Pathwise Accuracy and Ergodicity of Metropolized Integrators for SDEs

Metropolized integrators for ergodic stochastic differential equations (SDE) are proposed which (i) are ergodic with respect to the (known) equilibrium distribution of the SDE and (ii) approximate pathwise the solutions of the SDE on finite time intervals. Both these properties are demonstrated in the paper and precise strong error estimates are obtained. It is also shown that the Metropolized integrator retains these properties even in situations where the drift in the SDE is nonglobally Lipschitz, and vanilla explicit integrators for SDEs typically become unstable and fail to be ergodic.Comment: 46 pages, 5 figure

Hoare-style Specifications as Correctness Conditions for Non-linearizable Concurrent Objects

Designing scalable concurrent objects, which can be efficiently used on multicore processors, often requires one to abandon standard specification techniques, such as linearizability, in favor of more relaxed consistency requirements. However, the variety of alternative correctness conditions makes it difficult to choose which one to employ in a particular case, and to compose them when using objects whose behaviors are specified via different criteria. The lack of syntactic verification methods for most of these criteria poses challenges in their systematic adoption and application. In this paper, we argue for using Hoare-style program logics as an alternative and uniform approach for specification and compositional formal verification of safety properties for concurrent objects and their client programs. Through a series of case studies, we demonstrate how an existing program logic for concurrency can be employed off-the-shelf to capture important state and history invariants, allowing one to explicitly quantify over interference of environment threads and provide intuitive and expressive Hoare-style specifications for several non-linearizable concurrent objects that were previously specified only via dedicated correctness criteria. We illustrate the adequacy of our specifications by verifying a number of concurrent client scenarios, that make use of the previously specified concurrent objects, capturing the essence of such correctness conditions as concurrency-aware linearizability, quiescent, and quantitative quiescent consistency. All examples described in this paper are verified mechanically in Coq.Comment: 18 page