Applying Mean-field Approximation to Continuous Time Markov Chains

The mean-field analysis technique is used to perform analysis of a systems with a large number of components to determine the emergent deterministic behaviour and how this behaviour modifies when its parameters are perturbed. The computer science performance modelling and analysis community has found the mean-field method useful for modelling large-scale computer and communication networks. Applying mean-field analysis from the computer science perspective requires the following major steps: (1) describing how the agents populations evolve by means of a system of differential equations, (2) finding the emergent deterministic behaviour of the system by solving such differential equations, and (3) analysing properties of this behaviour either by relying on simulation or by using logics. Depending on the system under analysis, performing these steps may become challenging. Often, modifications of the general idea are needed. In this tutorial we consider illustrating examples to discuss how the mean-field method is used in different application areas. Starting from the application of the classical technique, moving to cases where additional steps have to be used, such as systems with local communication. Finally we illustrate the application of the simulation and uid model checking analysis techniques

Probabilistic Model Checking for Continuous-Time Markov Chains via Sequential Bayesian Inference

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while statistical approaches require a large number of samples to estimate the desired properties with high confidence. Here, we show how model checking of time-bounded path properties can be recast exactly as a Bayesian inference problem. In this novel formulation the problem can be efficiently approximated using techniques from machine learning. Our approach is inspired by a recent result in statistical physics which derived closed form differential equations for the first-passage time distribution of stochastic processes. We show on a number of non-trivial case studies that our method achieves both high accuracy and significant computational gains compared to statistical model checking

Fluid Model Checking

In this paper we investigate a potential use of fluid approximation techniques in the context of stochastic model checking of CSL formulae. We focus on properties describing the behaviour of a single agent in a (large) population of agents, exploiting a limit result known also as fast simulation. In particular, we will approximate the behaviour of a single agent with a time-inhomogeneous CTMC which depends on the environment and on the other agents only through the solution of the fluid differential equation. We will prove the asymptotic correctness of our approach in terms of satisfiability of CSL formulae and of reachability probabilities. We will also present a procedure to model check time-inhomogeneous CTMC against CSL formulae

Hybrid Behaviour of Markov Population Models

We investigate the behaviour of population models written in Stochastic Concurrent Constraint Programming (sCCP), a stochastic extension of Concurrent Constraint Programming. In particular, we focus on models from which we can define a semantics of sCCP both in terms of Continuous Time Markov Chains (CTMC) and in terms of Stochastic Hybrid Systems, in which some populations are approximated continuously, while others are kept discrete. We will prove the correctness of the hybrid semantics from the point of view of the limiting behaviour of a sequence of models for increasing population size. More specifically, we prove that, under suitable regularity conditions, the sequence of CTMC constructed from sCCP programs for increasing population size converges to the hybrid system constructed by means of the hybrid semantics. We investigate in particular what happens for sCCP models in which some transitions are guarded by boolean predicates or in the presence of instantaneous transitions

Applying Mean-Field Approximation to Continuous Time Markov Chains

The mean-field analysis technique is used to perform analysis of a system with a large number of components to determine the emergent deterministic behaviour and how this behaviour modifies when its parameters are perturbed. The computer science performance modelling and analysis community has found the mean-field method useful for modelling large-scale computer and communication networks. Applying mean-field analysis from the computer science perspective requires the following major steps: (1) describing how the agent populations evolve by means of a system of differential equations, (2) finding the emergent deterministic behaviour of the system by solving such differential equations, and (3) analysing properties of this behaviour. Depending on the system under analysis, performing these steps may become challenging. Often, modifications of the general idea are needed. In this tutorial we consider illustrating examples to discuss how the mean-field method is used in different application areas. Starting from the application of the classical technique, moving to cases where additional steps have to be used, such as systems with local communication. Finally, we illustrate the application of existing model checking analysis techniques

Scalable Performance Analysis of Massively Parallel Stochastic Systems

The accurate performance analysis of large-scale computer and communication systems is directly inhibited by an exponential growth in the state-space of the underlying Markovian performance model. This is particularly true when considering massively-parallel architectures such as cloud or grid computing infrastructures. Nevertheless, an ability to extract quantitative performance measures such as passage-time distributions from performance models of these systems is critical for providers of these services. Indeed, without such an ability, they remain unable to offer realistic end-to-end service level agreements (SLAs) which they can have any confidence of honouring. Additionally, this must be possible in a short enough period of time to allow many different parameter combinations in a complex system to be tested. If we can achieve this rapid performance analysis goal, it will enable service providers and engineers to determine the cost-optimal behaviour which satisfies the SLAs. In this thesis, we develop a scalable performance analysis framework for the grouped PEPA stochastic process algebra. Our approach is based on the approximation of key model quantities such as means and variances by tractable systems of ordinary differential equations (ODEs). Crucially, the size of these systems of ODEs is independent of the number of interacting entities within the model, making these analysis techniques extremely scalable. The reliability of our approach is directly supported by convergence results and, in some cases, explicit error bounds. We focus on extracting passage-time measures from performance models since these are very commonly the language in which a service level agreement is phrased. We design scalable analysis techniques which can handle passages defined both in terms of entire component populations as well as individual or tagged members of a large population. A precise and straightforward specification of a passage-time service level agreement is as important to the performance engineering process as its evaluation. This is especially true of large and complex models of industrial-scale systems. To address this, we introduce the unified stochastic probe framework. Unified stochastic probes are used to generate a model augmentation which exposes explicitly the SLA measure of interest to the analysis toolkit. In this thesis, we deploy these probes to define many detailed and derived performance measures that can be automatically and directly analysed using rapid ODE techniques. In this way, we tackle applicable problems at many levels of the performance engineering process: from specification and model representation to efficient and scalable analysis

Fluid aggregations for Markovian process algebra

Quantitative analysis by means of discrete-state stochastic processes is hindered by the well-known phenomenon of state-space explosion, whereby the size of the state space may have an exponential growth with the number of objects in the model. When the stochastic process underlies a Markovian process algebra model, this problem may be alleviated by suitable notions of behavioural equivalence that induce lumping at the underlying continuous-time Markov chain, establishing an exact relation between a potentially much smaller aggregated chain and the original one. However, in the modelling of massively distributed computer systems, even aggregated chains may be still too large for efficient numerical analysis. Recently this problem has been addressed by fluid techniques, where the Markov chain is approximated by a system of ordinary differential equations (ODEs) whose size does not depend on the number of the objects in the model. The technique has been primarily applied in the case of massively replicated sequential processes with small local state space sizes. This thesis devises two different approaches that broaden the scope of applicability of efficient fluid approximations. Fluid lumpability applies in the case where objects are composites of simple objects, and aggregates the potentially massive, naively constructed ODE system into one whose size is independent from the number of composites in the model. Similarly to quasi and near lumpability, we introduce approximate fluid lumpability that covers ODE systems which can be aggregated after a small perturbation in the parameters. The technique of spatial aggregation, instead, applies to models whose objects perform a random walk on a two-dimensional lattice. Specifically, it is shown that the underlying ODE system, whose size is proportional to the number of the regions, converges to a system of partial differential equations of constant size as the number of regions goes to infinity. This allows for an efficient analysis of large-scale mobile models in continuous space like ad hoc networks and multi-agent systems

Fluid computation of passage-time distributions in large Markov models

Recent developments in the analysis of large Markov models facilitate the fast approximation of transient characteristics of the underlying stochastic process. Fluid analysis makes it possible to consider previously intractable models whose underlying discrete state space grows exponentially as model components are added. In this work, we show how fluid-approximation techniques may be used to extract passage-time measures from performance models. We focus on two types of passage measure: passage times involving individual components, as well as passage times which capture the time taken for a population of components to evolve. Specifically, we show that for models of sufficient scale, global passage-time distributions can be well approximated by a deterministic fluid-derived passage-time measure. Where models are not of sufficient scale, we are able to generate upper and lower approximations for the entire cumulative distribution function of these passage-time random variables, using moment-based techniques. Additionally, we show that, for passage-time measures involving individual components, the cumulative distribution function can be directly approximated by fluid techniques. Finally, using the GPA tool, we take advantage of the rapid fluid computation of passage times to show how a multi-class client–server system can be optimised to satisfy multiple service level agreements