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An application firewall limits the access which software applications have to the operating system services, and consequently to the internal hardware resources found in a computer, much as a car firewall limits access of heat, or even fire, to the passengers of the vehicle. The reason that application firewalls are needed in today's internet and data-sharing world is that the other types of firewalls in existence do not control the execution of data, only of the flow of data to the computer's processor.
The computer's hardware resources are essentially: the processor, the RAM, and the hard disk. Virtual memory is the content of RAM that is temporarily written onto the hard disk in order to free the RAM chips to hold other content or to supply other data for mathematical processing. For this reason, the virtual memory is open to internet attack just as the RAM is.
Since several ports of a computer need to be open at various times in order for applications to be allowed to bring data in to the user and send it out from the user, (applications such as internet browsers (http - hyper-text transfer protocol) , e-mail programs (smtp - simple mail transfer protocol) and FTP programs (ftp - file transfer protocol) ), most types of firewalls are necessarily unable to stop the flow of unwanted content via the ports that they have been configured to allow.
Hardware firewalls are connected to the computer where the phone-line modem or cable modem allows data into the computer and out of the computer. They are external hardware. They can be configured such that only data bound for designated ports (virtual ways in/out of the computer) are routed to the OS services. A port is essentially only an abstract address since the true data pathway is the cable itself and the modem's jack. Ports are authorizations (in the OS) of data flow to the OS. The hardware firewall's function is, therefore, to filter out data coming from restricted origins and thus keep it from accessing the Operating System's services. The net result is that only data bound for ports which were set by the user to be open (in the firewall's configuration) will always be passed on to the OS services, and to the computer's hardware resources.
Let us now contrast software firewalls (personal firewall). They attempt to perform the function of a hardware firewall, but in the form of running software which is configured to filter out data traffic designated for restricted ports. Ideally, only the data bound for the desired ports would be passed on to the processor.
As described in the article application layer firewall, an application layer firewall is a firewall software operating at the application layer of a protocol stack. Generally it is a host using various forms of proxy servers to proxy traffic instead of routing it. As it works on the application layer, it may inspect the contents of the traffic, blocking what the firewall administrator views as inappropriate content, such as certain websites, viruses, attempts to exploit known logical flaws in client software, and so forth. An application layer firewall does not route traffic on the network layer, but from the application to the OS.
Read more at Wikipedia.org
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