6,030 research outputs found
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
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
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
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
The Mean Drift: Tailoring the Mean Field Theory of Markov Processes for Real-World Applications
The statement of the mean field approximation theorem in the mean field
theory of Markov processes particularly targets the behaviour of population
processes with an unbounded number of agents. However, in most real-world
engineering applications one faces the problem of analysing middle-sized
systems in which the number of agents is bounded. In this paper we build on
previous work in this area and introduce the mean drift. We present the concept
of population processes and the conditions under which the approximation
theorems apply, and then show how the mean drift is derived through a
systematic application of the propagation of chaos. We then use the mean drift
to construct a new set of ordinary differential equations which address the
analysis of population processes with an arbitrary size
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
On-the-fly Fast Mean-Field Model-Checking: Extended Version
A novel, scalable, on-the-fly model-checking procedure is presented to verify
bounded PCTL properties of selected individuals in the context of very large
systems of independent interacting objects. The proposed procedure combines
on-the-fly model checking techniques with deterministic mean-field
approximation in discrete time. The asymptotic correctness of the procedure is
shown and some results of the application of a prototype implementation of the
FlyFast model-checker are presented
Abstract Interpretation for Probabilistic Termination of Biological Systems
In a previous paper the authors applied the Abstract Interpretation approach
for approximating the probabilistic semantics of biological systems, modeled
specifically using the Chemical Ground Form calculus. The methodology is based
on the idea of representing a set of experiments, which differ only for the
initial concentrations, by abstracting the multiplicity of reagents present in
a solution, using intervals. In this paper, we refine the approach in order to
address probabilistic termination properties. More in details, we introduce a
refinement of the abstract LTS semantics and we abstract the probabilistic
semantics using a variant of Interval Markov Chains. The abstract probabilistic
model safely approximates a set of concrete experiments and reports
conservative lower and upper bounds for probabilistic termination
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