Learning and Designing Stochastic Processes from Logical Constraints

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics must be known exactly. As this is seldom the case, many methods have been devised over the last decade to infer (learn) such parameters from observations of the state of the system. In this paper, we depart from this approach by assuming that our observations are {\it qualitative} properties encoded as satisfaction of linear temporal logic formulae, as opposed to quantitative observations of the state of the system. An important feature of this approach is that it unifies naturally the system identification and the system design problems, where the properties, instead of observations, represent requirements to be satisfied. We develop a principled statistical estimation procedure based on maximising the likelihood of the system's parameters, using recent ideas from statistical machine learning. We demonstrate the efficacy and broad applicability of our method on a range of simple but non-trivial examples, including rumour spreading in social networks and hybrid models of gene regulation

Learning and testing stochastic discrete event

Dissertação de mestrado em Engenharia de InformáticaSistemas de eventos discretos (DES) são uma importante subclasse de sistemas (à luz da teoria dos sistemas). Estes têm sido usados, particularmente na indústria para analisar e modelar um vasto conjunto de sistemas reais, tais como, sistemas de produção, sistemas de computador, sistemas de controlo de tráfego e sistemas híbridos. O nosso trabalho explora uma extensão de DES com ênfase nos processos estocásticos, comummente chamado como sistemas de eventos discretos estocásticos (SDES). Existe assim a necessidade de estabelecer uma abstração estocástica através do uso de processos semi-Markovianos generalizados (GSMP) para SDES. Assim, o objetivo do nosso trabalho é propor uma metodologia e um conjunto de algoritmos para aprendizagem de GSMP, usar técnicas de model-checking estatístico para a verificação e propor duas novas abordagens para teste de DES e SDES (respetivamente, não estocasticamente e estocasticamente). Este trabalho também introduz uma noção de modelação, analise e verificação de sistemas contínuos e modelos de perturbação no contexto da verificação por model-checking estatístico.Discrete event systems (DES) are an important subclass of systems (in systems theory). They have been used, particularly in industry, to analyze and model a wide variety of real systems, such as production systems, computer systems, traffic systems, and hybrid systems. Our work explores an extension of DES with an emphasis on stochastic processes, commonly called stochastic discrete event systems (SDES). There was a need to establish a stochastic abstraction for SDES through generalized semi-Markov processes (GSMP). Thus, the aim of our work is to propose a methodology and a set of algorithms for GSMP learning, using model checking techniques for verification, and to propose two new approaches for testing DES and SDES (non-stochastically and stochastically). This work also introduces a notion of modeling, analysis, and verification of continuous systems and disturbance models in the context of verifiable statistical model checking

Boundary Technology Costs for Economic Viability of Long-Duration Energy Storage Systems

The urgent need for decarbonization in the energy sector has led to an increased emphasis on the integration of renewable energy sources, such as wind and solar, into power grids. While these resources offer significant environmental benefits, they also introduce challenges related to intermittency and variability. Long-duration energy storage (LDES) technologies have emerged as a very promising solution to address these challenges by storing excess energy during periods of high generation and delivering it when demand is high or renewable resources are scarce for a sustained amount of time. This paper introduces a novel methodology for estimating the boundary technology cost of LDES systems for economic viability in decarbonized energy systems. Our methodology is applied to estimate the boundary costs in 2050 for the state of California to achieve full retirement of gas power plants. California's ambitious decarbonization goals and transition to a renewable energy-based power system present an ideal context for examining the role of LDES. The results also offer insights into the needed capacity expansion planning and the operational contribution of LDES in the California's energy landscape, taking into account the unique energy demand profiles and renewable resource availability of the region. Our findings are intended to provide complementary information to guide decision-makers, energy planners, and any other stakeholders in making informed choices about LDES investment in the context of a decarbonized energy future

Progress Toward Affordable High Fidelity Combustion Simulations Using Filtered Density Functions for Hypersonic Flows in Complex Geometries

Significant progress has been made in the development of subgrid scale (SGS) closures based on a filtered density function (FDF) for large eddy simulations (LES) of turbulent reacting flows. The FDF is the counterpart of the probability density function (PDF) method, which has proven effective in Reynolds averaged simulations (RAS). However, while systematic progress is being made advancing the FDF models for relatively simple flows and lab-scale flames, the application of these methods in complex geometries and high speed, wall-bounded flows with shocks remains a challenge. The key difficulties are the significant computational cost associated with solving the FDF transport equation and numerically stiff finite rate chemistry. For LES/FDF methods to make a more significant impact in practical applications a pragmatic approach must be taken that significantly reduces the computational cost while maintaining high modeling fidelity. An example of one such ongoing effort is at the NASA Langley Research Center, where the first generation FDF models, namely the scalar filtered mass density function (SFMDF) are being implemented into VULCAN, a production-quality RAS and LES solver widely used for design of high speed propulsion flowpaths. This effort leverages internal and external collaborations to reduce the overall computational cost of high fidelity simulations in VULCAN by: implementing high order methods that allow reduction in the total number of computational cells without loss in accuracy; implementing first generation of high fidelity scalar PDF/FDF models applicable to high-speed compressible flows; coupling RAS/PDF and LES/FDF into a hybrid framework to efficiently and accurately model the effects of combustion in the vicinity of the walls; developing efficient Lagrangian particle tracking algorithms to support robust solutions of the FDF equations for high speed flows; and utilizing finite rate chemistry parametrization, such as flamelet models, to reduce the number of transported reactive species and remove numerical stiffness. This paper briefly introduces the SFMDF model (highlighting key benefits and challenges), and discusses particle tracking for flows with shocks, the hybrid coupled RAS/PDF and LES/FDF model, flamelet generated manifolds (FGM) model, and the Irregularly Portioned Lagrangian Monte Carlo Finite Difference (IPLMCFD) methodology for scalable simulation of high-speed reacting compressible flows

Two ways to Grid: the contribution of Open Grid Services Architecture (OGSA) mechanisms to service-centric and resource-centric lifecycles

Service Oriented Architectures (SOAs) support service lifecycle tasks, including Development, Deployment, Discovery and Use. We observe that there are two disparate ways to use Grid SOAs such as the Open Grid Services Architecture (OGSA) as exemplified in the Globus Toolkit (GT3/4). One is a traditional enterprise SOA use where end-user services are developed, deployed and resourced behind firewalls, for use by external consumers: a service-centric (or ‘first-order’) approach. The other supports end-user development, deployment, and resourcing of applications across organizations via the use of execution and resource management services: A Resource-centric (or ‘second-order’) approach. We analyze and compare the two approaches using a combination of empirical experiments and an architectural evaluation methodology (scenario, mechanism, and quality attributes) to reveal common and distinct strengths and weaknesses. The impact of potential improvements (which are likely to be manifested by GT4) is estimated, and opportunities for alternative architectures and technologies explored. We conclude by investigating if the two approaches can be converged or combined, and if they are compatible on shared resources

A multi-class time-dependent model for the analysis of waiting phenomena at a motorway tollgate

Abstract The planning, design and operational management of motorway toll booths are of great interest in traffic engineering, as these facilities directly influence the quality of the service offered to users. This paper focuses on a time-dependent queue model based on the coordinates transformation criterion for operations assessment at a motorway tollgate. This model allows to face the whole spectrum of situations that may characterize a toll booth, some of which often fall outside the boundaries of the probabilistic theory for stationary queues. The paper proposes an M / Γ / 1 multi-class queue model for the evaluation of evolutionary profiles of waiting times and queue lengths by closed-form equations. The results obtained for three numerical test cases show a good approximation level, compared with the mean values of queue parameters obtained reiterating a discrete-state simulation model. The proposed time-dependent equations will be useful in technical cases, allowing to operate quickly and compactly even when probabilistic queue theory is not applicable or produce unrealistic results, and the burden of complexity of the simulation approach is not conveniently absorbable. The discussion highlights a significant flexibility of the model proposed in addressing situations with conventional vehicles, i.e., with total human control and proposes some considerations for application in future scenarios with the presence of connected vehicles (CVs)