cells, 26J.N EMCOV˘ A´ (2008). The Realizations Of Re- Journal of Mathematical Biology, 58, 7 – 34. sponse Maps By Rational Systems, in Proceed- Articles in unrefereed journals and ings of the 18th International Symposium on Mathematical Theory of Networks and Sys- proceedings tems, VirginiaTech. 1 P.J.COLLINS (2008). Chaotic Dynamics In Hy- 27 C.W.OOSTERLEE, F.J. GASPAR (2008). brid Systems, Nonlinear Dynamics and Sys- Multigrid Relaxation Methods For Systems tems Theory, 8, 2, 169 – 194. Of Equations Of Saddle Point Type, Applied 2J.H. VAN SCHUPPEN (2008). Problems Of Numerical Mathematics : Transactions of Control And System Theory Motivated By Bio- IMACS, 58, 1933 – 1950. chemical Reaction Systems, in Proceedings of 28A.C.M.R AN,J.H. VAN SCHUPPEN (2008). the International Symposium on the Math- Control For Coordination Of Linear Systems, in ematical Theory of Networks and Systems Proceedings of the 18th International Sym- (MTNS.2008), Virginia Institute of Technol- posium on the Mathematical Theory of Net- ogy. works and Systems (MTNS.2008), Virginia Book chapters Institute of Technology. 1 F.J.BRUGGEMAN,H.M.HARDIN,J.H. VAN 29L.S ELLA, P.J. COLLINS (2008). Discrete Dy- SCHUPPEN, H.V. WESTERHOFF, (2008), Sil- namics Of Two-Dimensional Nonlinear Hy- icon Cell Models: Construction, Analysis, And brid Automata, in Proceedings of the Hybrid Reduction, in Biosimulation in drug develop- Systems: Computation and Control 2008 ment, M. Bertau, E. Mosekilde, H.V. Wester- (HSCC, 2008), vol. 4981, Springer Berlin / hoff, eds., Wiley-VCH Verlag GmbH & Co. Heidelberg, 486 – 499. KGaA, first ed., 403 – 423. 30L.S ELLA, P.J. COLLINS (2008). Symbolic Dy- 2D.E CHEVERRIA,D.LAHAYE, P.W. HEMKER namics For A Piecewise-Affine System With (2008). Space Mapping And Defect Correction, Hysteresis, in Proceedings of the 18-th Inter- in Model Order Reduction: Theory, Research national Symposium on Mathematical The- Aspects and Applications, W.H.A. Schilders, ory of Networks and Systems, Virginia Tech. H.A. van der Vorst, J. Rommes, eds., vol. 13 31R.S U,J.H. VAN SCHUPPEN,J.E.ROODA of Mathematics in Industry, Springer, 157 – (2008). Supervisor Synthesis Based On Abstrac- 176. tions Of Nondeterministic Automata, in Pro- ceedings of the 9th International Workshop Edited volumes on Discrete Event Systems (WODES.2008), 1J.H.B RANDTS,B.KOREN,J.G.VERWER IEEE Press, 412 – 418. (2008). Special Issue In Honor Of Piet Hemker, 32R.S U,J.H. VAN SCHUPPEN,J.E.ROODA Applied Numerical Mathematics : Transac- (2008). Synthesizing Nonblocking Distributed tions of IMACS, 58, 12, 1759 – 1993. Supervision Based On Automata Abstraction, in 2J.B RUGGEMAN,H.M.HARDIN,J.H. VAN Proceedings of the IEEE Conference on De- SCHUPPEN, H.V. WESTERHOFF (2008). cision and Control (CDC, 2008), IEEE Press, Biosimulation In Drug Development. 883 – 888. 3 P. WESSELING, P.W. HEMKER, C.W. OOST- 33J.W ACKERS,B.KOREN (2008). Efficient Com- ERLEE (2008). Editorial On Three Special Issues putation Of Steady Water Flow With Waves, In- (Vol. 11, 13, 2008) Of The Journal Computing ternational Journal for Numerical Methods And Visualization In Science Devoted To The 8th in Fluids, 56, 1567 – 1574. European Multigrid Conference (EMG), Com- 34J.W ACKERS,B.KOREN (2008). A Surface puting and Visualization in Science, 11, 1 – Capturing Method For The Efficient Computa- 1. tion Of Steady Water Waves, Journal of Com- CWI reports putational and Applied Mathematics, 215, 1 MAS-E0801. J. NEMCOV˘ A´ ,J.H. VAN SCHUP- 618 – 625. PEN, Realization Theory For Rational Systems.

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2 MAS-E0806. J. NEMCOV˘ A´ , Structural Identifi- And Minimality. ability Of Polynomial And Rational Systems. 6 MAS-R0804. P.J. COLLINS, Chaotic Dynamics 3 MAS-R0801. P.J. COLLINS, Semantics And In Hybrid Systems. Computability Of The Evolution Of Hybrid Sys- 7 MAS-R0805. M. GENSEBERGER, Improv- tems. ing The Parallel Performance Of A Domain De- 4 MAS-R0802. M. PETRECZKY,J.H. VAN composition Preconditioning Technique In The SCHUPPEN, Realization Theory For Linear Hy- Jacobi-Davidson Method For Large Scale Eigen- brid Systems, Part I: Existence Of Realization. value Problems. 5 MAS-R0803. M. PETRECZKY,J.H. VAN 8 MAS-R0807. P.J. COLLINS, Computing Con- SCHUPPEN, Realization Theory For Linear Hy- trollable Sets Of Hybrid Systems. brid Systems, Part II: Reachability, Observability

Multiscale Modelling and Nonlinear Dynamics – MAS3 Group leader: U. Ebert

Mission This group combines the development of basic methods of nonlinear dynamics and scientific computing for deterministic and stochastic problems with practical, experimentally oriented questions. Subjects are cell and systems biology, atmospheric electricity and closely related subjects of plasma physics and technology. The research fits the earth and life sciences theme.

MSC or CR classification 65, 35, 41, 58, 82, 86, 92, 30

Subgroups + subgroup leaders Name Leader MAS3.1 – Electric Discharges and Plasma Technology U. Ebert MAS3.2 – Scientific Computing for Systems Biology J.G. Blom MAS3.3 – Analysis of Numerical Methods for Differential Equations W. Hundsdorfer MAS3.4 – Analysis of Coherent Structures J. Rademacher

Staff of MAS3 Name Position Fte In Out Projects Ashyraliyev M PhD student 0.67 2004-09-01 2008-08-31 Blom JG Researcher 1.00 1976-09-01 P3114 (p. 106); P3115 (p. 106) Brau F Researcher 0.75 2005-10-01 2008-09-30 P3313 (p. 104) Bruggeman F Researcher 0.50 2007-02-19 2012-09-30 P3115 (p. 106); P3399 (p. 106) Dobrzynski´ M PhD student 1.00 2004-08-01 2009-01-31 P3115 (p. 106); P1116 (p. 106) Ebert UM Group leader 0.80 1998-09-01 P3313 (p. 104); P3322 (p. 104); Sprites, lightning, X-ray bursts; P3325 (p. 105); P3326 (p. 105) Hundsdorfer WH Researcher 1.00 1984-03-01 P3322 (p. 104); P3324 (p. 105); P3325 (p. 105); P3326 (p. 105); P3311 (p. 107); P3315 (p. 107) continued on next page

103 Li C PhD student 1.00 2005-02-01 2009-01-31 P3326 (p. 105) Luque A Researcher 1.00 2005-08-01 2008-12-31 P3322 (p. 104); P3325 (p. 105) Mozartova A PhD student 1.00 2007-01-01 2010-12-31 P3315 (p. 107) Rademacher J Researcher 0.75 2006-09-01 2009-08-31 P3314 (p. 107) Ratushnaya PhD student 1.00 2007-10-01 2009-09-30 P3324 (p. 105) Savcenko V PhD student 0.08 2004-02-01 2008-01-31 P3311 (p. 107) Schwabe A PhD student 0.17 2008-11-01 2012-10-31 P3399 (p. 106) Wormeester G PhD student 0.17 2008-11-01 2012-10-31 P3325 (p. 105) Seconded Ashyraliyev M (IvI, PhD student 0.33 2008-09-01 2008-12-31 P3114 (p. 106) UvA) Nijdam S (TUE) 0.10 P3322 (p. 104)

Scientific report Funding Dynamics of Patterns NWO/FOM (NWO project funding) Highlights Partners L. Schafer¨ (Univ. Duisburg-Essen, GE), • J. Rademacher qualifies for and gains a tenure B. Meulenbroek (TUD), S. Tanveer and position at CWI. C.Y. Kao (Univ. Ohio, USA), G. Derks (Univ. Surrey, UK), B. Davidovitch • Studies of interactions of discharge channels (Univ Mass., USA), project P3322 were published in Phys Rev Lett, Appl Phys Lett, Nature Research Highlights, Phys Rev E, and cov- Progress report. After three postdoc years, Brau ered twice on TV (Galileo, Nieuwslicht), in the has moved to a new position at Univ. Mons, Bel- radio (Noorderlicht) and on almost a full page gium. Major results are construction and test of in NRC Handelsblad. a moving boundary model for negative streamer • Publication of a cluster issue with 20 research discharges [Brau et al., Phys Rev E 77, 026219 articles on ‘Streamers, sprites, and lightning’ in (2008)], an extension of the moving boundary J Phys D; eds: Ebert, Sentman. model using solvability analysis together guest • V. Savcenco has obtained his PhD degree at the Davidovitch [Brau et al., Phys Rev E 78, 056212 University of Amsterdam with his thesis ‘Mul- (2008) and submitted], the application of the ap- tirate Numerical Integration of Ordinary Dif- proximation to streamer simulations, making ferential Equations’. a link to a classical solution in hydrodynamics [Luque et al., Phys. Rev. E. 78, 016206 (2008)], PhD research and a thorough analysis of regularization and Name Page(s) solutions of the moving boundary approxima- M. Ashyralieyev 106 tion [two papers together with S. Tanveer, C.-Y. M. Dobrzynski 106 Kao, L. Schafer¨ submitted to Physica D]. Related C. Li 105 results with G. Derks and B. Meulenbroek were V. Mozartova 107 published in J Nonlin. Sci. 2008 and a comment S. Nijdam (mainly TUE) 104 in Phys. Rev. Lett. 2008. V. Savcenko 107 A. Schwabe 106 Number P3322 G. Wormeester 105 Subgroup MAS3.1 Title Electric ’fracture’: growth and branch- ing of ionized channels Project reports Period 1–8–2005–30–11–2009 Number P3313 Leader U. Ebert Subgroup MAS3.1 Staff T. Briels (TUE), W. Hundsdorfer, A. Title MBA – Moving ionization boundaries Luque, S. Nijdam (TUE) and charge transport in early stages of Funding STW (Other project funding) sparks lightning Partners Physics and Electr. Eng. TUE, Philips, Period 1–10–2005–30–9–2008 KEMA, KNMI, Bradford BV, other Leader U. Ebert projects in MAS3.1 Staff F. Brau Progress report. This project has covered the simulational work of postdoc Luque at CWI,

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2.5 PhD years of Briels (thesis defended in De- Number P3324 cember 2007) and 1.5 PhD years of Nijdam at Subgroup MAS3.1 physics (TUE) and is covering 2 postdoc years Title Power modulation – Power Modulation of Liu Zhen at Electr. ng. (TUE). Luque was co- and corona-plasma for environmental purposes authoring two papers in Phys Rev E 2008 on Period 1–10–2007–30–9–2010 moving boundary approximations for streamers Leader U. Ebert with Brau et al. (see project P3313). He focussed Staff W. Hundsdorfer, M. Nool, V. Ratush- on 2D and 3D simulations with adaptive grid re- naya finement in a study of the polarity dependence Funding IOP-EMVT SenterNovem (Other project of streamers [Luque, Ratushnaya, Ebert, J Phys D funding) 2008] and a study of sprite emergence from the Partners Electr. Eng. TUE, Oranjewoud, other ionosphere above thunderclouds [submitted to projects in MAS3.1 Nature Geosciences]. A breakthrough was also the Progress report. Ratuhnaya, Luque and Ebert have study of the interaction of two streamers [Phys published a paper on the polarity and electrode Rev Lett 2008, Research Highlight in Nature 2008, dependence of streamers in J Phys D in 2008. IEEE Trans Plasma Sci 2008]. The results of Briels’ This forms the starting point for an electrody- PhD work (experimental characterization of namic characterization of streamers, current streamers in different gases, pressures, voltages work of Ratushnaya and Nool is payed as a pro- etc.) were published in two articles in IEEE Trans grammer within the project starting in 2009 to Plasma Sci and two articles in J Phys D in 2008. parallelize streamer simulations. Nijdam has developed stereoscopic imaging of streamers [Appl Phys Lett 2008, J Phys D 2009] as Number P3325 a counterpart of the theoretical investigations of Subgroup MAS3.1 Luque. Title The start up of lighting and lightning: Streamer discharges in lamp ignition, Subgroup MAS3.1 electric switches and materials process- Title Sprites, lightning, X-ray bursts ing Leader U. Ebert Period 1–11–2008–31–10–2012 Funding no funding, well science Leader U. Ebert Partners Y. Yair, R. Yaniv (Tel Aviv), Y. Takahashi Staff W. Hundsdorfer, A. Luque, S. Panchesh- (Tohoku Univ., Japan), C.V. Nguyen, nyi, G. Wormeester A.P.J. van Deursen (Electr. Eng. TUE), Funding STW-program on Multiscale Simulation D.D. Sentman (Fairbanks, Alaska), other Techniques (Other project funding) projects in MAS3.1 Partners Physics TUE, Philips, KNMI, Bradford BV, other projects in MAS3.1 Progress report. Ebert and co-authors from Israel and Japan have theoretically investigated the Progress report. The project has started in possibility of sprite discharges on other planets November with the employment of PhD stu- [submitted to J Geophys Res]. Ebert has stimu- dent Wormeester. Luque (previously on project lated and co-authored investigations of X-ray P3322) held a postdoc position for two months in bursts from long laboratory sparks [Nguyen et November/December before returning to Spain. al., J Phys D, 2008]. Ebert and Sentman (Fair- Pancheshnyi from Toulouse visited for 1.5 months banks, Alaska) were guest editors of a special (payed by project P3322). Luque transfered his issue on ‘Streamers, sprites and lightning’ in J streamer simulation knowledge to Wormeester Phys D 2008 and wrote an editorial review. and Pancheshnyi contributed to formulating re- search questions.

105 Number P3326 thesis on parameter estimation, model discrima- Subgroup MAS3.1 tion and optimal experimental design. In collab- Title BRICKS/MSV1-4 – Multiscale and oration with Y. Fomekong-Nanfack and J. Kaan- Multimodular Algorithms for Plasma dorp (SCS/UvA) a review has been written on Ignition parameter estimation for biochemical models Period 1–1–2004–31–12–2009 Leader W. Hundsdorfer [Ashyraliyev, et al., FEBS J., 2009]. Staff U. Ebert, C. Li Funding Bsik (Other project funding) Number P3115 Partners physics TUE Subgroup MAS3.2 Title Cell.Math – Mathematics and Computa- Progress report. Li has concentrated on writing tion for the System Biology of Cells his PhD thesis that he has defended very suc- Period 1–8–2004–31–1–2009 cessfully in February 2009. In 2008, he has pub- Leader .G. Blom lished a streamer study in IEEE Trans Plasma Staff F.J. Bruggeman, M.Dobrzynski,´ J.G. Sci showing that superparticle Monte Carlo Verwer Funding Computational Life Sciences NWO methods are not suitable for streamer simula- (NWO project funding) tions, and he has introduced a hybrid compu- Partners NISB, VUA/ALW, UvA/Iv tation method coupling particle and density streamer models [J Phys D, 2008]. His thesis con- Progress report. In collaboration with tains plenty of material for more publications: a IMBW(VUA), SCS(UvA), and MAS2.3 mathe- longer thorough study of the problem of hybrid matical and computational techniques for the computations in 1D, full 3D results, application systems biology of the cell are developed, im- of the method to calculating electron energies in plemented and validated. The focus in 2008 the streamer head and subsequent X-ray emis- has been on the study of spatial and temporal sions, implementation of a needle electrode and stochastic phenomena in the cell [Dobrzynski´ studies of streamer inception near such an elec- and Bruggeman, PNAS, 2009]. Links with queu- trode. Li will hold a postdoc contract in project ing theory are investigated in close co-operation P3325 in 2009. with M. Mandjes (UvA/KdV).

Number P3114 Number P1116 Subgroup MAS3.2 Subgroup MAS3.2 Title 3D-RegNet – Simulation of develop- Title MEMESA – Microbial ecosystems and mental regulatory networks multiple environment stoichiometric Period 1–9–2004–31–8–2008 analyses Leader J.G. Blom Period 1–11–2008–31–10–2011 Staff M. Ashyraliyev, J. Stolze (MSc student Leader Bruggeman, F.J. TUD), J.G. Verwer Staff None (Stougie is co-worker) Funding Computational Life Sciences NWO Funding Computational Life Sciences NWO (NWO project funding) (NWO project funding) Partners UvA/IvI, UvA/KdV, Univ. Cambridge Partners NISB, VU (Stougie, Teusink, Roling, Westerhoff) Progress report. In this project models are devel- oped for the genetic regulation of the develop- Progress report. All the scientists have been hired, ment of organisms and the formation of spatial two postdocs (Dr. Kelk (based at CWI) and Dr. and temporal expression patterns. An exam- Olivier (based at the VU)) and one PhD Student ple is the genetic regulation of growth and form (Khandelwal MSc (based at the VU)). We are cur- in a branching sponge [Kaandorp, et al., Proc. rently setting the computational framework for Royal Soc. B, 2008]. An important aspect in the linear programming of metabolic networks. We development of models is the identification of have weekly workdiscussions and integrate with model parameters from experimental data. In some of the projects in Prof. Teusink and Dr. collaboration with J. Jaeger (Univ. Cambridge) Molenaar at the VUA. the identifiability was studied of the parameters for a model for the early developmental stages Number P3399 of Drosophila [Ashyraliyev, et al., BMC Syst. Biol., Subgroup MAS3.2 2008]. Masters student Stolze finished his MSc

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Title Computational systems biology of Number P3315 mammalian gene expression Subgroup MAS3.3 Period 1–10–2008–30–09–2012 Title MONLM – Monotonicity Preservation Leader F.J. Bruggeman for General Multisteps Methods Staff A. Schwabe Period 1–1–2007–31–12–2010 Funding Netherlands Institute for Systems Biol- Leader W. Hundsdorfer ogy Staff A. Mozartova Partners None Funding Open Competitie NWO (NWO project funding) Progress report. Schwabe (Msc) started her PhD Partners S.J. Ruuth (Simon Fraser Univ., Canada), project on 01/10/2008. She is now working M.N. Spijker (Univ. Leiden). on stochastic modeling of eukaryotic gene ex- pression. Her first project deals with epigenetic Progress report. The goal of this project is to proofreading. We have frequent work discus- understand the oscilatory behaviour of time sion with Dr. P. Verschure (UvA) and two of stepping methods for step-sizes above a certain her PhD students on experimental analyses threshold. For a broad class of methods suffi- and modeling of mammalian gene expression. cient and necessary conditions have been ob- We started discussions with Prof.dr. Michel tained within the Shu-Osher framework, sharp- Mandjes (UvA-CWI) about the influence of non- ening some of the known sufficient bounds. exponential waiting times of coarse grained de- This work has been done in close co-operation scription biochemical systems, such as small with M.N. Spijker. Since these new bounds are molecular networks involved in regulation of not only sufficient, but also necessary, selection mammalian gene expression. of optimal methods with repect to the mono- tonicity threshold is now possible. Number P3311 Number P3314 Subgroup MAS3.3 Subgroup MAS3.4 Title MRPDE – Multirate methods for partial Title ANACO – Analysis of coherent struc- differential equations tures Period 1–2–2004–31–1–2008 Period 1–9-2006–1–9–2010 Leader W. Hundsdorfer Leader J. Rademacher Staff V. Savcenko Funding NWO cluster NDNS+ Funding NWO Open Competitie (NWO project funding) Progress report. Developed reduction method Partners None for coherent structures near very general hete- Progress report. In this project, multirate schemes roclinic networks (paper submitted). A related for stiff ordinary differential equations and time- less general but more detailed study for certain dependent partial differential equations have networks arising in applications with A. Champ- been investigated. With multirate schemes dif- neys, V. Kirk, E. Knobloch, B. Oldeman was fin- ferent parts of the spatial domain, or different ished (paper submitted). In a new collaboration solution components, are treated with appropri- with J. Sherratt and M. Smith in population dy- ate temporal step sizes, adapted to the local level namics various results concerning invasion pro- of activity. cesses were obtained (two papers submitted). The developed multirate strategy, based on With M. Herrmann, for convex Fermi-Pasta- Rosenbrock methods with local error estimators, Ulam type chains, which are simple models of has been successfully implemented for interest- solids, Riemann solvers were studied and the ex- ing problems with moving fronts, both for semi- istence of ’front’ solutions that connect different discrete parabolic examples and for stiff ODE energetically related states has been shown for test problems from circuit analysis (J. ter Maten the first time (two papers submitted). and A. Verhoeven, Philips). In January, Savcenco obtained his PhD degree at the UvA with his thesis Multirate Numerical Integration of Ordinary Differential Equations. With this, the project has come to an end.

107 Societal aspects and knowledge • International Workshop course Systems Biol- ogy, Barcelona, 17 June: F.J. Bruggeman (Mod- transfer eling Cell Biology). Projects with partners in public and • Workshop on Coupling of Thunderstorms and private sector Lightning Discharges to Near-Earth Space, • Electric ‘fracture’: growth and branching of Univ. Corsica, Corte (FR), 23 June: U. Ebert ionized channels (p. 104). • SIAM Conference on Nonlinear Waves and • Power Modulation and corona-plasma for en- Coherent Structures, Rome (Italy), 22 July: J. vironmental purposes (p. 105). Rademacher (Viscous Shocks in the Destabi- lized Kuramoto-Sivashinsky Equation). • The start up of lighting and lightning: Streamer discharges in lamp ignition, electric switches • Dynamics Days Europe, Delft, 27 August: A. and materials processing (p. 105). Luque (How spark fingers (streamers) grow and interact). • Nonlinear Dynamics 2008, Bayreuth (GE), 29 Organization of conferences and Sepember: U. Ebert (The multiscale dynamics workshops of lightning). • Workshop Splitting Methods in Time Integra- • Workshop Numerical Modelling of Complex tion, Innsbruck, 17 October: W. Hundsdorfer Dynamical Systems, Lorentz Center, Leiden, (IMEX methods for stiff hyperbolic relaxation 6–9 May. Organized by J. Frank, J.G. Verwer, systems). J.G. Blom, W. Hundsdorfer, B.P. Sommeijer. • Workshop Dynamics of Patterns, Oberwolfach • Internatonal Conferene Free Boundary Prob- Research Institute (Germany), 16 December: lems, Theory and Applications, Stockholm, 9– J. Rademacher (Invited talk: Fronts in FPU 13 June. U. Ebert organized a focus session on chains). Plasma Physics. • Dynamics Days Europe, Delft, 2–29 August. U. Ebert organized a topical session on Forma- Other professional activities tion and Dynamics of Patterns. U. Ebert • Dynamics of Patterns Day, Amsterdam, 26 • Part time professor of physics at TUE. November, organized by J. Snoeijer (UT) and J. Rademacher. • Member management team of EU-COST ac- tion P18 on Lightning. • Member of the review panel of NWO-EW for Lectures medium size investments, 22 January. Major invited lectures • Appointed reviewer of a proposal Multiscale Simulation in Engineering (≈ 10 Mio. EUR) • March Meeting of the American Physical So- for the Danish Agency for Science, Technology ciety, New Orleans (USA), 13 March: U. Ebert and Innovation, August. (Particle versus density models in spark for- mation: X-rays from pulled fronts?). • Member of the international advisory board of the Dynamics Days Europe, Delft, 25–29 Au- • Workshop ‘Modelling Complex Biological Sys- gustus. tems’, Uppsala, 18 April: J.G. Blom (Parameter identification for spatio-temporal models). • Member of the review panel of the Research Unit (Forschergruppe) Physics of Microplas- • International Workshop ‘Uninet workshop’, mas at Univ. Bochum for the German funding Paris, 9 May: F.J. Bruggeman (The erratic na- agency DFG, 22–23 September. ture of single cells). • Member of the nomination committee for a • International Conference ‘Free Boundary Prob- professorship in Computational Chemistry at lems, Theory and Applications’, Stockholm the UvA, December. (SE), 13 June: U. Ebert (Streamer ionization fronts as a moving boundary problem), F. Brau • Guest editor with D.D. Sentman of the cluster (Moving boundary analysis of streamer dy- issue on ‘Streamers, sprites and Lightning’ in J namics). Phys D: Appl. Phys 41, Number 23, December.

108 M A S 3

J.G. Blom 8 T.M.P. BRIELS,E.M. VAN VELDHUIZEN, • Member council NISB. U.EBERT (2008). Positive Streamers In Am- • Scientific committee International Conference bient Air And In A Nitrogen-Oxygen-Mixture ISNB2008. (99.8:0.2), IEEE Transactions on Plasma Sci- ence, 36, 4, 906 – 907. W. Hundsdorfer 9 T.M.P. BRIELS,E.M. VAN VELDHUIZEN,U. • Editor for Applied Numerical Mathematics. EBERT (2008). Time Resolved Measurements Of J. Rademacher Streamer Inception In Air, IEEE Transactions on Plasma Science, 36, 4, 908 – 909. • Editor of dynamical systems website picture 10 F.J.BRUGGEMAN,I.OANCEA,R. VAN gallery (DSWeb), DRIEL (2008). Exploring The Behavior Of Small http://www.dynamicalsyst\-ems.org/ Eukaryotic Gene Clusters. pi/eb/. 11 F.J.BRUGGEMAN,J.L.SNOEP, H.V. WEST- • Lecturer of Bifurcation Theory course at UvA. ERHOFF (2008). Control, Responses And Modu- larity Of Cellular Regulatory Networks: A Con- Academic publications trol Analysis Perspective, IEEE Systems Biol- Articles in refereed journals and pro- ogy. 12G.D ERKS,U.EBERT,B.J.MEULENBROEK ceedings (2008). Laplacian Instability Of Planar Streamer 1M.A SHYRALIYEV (2008). A Note On Stabil- Ionization Fronts - An Example Of Pulled Front ity Of The Integral-Differential Equation Of The Analysis, Journal of Nonlinear Science, 18, Hyperbolic Type In A Hilbert Space, Numerical 551 – 590. Functional Analysis and Optimization, 29, 7- 13U.E BERT,G.DERKS (2008). Comment On 8, 750 – 769. ’Mechanism Of Branching In Negative Ioniza- 2M.A SHYRALIYEV,J.G.BLOM,J.G.VER- tion Fronts’, Physical Review Letters, 101, WER (2008). On The Numerical Solution Of 139501, 1 – 1. Diffusion-Reaction Equations With Singular 14U.E BERT,D.D.SENTMAN (2008). Stream- Source Terms, Journal of Computational and ers, Sprites, Leaders, Lightning: From Micro- Applied Mathematics, 216, 1, 20 – 38. To Macroscales, Journal of Physics D: Applied 3M.A SHYRALIYEV,J.JAEGER,J.G.BLOM Physics, 41, 230301. (2008). Parameter Estimation And Deter- 15J.A.K AANDORP,J.G.BLOM,J.VERHOEF, minability Analysis Applied To Drosophila Gap M.FILATOV,M.POSTMA, W.E.G. MULLER¨ Gene Circuits, BMC Systems Biology, 2, 83. (2008). Modelling Genetic Regulation Of 4 F. BRAU,B.DAVIDOVITCH,U.EBERT (2008). Growth And Form In A Branching Sponge, Pro- Moving Boundary Approximation For Curved ceedings of the Royal Society B, 275, 1651, Streamer Ionization Fronts: Solvability Analy- 2569 – 2575. sis, Physical Review E: Statistical, Nonlinear, 16C.L I, W.J.M. BROK,U.EBERT, W. HUNDS- and Soft Matter Physics, 78, 056212. DORFER,J.J.A.M. VAN DER MULLEN (2008). 5 F. BRAU,A.LUQUE,U.EBERT,L.SCHAFER¨ , Particle And Fluid Models For Streamers: Com- B.J.MEULENBROEK, (2008), Construction And parison And Spatial Coupling, in Proceedings Test Of A Moving Boundary Model For Negative of ESCAMPIG 2008, European Physical Soci- Streamer Discharges. ety. 6 T.M.P. BRIELS,K.J.,G.J.J.WINANDS,E.M. 17C.L I,U.EBERT, W.J.M. BROK (2008). VAN VELDHUIZEN,U.M.EBERT (2008). Positive And Negative Streamers In Ambient Avalanche To Streamer Transition In Particle Air: Measuring Diameter, Velocity And Dissi- Simulations, IEEE Transactions on Plasma pated Energy, Journal of Physics D: Applied Science, 36, 4, 910 – 911. Physics, 41, 234004. 18C.L I,U.EBERT, W.J.M. BROK, W. HUNDS- 7 T.M.P. BRIELS,E.M. VAN VELDHUIZEN,U. DORFER (2008). Spatial Coupling Of Particle EBERT (2008). Positive Streamers In Air And And Fluid Models For Streamers: Where Nonlo- Nitrogen Of Varying Density: Experiments On cality Matters, Journal of Physics D: Applied Similarity Laws, Journal of Physics D: Ap- Physics, 41, 032005. plied Physics, 41, 234008.

109 19A.L UQUE, F. BRAU,U.EBERT (2008). Mod- Science & Technology, European Physical So- els Of Interacting Streamers, in special issue ciety. ESCAMPIG-08 of Plasma Sources Science & 26S.N IJDAM,J.S.MOERMAN, T.M.P. BRIELS, Technology, European Physical Society. E.M. VAN VELDHUIZEN,U.M.EBERT (2008). 20A.L UQUE, F. BRAU,U.EBERT (2008). Stereo-Photography Of Streamers In Air, Ap- Staffman-Taylor Streamers: Mutual Finger In- plied Physics Letters, 92, 101502. teraction In Spark Formation, Physical Re- 27A.A.S HAH,J.BRINDLEY,A.C.MCINTOSH, view E: Statistical, Nonlinear, and Soft Mat- J.D.M.RADEMACHER (2008). The Effects Of ter Physics, 78, 016206. Heat Exchange And Fluid Production On The 21A.L UQUE,U.EBERT (2008). Interaction Of Ignition Of A Porous Solid, Nonlinear Analy- Streamers In Air: The Evolution Of The Space- sis, 9, 2, 562 – 584. Charge Layer In Their Heads, IEEE Transac- tions on Plasma Science, 36, 914 – 915. Articles in unrefereed journals and 22A.L UQUE,U.EBERT, W. HUNDSDORFER proceedings (2008). Interaction Of Streamers In Air And 1M.D OBRZYNSKI (2008). When Do Diffusion- Other Oxygen-Nitrogen Mixtures, Physical Re- Limited Trajectories Become Memoryless?, in view Letters, 101, 075005. Proceedings of the Workshop on Computa- 23A.L UQUE, V. RATUSHNA,U.EBERT (2008). tion of Biochemical Pathways and Genetic Positive And Negative Streamers In Ambi- Networks (), Logos Verlag Berlin. ent Air: Modeling Evolution And Velocities, Journal of Physics D: Applied Physics, 41, PhD theses 234005. 1 V. SAVCENCO, (2008). Multirate Numerical 24 C.V.NGUYEN,A. VAN DEURSEN,U.EBERT Integration For Ordinary Differential Equations, (2008). Multiple Gamma Bursts From Long Universiteit van Amsterdam, 08-01-15. Su- Discharges In Air, Journal of Physics D: Ap- pervisor: J.G. Verwer, associate supervisor: plied Physics, 41, 234012. W. Hundsdorfer. 25S.N IJDAM,J.S.MOERMAN, T.M.P. BRIELS, E.M. VAN VELDHUIZEN,U.M.EBERT (2008). MSc theses Experiments On Streamer Interactions, in spe- 1J.S TOLZE (2008). Parameter Identification In cial issue ESCAMPIG-08 of Plasma Sources System Biology.

110 INFORMATION SYSTEMS

Principal research area and mission The research activities are focused on various aspects of information systems: from theory inspired in- vestigation into the nature of new computing paradigms; prototyping novel visualization techniques on concrete applications and devices; methods and models for narrative story telling over multimedia stores, to management of large multimedia data stores with probabilistic query processing features. An important output of the work in this cluster is the development of prototypes for demonstrating and experimenting with solutions. Many of these prototypes are used by affiliated research groups, find their way through partners in (inter)national consortia, and can be picked up from the open-source soft- ware repositories. The policy regarding their construction is to develop them up to the point that real applications can be built and exercised. The groups foster transfer of research to its business liaisons. In INS1, and INS2 this is largely for- malized in the context of the MultimediaN, and NWO programme Token and Catch. Another impor- tant outlet of the knowledge acquired is through active participation in International Standardization committees as organized in the context of the World Wide Web Consortium (W3C). The work in INS3 is multidisciplinary and highly experimentally driven research taken place in the context of large pro- grams such as VL-e and NWO grants. Fundamental research in INS1 and INS4 are funded through the BRICKS programme, EU projects and personal grants.

Cluster staff Name Fte Function Prof.dr. M.L. Kersten 0.2 Cluster leader E. Bosch 0.7 Secretary

Standardization and Knowledge Transfer – INS0 Group leader: M.L. Kersten

Mission The mission of the group is to stimulate dissemination and take-up scientific results through concerted actions in the W3C standardization committees.

MSC or CR classification H5, 68T30, 68T50, I.2.3, I.2.4, I.2.7, F.3.1, F.3.2, F.4.1, F.4.2, D.2.11, H.1.2, H.2.4, H.2, E.1, E.5

Staff of INS0 Name Position Fte In Out Projects Herman I Researcher 1.00 1988-10-01 W3C Pemberton S Researcher 1.00 1982-09-01 W3C

111 W3C activities

Title Semantic Web • Bringing SemTech Back to the Business, at 2008 Period Semantic Technology Conference, 22 May, San Staff I. Herman, S. Pemberton Jose, CA, USA, I. Herman (Panel). Funding W3C • I. Herman, Etats´ des lieux du Web semantique,´ at 19th Journee´ Francophones d’Ingenerie´ des Progress report. The activities around the seman- Connaissances (IC2008). (19th Francophone tic web are organised around a few topics. The Knowledge Engineering Days), Nancy, France, Health Care and Life Science Interest Group was 19 June. rechartered and it draw a group of around 100 • Detailed introduction into RDF and the Se- people to participate in this action line. Her- mantic Web, at 4th Search& Find Workshop, man participated in the OWL definition working Ghent, Belgium, 22 Augustus, I. Herman. group. The RDFa recommendation led by Pem- berton and Herman was issued for public com- • Introduction to the Semantic Web, at 2nd Eu- ments. Preparatory actions to start a SPARQL ropean Semantic Technology Conference, 24 working group was initiated. September, Vienna, Austria, I. Herman (tuto- Software development of Herman included rial). reference code bases, such as SPARQLWrapper, a • Why you should have a Web Site at the W3C wrapper around a SPARQL service for Python Technical Plenary, Mandelieu, France, 22 Octo- (http://sparql-wrapper.sourceforge. ber, S. Pemberton. net/). It has also become part of the standard • RDFa:Bridging the Web of Documents and Debian distribution. Similar, pyRdfa, an RDFa the Web of Data, at 7th International Semantic distiller on top of Python’s RDFLib. The module Web Conference (ISWC2008), 26 October, Karl- is also deployed as an online RDFa distiller ser- sruhe, Germany, I. Herman (joint presentation vice: with Michael Hausenblas, DERI). http://www.w3.org/2007/08/pyRdfa/ • Keynote: Never is a long time (Disruptive technologies and the Web) at the jboye08 Web Conference in Aarhus, Denmark, 5 November, Lectures S. Pemberton. Invited talks and tutorials • S. Pemberton, Invited talk: Why you should Other professional activities have a Web Site (and other Web 3.0 issues) at I. Herman ‘Freelance Friday’ in Amsterdam, The Nether- lands, 11 January. • Member Semantic Web Science Association. • Member of the Peer Review College of the UK • RDFa: Extensible Structured Data in HTML, and Introduction to the Semantic Web (through Engineering and Physical Sciences Research an example: Turorial) both at The 17th In- Council (EPSRC). ternational World Wide Web Conference • Member of the programme committees for So- (WWW2008), 21 April, Beijing, China, I. Her- cial Data on the Web Workshop (SDoW2008), man (Joint presentation with Ben Adida (Cre- Karlsruhe, Germany; International Seman- ative Commons) and Elias Torres (IBM)). tic Web Conference, 2008 (ISWC2008), Karl- sruhe, Germany; OWL: Experiences and Di- • XBRL and the Semantic Web, at 17th Interna- rections (OWLED) 2008 Workshop, Karlsruhe, tional XBRL Conference, 5 May, Eindhoven, Germany; 2nd European Semantic Technol- The Netherlands, I. Herman. ogy Conference, Wien, Austria; NIST-Ontolog- • S. Pemberton, Tutorial: XForms 1.1 at XTech NCOR Ontology Summit 2008, Gaithersburg, 2008 in Dublin, Ireland, 6 May. Maryland, United States of America; Linked • S. Pemberton, Why you should have a Web Data on the Web Workshop, Beijing, China; Se- Site at XTech 2008 in Dublin, Ireland, 8 May. mantic Web for Health Care and Life Sciences • State of the Semantic Web, at 2008 Semantic Workshop, Beijing, China. Technology Conference, San Jose, CA, USA, 18 • Member of the IFIP TC6 working group on In- May, I. Herman. ternet Applications Engineering.

112 I N S 1

• Semantic Technology Conference, San Jos, Cal- Articles in unrefereed journals and ifornia, United States of America, member of proceedings the Advisory Board. 1L.H ARDMAN,S.PEMBERTON (2008). The • Member of the International World Wide Web Path To Web N+1, ERCIM News, 72, 16 – 17. Conference Committee (http://www.iw3c2.org) Book chapters • Member of the Semantic Web Science Associa- 1 V. KASHYAP,K.-H.CHEUNG,D.DOHERTY, tion M.SAMWALD,M.S.MARSHALL,J.LU- http://www.iswsa.org/ ( ) CIANO,S.STEPHENS,I.HERMAN,B.HOOK- • Member of the Subcommittee on Electronic WAY (2008). Semantic Web And Beyond Com- Publishing, European Mathematical Society. puting For Human Experience, in Ontology- http://www.emis.de/committees. Based Data Integration For Biomedical Re- html\#ep search, J. Cardoso et al., eds., vol. 6 of Seman- • Member of the editorial board journal Com- tic Web And Beyond Computing for Human puter Graphics Forum. Experience, Springer. S. Pemberton Other technical reports • Co-Chair, XHTML2 working group, W3C. 1 W3CTR-20080526. M. BIRBECK,S.PEMBER- • Co-Chair, XForms working group, W3C. TONETAL., Xhtml Access Module Module To • HTML and Forms Activity Lead, W3C. Enable Generic Document Accessibility, W3C. • member of program committees: XTech 2008, 2 W3CTR-20080407. M. BIRBECK,S.PEMBER- Dublin, Ireland; Advanced Visual Interfaces TONETAL., Xhtml Role Attribute, A Module To (AVI) 2008, Napoli, Italy. Support Role Classification Of Elements, W3C. Standards Academic publications 1 W3C-20081014. B. ADIDA,S.PEMBERTON Articles in refereed journals and pro- ETAL., Rdfa In XHTML: Syntax And Process- ceedings ing, W3C. 1D.B ERRUETA,E.J.LABRA,I.HERMAN (2008). Xslt+SPARQL : Scripting The Seman- Professional products tic Web With SPARQL Embedded Into XSLT Patents and standards Stylesheets, in Proceedings of the Workshop on Scripting for the Semantic Web (SFSW, W3C standards 2008). 1 W3C-20081014. B. ADIDA,S.PEMBERTON ETAL., Rdfa In XHTML: Syntax And Process- ing, W3C.

Database Architectures and Information Access – INS1 Group leader M.L. Kersten

Mission The work carried out in the research team INS1 is focused on bridging the gap between database ar- chitectures and demanding application areas, such as (structured) information retrieval and scientific database. Such a use-inspired approach is considered pivotal to make progress in both fields covered in this group. The research line on structured (multimedia) information retrieval aims at developing a multimedia database system, which can offer a high level of abstraction to both developers of end-user applications

113 and researchers working on content analysis techniques and search engines. The computational frame- work requires integration for large sparse arrays in a set-oriented database architecture. At the core of such a system we envision a sound and flexible probabilistic model to steer the retrieval process, inte- grated with query optimizers and kernel functionality. The advanced database architectures research lines investigates efficient tree- and graph data man- agement, as well as high-performance columnar stores. The distributed XML activities are part of the Pathfinder project with Univ. Tuebingen. CWI investigates semantically correct efficient distributed XQuery. In 2008, first steps in the area of scalable Graph data management have been made. Addi- tionally, there is an ongoing research cooperation with UT in the area of run-time query optimization. The columnar storage research line continues the work on architectures-conscious management of huge datasets, in cooperation with the in 2008 founded spin-off company VectorWise BV that commercializes the X100 system previously developed in the group. Both research lines are supported by activities geared at bridging the technology gap itself using our MonetDB experimentation platform. This involves research into novel ways (algorithms, data struc- tures and software stack) to exploit the potential power of custom hardware and research in query opti- misation (language specific, adaptive, cost-models) to achieve a more modular solution. The system is widely distributed to provide others a sound and modern database experimentation platform, but also to import user experiences on the choices made.

MSC or CR classification H.3.1, H.3.3, H.2.4, H.2, E.1, E.5, H.2.8, I.1.5

Subgroups and subgroup leaders Name Leader INS1.1 – Multimedia Databases A.P. de Vries INS1.2 – Database Architectures P.A. Boncz INS1.3 – Query Languages & Optimization S. Manegold INS1.4 – MonetDB Dissemination N.J. Nes

Staff of INS1 Name Position Fte In Out Projects Boncz P Researcher 1.00 2001-07-01 P4132 (p. 116); P4142 (p. 116); P4104 (p. 118) Cornaccia R Project 1.00 2003-10-01 2012-12-31 P4133 (p. 116) member- PhD student Groffen F PhD student 0.80 2004-09-01 2009-12-31 P4135 (p. 117); P4104 (p. 118) Heman SABC PhD student 0.58 2005-06-01 2008-07-31 P4132 (p. 116) Ivanova M Researcher 1.00 2006-06-01 2009-12-31 P4104 (p. 118); P4140 (p. 118) Kersten ML Researcher 0.40 1985-08-01 P4104 (p. 118); P4140 (p. 118) Liarou E PhD student 1.00 2006-10-01 2010-09-30 P4104 (p. 118); P4140 (p. 118) Manegold S Researcher 1.00 1997-10-01 P4132 (p. 116); P4142 (p. 116); P4135 (p. 117); P4104 (p. 118) Mullender KS Scientific 1.00 2002-01-01 P4142 (p. 116); P4104 (p. 118) programmer Nes N Researcher 1.00 1999-07-01 P4132 (p. 116); P4142 (p. 116); P4135 (p. 117); P4104 (p. 118); P4140 (p. 118) continued on next page

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Pereira Gonc¸alves R Researcher 1.00 2006-08-01 2011-07-31 P4104 (p. 118); P4140 (p. 118) Rode H PhD student 0.75 2008-04-01 2010-03-31 P4141 (p. 115) Sidirourgos EE Researcher 1.00 2007-10-01 2009-09-30 P4142 (p. 116) Tang N Researcher 0.92 2008-02-01 2009-12-31 P4142 (p. 116) Tsikrika T Researcher 1.00 2007-05-01 2009-04-30 P4141 (p. 115) Vries A de Researcher 1.00 1999-12-16 P4141 (p. 115); P4133 (p. 116) Ydraios ES PhD student 1.00 2005-10-01 2009-09-30 P4135 (p. 117) Zhang Y PhD student 0.80 2005-02-01 2009-01-31 P4142 (p. 116) Zukowski M Project 0.67 2003-11-01 2008-08-31 P4132 (p. 116) member- PhD student Seconded Clements M (TUD) PhD student p.m. 2006-09-01 2010-08-31 Ordelman R (UT) Researcher 0.67 2007-03-15 2008-08-31 Siebes APJM (UU) Adviser 0.20

Scientific report tive is the access to real use-cases, reflecting the Highlights joint concerns of two major European content providers. CWI leads the research into ‘Cross- • The spinoff companies MonetDB and Vector- media retrieval’. This work-package addresses Wise were established to bring database tech- the choice of retrieval models: how to match nology to the market. content representations to a query that expresses • Three major releases of the MonetDB code the user’s information need, and how to incor- base and hitting over 36.000 downloads during porate a user’s relevance feedback. All function- this year. ality is implemented in the open source XML • Invited article in December issue of the Com- retrieval system PF/Tijah and provided to VITA- munication of the ACM series Advances in LAS as web-services. The retrieval effectiveness Computer Science. of the ranking component is measured in inter- national benchmarks. PhD research De Vries investigated how to improve the R. Cornacchia (page 116) classical probabilistic retrieval model for search- F. Groffen (page 117) ing using a (limited) vocabulary of automati- R. Goncalves (page 118) cally detected concepts rather than full-text, S. Heman´ (page 116) exploiting especially the concept absence in- S. Idreos (page 117) formation; preliminary results were published E. Liarou (page 118) at CIVR 2008. Rode implemented web-service Y. Zhang (page 116) wrappers around the search functionality pro- M. Zukowski (page 116) vided by PF/Tijah, and improved the robustness INS1.1 – Multimedia Databases of the PF/Tijah itself. He also started the devel- Number P4141 opment of new concept retrieval functionalities, Name VITALAS their incorporation in existing retrieval models, Leader A.P. de Vries and the explicit usage of concepts and weights Staff H. Rode, T. Tsirika within queries. Tsikrika investigated the use of Funding EU/FP6 query log-files (provided by BELGA) for rele- Partners EADS Defence and Security Systems, vance feedback. This work resulted in the new Fraunhofer Gesellschaft, INRIA, Fun- concept and term suggestion strategies based on dacion Robotiker, Institut National de similar queries and images found in the log data. l’audiovisuel, Centre for Research and The research conducted in the context of the ac- Technology tivities of INEX 2007 has been published, and Progress report. The VITALAS project (Video we participated again in the INEX 2008 evalua- & image Indexing and Retrieval in the Large tion, submitting runs for the efficiency and entity Scale) looks into advanced solutions for index- ranking track. Tsikrika was the principal orga- ing, searching and accessing large scale digital nizer of the new WikipediaMM ImageCLEF 2008 audio-visual content. The strength of the initia- task for building a large-scale test collection of

115 annotated images (150,000 images and 75 topics) torWise BV. This spin-off will further develop and also participated in the evaluation to assess and research X100 for use as a data warehous- cross-media approaches. In coorporation with ing engine for a commercial third party. It will CERTH-ITT, we participated in TRECVID 2008 continue participating in research into advanced and submitted a notebook paper reporting about columnar data stores with CWI and other inter- the experiments. nationally leading research groups. The VectorWise BV founders include be- Number P4133 sides Boncz and Zukowski also Nes and H´eman. Title MultimediaN N5 (semantic access) H´eman first performed an academic internship Period July 2004–June 2008 with Goetz Graefe at HP Labs in Palo Alto; after Leader A.P. de Vries which he joined the spin-off as am employee. Staff A.P. de Vries, R. Cornacchia Boncz and Nes remain at CWI but were tem- Funding Bsik H´eman Partners CTIT, UvA, Beeld en Geluid, TextKernel porarily seconded. will continue his re- search into update mechanisms for columnar Progress report. Cornacchia and De Vries contin- stores at VectorWise and intends to finish his ued their work on mapping sparse array compu- PhD within 3 years. tations to databases (SRAM), focusing on query The X100 research resulted this year in a hon- optimization. As a spin-off of this research ac- orable invitation to Stanford for Boncz and a Best tivity, De Vries started a short project with Ma- Paper Award at the DaMoN workshop. trixware (an Austrian IT company) to develop Number P4142 a prototype probabilistic database solution to Title MonetDB/XQuery support patent information specialists. The Period 2004–2009 project is joint research with Thomas Roelleke Leader P.A. Boncz from Queen Mary University London (QMUL). Staff S. Manegold, K.S. Mullender, N.J. Nes, De Vries coordinated again the INEX XML N. Tang, Y. Zhang, L. Sidirourgos entity retrieval track, and continued his involve- Funding MultimediaN, XIRAF ment in the TREC enterprise search evaluation. Partners Univ. Tuebingen, UT, UvA, NFI His part-time position at Delft University of Technology resulted in two journal papers on Progress report. Zhang continued working on collaborative filtering and a PhD degree for Jun P2P XML databases in the area of XRPC (a dis- Wang, as well as a (0.2 fte) full professorship in tributed XQuery extension), which resulted in a the area of multimedia data spaces. The joint demonstration of XRPC at SIGMOD 2008 (with work with Van Doorn (Philips) resulted in two Boncz), and an accepted publication at ICDE 2009 papers and the write-up of Van Doorn’s PhD (with Boncz and Tang). This paper was subse- thesis (defended successfully early 2009). quently selected for IEEE TKDE journal publica- tion as one of best papers in ICDE 2009. INS1.2 – Database Architectures After this, Zhang focused on the correctness proof of the query distribution algorithms in this Number P4132 ICDE paper. Together with the initial XRPC Title X100 VLDB 2007 paper, these proofs and the ICDE Period February 2002–2009 2009; the core material for a good PhD thesis has Leader P.A. Boncz materialized by now. Staff P.A. Boncz, M. Zukowski, Sidirourgos, a project member in the NFI co- N.J. Nes, S. Manegold, S. Heman´ operation XIRAF, performed a lot of work in Funding MultimediaN maturing the algebra translator of the Mon- Partners Textkernel B.V., VectorWise B.V. etDB/XQuery system, developed jointly with Univ. Tuebingen. His work on adaptive XML Progress report. Zukowski finished his PhD the- indexing techniques resulted in a EDBT 2009 sis, which will be defended Additionally, he and paper. Additionally, initial steps were made in Boncz were approached by various commercial the area of Graph data management, first with parties interested in the X100 research, which an MSc student (M. Antonelli of prof P. Atzeni, culminated after heavy negotiations in the for- Rome), then by Sidirourgos. Initial evaluation mation of a new CWI spin-off company, Vec- work with Manegold.

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In the XQuery work, and building on the join tion for highly efficient tuple reconstruction in graph XQuery optimization work by Univ. Tue- column-stores, a basic requirement for improv- bingen, a new cooperation with UT (R. Abdelka- ing the query performance with column-wise der and M. van Keulen) was set up in te area of processing even further. Extensive performance run-time query optimization. This work ma- analysis using both synthetic and the standard terialized in a SIGMOD 2009 paper, with more TPC-H benchmark demonstrate the potential of results expected to follow. database cracking and lead to a publication to be presented at ACM SIGMOD 2009 in Providence, INS1.3 – Query Languages & Opti- RI, USA. Exploiting the basic ‘partial sideways mization cracking‘ techniques, database cracking has fur- ther been extended to join queries demonstrating Number P4135 how one of the most important, complex and ex- P4136 pensive database operators can significantly ben- Title Databases for personalized ubiquitous efit from partitioning as provided by database intelligent devices cracking. In addition to benefiting from exist- Period 2004–2008 ing cracking, the work also shows how joins Leader M.L. Kersten themselves can actively refine and extend the Staff S. Manegold, N.J. Nes, F. Groffen, cracking structures and knowledge, leading to S. Idreos Funding BRICKS/IS1 and BRICKS/IS2 further benefits for both the current join itself Partners UU, UT and further operations on the cracked data. This work lead to a paper that has been submitted to Progress report. Groffen, Kersten and Mane- a major database conference. After returning gold continued their pursuit for autonomous from his internship at Microsoft Research in Red- database management systems following the mond, WA, USA, Idreos is ready to start writing Armada analogy, i.e., a fleet of database servers his dissertation. work towards a goal without being locked into Idreos and Liarou continued their collabora- a central decision structure at all times. With tion on continuous query processing in peer- the foundations described in a formal model, to-peer systems with their former colleagues in the work focused on completing quantitative Crete. The results were reported at EDBT 2008 assessment and prototypical implementation. in Nantes, France. Using a simulation-based approach, update and In cooperation with dr. M. van Keulen and query performance has been investigated for R. Abdel Kader from the UT, Boncz and Mane- numerous scenarios using various datasets and gold continued the research work on dynamic query workloads, both synthetic and real life. runtime query optimization for XQuery. Query The analysis lead to the development of various optimization for XQuery is still in its infancy, new querying policies that optimize client-side particularly hindered by the absence of good re- trail-caching and minimize communication dur- sult size estimation and cost models for XQuery. ing query evaluation. To demonstrate the fea- Additionally, the state-of-the-art of even rela- sibility of the Armada approach, rudimentary tional query optimization still struggles to cope frameworks have been implemented both on the with cost model estimation errors that increase standard SQL level and in the very code of Mon- with plan size, as well as with the effect of corre- etDB/5. Groffen finished writing his dissertation lated join, selection and aggregation predicates. Armada: An Evolving Database System. This work In the context of MonetDB/XQuery, we propose led to a publication at WDDDM 2009 in Nurem- to radically depart from the traditional path of berg, Germany. separating the query compilation and query ex- Idreos, Kersten and Manegold extended their ecution phases, by having the optimizer execute work on ‘database cracking’, i.e., technolo- and materialize partial results on the fly, observ- gies to make databases self-organized based ing intermediate result characteristics as well as on the query workload. The work on ‘partial applying sampling techniques to evaluate the sideways cracking‘ has been completed. This real observed query cost. This work lead to a work extends ‘cracking‘ techniques to effec- publication to be presented at ACM SIGMOD tively support multi-attribute queries, yield- 2009 in Providence, RI, USA. ing a self-organizing and resource aware solu- Together with dr. I. Manolescu from INRIA,

117 France, Manegold co-organized the very suc- Period 2006–2008 cessful tutorial on Performance Evaluation in Leader M.L. Kersten Database Research: Principles and Experience at Staff M.L. Kersten, N. Nes, M. Ivanova, R. ICDE 2008 in Cancun, Mexico. Goncalves, E. Liarou Funding BRICKS, BRICKS/Focus Manolescu and Manegold have been ap- Partners UvA, RUG pointed co-chairs of the ACM SIGMOD 2009 Repeatability and Workability Evaluation Com- Progress report. Ivanova, Goncalves, Nes, Kersten mittee. continued their work on the Skyserver applica- tion. The research was focused on performance INS1.4 – MonetDB Dissemination improvements by re-using intermediate results, i.e. the MonetDB recycler. The idea leverages Number P4104 the usage observed pattern of query common- Title MonetDB alities and the opportunities of the MonetDB ar- Period 1993–indefinite chitecture. It turned out to be very effective and Leader N.J. Nes Staff M.L. Kersten, P.A. Boncz, S. Manegold, efficient in the context of this science application. K.S. Mullender, F. Groffen A fully functional version of the DR6 2,5TB Funding MultimediaN database has been managed and queried by Partners UT, SPSS, Xsupport, UMass Amherst, MonetDB (Arjen de Rijke), which required ma- TU Munich jor advances in MonetDB/SQL functionality. The MonetDB/SkyServer project was de- Progress report. The many software platforms on scribed in an invited section in a book about sci- which MonetDB runs required continuous at- entific data management. tention on quality and maintainability. The SQL Kersten, Liarou and Goncalves designed an line on MonetDB 4 has been abandoned, reduc- orthogonal extension to the SQL language to ing the need for maintenance. The SQL com- cater for stream behavior. In 2008 the focus was piler has been redesigned to provide a reusable largely shifted towards the requirements posed algebraic interface, which enabled heuristic by the Linear Road Benchmark, a reference point rewrite rules to be applied at the early stage of for architectural studies in streaming systems. query plan generation. The project VIA-M has Goncalves, Sidourisgos, Kersten and Manegold started, which deploys MonetDB in the context undertook a counter implementation of the RDF of video search, a partnership in MultimediaN. triple store approach. It was amongst the first Apart from the MonetDB work in MultimediaN, papers accepted in the VLDB experimentation Mullender also worked on SMIL in the Synchro- track and successfully attacked claims made by a nized Multimedia Working Group (SYMM) of high-profile paper in VLDB 2007. the World-Wide Web Consortium (W3C).

Number P4140 Societal aspects and knowledge Title GeoinfoNed transfer Period 2006–2008 Leader N.J. Nes Projects with partners in public and Staff M.L. Kersten private sector Funding Bsik GIS MultimediaN (page 116) Partners TUD, Cyclomedia, Rijkswaterstaat, Eye BRICKS & BRICKS/Focus (page 118) Works, Hogeschool Utrecht

Progress report. This project is worked upon by Organization of conferences and Nes and Kersten, which primarily called for fur- workshops ther improvements in the MonetDB/SQL code base. A modified version of OPEN-GIS support • P. Boncz, organiser SIGMOD/DaMoN 2009 of MonetDB was released to the community. workshop, Providence (USA). • M.L. Kersten, programme chair EDBT 2009 St. Number P4104 Petersburg, Russia. Title MonetDB/Skyserver • M.L. Kersten, programme co-chair ICDE, Can- cun, Mexico.

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• S. Manegold, co-organizer of ICDE 2008 Sem- • Member of the programme committees for inar Performance Evaluation in Database Re- Scientific and Statistical Database Manage- search: Principles and Experience. ment (SSDBM), ACM SIGMOD DaMoN, Van- • S. Manegold, co-chair of the ACM SIGMOD couver, (Canada), Int workshop on SEMDB, 2009 Repeatability and Workability evaluation Rome (Italy), EDBT, Nantes (France) EDBT committee. PhD Workshop, Nantes (France), EDBT SET- • De Vries is tutorial chair for SIGIR 2009 and or- MDM Workshop, Nantes (France), ACM SIG- ganizing chair of a new NIST Entity track at MOD, Vancouver (Canada), Int. conference on TREC 2009. Very Large Databases (VLDB) Auckland (New Zealand). • Scientific adviser Philips Research. Lectures • Member of the editorial board of the Journal on Very Large Databases (JVLDB). • P. Boncz, invited visit to Stanford Univ., host prof. Hector Garcia Molina. Gave an address • Member of the scientific advisory board for to the special edition of the infolab seminar Helsinki Institute for Information Technol- (stellar cast), 18 January. ogy; Fraunhofer IPSI, Darmstadt, Germany; Max Planck Institute, Saarbrucken, Germany; • M. Ivanova, EDBT, Nantes, France, March. Swedish Research Counsil, DICS program, • Stratos Idreos, Continuous Multi-Way Joins Sweden. over Distributed Hash Tables the 11th Inter- • Executive board member MonetDB BV. Non- national Conference on Extending Database executive board member VectorWise BV. Technology (EDBT), Nantes, France, March. • M.L. Kersten, Keynote address A Database S. Manegold Jigsaw Puzzle, International conference on • Member of the programme committees for Data Engineering (ICDE), Cancun (Mexico), EDBT 2008; Demonstration Program ICDE April. 2008; VLDB 2008 PhD Workshop. Experimen- • M.L. Kersten Keynote address MonetDB, a tal Repeatability Committee member of SIG- column store in midflight, BNCOD, Cardiff MOD 2008. (UK) July. • M.L. Kersten, Astronomy, LOFAR, and Mon- A.P. de Vries etDB, I-science workshop on data mining, dis- • Editorial Board Member of Information Re- tributed computing and visualization for as- trieval (IR); Thematic Chair for the theme of tronomy, Lorentz Center, Leiden, October. Laboratory IR at the Symposium in Informa- • De Vries, invited opening talk ‘Expert Finding tion Interaction in Context (IIiX 2008) in Lon- = Finding People + Assessing Expertise’ of the don; Track chair for the ICME 2008 Multime- SIGIR 2008 Workshop on Future Challenges in dia Database track; Technical co-chair of the Expertise Retrieval (fCHER). Sixth International Conference on Content- Based Multimedia Indexing (CBMI’08); NWO Open Competition Programme Committee Other professional activities member; P.A. Boncz • Member board research school SIKS. Board • Founder of the CWI spin-off VectorWise. member (treasurer) of the (Dutch) WGI, • Member of the programme committees for Vereniging Werkgemeenschap Informatieweten- ACM SIGMOD Demo Track, Int. conference schap (i.e., Society for Information Science); on Very Large Databases (VLDB), Int. Con- CWI representative in the Siks Research School ference on Data Engineering (ICDE), World- Board; wide-web Conference. Academic publications M.L. Kersten Articles in refereed journals and pro- • Full professor at UvA. • Scientific co-director Bsik/MultimediaN. ceedings 1 P.A.BONCZ,M.L.KERSTEN,S.MANEGOLD (2008). Breaking The Memory Wall In Mon-

119 etDB, Communications of the ACM, 51, 12, 12 T. TSIKRIKA, T.H.W. WESTERVELD (2008). 77 – 85. The INEX 2007 Multimedia Track, in Focused 2R.C ORNACCHIA,S.HEMAN´ ,M.ZUKOWSKI, Access to XML Documents, vol. 4862 of A.P. DE VRIES, P.A. BONCZ, (2008), Flexible Springer series Lecture Notes in Computer And Efficient IR Using Array Databases, VLDB Science, Springer, 440 – 453. Journal, 17, 1, 151 – 168. 13M.W AAIJERS,J.WANG,J.A.POUWELSE, 3M.I VANOVA,M.L.KERSTEN,N.J.NES J.FOKKER, A.P. DE VRIES, M.J.T. REINDERS (2008). Adaptive Segmentation For Scientific (2008). Personalization On A Peer-To-Peer Tele- Databases, in Proceedings of the IEEE Inter- vision System, Multimedia Tools and Applica- national Conference on Data Engineering tions, 36, 1-2, 89 – 113. (ICDE, 2008). 14 Y. ZHANG, P.A. BONCZ (2008). Distributed 4M.I VANOVA,M.L.KERSTEN,N.J.NES XQuery And Updates Processing With Heteroge- (2008). Self-Organizing Strategies For A neous XQuery Engines, in Proceedings of the Column-Store Database, in Proceedings of ACM SIGMOD International Conference on the International Conference on Extending Management of Data (SIGMOD, 2008). Database Technology (EDBT, 2008). 15M.Z UKOWSKI,N.J.NES, P.A. BONCZ 5M.L.K ERSTEN (2008). The Database Architec- (2008). Dsm Vs. NSM: CPU Performance ture Jigsaw Puzzle, in Proceedings of the IEEE Tradeoffs In Block-Oriented Query Processing, International Conference on Data Engineer- in Proceedings of the International Work- ing (ICDE, 2008). shop on Data Management on New Hard- 6E.L IAROU,S.IDREOS,M.KOUBARAKIS ware (DaMoN, 2008). (2008). Continuous Multi-Way Joins Over Distributed Hash Tables, in Proceedings of Articles in unrefereed journals and the International Conference on Extending proceedings Database Technology (EDBT, 2008), ACM. 1C.D IOU,C.PAPACHRISTOU, P. PANA- 7S.M ANEGOLD (2008). An Empirical Evalua- GIOTOPOULOS,G.STEPHANOPOULOS, tion Of XQuery Processors, Information Sys- N.DIMITRIOU,A.DELOPOULOS,H.RODE, tems Journal, 33, 203 – 220. R.ALY, A.P. DE VRIES, T. TSIKRIKA, (2008), 8I.M ANOLESCU,L.AFANASIEV,A.AR- Vitalas At TRECVID-2008, in Proceedings ION,J.DITTRICH,S.MANEGOLD,N.POLY- of the 6th TREC Video Retrieval Evaluation ZOTIS,K.SCHNAITTER, P. SENELLART, Workshop, NIST. S.ZOUPANOS,D.SHASHA (2008). The Re- 2 T. TSIKRIKA,J.KLUDAS (2008). Overview Of peatability Experiment Of SIGMOD 2008, SIG- The WikipediaMM Task At ImageCLEF 2008, MOD Record, 37, 1, 39 – 45. in Working notes of the 9th Workshop of the 9I.M ANOLESCU,S.MANEGOLD (2008). Per- Cross-Language Evaluation Forum, CLEF- formance Evaluation In Database Research: campaign. Principles And Experience, in Proceedings of the IEEE International Conference on Data 3 T. TSIKRIKA,H.RODE, A.P. DE VRIES Cwi At ImageCLEF 2008 Engineering (ICDE, 2008). (2008). , in Work- ing notes of the 9th Workshop of the Cross- 10E.S IDIROURGOS,R.A.GONCALVES,M.L. Language Evaluation Forum, CLEF-campaign. KERSTEN,N.J.NES,S.MANEGOLD, (2008), Column-Store Support For RDF Data Manage- 4 T. TSIKRIKA, T.H.W. WESTERVELD (2008). ment: Not All Swans Are White, in Proceed- Multimedia Retrieval At INEX 2007, SIGIR ings of the International conference on verly Forum, A Medium of Discussion for SIGIR large data bases (VLDB) (VLDB, 2008). Members, 42, 1, 16 – 21. 11 T. TSIKRIKA, P. SERDYUKOV,H.RODE, T.H.W. WESTERVELD,R.ALY,D.HIEM- Book chapters STRA, A.P. DE VRIES (2008). Structured Doc- 1S.M ANEGOLD (2008). Cost Estimation, in ument Retrieval, Multimedia Retrieval, And Encyclopedia of Database Systems, L. Liu, Entity Ranking Using PF/Tijah, in Focused T. Ozsu,¨ eds., Springer-Verlag, first ed. Access to XML Documents, vol. 4862 of 2S.M ANEGOLD (2008). Locality, in Encyclo- Springer series Lecture Notes in Computer pedia of Database Systems, L. Liu, T. Ozsu,¨ Science, Springer, 306 – 320. eds., Springer-Verlag, first ed.

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3S.M ANEGOLD (2008). Memory Hierarchy, in CWI reports Encyclopedia of Database Systems, L. Liu, 1 INS-E0801. S. HEMAN´ ,N.J.NES,M.ZUKOWSKI, ¨ T. Ozsu, eds., Springer-Verlag, first ed. P.A. BONCZ, Positional Delta Trees To Recon- 4 T. TSIKRIKA (2008). Aggregation-Based Semi- cile Updates With Read-Optimized Data Storage. Structured Text Retrieval, in Encyclopedia 2 INS-E0802. E. SIDIROURGOS, P.A. BONCZ, of Database Systems, L. Liu, T. Ozsu,¨ eds., Generic And Updatable XML Value Indices Cov- Springer-Verlag, first ed. ering Equality And Range Lookups.

Semantic Media Interfaces – INS2 Group leader: L. Hardman

Mission The technological basis for storing human knowledge is gradually switching from document process- ing to knowledge representation. The human process of making new information available is evolving from including information in static documents to capturing it in a more structured knowledge store from which many different presentations can be derived. These generated presentations each cater to its current user, giving the user flexibility in controlling each presentations structure and style. In ad- dition, the way users can express their information need can be raised from a lower-level fact-finding query to, e.g., a higher-level information comparison task. The author also gains expressive power, be- ing able to store each new piece of knowledge once in its most generalized conceptual form rather than in one or more static documents for specific contexts. To provide this power to authors and users, we aim to make the systems that lie between them meet the following challenge: to let the user specify and guide the automated process of finding relevant content and building and presenting structure around it. The current simultaneous emergence and adoption of Semantic Web technologies and several media metadata formats bring about a substantial basis for both implementation and empirical evaluation of this progression.

MSC or CR classification H.5.4, H.5.1, I.2.4, I.4, I.7.2, I.3.7, J.4, J.5

Staff of INS2 Name Position Fte In Out Projects Amin A PhD student 1.00 2005-10-01 2009-09-30 P4247 (p. 122); P4243 (p. 122) Hardman HL Group leader 0.90 1992-01-16 P4247 (p. 122); P4243 (p. 122) Hildebrand M PhD student 1.00 2005-11-01 2009-10-31 P4247 (p. 122); P4243 (p. 122) Kauw A Tjoe M Researcher 0.80 2007-05-01 2008-12-31 P4247 (p. 122) Obrenovic Z Researcher 0.58 2006-01-01 2008-07-31 P4247 (p. 122) Ossenbruggen JR van Researcher 0.73 1998-09-01 P4247 (p. 122); P4243 (p. 122) Rutledge L Researcher 0.25 1996-09-16 2008-03-31 P4246 (p. 121) Troncy R Researcher 1.00 2006-06-01 2009-05-31 P4247 (p. 122)

Scientific report Project reports Number P4246 Highlights Title CHIP – Cultural Heritage Information • Hildebrand received the Best Student Paper Personalization Award for research proposals at the Interna- Period 1-4-2005–31-3-2008 tional Semantic Web Conference (ISWC) 2008 Leader De Bra, P. TU/e in Karlsruhe. See p. 124. Staff Rutledge, L. Funding CATCH NWO (NWO project funding) Partners Telematica Instituut 121 Progress report. The CHIP project, in partner- the University of Economics of Prague, we ship with the Rijksmuseum Amsterdam and the finalized the design and implementation of Telematica Instituut, aims to personalize access COMM3, a Core Ontology for MultiMedia an- to cultural heritage repositories enriched with notation. We documented the similarities and controlled vocabularies. In the final months in differences of COMM with three other MPEG- 2008, Rutledge performed analyses on the accu- 7 based ontologies. racy in rating and recommending item features. • We pursued our work for expressing and con- These features, often in the form of tags, cate- verting NewsML metadata using Semantic gories or meta-data, are important components Web languages (RDF, SKOS, OWL) and de- of recommender interfaces. These can be used to signing novel user interface for browsing news help users explore unfamiliar information stores. multimedia datasets. A prototype environ- Methods investigated included improving fea- ment is available at ture recommendation accuracy and processing http://newsml.cwi.nl/explore/search. user ratings of features to improve recommen- • In collaboration with Dublin City University dation of both features and items. Accuracy and Glasgow University, we participated in measurements compare proposed techniques the evaluation of the interactive search task of for processing feature ratings and recommend- TRECVID 2008. In particular, we conducted ing features. Resulting techniques recommend a multi-site, multi-user, multi-interface exper- features with relative accuracy. Results showed iment. This was the largest evaluation ever that processing ratings of either features or items conducted within TRECVID. does not improve accuracy of recommending the other. Number P4243 Title MultimediaN/N9c – E-Culture Number P4247 Period 1-1-2004–31-12-2009 Title K-Space – Knowledge Space of Semantic Leader Ossenbruggen, J. van Inference for Automatic Annotation and Staff A. Amin, M. Hildebrand, L. Hardman Retrieval of Multimedia Content Funding BSIK (Other project funding) Period 1-1-2006–31-12-2008 Partners DEN, ICN, UvA, VU Leader Hardman, L. Staff R. Troncy, Z. Obrenovic, M. Kauw-A- Progress report. The project aims at improv- Tjoe, A. Amin, M. Hildebrand, J. van ing Web-based access to heterogeneous col- Ossenbruggen lections from the Dutch cultural heritage Funding Network of Excellence EU/IST/FP6 domain. It focuses on improving the cur- (International samenwerkingsprojecten) rent state of the art in metadata modelling, Partners 14 different partners manual and semi-automatic annotation and Progress report. The group leads the research metadata-based reasoning. Within the project, in the area of Semantics-based Interaction with INS2 is responsible for developing intelli- Multimedia, which includes the automatic gen- gent user-specific and perspective-specific eration of human readable presentation of mul- search and browsing interfaces. The project timedia material and the retrieval of the relevant works closely with the European K-Space NoE data by querying, filtering and processing the as- and the various NWO/CATCH projects. The sociated semantic annotation. Specific achieve- projects main demonstrator, available from ments are the following: http://e-culture.multimedian.nl/ has proven successful for communicating the • In collaboration with Joanneum Research Insti- research ideas to cultural heritage profession- tute, we further developed VAMP1, a Semantic als and to the general public. It also serves as a Validation service of MPEG-7 Profiles, and set testbed with real world data for the research ex- up an MPEG-7 Specification Repository2, gath- periments. In 2008, the software and interface ering examples, schemas and resources that designs in this project also serve as a show case process MPEG-7 metadata. for innovative applications of Europeana,eu, • In collaboration with Koblenz University and the portal for European Cultural Heritage with

1http://vamp.joanneum.at 2http://media.cwi.nl/mpeg7/wiki/ 3http://multimedia.semanticweb.org/COMM/

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very high visibility. As a use case in studying • Supervisor of A.K. Amin, K.I. Falkovych, the effect of repurposing data found on the Web J.P.T.M. Geurts, M. Hildebrand, S. Loeber in other applications, Hildebrand performed an (TUE). extensive user study in 2008 with professional • Member of the PE6-C: Computer Science and documentalists from the Rijksmuseum to test Informatics panel for ERC Starting Indepen- subject annotation of historic prints with terms dent Researcher Grants. from 3rd party thesauri. Hildebrand and Amin • Member editorial board for the Journal of Web continued work on semantic autocompletion. Semantics and the New Review of Hyperme- Amin performed an extensive user study on the dia and Multimedia. effect of location in mobile search at an intern- • Guest editor of the ACM Multimedia Systems ship at Google Research in London, and worked Journal, special issue on canonical processes of on trust issues in Web applications that provide media production. access to aggregated data. In addition, she per- • Guest editor of IEEE Intelligent Systems spe- formed design work on a comparison search cial issue on AI and Cultural Heritage. interface, in collaboration with Hyowon Lee at • Programme committee co-chair for the 3rd In- DCU. ternational Conference on Semantic and Digi- tal Media Technologies. • Gave half day course on Flexible Interfaces Societal aspects and knowledge for Semantically Annotated Multimedia at the transfer Summer School on Multimedia Semantics. • Gave tutorial on A Semantic Multimedia Web: Projects with partners in public and Create, Annotate, Present and Share your Me- private sector dia at 17th International World Wide Web Con- • CHIP (p. 121). ference, Beijing. • K-space (p. 122). • Guest editor of the ERCIM News special • E-Culture (p. 122). theme The Future Web. • PhD thesis comittee member for Vera Hollink, Lectures UvA. • Member of the selection committee for Patch- • Invited lecture on metadata interoperability at ingZone applicants. the SIKS PhD Course on Web-based systems in Vught: J. van Ossenbruggen, 4 March. Z. Obrenovic • Invited lecture at the Univ. Glasgow (UK), Se- • Guest editor of the ACM Multimedia Systems mantic Annotation and Presentation of Multimedia Journal, special issue on canonical processes of Content: R. Troncy, March. media production. • Invited lecture at the French Association of • Member of the programme committees for the Archimed Users (aulA4) in Paris (France), Web Accessibility (W4A) Conference, and An Introduction to the Semantic Web: languages, ACM MM ’07 Conference. tools and applications: R. Troncy, June. • Main Lecturer for the course ‘Intelligent Multi- • Invited lecture on metadata interoperability media Systems’ at VUA. at the eScience Seminar of the Max-Planck- • Guest lecturer for course ‘Multimedia Author- Gesellschaft in Berlin, Germany: J. van Ossen- ing’ at VUA. bruggen, 15 October. J.R. van Ossenbruggen • Teacher, CS1 Course Web Technology at VUA. Other professional activities • Associate supervisor of A.K. Amin, J.P.T.M. L. Hardman Geurts, M. Hildebrand. • • Professor in computer science at TUE. Guest editor of IEEE Intelligent Systems spe- cial issue on AI and Cultural Heritage. • Teacher, USI course at TUE. • Project manager of the Bsik BRICKS project until June 2008.

4http://www.aula.asso.fr/

123 • Member of the programme committees for Workshop on Data Semantics for Multimedia SWUI’08, AH’08, ESWC’08, ISWC’08, Hyper- Systems and Applications (DSMSA) 2008, In- text 08, SIEDL’08 ternational Workshop on Collective Semantics: Collective Intelligence and the Semantic Web L.W. Rutledge (CISWeb) 2008, Ingenierie´ des Connaissances • Gave invited paper at The Fourth Taiwanese- (French Conference on Knowledge Engineer- French Conference on Information Technology ing) 2008. (TFIF 2008), March 3-5, Taipei, Taiwan.

R. Troncy Awards and grants • Hildebrand received the Best Student Paper • Founding member and co-chair of the W3C Media Fragments Working Group Award for research proposals at the Interna- tional Semantic Web Conference (ISWC) 2008 • Founding member and participant of the W3C in Karlsruhe. His proposal was on intelligent Media Annotations Working Group web interfaces: Interactive Exploration of Het- • Participant in the W3C Hypertext Coordina- erogeneous Cultural Heritage Collections. The tion Group contest had 36 participants, of which seven • Expert for the European Commission for the defended their proposal. Hildebrand’s win- Information and Communication Technologies ning proposal investigates how to support end (ICT) Work Programme 2007 – 2008 under the users in exploring Linked Data on the web, Seventh Framework Programme (FP7), Chal- where interrelations among small pieces of in- lenge 4, Intelligent Content and Semantics, FP7 formation, such as people and places, can be ICT Call 3. used to find and present information to users • Guest editor of the Elsevier Journal of Web Se- more effectively. mantics, special issue on Multimedia Semantics. • Guest editor of the Springer Multimedia Tools and Applications, special issue on Multimedia Academic publications Semantics. Articles in refereed journals and pro- • Panel Chair for the 5th European Semantic ceedings Web Conference (ESWC 2008), Tenerife, Spain, June. 1A.K.A MIN,J.R. VAN OSSENBRUGGEN, L.HARDMAN,A. VAN NISPEN (2008). Un- • Lecturer for a tutorial on A Semantic Multime- derstanding Cultural Heritage Experts Informa- dia Web: Create, Annotate, Present and Share your tion Seeking Needs, in Proceedings of the 8th Media at 1) the 17th International World Wide ACM/IEEE joint conference on Digital li- Web Conference (WWW), Beijing (China) braries, ACM. (April); 2) the 7th International Semantic Web Conference (ISWC), Karlsruhe (Germany), Oc- 2A.K.A MIN,J.ZHANG,H.CRAMER,L.HARD- MAN VERS The Effects Of Source tober, and 3) the 3rd International Conference , V. E (2008). Credibility Ratings In A Cultural Heritage Infor- on Semantic and Digital Media Technologies mation Aggregator (SAMT), Koblenz (Germany), December. , CWI. Information Systems [INS], CWI. • Reviewer for the following journals: Elsevier Journal of Web Semantics, Springer Multime- 3 Y. AVRITHIS,N.O’CONNOR,S.STAAB, RONCY Introduction To The Spe- dia Tools and Applications, IEEE Multimedia, R.T (2008). cial Issue On ”Semantic Multimedia” and IEEE Transactions on Multimedia. , Web Se- mantics: Science, Services and Agents on the • Member of the programme committees for World Wide Web, 6, 2, 137 – 138. the International Semantic Web Conference (ISWC) 2008, Asian Semantic Web Confer- 4 Y. AVRITHIS,N.O’CONNOR,S.STAAB, RONCY Introduction To The Special ence (ASWC) 2008, International Conference R.T (2008). Issue On ”Semantic Multimedia” on Semantics And digital Media Technology , Multimedia (SAMT) 2008, International Conference on Se- Tools and Applications, 39, 2, 143 – 147. mantic Systems (I-SEMANTICS) 2008, Interna- 5S.B OCCONI, F.-M. NACK,L.HARDMAN tional Workshop on Content-Based Multime- (2008). Automatic Generation Of Matter-Of- dia Indexing (CBMI) 2008, IEEE International Opinion Video Documentaries, Web Semantics:

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Science, Services and Agents on the World Notes in Computer Science, Springer Berlin Wide Web. / Heidelberg, 483 – 498. 6H.C RAMER,B.WIELINGA,S.RAMLAL, 15R.T RONCY (2008). Creating, Organising And V. EVERS,L.RUTLEDGE,N.STASH, (2008), Publishing Media On The Web, ERCIM News, The Effects Of Transparency On Perceived And 72, 27 – 28. Actual Competence Of A Content-Based Rec- 16M.V ACURA, V. SVATEK,C.SAATHOFF, ommender., in Proceedings of Semantic Web T. FRANZ,R.TRONCY (2008). Describing User Interaction workshop at CHI2008 Low-Level Image Features Using The COMM (SWUI2008), CEUR Workshop Proceedings, Ontology, in ICIP Workshop on Multime- RWTH Aachen. dia Information Retrieval: New Trends and 7L.H ARDMAN,Z.OBRENOVIC, F.-M. NACK, Challenges, IEEE. B.KERHERVE´,K.PIERSOL, (2008), Canoni- 17M.V ACURA,R.TRONCY (2008). Towards cal Processes Of Semantically Annotated Media A Simplification Of COMM-Based Multime- Production, Multimedia Systems, 14, 6, 327 – dia Annotations, in Poster Proceedings, DFKI 340. GmbH, 67 – 72. 8M.H ILDEBRAND (2008). Interactive Explo- 18 Y. WANG,R.SAMBEEK, Y. SCHUURMANS, ration Of Heterogeneous Cultural Heritage Col- L.AROYO,N.STASH,L.RUTLEDGE, P. GOR- lections, in The Semantic Web - ISWC 2008, GELS (2008). Be Your Own Curator With The vol. 5318 of Lecture Notes in Computer Sci- CHIP Tour Wizard, in Proceedings of the MW ence, Springer Berlin / Heidelberg, 483 – - Museums and the Web (MW, 2008). 498. 19 Y. WANG,N.STASH,L.AROYO, P. GOR- 9Z.O BRENOVIC,D.GASEVIC (2008). End- GELS,L.RUTLEDGE,G.SCHREIBER, (2008), User Service Computing: Spreadsheets As A Recommendations Based On Semantically En- Service Composition Tool, IEEE Transactions riched Museum Collections, Web Semantics: on Services Computing, 1, 4, 229 – 242. Science, Services and Agents on the World 10Z.O BRENOVIC,D.GASEVIC,A.ELIENS¨ Wide Web, 6, 4, 283 – 290. (2008). Stimulating Creativity Through Oppor- 20J.W IELEMAKER,M.HILDEBRAND,J.R. VAN tunistic Software Development, IEEE Software, OSSENBRUGGEN,G.SCHREIBER, (2008), 25, 6, 64 – 70. Thesaurus-Based Search In Large Heterogeneous 11L.R UTLEDGE,N.STASH, Y. WANG,L.AROYO Collections, in The Semantic Web - ISWC (2008). Accuracy In Rating And Recommend- 2008, vol. 5318 of Lecture Notes in Computer ing Item Features, in Proceedings of 5th con- Science, Springer Berlin / Heidelberg, 483 – ference on Adaptive Hypermedia and Adap- 498. tive Web-Based Systems (AH). 21 P. WILKINS,R.TRONCY,A.K.AMINETAL. (2008). K-Space At TRECVid 2008, in Proceed- 12G.S CHREIBER,A.K.AMIN,L.AROYO, ings of the TREC Video Retrieval Evaluation M. VAN ASSEM, V. DE BOER,L.HARD- (TRECVID, 2008), TRECVid Workshop Se- MAN,M.HILDEBRAND,J.R. VAN OSSEN- ries, NIST. BRUGGEN,B.OMELAYENKO,A.TORDAI, J.WIELEMAKER,B.WIELINGA (2008). Se- Articles in unrefereed journals and mantic Annotation And Search Of Cultural- Heritage Collections: The MultimediaN E- proceedings Culture Demonstrator, Web Semantics, 6, 4, 2, 1L.H ARDMAN,S.PEMBERTON (2008). The 243 – 249. Path To Web N+1, ERCIM News, 72, 16 – 17. 13N.S TASH,L.AROYO, Y. WANG,L.RUT- Book chapters LEDGE, P. GORGELS (2008). Semantics-Driven 1S.S TAAB,A.SCHERP,R.ARNDT,R.TRONCY, Recommendations In Cross-Media Museum Ap- M.GRZEGORZEK,C.SAATHOFF,S.SCHENK, plications, in Proceedings of the Workshop L.HARDMAN (2008). Semantic Multimedia, on Personalized Access to Cultural Heritage in Reasoning Web, 4th International Summer (PATCH, 2008). School 2008, Venice, Italy, September 7-11, RONCY Bringing The IPTC News 14R.T (2008). 2008, Tutorial Lectures, vol. 5224 of Lecture Architecture Into The Semantic Web , in The Se- Notes in Computer Science, Springer Berlin mantic Web - ISWC 2008, vol. 5318 of Lecture / Heidelberg, 125 – 170.

125 Other technical reports Interface For Linked Cultural Heritage Sources, 1 Lisa?: Towards A Multi-Property Comparison CWI.

Visualization and 3D Interfaces – INS3 Group leader: R. van Liere

Mission Visualization and 3D user interfaces have rapidly become an important research area. It clearly has a multidisciplinary character, intersecting various disciplines in computer science (in particular computer graphics and user interfaces) and mathematics (in particular numerical mathematics and statistics), and also has connections with research in perception and industrial design. Until recently, research in scientific visualization and 3D user interfaces was oriented toward the ad hoc development of working prototypes. In the excitement over the obvious benefits, few questions were asked about the nature of perceived information and how well the human visual system actually performs. Because visualization and virtual reality are new, emerging disciplines, the lack of structure is not surprising, but their development is necessary and offers significant opportunities. The mission of the group ‘Visualization and 3D Interfaces’ is to obtain a better understanding of the methodologies and formalisms involved in building and engineering interactive visualization systems. An important aspect is the application and evaluation of these systems in real world applications.

MSC or CR classification I.3.2, I.3.3, I.3.2.6

Subgroups Name Leader INS3.1 – Data Visualization R. van Liere INS3.2 – 3D User Interfaces R. van Liere INS3.1 is concerned with researching interactive scientific visualization issues in the area of time-depen- dent data sets and the exploration of multidimensional information spaces. This research is combined with the development of algorithms arising in projects from the Virtual Labratory for e-Sciences project. INS3.2 is concerned with applying virtual reality technology to cost-effective and ergonomical 3D desktop user interfaces. 3D visual and tangible interfaces are the key research focus. This research is combined with the engineering of prototype desktop solutions together with several affiliated research groups.

Staff of INS3 Name Position Fte In Out Projects Broersen A PhD student 0.58 2004-02-01 2008-07-31 P4352 (p. 127) Kruszynski KJ PhD student 1.00 2004-03-01 2009-02-28 P4352 (p. 127) Liere R van Group leader 0.80 1985-12-01 P4311 (p. 127); P4312 (p. 127); P4350 (p. 127); P4352 (p. 127) Liu L PhD student 1.00 2007-09-01 2011-08-31 P4312 (p. 127) Smit F PhD student 1.00 2005-09-01 2009-08-31 P4312 (p. 127) continued on next page

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Yin S PhD student 0.79 2007-10-01 2008-10-16 P4311 (p. 127) Seconded Wijk JJ van (TUE) adviser 0.20 2009-12-31

Scientific report systems. The underlying assumption is that an PhD research improved visual space will result in more effec- tive interaction in the motor space. This work Name Page(s) has resulted in an two conference publications. A. Broersen 127 The research of Liu focuses on the problem of L. Liu 127 manual versus automated 3D interaction. An K. Kruszynski 127 experimental comparision was performed to F. Smit 127 study the differences between pointing tasks S. Yin 127 in the virtual and real world. For this compari- son Woodsworth’s model of ballistic and correc- Project reports tive submovements was used. This work has re- Number P4311 sulted in a conference publication. The research Subgroup INS3.1 in the project is coordinated by Van Liere, in col- Title VEARN – A Visual Exploration environ- laboration with Prof. J.-B. Martens (TUE). ment for Analyzing gene Regulation in Developmental processes Period 1 October 2007–30 September 2011 Number P4350 Leader R. van Liere Subgroup INS3.2 Staff S. Yin Title BRICKS/MSV-2 – Interactive Virtual Funding VIEW NWO (NWO project funding) Environments Partners UvA Section Computational Science, Period 1 January 2004–31 December 2009 Gutenberg-Univ., Mainz Germany, Leader R. van Liere James Cook Univ. Australia Staff R. van Liere Funding Bsik, BRICKS Progress report. The research of Yin focuses on Partners TUD, UU the problem of reconstructing, visualizing and Progress report. Van Liere continued research in analysing structures found in complex biolog- robust optical tracking systems for 3D desktop ical objects. For this CT scans of corals was systems. In 2008, the research was focused on used. The short-term goal is to automatically low latency trackers by making use of Kalman resconstruct the complex branching skeleton and filters with multiple sources of sensors. The goal growth layers from these objects. This will lead of this research is to study latency free systems to a novel analysis method for coral biologists. and understand the effects of latency on complex Yin’s first publication is being prepared. steering tasks. Number P4312 Number P4352 Subgroup INS3.2 Subgroup INS3.1 Title QUASID – Quantitative Spatial Interac- Title VLE/SP2.3 – Visualization and user tion Design interfaces Period 1 September 2005–31 August 2011 Period 1 January 2004–31 December 2009 Leader R. van Liere Leader R. van Liere Staff F. Smit, L. Liu, R. van Liere Staff A. Broersen, K. Kruszynski, R. van Liere Funding VIEW NWO (NWO project funding) Funding Bsik, VL-e Partners TUE Partners TUD, VU Progress report. The research of Smit is focused Progress report. Broersen continued research on on the study of tangible interaction on scien- the visualization of mass-spectroscopy data. tific data. The aim is to generalize and improve Novel 3D methods have been developed for in- the process of integrating tangible models into teractive analysis of very large data sets. These mixed reality environments and to study the ef- methods use principle component analysis for fectiveness of these tangible interfaces. the interactive analysis of the spectral compo- Smit continued work methods for crosstalk nent in the data. In 2008, one multi-disciplinary reduction and smooth motion on desktop 3D

127 journal paper and a visualization conference pa- Using PCA, in Proceedings of the SPIE / IS & per were published. The research in the project T Symposium on Electronic Imaging (SPIE, is coordinated by Van Liere, in collaboration with 2008), IEEE, 68090C.1 – 68090C.11. R. Heeren (AMOLF). 2A.B ROERSEN,R. VAN LIEREETAL. (2008). Kruszynski continued research on the quan- Automated, Feature-Based Image Alignment For titative visualization of complex bio-medical High-Resolution Imaging Mass Spectrometry Of objects. An augmented reality based system Large Biological Samples, Journal of the Amer- was researched in order to make the querying ican Society of Mass Spectrometry, 19, 6, 823 of the analysis more natural to use. In 2008, this – 833. research resulted in one computer science con- 3K.J.K RUSZYNSKI,R. VAN LIERE (2008). Tan- ference paper. The research in the project is co- gible Controllers For 3D Widgets, in Proceed- ordinated by Van Liere, in collaboration with J. ings IEEE Symposium on 3D User Interfaces, Kaandorp (UvA). IEEE, 149 – 150. 4K.J.K RUSZYNSKI,R. VAN LIERE (2008). Tan- Projects with partners in public and gible Interaction For 3D Widget Manipulation private sector In Virtual Environments, in Proceedings Eu- rographics Symposium on Virtual Environ- • A Visual Exploration environment for Ana- lyzing gene Regulation in Developmental pro- ments, Eurographics Association. cesses (p. 127). 5 F. SMIT,R. VAN LIERE (2008). A Framework For Performance Evaluation Of Model-Based • Quantitative Spatial Interaction Design (p. 127). Optical Trackers, in Proceedings Eurographics • Interactive Virtual Environments (p. 127). Symposium on Virtual Environments, Euro- • Visualization and user interfaces (p. 127). graphics Association, 33 – 40. 6 F. SMIT,R. VAN LIERE,S.BECK,B.FROEHLICH Other professional activities (2008). An Image-Warping VR-Architecture: Design, Implementation And Applications R. van Liere , in Proceedings of the ACM Symposium on Vir- • Full professor at TUE. tual Reality Software and Technology, ACM, • Member of the executive committee for Euro- 115 – 122. graphics Association Benelux region. • Member of the programme committee NWO- Books VIEW. 1E.Z UDALOVA, T. ADRIAANSEN,R. VAN LIERE (2008). Trends In Interactive Visualiza- Academic publications tion, Springer, first ed. Articles in refereed journals and pro- Edited volumes ceedings 1B.M OHLER,R. VAN LIERE, eds. (2008). Pro- 1A.B ROERSEN,R. VAN LIERE,R.HEEREN ceedings Of Eurographics Symposium On Vir- (2008). Zooming In Multi-Spectral Datacubes tual Environments, Eurographics Association.

Quantum Computing and Advanced Systems Research – INS4 Group leader: H.M. Buhrman

Mission There is great progress and opportunity in non-classical computational technologies and algorithmics by exploiting novel computational aspects of physical phenomena, using non classical algorithms, or using classical algorithms in a non classical manner. Key issues are Feasibility of Technology, Efficiency

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of Algorithms, and Theoretical Basics. Novel technologies comprise coherent quantum mechanical and reversible low-energy computing. Quantum information processing is the intersection of quantum mechanics and computer science. It tries to improve on classical computers and classical complexity bounds by making use of quantum mechanical phenomena. After Peter Shor’s 1994 discovery of efficient quantum algorithms for factoring and the discrete log (threatening current ‘classical’ cryptography), the field has grown explosively and is now one of the hottest subfields of both computer science and physics. Novel aspects of classical algorithms include distributed networking, security, genomics algorithmics and automatic learning by compression. The work program in quantum algorithmics includes the design and analysis of new algorithms in communication and the ‘black box’ model, and development of new tools to establish complexity bounds of such algorithms. We plan to test such algorithms collaborating with experimental groups in the USA and recently also in the EU Niels Bohr institute and the QAP project. In machine learning we continue our work on algorithmic minimal sufficient statistics and minimal description length learning (MDL). Applications of algorithmic information theory (also known as Kol- mogorov complexity) in mathematics and algorithms are investigated and consolidated. In MDL learn- ing, we focus on learning when all models under consideration are wrong. A new research strain (for the moment part of INS4.3) is planned in theoretical analysis and applica- tions of computational biology. In particular in understanding the origin of the genetic code and error robustness with respect to point mutations on codons, evolutionary development of parasites, and un- derstanding of creation of the earliest proteins. For more information see: http://www.cwi.nl/ins4.

MSC or CR classification E.4, F.1, F.2, H.3, I.2, I.5.

Subgroups and subgroup leaders Name Leader INS4.1 – Quantum Computing H.M. Buhrman INS4.2 – Information-theoretic Learning P.D. Grunwald¨ INS4.3 – Complexity Theory and Computational Biology H.M. Buhrman

Staff of INS4 Name Position Fte In Out Projects Briet¨ J PhD student 1.00 2007-09-01 2011-08-31 P4413 (p. 130) Buhrman HM Group leader 0.80 1997-12-01 P4413 (p. 130); P4428 (p. 130); P4432 (p. 130) Debowski L Researcher 1.00 2008-01-01 2009-12-31 P4431 (p. 131) Erven TAL van PhD student 1.00 2006-02-01 2010-03-31 P4431 (p. 131) Garcia Soriano D PhD student 0.75 2008-04-01 2012-03-31 Grunwald¨ PD Researcher 1.00 2001-07-01 P4431 (p. 131); P4402 (p. 131); P4416 (p. 132); P4427 (p. 134); P4433 (p. 134) Harremoes¨ P Researcher 1.00 2006-10-01 2009-09-30 P4416 (p. 132) Koolen W PhD student 1.00 2006-01-01 2009-12-31 P4430 (p. 132) Martinez Vicente A PhD student 0.92 2008-02-01 2011-01-31 P4416 (p. 132) Matsliah A Researcher 0.33 2008-09-01 2009-08-31 P4428 (p. 130) Rooij S de PhD student 0.27 2003-10-01 2008-04-30 P4402 (p. 131) continued on next page

129 Saxena N Researcher 0.25 2006-09-01 2008-03-31 P4428 (p. 130) Schaffner C Researcher 1.00 2007-06-01 2010-05-31 P4432 (p. 130) Toner BF Researcher 0.75 2006-09-01 2009-08-31 P4428 (p. 130) Unger F PhD student 0.67 2004-04-01 2008-08-31 P4413 (p. 130) Vitanyi´ PMB Researcher 0.80 1971-06-01 P4402 (p. 131); P4430 (p. 132); P4429 (p. 132) Wehner S PhD student 0.25 2004-05-01 2008-03-31 P4413 (p. 130) Wolf RM de Researcher 1.00 2002-09-01 P4412 (p. 130) Seconded Gulik P van der () Researcher 0.08 2007-01-01 2010-12-31

Scientific report Number P4413 Subgroup INS4.1 Highlights Title Quantum Information Processing • Successful PhD defence of Stephanie Wehner. Period 1-4-2004 – 31-03-2011 Now postdoc CALTECH. Leader H.M. Buhrman Staff H.M. Buhrman, S. Wehner, F. Unger, J. • Successful PhD defence of Falk Unger. Now Briet,¨ D.G. Soriano postdoc Berkeley. Funding Vernieuwingsimpuls (Vici) NWO (NWO • Successful PhD defence of Steven de Rooij. project funding) Now postdoc Univ. Cambridge. Partners None • R. de Wolf received a 5 year NWO Vidi grant. Number P4428 • Ben Toner received a 3 year NWOVENI grant. Subgroup INS4.1 • Press coverage of PhD research F. Unger: Het Title BRICKS/AFM1 – Quantum Information Financieele Dagblad, 13 September; Com- Processing putable 18 September; De Volkskrant 17 Period 1-1-2004 – 31-12-2009 September; Bits and Chips 1 October. Leader H.M. Buhrman Staff H.M. Buhrman, A. Matsliah, B. Toner, N. PhD research Saxena Name Page(s) Funding Bsik (Other project funding) Partners None J. Briet¨ 130 S. de Rooij 131 Number P4432 D. Garcia-Soriano 130 Subgroup INS4.1 W. Koolen 132 Title QAP – Qubit Applications B. Loff 134 Period 1-11-2005 – 31-10-2009 F. Unger 130 Leader H.M. Buhrman Staff H.M. Buhrman, Ch. Schaffner T. van Erven 131 Funding Integrated Project EU/IST/FP6 (Interna- S. Wehner 130 tional samenwerkingsprojecten) Partners 36 different partners INS4.1 – Quantum Computing Combined progress report of quantum projects Number P4412 De Wolf continued looking for examples where Subgroup INS4.1 quantum techniques can help classical computer Title Quantum Computing: algorithms, science and mathematics, finding one more proofs and tradeoffs Period 1-12-2005 – 30-11-2008 example: he determined the optimal degrees Leader R. de Wolf of polynomials that approximate a symmetric Staff R. de Wolf Boolean function with small error, via a connec- Funding Vernieuwingsimpuls (Veni) NWO tion with quantum algorithms. He deepened (NWO project funding) his knowledge of the use of Fourier analysis in computer science and published a survey about this. Bri¨et and De Wolf showed that locally de- codable quantum codes are not substantially better than locally decodable classical codes. In 2009 De Wolf will work in the same general direc- tion, but with more emphasis on communication

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complexity and fault-tolerance. nonlocal games with entangled states that allow It has long been known that two entangled players to break through this constant bound, as parties can obtain correlations that cannot be ex- were proved to exist by Perez-Garcia et al. using plained by any local model. It is only recently probabilistic arguments. however, with the advent of quantum informa- Bri¨et, together with Buhrman and Toner, de- tion science, that we are starting to gain quan- fined a new generalization of Grothendieck’s titative understanding of quantum nonlocality. constant and proved a first lower bound. Us- Much of this work has been done at CWI. ing this, they proved that for any entangled state Nonlocal games are games played against shared between two players, there exist nonlocal multiple provers who can share entanglement. games such that the state has insufficient entan- They provide a natural framework to study glement to allow the game to played optimally. nonlocality from the perspective of computer This confirms a conjecture of Brunner et al. from science. One central question is: What is the earlier in 2008. computational complexity of determining the Wehner, Schaffner, and Terhal consider a more value of a nonlocal game? Toner, with Kempe, realistic variant of limited quantum storage, Kobayashi, Matsumoto, and Vidick, have shown namely, we assume that a dishonest player’s that it is NP-hard to exactly calculate the en- quantum memory is noisy. They show that pre- tangled value of a nonlocal game, or even to vious protocols for oblivious transfer remain approximate this value to exponential preci- secure under the assumption of individual-storage sion. On the other hand, Toner, with Kempe and attacks, i.e. if a dishonest receiver treats the in- Regev, have shown that the entangled value of a coming qubits independently. The publication unique game, a special type of game, can be ap- of this work has received some attention: proximated efficiently. Kempe, Regev, and Toner also establish parallel repetition theorems for • It has been selected as July 2008’s research unique games, extending earlier work by CWI highlight of the QAP project. researchers. • PhysOrg.com has written an article about their Quantum correlations are nonlocal, but paper. how can we quantify this? One way is to ask Fehr and Schaffner prove a new randomness- how much classical communication is required extraction technique, which is known to work in to reproduce them. Toner, with Oded Regev, the classical setting, to be secure against a quan- has demonstrated that the correlations of two- tum attacker as well. Randomness extraction is outcome measurements on any quantum state done by xor’ing a so-called δ-biased mask to the can be simulated exactly with just two bits of raw key. Their result allows to extend the clas- communication. sical applications of this extractor to the quan- Bri¨et, together with Harremo¨es and Topsoe, tum setting. We discuss two main applications: studied Jensen-Tsallis divergence and quantum entropically-secure encryption against a quan- Jensen-Tsallis divergence. They proved that on tum attacker and error-correction without leak- the space of probability distributions, Jensen- ing partial information. Tsallis divergence defines the square of a metric and that the metric space can be isometrically INS 4.2 – Learning Theory embedded in a real Hilbert space. They proved Number P4431 the same to hold for quantum Jensen-Tsallis di- Subgroup INS4.2 vergence for pure and one-qubit quantum states. Title Learning when all models are wrong Currently, Bri¨et, together with Buhrman, Period 1-4-2005 – 31-03-2010 Høyer and Lee, is studying multiplayer non- Leader P. Grunwald¨ local games. Using another generalization of Staff P. Grunwald,¨ T. van Erven, L. Debowski Grothendieck’s constant they recently reproved Funding Vernieuwingsimpuls (Vidi) NWO a result by Perez-Garcia et al., which shows a (NWO project funding) constant upper bound on the separation between Partners None maximal winning probabilities of classical mul- tiplayer games and nonlocal multiplayer games with a specific type of entanglement. The next goal is to find explicit examples of multiplayer

131 Number P4402 worked on incremental application of the two- Subgroup INS4.2 part MDL code and showed that approxima- Title Universal Learning tion of the optimal two-part MDL code for given Period 1-7-2001 – 31-3-2008 data, through successive monotonically length- Leader P.M.B. Vitanyi´ decreasing two-part MDL codes, has the follow- Staff P.M.B. Vitanyi,´ S. de Rooij, P. Grunwald¨ Funding NWO Open Competitie (NWO project ing properties: (i) computation of each step may funding) take arbitrarily long; (ii) we may not know when Partners None we reach the optimum, or whether we will reach the optimum at all; (iii) the sequence of mod- Number P4416 els generated may not monotonically improve Subgroup INS4.2 Title The Skeptical Minimum Description the goodness of fit; but (iv) the model associated Length Principle with the optimum has (almost) the best good- Period 1-10-2006 – 31-01-2011 ness of fit. To express the practically interesting Leader P. Grunwald¨ goodness of fit of individual models for individ- Staff P. Grunwald,¨ P. Harremoes,¨ A. Martinez ual data sets they used Kolmogorov complexity. Funding Open Competitie NWO (NWO project This work was accepted by IEEE Trans. Inf. Th. funding) Vit´anyi (together with Luis Antunes, Ar- Partners EURANDOM mando Matos, Andre Souto of the Univ. Porto, Number P4430 Portugal) worked on the ‘depth’ of an object, Subgroup INS4.2 which concerns a tradeoff between computa- Title BRICKS/AFM2-2 – Algorithmic Statis- tion time and excess of program length over the tics in Bio-informatics shortest program length required to obtain the Period 1-1-2004 – 31-12-2009 object. It gives an unconditional lower bound Leader P.M.B. Vitanyi´ on the computation time from a given program Staff P.M.B. Vitanyi,´ P.M.B., W. Koolen in absence of auxiliary information. Variants Funding Bsik (Other project funding) known as ‘logical depth’ and ‘computational Partners None depth’, are expressed in Kolmogorov complexity Number P4429 Subgroup INS4.2 theory. Title BRICKS/AFM2-1 – Combinatorial Algo- They derived aquantitative relation between rithms in Bio-informatics logical depth and computational depth and Period 1-1-2004 – 31-12-2009 unify the different ‘depth’ notions by relating Leader L. Stougie them to A. Kolmogorov and L. Levin’s fruit- Staff P.M.B. Vitanyi´ ful notion of ‘randomness deficiency’. Subse- Funding Bsik (Other project funding) quently, they revisit the computational depth Partners TUE of infinite strings, introducing the notion of su- per deep sequences and relate it with other ap- Progress report. Combined progress report of learn- proaches. This work was accepted for Theory of ing projects P4402, P4416, P4429, P4430, P4431 Computing Systems. Vit´anyi (with Ming Li, Univ. Waterloo) finished Koolen and Vit´anyi (together with Edgar and published the third edition of the standard Daylight a.k.a. Karel van Oudheusden, UvA) reference textbook and ongoing bestseller An proved that there exist finite strings with very Introduction to Kolmogorov Complexity and its Ap- low Kolmogorov complexity that have very high plications, Third Edition, Springer-Verlag, New time-bounded Kolmogorov complexity. Such York, 2008 (xxiii + 790 pp). This contains about strings are compressible but time-bounded in- 200 pages new material covering new research compressible. For every total recursive time (over the second edition of 1997) and more than bound t, a constant fraction of all compressible half of the existing material has been updated strings is t-bounded incompressible. and improved. Van Erven, Gr¨unwald and De Rooij continued Vit´anyi (with Rudi Cilibrasi, California) con- work on the catch-up phenomenon which they dis- tinued work on the novel ‘normalized web dis- covered earlier. It provides a novel explanation tance (NWD) method to determine similarity of the fact that the Minimum Description Length between words and phrases’. (MDL) and Bayes factor standard methods for Vit´anyi (together with Pieter Adriaans, UvA) statistical model selection are susceptible to un-

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derfitting (i.e., selecting a model with less pa- interpretation relies on a particular behaviour of rameters than the optimal model) whenever for the shortest grammar-based code for strongly increasing amounts of training data increasingly nonergodic processes (so called uncountable complex models are best for prediction. This is description processes). The work has been re- often the case when all the models are wrong, sumed in three manuscripts submitted to jour- but some are still useful. An alternative MDL nals in 2008, one of which has been already ac- procedure, called the switch-distribution, is pro- cepted for publication. posed. It can be proven that this procedure sig- In the remaining part of that year, Debowski nificantly outperforms standard MDL and Bayes analyzed several concepts of universal coding essentially whenever these do not achieve the in the MDL statistics. He discovered that com- minimax convergence rates. On the other hand, putable Bayesian codes enjoy optimal ultimate it can also be shown that this procedure never redundancy among other computable codes for performs substantially worse than standard abitrary prior-almost all parameterized probabil- MDL/Bayes, even in cases when those are op- ity measures. timal. Thus a novel, individual-sequence based Harremo¨es has worked on the statistical tests solution of the age-old AIC/BIC dilemma is pro- and their efficiency. Relative efficiency of vari- vided. ous Renyi´ entropies and divergences was stud- Koolen and De Rooij created a framework ied jointly with I. Vajda (Prague). The main re- based on Expert Hidden Markov Models sult is that information divergence is the most (EHMMs) to express strategies for combining efficient statistic except in very special cases. expert advice. EHMMs are both graphical and This work is almost completed except that the computational: strategies are rendered as in- final publication has not been finished due to tuitive pictures, from which the required com- the bad health of I. Vajda. The new idea of using putational resources can be read-off straight- rate distortion theory to design statistical test has forwardly. The framework unifies existing al- been studied together with Srivastava who was gorithms from the literature on prediction with on a 3 month summer internship at CWI funded expert advice, and facilitates the design of new by CWI. A number of promissing results have algorithms. It has already allowed them to de- been obtained. sign an efficient algorithm for the new switch- Harremo¨es has studied Bayesian Networks in distribution (see above) by rendering it as an the framework of functional dependence lattices. EHMM. The idea is to replace the relation of conditional In addition De Rooij and Van Erven extended independence with the concept of functional de- the standard Fixed-Share algorithm for predic- pendence which leads to a lattice structure. The tion with expert advice using EHMMs. The per- lattice language then provides a much more al- formance of the ordinary Fixed-Share algorithm gebraic approach to the study of causation. The depends on a parameter, called the switching causation part is somewhat philosophical, but rate; and the optimal value of this parameter de- an important aspect is the relation to the theory pends on undesirable assumptions about the na- of non-Shannon inequalitites and group theory. ture of the data that is to be predicted. Although The interaction between group theory and in- previous approaches to learning the switching formation theory has been studied. There has rate parameter avoid these assumptions, they been special focus on the information theory for either cannot be used online (data coming in angular data. This has lead to new inequalities sequentially) or are less efficient than the new relating distortion and divergence. Of special online algorithm based on EHMMs. interest is a version of Pinsker’s inequality that In 2009 Koolen and Van Erven intend to ex- holds for angular data. tend the framework by Koolen and De Rooij (see Gr¨unwald and Harremo¨es have worked on above) to other classes of algorithms for com- MDL for extended exponential families. The bining expert predictions. In particular the im- focus has been on the finiteness of the involved portant class of algorithms based on the ‘Mixing quantities and some surprising results have been Past Posteriors’ technique will be investigated. obtained. The asymptotic theory still has to be In the first ten months of 2008, Debowski com- worked out. Important input on this subject has pleted his several-year work on a new interpre- been obtained from Jørgensen (Univ. Odense, tation of Zipf’s law in natural language. The Denmark) and S. Bar-Lev (Univ. Haifa).

133 Harremo¨es, Bri¨et, and Topsøe have worked on Number P4427 metric properties of a symmetrized version of in- Subgroup INS4.2 formation divergence called the Jensen-Shannon Title PASCAL – Pattern Analysis, Statistical divergence. This work is finished and about to Modelling and Computational Learning Period 1-12-2003 – 28-02-2008 be submitted. Leader Grunwald,¨ P. With C. Vignat (Univ. le Marne la Vallee,´ Staff - Paris) Harremo¨es has worked out a relation be- Funding EU Network of Excellence (International tween differential Renyi´ entropy and guessing samenwerkingsprojecten) moments that are important for applications in Partners partners from several countries cryptography. Martinez joined the group in February 2008. Progress report. This 6th Framework EU Net- His research is chiefly concerned with the inter- work of Excellence stopped February 28th, 2008. face between communication and information Most partners, including CWI, continued in the theory. In collaboration with A. Guillen´ (Univ. 7th framework NoE PASCAL-2, see below. Cambridge), G. Caire (USC), and F. Willems (TUE), he has been working on an innovative Number P4433 Subgroup INS4.2 analysis of bit-interleaved coded modulation Title PASCAL-2 – Pattern Analysis, Statistical (BICM), an efficient method to map binary chan- Modelling and Computational Learning nel codes onto non-binary modulations; BICM (PASCAL-2) is widely used in practical communication sys- Period 1-3-2008 – 28-02-2013 tems. In particular, their analytical characteriza- Leader Grunwald,¨ P. tion of the so-called wideband regime was pub- Staff – lished in the IEEE Transactions on Inf. Theory Funding EU/ICT EU/FP7/Network of Excel- (IT Transactions henceforth) in December 2008. lence (International samenwerkingspro- In addition, a paper on the use of mismatched jecten) decoding theory to analyze BICM was submit- Partners partners from several countries ted to the IT Transactions; it was accepted and Progress report. This NoE does not pay the will be published in 2009. Also, he co-authored, salaries of any staff, but is only used to cover together with A. Guillen´ and G. Caire, a mono- conference visits of INS 4.2 researchers, and re- graph in the series Foundations and Trends in Com- search visits to INS 4.2 by external researchers. munications and Information Theory, entitled Bit- interleaved Coded Modulation, published in De- INS 4.3 Complexity Theory and Com- cember 2008. putational Biology In the course of 2008, Martinez also worked on the analysis of additive-energy channels. Saxena worked on Diagonal Circuit Identity Test- A new result on the capacity of the discrete- ing and Lower Bounds. Testing whether a given time Poisson channel was obtained: the rate arithmetic circuit is zero or not is a classical open 1 2 log(1 + εs) is achievable; here εs is a constraint problem in computational complexity. There on the number of input quanta of energy. In is an efficient randomized algorithm but a de- addition, a paper to the IT Transactions on the terministic one is not known yet. Even more additive exponential-noise channel was under interestingly there are connections known for review. Preliminary results were presented at this problem to certain lower bounds questions. ISIT 2008. During the course of 2009, the capac- In the project He looked at certain natural re- ity of multiple-input multiple-output (MIMO) strictions on an arithmetic circuit - called diag- additive-energy channels will be studied. More- onal depth 4 circuits - and gave a deterministic over, research will be carried out to derive these polynomial time algorithm for zero testing. The additive-energy channels from physical models methods also proved lower bounds for these cir- of radiation by considering the effect of decoher- cuits. This is now a published article in the Pro- ence. ceedings of ICALP 2008. The journal version is under submission. Saxena also worked on Schemes for Deter- ministic Polynomial Factoring. The problem of computing nontrivial factors of a given univari-

134 I N S 4 ate polynomial over a finite field is a classical bustness of the genetic code is under investiga- problem which also has real world applications. tion, a superior error function to measure this There are practical (i.e. randomized) algorithms robustness was produced (based on the biolog- known for polynomial factoring but its theoret- ical phenomenon of suppression), and a new ical (i.e. deterministic) complexity is currently hypothesis on the origin of the robustness was unknown. In this project they connect the com- developed: despite an uncanny level of robust- plexity of factoring to the existence of certain ness, the source could have been straightforward combinatorial objects - called schemes. These chemical determination instead of optimiza- objects are central in the field of algebraic combi- tion via natural selection. A second project was natorics and have strongly regular graphs and started cooperating with the Unite de Bioinfor- finite groups as famous examples. This con- matique genomique et structurale (Univ. Libre nection yielded a solution for a special case of de Bruxelles) in which a hypothesis was devel- polynomial factoring. The preprint is available oped concerning the nature of the first coded online in archives and the paper is under sub- peptides. An article was submitted, and, in mission. It is a joint work with Gabor Ivanyos Brussels, the first laboratory experiments on and Marek Karpinski. these peptides have been performed. A third Saxena worked on Trading GRH for algebra: project was started cooperating with Medical algorithms for factoring polynomials and related Biochemistry (UvA) in which certain aspects structures. The Generalized Riemann Hypoth- of the evolution of sleeping sickness parasites esis (GRH) is an analytic conjecture with a long are caught in a mathematical model. Finally, a mathematical history. It has found use in under- fourth project was started on bacteria and their standing the deterministic complexity of various RNAs and proteins in cooperation with the De- basic algebraic computational problems, for eg, partment of Microbiology and Molecular Genet- polynomial factoring and algebra decomposi- ics (Oklahoma State Univ.). tion. In this project we develop a fairly general method to eliminate the need of GRH from var- Projects with partners in public and ious known algebraic algorithms. These prob- private sector lems for which we give GRH-free algorithms are • Quantum Information Porcessing (p. 130). all closely related to polynomial factoring. • Combinatorial Algorithms in Bio-informatics Matsliah joined CWI in September 2008 he (p. 132). worked around various problems related to • Algorithmic Statistics in Bio-informatics property-testing, machine learning and algo- (p. 132). rithms. He plans to study reconstruction algo- • Qubit Applications (p. 130). rithms, and to continue investigating the con- nections between learning and computational complexity. Buhrman, Garcia, and Matsliah devel- Organization of conferences and oped new algorithm for learning parities, a well known problem in learning theory. workshops Loff presented his result ‘implicit definitions • P. Grunwald¨ and T. van Erven co-organized of complexity classes’ at CiE 2008, and submit- the workshop ‘Recent Breakthroughs in MDL ted a full version, by invitation, to the Annals Learning’, satellite workshop of the joint of Pure and Applied Logic. In it he studied a UAI/ICML/COLT conferences, Helsinki, Fin- new operator called monotone primitive recur- land, 9 July. sion, and used it in new implicit characterisa- • P. Grunwald¨ co-organized the workshop ‘10 tions of the polynomial hierarchy. This gives us Years of EURANDOM’, Eindhoven, 27 – 29 a new machine characterisation of Delta2, simi- August. lar to Cai and Furst’s constant-width bottleneck machines. He is now studying computational complexity, mostly reductions and structure of Lectures complete sets. Major invited lectures The activities of INS4 in computational biol- • R. de Wolf, Fourier analysis of Boolean func- ogy Buhrman and Van der Gulik were expanded tions: Some beautiful examples. NVTI dag, during 2008. In the project in which error ro- Utrecht, 14 March.

135 • P. Grunwald,¨ The Catch-Up Phenomenon in • Member of the scientific board of the Institute Bayesian Inference, Joint UAI/COLT (Uncer- for Quantum Computing Waterloo (IQC). tainty in AI/Conference on Learning Theory), • Member of the Quantum Information Process- invited speaker, Helsinki, Finland, 10 July. ing Advisory Committee, Canadian Institute • R. de Wolf, Quantum computing and Locally for Advanced Research (CIFAR). Decodable Codes. JST-CNRS Joint Workshop, • Member of the PhD committee of Nebojsa Institut Poincare, Paris, France, 25 September. Gvozdenovic (PNA1). • P. Grunwald,¨ The Catch-Up Phenomenon, • Member of the QUROPE governing board ERNSI Workshop, Sigtuna, Sweden, 2 October. (EU, Coordination action project). • H. Buhrman, A generalized Grothendieck in- P.D. Gr ¨unwald equality and entanglement in XOR games, Na- tional Un. Singapore, 20 November. • Full professor at Leiden University (as of November 1, 2008) • R. de Wolf, Quantum computing as a proof • Member of the programme committee for the tool. WQACT2008 workshop, National Univ. 25th International Conference on Machine Singapore, 20 November. Learning (ICML 2008), the 18th European Con- Public lectures for a broad audience ference on Artificial Intelligence (ECAI 2008). • Member of the steering committee of the EU • H. Buhrman, Quantum Computing, Europese Network of Excellence PASCAL 2 (Pattern Comenius Leergang, Amsterdam, 1 February. Analysis, Statistical Modelling and Computa- • H. Buhrman, Quantum Computing, Science tional Learning). Cafe, Nijmegen, 19 February. • Member of the 2008 NWO committee for re- • P. Grunwald,¨ The CAR Bridge, Leiden-CWI viewing Veni innovation grant proposals. dag, UL, 10 April. • P. Grunwald,¨ Kansloze Situaties: van Willem P. Harremo¨es Ruis tot Lucia de B. CWI Vakantiecursus 2008, • Editor-In-Chief of the journal Entropy. 22 August (Eindhoven), 29 August (Amster- dam). R.M. de Wolf • • P. Grunwald,¨ participant public debate about Member of the programme committee for the role of the expert witness in court cases, Complexity 2008. TUMULT Debat/Kennis Cafe, Utrecht, 12 • Member of the editorial board of Theory of November. Computing. • R. de Wolf, Quantum proofs as a tool for math- P.M.B. Vit´anyi ematics. Leiden-CWI dag, UL, 10 April. • Full professor at UvA. • R. de Wolf, Quantummechanische computers. • Editorial Board Member Information Process- Nationale Wiskunde Dagen, Noordwijkerhout, ing Letters, North-Holland/Elsevier; The- 2 February. ory of Computing Systems (TOCS formerly Mathematical Systems Theory), Springer Ver- Other professional activities lag; Parallel Processing Letters, International Journal of Foundations of Computer Science H.M. Buhrman (IJFCS), World Scientific Publishers; Entropy • Full professor at UvA. (ISSN 1099-4300; CODEN: ENTRFG), An Inter- • Chair of the programme board for Computer national and Interdisciplinary Peer-Reviewed Sciences, Lorentz Center. Journal of Entropy and Information Studies; • Member of the board of the Dutch Association Journal of New Generation Computer Sys- for Theoretical Computer Science (NVTI). tems, Akademie-Verlag, Berlin; ‘Frontiers in • Member of the editorial boards of Theory of Computing Systems Research’, Plenum An- Computing Systems TOCS, Journal Computa- nual Review Book Series, Plenum Press. tional Complexity (CC), and the ACM Transac- • Member of the EU NoE PASCAL II; the Nether- tions on Computation Theory. lands Bsik/BRICKS project; International Fed- • Member of the programme committees for QIP eration for Information Processing (IFIP) WG 2008, FOCS 2008, RANDOM 2008, TCS 2008, 1.2 Description Complexity and WG 1.4 Com- and CSR 2008. putational Learning Theory (Co-chair).

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• Member of the following Dutch organizations: IEEE Conference on Computational Com- Institute for Programming research and Algo- plexity (CCC, 2008), IEEE Computer Society, rithmics (IPA); Institute for Logic, Language 321 – 331. and Computation (ILLC); Dutch Graduate 8I.B.D AMGARD,S.FEHR,L.SALVAIL, School in Logic (OzsL); NVTI. C.SCHAFFNER (2008). Cryptography In The • Member of Goedel Prize Committee 2005 – Bounded Quantum-Storage Model, SIAM Jour- 2008. nal of Computing, 37, 6, 1865 – 1890. 9A.C.D OHERTY, Y.-C. LIANG, B.F. TONER, Awards and grants S.D.C.WEHNER (2008). The Quantum Mo- ment Problem And Bounds On Entangled Multi- • P.M.B. Vitanyi,´ International Federation for Prover Games, in Proceedings of the IEEE Information Processing (IFIP) Silver Core Conference on Computational Complexity Award, 2008. (CCC, 2008), IEEE. • B. Toner, NWO VENI grant. 10 T.A.L. VAN ERVEN, P.D. GRUNWALD¨ , • R. de Wolf, NWO Vidi grant. S. DE ROOIJ (2008). Catching Up Faster In Bayesian Model Selection And Model Averaging. Academic publications 11S.F EHR,C.SCHAFFNER (2008). Random- Articles in refereed journals and pro- ness Extraction Via Delta-Biased Masking In The Presence Of A Quantum Attacker, in Proceed- ceedings ings of the Theory of Cryptography Con- 1M.B ALLESTER,S.D.C.WEHNER,A.WIN- ference (TCC, 2008), vol. 4948 of Springer TER (2008). State Discrimination With Post- series Lecture Notes in Computer Science, Measurement Information, IEEE Transactions Springer, 465 – 481. on Information Theory, 54, 9, 4183 – 4198. 12D.G AVINSKY,J.KEMPE,I.KERENIDIS, 2H.B ARNUM,O.DAHLSTEN,M.LEIFER, R.RAZ,R. DE WOLF (2008). Exponential Sep- B.F. TONER (2008). Nonclassicality Without aration For One-Way Quantum Communication Entanglement Enables Bit Commitment, in Pro- Complexity, With Applications To Cryptography, ceedings of the 2008 IEEE Information The- SIAM Journal of Computing, 38, 5, 1695 – ory Workshop (ITW 2008, 2008), IEEE, 386 – 1708. 390. 13D.G AVINSKY,O.REGEV,R. DE WOLF 3A.B EN-AROYA,O.REGEV,R. DE WOLF (2008). Simultaneous Communication Proto- (2008). A Hypercontractive Inequality For cols With Quantum And Classical Messages, Matrix-Valued Functions With Applications To Chicago Journal of Theoretical Computer Quantum Computing And LDCs, in Proceed- Science, 2008, 7. ings of FOCS 08, IEEE. 14R.D.G ILL, P.D. GRUNWALD¨ (2008). An Al- 4H.B UHRMAN,M.CHRISTANDL, P. HAY- gorithmic And A Geometric Characterization Of DEN,H.LO,S.D.C.WEHNER (2008). Pos- Coarsening At Random, Annals of Statistics, sibility, Impossibility, And Cheat Sensitivity Of 36, 5, 2409 – 2422. Quantum-Bit String Commitment, Physical 15 P.D.GRUNWALD¨ , J.Y. HALPERN (2008). A Review A: Atomic, Molecular and Optical Game-Theoretic Analysis Of Updating Sets Of Physics, 78, 2, 022316. Probabilities, in Proceedings UAI-2008, AUAI 5H.B UHRMAN,L.FORTNOW,I.NEWMAN, Press. H.ROEHRIG (2008). Quantum Property Test- ¨ ing, SIAM Journal of Computing, 37, 5, 1387 16 P. HARREMOES (2008). Some New Maximal – 1400. Inequalities, Statistics and Probability Letters, 16, 16, 2776 – 2780. 6H.B UHRMAN,J.M.HITCHCOCK (2008). Np-Hard Sets Are Exponentially Dense Unless 17 P. HARREMOES¨ , P. JIZBA (2008). On The Role CoNP C NP/poly, in Proceedings of the IEEE Of Information Theoretic Uncertainty Relations Conference on Computational Complexity In Quantum Physics, in International Con- (CCC, 2008), IEEE Computer Society, 1 – 7. ference in Statistical Physics, Abstract and 7H.B UHRMAN,M.KOUCKY,N.K.VERESH- Au- International Conference in Statistical CHAGIN (2008). Randomised Individual Com- Physics, Abstract and Author Index, Politec- munication Complexity, in Proceedings of the nico di Torino, Italy, 52 – 52.

137 18 P. HARREMOES¨ ,O.JOHNSON,I.KON- Regime, IEEE Transactions on Information TOYIANNIS (2008). Thinning And Informa- Theory, 54, 12, 5447 – 5455. tion Projection, in Proceeding ISIT 2008, IEEE, 30A.M ARTINEZ,A.GUILLENI´ FABREGAS` , 2644 – 2648. G.CAIRE, F.M.J. WILLEMS, (2008), Bit- 19 P. HARREMOES¨ ,I.VAJDA (2008). Efficiency Interleaved Coded Modulation Revisited: A Mis- Of Entropy Testing, in Proceedings ISIT 2008, matched Decoding Perspective, in Proceedings IEEE, 2639 – 2643. of the IEEE International Symposium on In- 20 P. HARREMOES¨ ,I.VAJDA (2008). On The formation Theory (ISIT, 2008), 2337 – 2341. Bahadur-Efficient Testing Of Unifor-On The 31 F.P. UNGER (2008). Noise Threshold For Uni- Bahadur-Efficient Testing Of Uniformity By versality Of 2-Input Gates, in Proceedings of Means Of The Entropy., IEEE Transactions on international Symposium on Information Information Theory, 54, 1, 321 – 331. Theory, 2007, IEEE Information Theory Soci- 21J.K EMPE,H.KOBAYASHI,K.MATSUMOTO, ety, –. B.F. TONER, T. VIDICK (2008). Entangled 32 F.P. UNGER (2008). Noise Threshold For Uni- Games Are Hard To Approximate, in Proceed- versality Of Two-Input Gates, IEEE Transac- ings of the Annual IEEE Symposium on tions on Information Theory, 54, 8, 4567603, Foundations of Computer Science (FOCS, 3693 – 3698. 2008), IEEE, 447 – 456. 33 F.P. UNGER,R.CLEVE, W. SLOFSTRA, 22J.K EMPE,O.REGEV, B.F. TONER (2008). S.UPADHYAY (2008). Perfect Parallel Repeti- Unique Games With Entangled Provers Are tion Theorem For Quantum Xor Proof Systems, Easy, in Proceedings of the Annual IEEE Computational Complexity, 17, 2, 282 – 299. Symposium on Foundations of Computer 34S.D.C.W EHNER,C.SCHAFFNER,B.TER- Science (FOCS, 2008), IEEE, 447 – 456. HAL (2008). Practical Cryptography From 23J.K EMPE,O.REGEV, F.P. UNGER,R. DE WOLF Noisy Storage, Physical Review Letters, 100, (2008). Upper Bounds On The Noise Thresh- 220502. old For Fault-Tolerant Quantum Computing, 35S.D.C.W EHNER,J.WULLSCHLEGER (2008). in Proceedings of ICALP 08, Springer, 845 – Composable Security In The Bounded-Quantum- 856. Storage Model, in Proceedings of the Au- 24 W. KOOLEN,S. DE ROOIJ (2008). Combining tomata, Languages and Programming, In- Expert Advice Efficiently. ternational Colloquium (ICALP, 2008), IEEE, 25 W.M.KOOLEN-WIJKSTRA,S. DE ROOIJ 604 – 615. (2008). Combining Expert Advice Efficiently, 36R. DE WOLF (2008). A Brief Introduction To in Proceedings of the Annual Conference on Fourier Analysis On The Boolean Cube, Theory Learning Theory (COLT, 2008), Omnipress, of Computing. 275 – 286. 37R. DE WOLF (2008). A Note On Quantum Al- 26 W.M.KOOLEN-WIJKSTRA,S. DE ROOIJ gorithms And The Minimal Degree Of Epsilon- (2008). Combining Expert Advice Efficiently, Error Polynomials For Symmetric Functions, in Proceedings of the Belgium-Netherlands Quantum Information and Computation, 9, Conference on Artificial Intelligence (BNAIC, 1, 943 – 950. 2008), Universiteit Twente, 323 – 324. 38M.Z IEGLER, W.M. KOOLEN-WIJKSTRA 27A.M ARTINEZ (2008). Coding And Modulation (2008). Kolmogorov Complexity Theory Over For The Additive Exponential Noise Channel, in The Reals, Electronic Notes in Theoretical Proceedings of the IEEE International Sym- Computer Science, 153 – 169. posium on Information Theory (ISIT, 2008), 2322 – 2326. Book chapters 28A.M ARTINEZ (2008). Information Rates Of 1 P.D.GRUNWALD¨ (2008). That Simple De- Radiation As A Photon Gas, Physical Review vice Already Used By Gauss, in Festschrift in A: Atomic, Molecular and Optical Physics, Honor of Jorma Rissanen on the Occasion of 77, 032116. his 75th Birthday, Tampere University Press, 29A.M ARTINEZ,A.GUILLENI´ FABREGAS` , first ed. G.CAIRE, F.M.J. WILLEMS, (2008), Bit- 2 P.D.GRUNWALD¨ , P.M.B. VITANYI´ (2008). Interleaved Coded Modulation In The Wideband Algorithmic Information Theory, in Handbook

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of the Philosophy of Science, Vol. 8: Philos- Of His 75th Birthday, Tampere University ophy of Information, P. Adriaans, J. van Ben- Press, first ed. them, eds., Elsevier Science, first ed., 289 – 325. PhD theses 3 P. HARREMOES¨ , F. TOPSOE (2008). The 1S. DE ROOIJ, (2008). Minimum Description Quantitative Theory Of Information., in Hand- Length Model Selection - Problems And Exten- book of Philosophy of Information, P. Adri- sions, ILLC, 08-09-10. Supervisor: P. Vitanyi,´ aans, J. van Benthem, eds., Elsivier, first ed., associate supervisor: P.D. Grunwald.¨ 171 – 216. 2 F.P. UNGER, (2008). Noise In Quantum Books And Classical Computation & Non-Locality, ILLC, UvA Amsterdam, 2008. Supervisor: ´ ` 1A.G UILLENI FABREGAS,A.MARTINEZ, H. Buhrman. G.CAIRE (2008). Bit-Interleaved Coded Mod- 3S.D.C.W EHNER, (2008). Cryptography In A ulation, vol. 5(1-2 of Foundations and Trends Quantum World, Universiteit van Amsterdam in Communications and Information Theory, (, 08-02-27. Supervisor: H. Buhrman. now. Edited volumes Other technical reports 1 P.D.GRUNWALD¨ , P. MYLLYMAKI,I.TABUS, 1 Research Report UTIA´ AV CR 2218,-2218. M.WEINBERGER,B.YU, eds., (2008), Festschrift P. HARREMOES¨ ,I.VAJDA, Consistency Of In Honor Of Jorma Rissanen On The Occasion Various Phi-Divergence Statistics.

139 APPENDICES

A Statistics of CWI output B Publications outside A.1 Scientific output 2005–2008 the research clusters 1J.M.A ARTSETAL., eds. (2008). Vakantiecursus 2005 2006 2007 2008 2008 - Wiskunde En Profil : Het Gezicht Van De Awards 8 20 7 12 Wiskunde, vol. 58 of CWI syllabus, CWI. Refereed journals or 391 405 388 381 2H.G.F EICHTINGER,M.HAZEWINKEL,N.KAIB- proceedings LINGER,E.MATUSIAK,M.NEUHAUSER (2008). Other journals or 37 25 8 15 Metaplectic Operators On Cn, Quarterly Journal of proceedings Mathematics, 59, 1, 15 – 28. Books 5 1 5 5 3 arXiv:0810.5691v1. M. HAZEWINKEL, Niceness Book chapters 10 17 17 28 Theorems. PhD theses 11 11 10 11 4 arXiv-. M. HAZEWINKEL, Witt Vectors. Part 1. CWI reports 113 87 66 50 Professional products 123 74 36 13 Total 698 640 537 515 C Acronyms of universi- Publications and other scientific output 2005–2008 ties in The Netherlands Acronym Name of university A.2 Downloads of CWI reports EUR Erasmus University Rotterdam 2005–2008 RU Radboud University Nijmegen Year # of reports Total # of hits RUG University of Groningen downloaded TUD Delft University of Technology 2008 2731 1228079 TUE Eindhoven University of Technology 2007 2640 1062659 UL Leiden University 2006 2572 1539423 UM Maastricht University 2005 2508 1318192 UT University of Twente 2004 1636 1111495 UU Utrecht University UvA University of Amsterdam UvT Tilburg University VU VU University Amsterdam niks WUR Wageningen University and Research Centre

140 F UNDINGRESEARCHGROUPS

D Distribution of funding over research groups Funding of groups in

Group Funding CWI basic funding NWO programmes Third party’s payroll International programmes Contract research Telematica Instituut BSIK Other resources Total PNA1 848,552 190,440 78,850 6,448 75,450 1,199,740 PNA2 809,395 164,079 54,000 25,149 66,350 1,118,973 PNA4 284,613 12,821 68,796 44,344 410,574 PNA5 775,291 424,027 36,667 11,184 39,495 1,286,664 SEN1 725,557 113,801 83,989 59,413 8,551 991,311 SEN3 1,087,155 300,779 68,958 241,126 111,620 1,809,638 SEN4 500,355 114,951 21,543 44,345 681,194 SEN5 504,204 200,092 64,345 82,583 851,224 MAS01 15,261 45,786 61,047 MAS1 659,406 180,690 63,900 15,801 10,440 930,237 MAS2 832,312 158,209 52,550 23,202 86,452 22,347 42,923 1,217,995 MAS3 738,710 228,760 2,500 26,875 128,110 1,124,955 INS0 295,043 154,500 449,543 INS1 1,058,159 83,362 104,870 150,219 308,174 1,704,784 INS2 427,274 78,763 111,656 617,693 INS3 322,164 126,699 119,680 568,543 INS4 925,363 342,783 34,650 140,407 1,443,203 Total science 10,808,813 2,428,580 357,425 695,524 555,285 64,345 1,287,631 269,714 16,467,317 Funding of groups in percentages CWI basic funding NWO programmes Third party’s payroll International programmes Contract research Telematica Instituut BSIK Other resources Total PNA1 70.7% 15.9% 6.6% 0.5% 6.3% 100.0% PNA2 72.3% 14.7% 4.8% 2.2% 5.9% 100.0% PNA4 69.3% 3.1% 16.8% 10.8% 100.0% PNA5 60.3% 33.0% 2.8% 0.9% 3.1% 100.0% SEN1 73.2% 11.5% 8.5% 6.0% 0.9% 100.0% SEN3 60.1% 16.6% 3.8% 13.3% 6.2% 100.0% SEN4 73.5% 16.9% 3.2% 6.5% 100.0% SEN5 59.2% 23.5% 7.6% 9.7% 100.0% MAS01 25.0% 75.0% 100.0% MAS1 70.9% 19.4% 6.9% 1.7% 1.1% 100.0% MAS2 68.3% 13.0% 4.3% 1.9% 7.1% 1.8% 3.5% 100.0% MAS3 65.7% 20.3% 0.2% 2.4% 11.4% 100.0% INS0 65.6% 34.4% 100.0% INS1 62.1% 4.9% 6.2% 8.8% 18.1% 100.0% INS2 69.2% 12.8% 18.1% 100.0% INS3 56.7% 22.3% 21.1% 100.0% INS4 64.1% 23.8% 2.4% 9.7% 100.0% Total science 65.6% 14.7% 2.2% 4.2% 3.4% 0.4% 7.8% 1.6% 100.0% 1MAS0 hosted the Life Sciences project, which will be part of the pilot cluster Life Sciences as of 2009.

141 E PhD theses Author Date, University Title Thesis supervisor(s)

V. Savcenco P. Lieshout January 15, UvA September 5, UvA Multirate numerical integration for ordinary differ- Queueing models for bandwidth-sharing disciplines ential equations M.R.H. Mandjes, S.C. Borst J.G. Verwer, W. Hundsdorfer (associate supervi- sor) S. de Rooij September 10, UvA M.T. Dashti Minimum description length model selection – Prob- February 27, VU lems and extensions Keeping fairness alive P.M.B. Vitanyi,´ P.D. Grunwald¨ (associate super- W.J. Fokkink, J.C. van de Pol (UT) visor)

S.D.C. Wehner F. Unger February 27, UvA September 18, UvA Cryptography in a quantum world Noise in quantum and classical computation & non- H.M. Buhrman locality M. Bruntink H.M. Buhrman March 17, TUD J. Byrka Renovation of idiomatic crosscutting concerns in em- October 13, TUE bedded systems Randomized approximation algorithms: facility loca- A. van Deursen, P. Klint (UvA) tion, phylogenetic networks, Nash Equilibria N. Gvozdenovic´ K.I. Aardal (TUD), M.T. de Berg April 10, UvA J. Jacob Approximating the stability number and chromatic November 13, UL number of a graph via semidefinite programming Domain specific modeling and analysis A. Schrijver, M. Laurent (associate supervisor) F.S. de Boer, M. Bonsangue (associate supervisor) J.R. Calame´ September 4, UT Testing reactive systems with Data – Enumerative methods and constraint solving J.C. van de Pol, W.J. Fokkink (VU)

142 P H D THESES

143