DB2TM, IMS, and TandemTM systems. ARIES is applicable not only to database management systems but also to persistent object-oriented languages, recoverable file systems and transaction-based operating systems. ARIES has been implemented, to varying degrees, in IBM's OS/2TM Extended Edition Database Manager, DB2, Workstation Data Save Facility/VM, Starburst and QuickSilver, and in the University of Wisconsin's EXODUS and Gamma database machine.

/pdf/aries-a-transaction-recovery-method-supporting-fine-27kfd8jref.pdf

ARIES: a transaction recovery method supporting fine-granularity locking and partial rollbacks using write-ahead logging

Standard locking (two-phase locking with on-demand lock requests and blocking upon lock conflict) is the primary concurrency control (CC) method for centralized databases. The main source of performance degradation with standard locking is blocking, whereas transaction (txn) restarts to resolve deadlocks have a secondary effect on performance. We provide a performance analysis of standard locking that accurately estimates its performance degradation leading to thrashing. We next introduce two sets of methods to cope with its performance limitations. Restartoriented locking methods selectively abort txns to increase the level of concurrency for active txns with respect to standard locking in high-contention environments. For example, the running-priority method aborts blocked txns based on the essential blocking principle, which only allows blocking by active txns. The waitdepth-limited (WDL) method further minimizes wasted processing by basing abort decisions on the progress made by a txn. Restart waiting serves as a load-control mechanism by deferring the restart of an aborted txn until conflicting txns have left the system. These two methods have performance superior to other restartoriented methods and standard locking in high-contention environments. In twophase processing methods an aborted txn may continue its first phase of execution in “virtual” mode, that is, without requesting any locks, prefetching data for its second execution phase. The second execution phase is shorter since no disk I/O is required, resulting in a lower effective degree of txn concurrency and less data contention. This method is effective provided access invariance prevails; that is, txns access the same set of objects in the second phase as they did in the first. The optimistic die method is appropriate for the first phase and the optimistic kill method for further phases. Lock preclaiming instead of the optimistic kill method in the second phase prevents further restarts, which is a weak point of the optimistic CC method due to the quadratic effect, that is, the probability of failed validation increases as the square of txn size. Several two-phase processing methods are described and shown to outperform restart-oriented locking methods in high-contention environments provided adequate hardware resources are available. This tutorial reviews CC methods based on standard locking, restartoriented locking methods, two-phase processing methods including optimistic CC, and hybrid methods (combining optimistic CC and locking) in centralized systems. Its main goals are as follows: (i) succinctly specify CC methods of interest; (ii) describe models for performance evaluation of CC methods, including new models that alleviate some of the shortcomings of models used in earlier studies; (iii) compare the performance of CC methods; (iv) list insights gained from analytic and simulation studies; (v) review methods to relieve the level of lock contention: special methods for indices and aggregate data; modified txn structures; and relaxed levels of consistency for queries; (vi) survey performance evaluation studies of CC methods; (vii) illustrate the applicability of basic analytic methods to

/pdf/concurrency-control-methods-performance-and-analysis-2j89cwk44h.pdf

Concurrency control: methods, performance, and analysis

The COMFORT automatic tuning project

Real-time database systems incorporate the notion of a deadline into the database system model. USU- ally, deadlines are associated with transactions, and the system attempts to execute a given set of trans- actions so as to both meet the deadlines and ensure the database consistency. This paper presents an al- ternative model of real-time database processing in which deadlines are associated with consistency con- straints rather than directly with transactions. This model leads to a predicate-baaed approach to transac- tion management that allows greater concurrency and more flexibility in modeling real-world systems. 1 Introduction Real-time database systems (RTDBs) incorporate tim- ing considerations into a database system. Not only must the transactions execute correctly, but also, they must complete execution within some time limit called a deadline. Systems that incorporate strict deadlines are called

/pdf/triggered-real-time-databases-with-consistency-constraints-2wgz3lnluc.pdf

Triggered Real-Time Databases with Consistency Constraints

1 Introduction Complex financial products and trading applications are difficult to model and implement in conventional commercial databases due to temporal, object, rule and other data support requirements. Extensible database systems provide a better solution because of the ability to define complex data types, manipulate data of type procedure , define rules, operators and access methods to optimize these operators. The paper discusses the design issues in modeling financial trading systems in extensi-ble DBMS. The complexity of financial products is analyzed and strategies for modeling these products are pro posed. Operators relevant to financial trading are discussed alongwith access methods to optimize these operators. The paper describes an implementation of a financial trading system in POSTGRES. Since 1971, after the breakdown of the Bretton WoodswANK system of fixed exchange rates, financial markets have seen a sharp increase in the fluctuation of interest rates and exchange rates. The past 20 years have also seen rapid advances in information technology that make it possible to collect and process large amounts of data. These events, when coupled with the sophistication of financial theory, have created a marketplace of a vast array of financial products that cater to different investment needs. Financial Trading Applications, which are meant to facilitate trading in these products, have also become very complex because : There are a variety of complex financial products available and the dynamic nature of the market, coupled with a decrease in regulation, has created a situation in which new products are introduced often and old ones discontinued. Trading strategies are baaed on numerically intensive procedures and complex mathematical relationships between financial products. The decrease in the cost of telecommunications and the increased reliability of networks make profitable trading opportunities available only for short periods of time. of Energy under Contract DEACO3-76SFWOQS. Pennirrion to copy witliout fee all or part of tlir material ir granted provided tlat tAc copier are not made or distributed for direct commercial advantage, tAc VLDB copyriglt notice and tAe title of the publitaiion and iir date appear; and notice in given tAat copying ir by pemaierion of tAe Ver) Large Data Base Endowmeni. To copy oiAetwire, or to republirl, reqmiree e fee and/or rpecial permiraion from tAc Endowment. The proliferation of financial products, increase in information and rapid advances in technology keep trading houses and investment firms under constant pressure to develop new ad-hoc applications for financial trading support. These …

/pdf/managing-temporal-financial-data-in-an-extensible-database-1ugw9m6m52.pdf

Managing Temporal Financial Data in an Extensible Database

Though in general, current database systems adequately support application development and operation for online transaction processing (OLTP), increasing complexity of applications and throughput requirements reveal a number of weaknesses with respect to the data model and implementation techniques used. By presenting the experiences gained from a case study of a large, high volume stock trading system, representative for a broad class of OLTP applications, it is shown, that this particularly holds for dealing with high frequency access to a small number of data elements (hot spots). As a result, we propose extended data types and several novel mechanisms, which are easy to use and highly increase the expressional power of transaction oriented programming, that effectively cope with hot spots. Moreover, their usefulness and their ability to increased parallelism is exemplified by the stock trading application.

High contention in a stock trading database: a case study

Durch die zunehmende Verbreitung von PCs stellt sich die Frage, wie verteilte Verarbeitungsformen in bislang zentralisierte Anwendungen integriert werden konnen. An einem Beispiel wird gezeigt, das Losungskonzepte, wie sie fur DDBMS, Workstation-DBMS u. a. entwickelt worden sind, nicht unmittelbar ubernommen werden konnen. Die Grunde hierfur sind insbesondere die Notwendigkeit eines schrittweisen Ubergangs auf die neuen Verarbeitungsformen, die weitraumige Verteilung der PCs und deren hohe Betriebsunsicherheit.

Anforderungen an ein arbeitsplatzorientiertes Datenhaltungssystem

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High contention in a stock trading database: a case study

Anforderungen an ein arbeitsplatzorientiertes Datenhaltungssystem