On the Skolem Problem for Continuous Linear Dynamical Systems

The Continuous Skolem Problem asks whether a real-valued function satisfying a linear differential equation has a zero in a given interval of real numbers. This is a fundamental reachability problem for continuous linear dynamical systems, such as linear hybrid automata and continuous-time Markov chains. Decidability of the problem is currently open---indeed decidability is open even for the sub-problem in which a zero is sought in a bounded interval. In this paper we show decidability of the bounded problem subject to Schanuel's Conjecture, a unifying conjecture in transcendental number theory. We furthermore analyse the unbounded problem in terms of the frequencies of the differential equation, that is, the imaginary parts of the characteristic roots. We show that the unbounded problem can be reduced to the bounded problem if there is at most one rationally linearly independent frequency, or if there are two rationally linearly independent frequencies and all characteristic roots are simple. We complete the picture by showing that decidability of the unbounded problem in the case of two (or more) rationally linearly independent frequencies would entail a major new effectiveness result in Diophantine approximation, namely computability of the Diophantine-approximation types of all real algebraic numbers.Comment: Full version of paper at ICALP'1

The Continuous Skolem-Pisot Problem: On the Complexity of Reachability for Linear Ordinary Differential Equations

We study decidability and complexity questions related to a continuous analogue of the Skolem-Pisot problem concerning the zeros and nonnegativity of a linear recurrent sequence. In particular, we show that the continuous version of the nonnegativity problem is NP-hard in general and we show that the presence of a zero is decidable for several subcases, including instances of depth two or less, although the decidability in general is left open. The problems may also be stated as reachability problems related to real zeros of exponential polynomials or solutions to initial value problems of linear differential equations, which are interesting problems in their own right.Comment: 14 pages, no figur

On the Polytope Escape Problem for Continuous Linear Dynamical Systems

The Polyhedral Escape Problem for continuous linear dynamical systems consists of deciding, given an affine function $f: \mathbb{R}^{d} \rightarrow \mathbb{R}^{d}$ and a convex polyhedron $\mathcal{P} \subseteq \mathbb{R}^{d}$, whether, for some initial point $\boldsymbol{x}_{0}$ in $\mathcal{P}$, the trajectory of the unique solution to the differential equation $\dot{\boldsymbol{x}}(t)=f(\boldsymbol{x}(t))$, $\boldsymbol{x}(0)=\boldsymbol{x}_{0}$, is entirely contained in $\mathcal{P}$. We show that this problem is decidable, by reducing it in polynomial time to the decision version of linear programming with real algebraic coefficients, thus placing it in $\exists \mathbb{R}$, which lies between NP and PSPACE. Our algorithm makes use of spectral techniques and relies among others on tools from Diophantine approximation.Comment: Accepted to HSCC 201

Positivity Problems for Low-Order Linear Recurrence Sequences

We consider two decision problems for linear recurrence sequences (LRS) over the integers, namely the Positivity Problem (are all terms of a given LRS positive?) and the Ultimate Positivity Problem} (are all but finitely many terms of a given LRS positive?). We show decidability of both problems for LRS of order 5 or less, with complexity in the Counting Hierarchy for Positivity, and in polynomial time for Ultimate Positivity. Moreover, we show by way of hardness that extending the decidability of either problem to LRS of order 6 would entail major breakthroughs in analytic number theory, more precisely in the field of Diophantine approximation of transcendental numbers

How Fast Can You Escape a Compact Polytope?

The Continuous Polytope Escape Problem (CPEP) asks whether every trajectory of a linear differential equation initialised within a convex polytope eventually escapes the polytope. We provide a polynomial-time algorithm to decide CPEP for compact polytopes. We also establish a quantitative uniform upper bound on the time required for every trajectory to escape the given polytope. In addition, we establish iteration bounds for termination of discrete linear loops via reduction to the continuous case

Reflections on Mathematical Economics in the Algorithmic Mode

Non-standard analysis can be harnessed by the recursion theorist. But as a computable economist, the conundrums of the Löwenheim-Skolem theorem and the associated Skolem paradox, seem to pose insurmountable epistemological difficulties against the use of algorithmic non-standard analysis. Discontinuities can be tamed by recursive analysis. This particular kind of taming may be a way out of the formidable obstacles created by the difficulties of Diophantine Decision Problems. Methods of existence proofs, used by the classical mathematician - even if not invoking the axiom of choice - cannot be shown to be equivalent to the exhibition of an instance in the sense of a constructive proof. These issues were prompted by the fertile and critical contributions to this special issue.

On Decidability of Time-Bounded Reachability in CTMDPs

We consider the time-bounded reachability problem for continuous-time Markov decision processes. We show that the problem is decidable subject to Schanuel's conjecture. Our decision procedure relies on the structure of optimal policies and the conditional decidability (under Schanuel's conjecture) of the theory of reals extended with exponential and trigonometric functions over bounded domains. We further show that any unconditional decidability result would imply unconditional decidability of the bounded continuous Skolem problem, or equivalently, the problem of checking if an exponential polynomial has a non-tangential zero in a bounded interval. We note that the latter problems are also decidable subject to Schanuel's conjecture but finding unconditional decision procedures remain longstanding open problems

Invariants for Continuous Linear Dynamical Systems

Continuous linear dynamical systems are used extensively in mathematics, computer science, physics, and engineering to model the evolution of a system over time. A central technique for certifying safety properties of such systems is by synthesising inductive invariants. This is the task of finding a set of states that is closed under the dynamics of the system and is disjoint from a given set of error states. In this paper we study the problem of synthesising inductive invariants that are definable in o-minimal expansions of the ordered field of real numbers. In particular, assuming Schanuel's conjecture in transcendental number theory, we establish effective synthesis of o-minimal invariants in the case of semi-algebraic error sets. Without using Schanuel's conjecture, we give a procedure for synthesizing o-minimal invariants that contain all but a bounded initial segment of the orbit and are disjoint from a given semi-algebraic error set. We further prove that effective synthesis of semi-algebraic invariants that contain the whole orbit, is at least as hard as a certain open problem in transcendental number theory.Comment: Full version of a ICALP 2020 pape

What's Decidable about Discrete Linear Dynamical Systems?

We survey the state of the art on the algorithmic analysis of discrete linear dynamical systems, and outline a number of research directions