Weak Singular Hybrid Automata

The framework of Hybrid automata, introduced by Alur, Courcourbetis, Henzinger, and Ho, provides a formal modeling and analysis environment to analyze the interaction between the discrete and the continuous parts of cyber-physical systems. Hybrid automata can be considered as generalizations of finite state automata augmented with a finite set of real-valued variables whose dynamics in each state is governed by a system of ordinary differential equations. Moreover, the discrete transitions of hybrid automata are guarded by constraints over the values of these real-valued variables, and enable discontinuous jumps in the evolution of these variables. Singular hybrid automata are a subclass of hybrid automata where dynamics is specified by state-dependent constant vectors. Henzinger, Kopke, Puri, and Varaiya showed that for even very restricted subclasses of singular hybrid automata, the fundamental verification questions, like reachability and schedulability, are undecidable. In this paper we present \emph{weak singular hybrid automata} (WSHA), a previously unexplored subclass of singular hybrid automata, and show the decidability (and the exact complexity) of various verification questions for this class including reachability (NP-Complete) and LTL model-checking (PSPACE-Complete). We further show that extending WSHA with a single unrestricted clock or extending WSHA with unrestricted variable updates lead to undecidability of reachability problem

Reachability problems for PAMs

Piecewise affine maps (PAMs) are frequently used as a reference model to show the openness of the reachability questions in other systems. The reachability problem for one-dimentional PAM is still open even if we define it with only two intervals. As the main contribution of this paper we introduce new techniques for solving reachability problems based on p-adic norms and weights as well as showing decidability for two classes of maps. Then we show the connections between topological properties for PAM's orbits, reachability problems and representation of numbers in a rational base system. Finally we show a particular instance where the uniform distribution of the original orbit may not remain uniform or even dense after making regular shifts and taking a fractional part in that sequence.Comment: 16 page

Метод расчета теплообмена излучением в топке осесимметричной конфигурации на основе уравнений для компонент суммарного вектора потока лучистой энергии. Инженерная методика

На основе системы уравнений первой части статьи, получены разностные уравнения квазиодномерного метода расчета теплообмена излучением в топке котла осесимметричной конфигурации. Записаны уравнения и разностные формулы метода инженерного расчета теплообмена излучением при наличии экранной сетки около поверхности горелки. Методика пригодна для использования в инженерных расчетах при определении оптимальной конфигурации топки и определении оптимального расстояния экранной сетки до поверхности горелки

The Reach-Avoid Problem for Constant-Rate Multi-Mode Systems

A constant-rate multi-mode system is a hybrid system that can switch freely among a finite set of modes, and whose dynamics is specified by a finite number of real-valued variables with mode-dependent constant rates. Alur, Wojtczak, and Trivedi have shown that reachability problems for constant-rate multi-mode systems for open and convex safety sets can be solved in polynomial time. In this paper, we study the reachability problem for non-convex state spaces and show that this problem is in general undecidable. We recover decidability by making certain assumptions about the safety set. We present a new algorithm to solve this problem and compare its performance with the popular sampling based algorithm rapidly-exploring random tree (RRT) as implemented in the Open Motion Planning Library (OMPL).Comment: 26 page

Certainly Unsupervisable States

This paper proposes an abstraction method for compositional synthesis. Synthesis is a method to automatically compute a control program or supervisor that restricts the behaviour of a given system to ensure safety and liveness. Compositional synthesis uses repeated abstraction and simplification to combat the state-space explosion problem for large systems. The abstraction method proposed in this paper finds and removes the so-called certainly unsupervisable states. By removing these states at an early stage, the final state space can be reduced substantially. The paper describes an algorithm with cubic time complexity to compute the largest possible set of removable states. A practical example demonstrates the feasibility of the method to solve real-world problems

Quantitative Regular Expressions for Arrhythmia Detection Algorithms

Motivated by the problem of verifying the correctness of arrhythmia-detection algorithms, we present a formalization of these algorithms in the language of Quantitative Regular Expressions. QREs are a flexible formal language for specifying complex numerical queries over data streams, with provable runtime and memory consumption guarantees. The medical-device algorithms of interest include peak detection (where a peak in a cardiac signal indicates a heartbeat) and various discriminators, each of which uses a feature of the cardiac signal to distinguish fatal from non-fatal arrhythmias. Expressing these algorithms' desired output in current temporal logics, and implementing them via monitor synthesis, is cumbersome, error-prone, computationally expensive, and sometimes infeasible. In contrast, we show that a range of peak detectors (in both the time and wavelet domains) and various discriminators at the heart of today's arrhythmia-detection devices are easily expressible in QREs. The fact that one formalism (QREs) is used to describe the desired end-to-end operation of an arrhythmia detector opens the way to formal analysis and rigorous testing of these detectors' correctness and performance. Such analysis could alleviate the regulatory burden on device developers when modifying their algorithms. The performance of the peak-detection QREs is demonstrated by running them on real patient data, on which they yield results on par with those provided by a cardiologist.Comment: CMSB 2017: 15th Conference on Computational Methods for Systems Biolog

Optimal Reachability in Divergent Weighted Timed Games

Weighted timed games are played by two players on a timed automaton equipped with weights: one player wants to minimise the accumulated weight while reaching a target, while the other has an opposite objective. Used in a reactive synthesis perspective, this quantitative extension of timed games allows one to measure the quality of controllers. Weighted timed games are notoriously difficult and quickly undecidable, even when restricted to non-negative weights. Decidability results exist for subclasses of one-clock games, and for a subclass with non-negative weights defined by a semantical restriction on the weights of cycles. In this work, we introduce the class of divergent weighted timed games as a generalisation of this semantical restriction to arbitrary weights. We show how to compute their optimal value, yielding the first decidable class of weighted timed games with negative weights and an arbitrary number of clocks. In addition, we prove that divergence can be decided in polynomial space. Last, we prove that for untimed games, this restriction yields a class of games for which the value can be computed in polynomial time

Double Exponential Instability of Triangular Arbitrage Systems

If financial markets displayed the informational efficiency postulated in the efficient markets hypothesis (EMH), arbitrage operations would be self-extinguishing. The present paper considers arbitrage sequences in foreign exchange (FX) markets, in which trading platforms and information are fragmented. In Kozyakin et al. (2010) and Cross et al. (2012) it was shown that sequences of triangular arbitrage operations in FX markets containing 4 currencies and trader-arbitrageurs tend to display periodicity or grow exponentially rather than being self-extinguishing. This paper extends the analysis to 5 or higher-order currency worlds. The key findings are that in a 5-currency world arbitrage sequences may also follow an exponential law as well as display periodicity, but that in higher-order currency worlds a double exponential law may additionally apply. There is an "inheritance of instability" in the higher-order currency worlds. Profitable arbitrage operations are thus endemic rather that displaying the self-extinguishing properties implied by the EMH.Comment: 22 pages, 22 bibliography references, expanded Introduction and Conclusion, added bibliohraphy reference

Asymptotic behaviour of random tridiagonal Markov chains in biological applications

Discrete-time discrete-state random Markov chains with a tridiagonal generator are shown to have a random attractor consisting of singleton subsets, essentially a random path, in the simplex of probability vectors. The proof uses the Hilbert projection metric and the fact that the linear cocycle generated by the Markov chain is a uniformly contractive mapping of the positive cone into itself. The proof does not involve probabilistic properties of the sample path and is thus equally valid in the nonautonomous deterministic context of Markov chains with, say, periodically varying transitions probabilities, in which case the attractor is a periodic path.Comment: 13 pages, 22 bibliography references, submitted to DCDS-B, added references and minor correction

Turing machines can be efficiently simulated by the General Purpose Analog Computer

The Church-Turing thesis states that any sufficiently powerful computational model which captures the notion of algorithm is computationally equivalent to the Turing machine. This equivalence usually holds both at a computability level and at a computational complexity level modulo polynomial reductions. However, the situation is less clear in what concerns models of computation using real numbers, and no analog of the Church-Turing thesis exists for this case. Recently it was shown that some models of computation with real numbers were equivalent from a computability perspective. In particular it was shown that Shannon's General Purpose Analog Computer (GPAC) is equivalent to Computable Analysis. However, little is known about what happens at a computational complexity level. In this paper we shed some light on the connections between this two models, from a computational complexity level, by showing that, modulo polynomial reductions, computations of Turing machines can be simulated by GPACs, without the need of using more (space) resources than those used in the original Turing computation, as long as we are talking about bounded computations. In other words, computations done by the GPAC are as space-efficient as computations done in the context of Computable Analysis