Language-based Abstractions for Dynamical Systems

Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of effectively performing analyses. This has motivated a large body of research, across many disciplines, into abstraction techniques that provide smaller ODE systems while preserving the original dynamics in some appropriate sense. In this paper we give an overview of a recently proposed computer-science perspective to this problem, where ODE reduction is recast to finding an appropriate equivalence relation over ODE variables, akin to classical models of computation based on labelled transition systems.Comment: In Proceedings QAPL 2017, arXiv:1707.0366

Compositional Performance Modelling with the TIPPtool

Stochastic process algebras have been proposed as compositional specification formalisms for performance models. In this paper, we describe a tool which aims at realising all beneficial aspects of compositional performance modelling, the TIPPtool. It incorporates methods for compositional specification as well as solution, based on state-of-the-art techniques, and wrapped in a user-friendly graphical front end. Apart from highlighting the general benefits of the tool, we also discuss some lessons learned during development and application of the TIPPtool. A non-trivial model of a real life communication system serves as a case study to illustrate benefits and limitations

Challenges in Quantitative Abstractions for Collective Adaptive Systems

Like with most large-scale systems, the evaluation of quantitative properties of collective adaptive systems is an important issue that crosscuts all its development stages, from design (in the case of engineered systems) to runtime monitoring and control. Unfortunately it is a difficult problem to tackle in general, due to the typically high computational cost involved in the analysis. This calls for the development of appropriate quantitative abstraction techniques that preserve most of the system's dynamical behaviour using a more compact representation. This paper focuses on models based on ordinary differential equations and reviews recent results where abstraction is achieved by aggregation of variables, reflecting on the shortcomings in the state of the art and setting out challenges for future research.Comment: In Proceedings FORECAST 2016, arXiv:1607.0200

SPDL Model Checking via Property-Driven State Space Generation

In this report we describe how both, memory and time requirements for stochastic model checking of SPDL (stochastic propositional dynamic logic) formulae can significantly be reduced. SPDL is the stochastic extension of the multi-modal program logic PDL.\ud SPDL provides means to specify path-based properties with or without timing restrictions. Paths can be characterised by so-called programs, essentially regular expressions, where the executability can be made dependent on the validity of test formulae. For model-checking SPDL path formulae it is necessary to build a product transition system (PTS)\ud between the system model and the program automaton belonging to the path formula that is to be verified.\ud In many cases, this PTS can be drastically reduced during the model checking procedure, as the program restricts the number of potentially satisfying paths. Therefore, we propose an approach that directly generates the reduced PTS from a given SPA specification and an SPDL path formula.\ud The feasibility of this approach is shown through a selection of case studies, which show enormous state space reductions, at no increase in generation time.\u

Distributed Markovian Bisimulation Reduction aimed at CSL Model Checking

The verification of quantitative aspects like performance and dependability by means of model checking has become an important and vivid area of research over the past decade.\ud \ud An important result of that research is the logic CSL (continuous stochastic logic) and its corresponding model checking algorithms. The evaluation of properties expressed in CSL makes it necessary to solve large systems of linear (differential) equations, usually by means of numerical analysis. Both the inherent time and space complexity of the numerical algorithms make it practically infeasible to model check systems with more than 100 million states, whereas realistic system models may have billions of states.\ud \ud To overcome this severe restriction, it is important to be able to replace the original state space with a probabilistically equivalent, but smaller one. The most prominent equivalence relation is bisimulation, for which also a stochastic variant exists (Markovian bisimulation). In many cases, this bisimulation allows for a substantial reduction of the state space size. But, these savings in space come at the cost of an increased time complexity. Therefore in this paper a new distributed signature-based algorithm for the computation of the bisimulation quotient of a given state space is introduced.\ud \ud To demonstrate the feasibility of our approach in both a sequential, and more important, in a distributed setting, we have performed a number of case studies

Sigref – A Symbolic Bisimulation Tool Box

We present a uniform signature-based approach to compute the most popular bisimulations. Our approach is implemented symbolically using BDDs, which enables the handling of very large transition systems. Signatures for the bisimulations are built up from a few generic building blocks, which naturally correspond to efficient BDD operations. Thus, the definition of an appropriate signature is the key for a rapid development of algorithms for other types of bisimulation. We provide experimental evidence of the viability of this approach by presenting computational results for many bisimulations on real-world instances. The experiments show cases where our framework can handle state spaces efficiently that are far too large to handle for any tool that requires an explicit state space description. This work was partly supported by the German Research Council (DFG) as part of the Transregional Collaborative Research Center “Automatic Verification and Analysis of Complex Systems” (SFB/TR 14 AVACS). See www.avacs.org for more information

Process algebra for performance evaluation

This paper surveys the theoretical developments in the field of stochastic process algebras, process algebras where action occurrences may be subject to a delay that is determined by a random variable. A huge class of resource-sharing systems – like large-scale computers, client–server architectures, networks – can accurately be described using such stochastic specification formalisms. The main emphasis of this paper is the treatment of operational semantics, notions of equivalence, and (sound and complete) axiomatisations of these equivalences for different types of Markovian process algebras, where delays are governed by exponential distributions. Starting from a simple actionless algebra for describing time-homogeneous continuous-time Markov chains, we consider the integration of actions and random delays both as a single entity (like in known Markovian process algebras like TIPP, PEPA and EMPA) and as separate entities (like in the timed process algebras timed CSP and TCCS). In total we consider four related calculi and investigate their relationship to existing Markovian process algebras. We also briefly indicate how one can profit from the separation of time and actions when incorporating more general, non-Markovian distributions

Probabilistic Bisimulations for PCTL Model Checking of Interval MDPs

Verification of PCTL properties of MDPs with convex uncertainties has been investigated recently by Puggelli et al. However, model checking algorithms typically suffer from state space explosion. In this paper, we address probabilistic bisimulation to reduce the size of such an MDPs while preserving PCTL properties it satisfies. We discuss different interpretations of uncertainty in the models which are studied in the literature and that result in two different definitions of bisimulations. We give algorithms to compute the quotients of these bisimulations in time polynomial in the size of the model and exponential in the uncertain branching. Finally, we show by a case study that large models in practice can have small branching and that a substantial state space reduction can be achieved by our approach.Comment: In Proceedings SynCoP 2014, arXiv:1403.784

Inverse Problems in a Bayesian Setting

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. We give a detailed account of this approach via conditional approximation, various approximations, and the construction of filters. Together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update in form of a filter is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and nonlinear Bayesian update in form of a filter on some examples.Comment: arXiv admin note: substantial text overlap with arXiv:1312.504