Fluid Model Checking of Timed Properties

We address the problem of verifying timed properties of Markovian models of large populations of interacting agents, modelled as finite state automata. In particular, we focus on time-bounded properties of (random) individual agents specified by Deterministic Timed Automata (DTA) endowed with a single clock. Exploiting ideas from fluid approximation, we estimate the satisfaction probability of the DTA properties by reducing it to the computation of the transient probability of a subclass of Time-Inhomogeneous Markov Renewal Processes with exponentially and deterministically-timed transitions, and a small state space. For this subclass of models, we show how to derive a set of Delay Differential Equations (DDE), whose numerical solution provides a fast and accurate estimate of the satisfaction probability. In the paper, we also prove the asymptotic convergence of the approach, and exemplify the method on a simple epidemic spreading model. Finally, we also show how to construct a system of DDEs to efficiently approximate the average number of agents that satisfy the DTA specification

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

Mean-Field approximation and Quasi-Equilibrium reduction of Markov Population Models

Markov Population Model is a commonly used framework to describe stochastic systems. Their exact analysis is unfeasible in most cases because of the state space explosion. Approximations are usually sought, often with the goal of reducing the number of variables. Among them, the mean field limit and the quasi-equilibrium approximations stand out. We view them as techniques that are rooted in independent basic principles. At the basis of the mean field limit is the law of large numbers. The principle of the quasi-equilibrium reduction is the separation of temporal scales. It is common practice to apply both limits to an MPM yielding a fully reduced model. Although the two limits should be viewed as completely independent options, they are applied almost invariably in a fixed sequence: MF limit first, QE-reduction second. We present a framework that makes explicit the distinction of the two reductions, and allows an arbitrary order of their application. By inverting the sequence, we show that the double limit does not commute in general: the mean field limit of a time-scale reduced model is not the same as the time-scale reduced limit of a mean field model. An example is provided to demonstrate this phenomenon. Sufficient conditions for the two operations to be freely exchangeable are also provided

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

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

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

Tractable diffusion and coalescent processes for weakly correlated loci

Widely used models in genetics include the Wright-Fisher diffusion and its moment dual, Kingman's coalescent. Each has a multilocus extension but under neither extension is the sampling distribution available in closed-form, and their computation is extremely difficult. In this paper we derive two new multilocus population genetic models, one a diffusion and the other a coalescent process, which are much simpler than the standard models, but which capture their key properties for large recombination rates. The diffusion model is based on a central limit theorem for density dependent population processes, and we show that the sampling distribution is a linear combination of moments of Gaussian distributions and hence available in closed-form. The coalescent process is based on a probabilistic coupling of the ancestral recombination graph to a simpler genealogical process which exposes the leading dynamics of the former. We further demonstrate that when we consider the sampling distribution as an asymptotic expansion in inverse powers of the recombination parameter, the sampling distributions of the new models agree with the standard ones up to the first two orders.Comment: 34 pages, 1 figur

Complementary approaches to understanding the plant circadian clock

Circadian clocks are oscillatory genetic networks that help organisms adapt to the 24-hour day/night cycle. The clock of the green alga Ostreococcus tauri is the simplest plant clock discovered so far. Its many advantages as an experimental system facilitate the testing of computational predictions. We present a model of the Ostreococcus clock in the stochastic process algebra Bio-PEPA and exploit its mapping to different analysis techniques, such as ordinary differential equations, stochastic simulation algorithms and model-checking. The small number of molecules reported for this system tests the limits of the continuous approximation underlying differential equations. We investigate the difference between continuous-deterministic and discrete-stochastic approaches. Stochastic simulation and model-checking allow us to formulate new hypotheses on the system behaviour, such as the presence of self-sustained oscillations in single cells under constant light conditions. We investigate how to model the timing of dawn and dusk in the context of model-checking, which we use to compute how the probability distributions of key biochemical species change over time. These show that the relative variation in expression level is smallest at the time of peak expression, making peak time an optimal experimental phase marker. Building on these analyses, we use approaches from evolutionary systems biology to investigate how changes in the rate of mRNA degradation impacts the phase of a key protein likely to affect fitness. We explore how robust this circadian clock is towards such potential mutational changes in its underlying biochemistry. Our work shows that multiple approaches lead to a more complete understanding of the clock