Reach Set Approximation through Decomposition with Low-dimensional Sets and High-dimensional Matrices

Approximating the set of reachable states of a dynamical system is an algorithmic yet mathematically rigorous way to reason about its safety. Although progress has been made in the development of efficient algorithms for affine dynamical systems, available algorithms still lack scalability to ensure their wide adoption in the industrial setting. While modern linear algebra packages are efficient for matrices with tens of thousands of dimensions, set-based image computations are limited to a few hundred. We propose to decompose reach set computations such that set operations are performed in low dimensions, while matrix operations like exponentiation are carried out in the full dimension. Our method is applicable both in dense- and discrete-time settings. For a set of standard benchmarks, it shows a speed-up of up to two orders of magnitude compared to the respective state-of-the art tools, with only modest losses in accuracy. For the dense-time case, we show an experiment with more than 10.000 variables, roughly two orders of magnitude higher than possible with previous approaches

Reachability analysis of linear hybrid systems via block decomposition

Reachability analysis aims at identifying states reachable by a system within a given time horizon. This task is known to be computationally expensive for linear hybrid systems. Reachability analysis works by iteratively applying continuous and discrete post operators to compute states reachable according to continuous and discrete dynamics, respectively. In this paper, we enhance both of these operators and make sure that most of the involved computations are performed in low-dimensional state space. In particular, we improve the continuous-post operator by performing computations in high-dimensional state space only for time intervals relevant for the subsequent application of the discrete-post operator. Furthermore, the new discrete-post operator performs low-dimensional computations by leveraging the structure of the guard and assignment of a considered transition. We illustrate the potential of our approach on a number of challenging benchmarks.Comment: Accepted at EMSOFT 202

Numerical Verification of Affine Systems with up to a Billion Dimensions

Affine systems reachability is the basis of many verification methods. With further computation, methods exist to reason about richer models with inputs, nonlinear differential equations, and hybrid dynamics. As such, the scalability of affine systems verification is a prerequisite to scalable analysis for more complex systems. In this paper, we improve the scalability of affine systems verification, in terms of the number of dimensions (variables) in the system. The reachable states of affine systems can be written in terms of the matrix exponential, and safety checking can be performed at specific time steps with linear programming. Unfortunately, for large systems with many state variables, this direct approach requires an intractable amount of memory while using an intractable amount of computation time. We overcome these challenges by combining several methods that leverage common problem structure. Memory is reduced by exploiting initial states that are not full-dimensional and safety properties (outputs) over a few linear projections of the state variables. Computation time is saved by using numerical simulations to compute only projections of the matrix exponential relevant for the verification problem. Since large systems often have sparse dynamics, we use Krylov-subspace simulation approaches based on the Arnoldi or Lanczos iterations. Our method produces accurate counter-examples when properties are violated and, in the extreme case with sufficient problem structure, can analyze a system with one billion real-valued state variables

Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed---either explicitly or implicitly---to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, speed, and robustness. These claims are supported by extensive numerical experiments and a detailed error analysis

Computing covariant vectors, Lyapunov vectors, Oseledets vectors, and dichotomy projectors: a comparative numerical study

Covariant vectors, Lyapunov vectors, or Oseledets vectors are increasingly being used for a variety of model analyses in areas such as partial differential equations, nonautonomous differentiable dynamical systems, and random dynamical systems. These vectors identify spatially varying directions of specific asymptotic growth rates and obey equivariance principles. In recent years new computational methods for approximating Oseledets vectors have been developed, motivated by increasing model complexity and greater demands for accuracy. In this numerical study we introduce two new approaches based on singular value decomposition and exponential dichotomies and comparatively review and improve two recent popular approaches of Ginelli et al. (2007) and Wolfe and Samelson (2007). We compare the performance of the four approaches via three case studies with very different dynamics in terms of symmetry, spectral separation, and dimension. We also investigate which methods perform well with limited data