Inference of termination conditions for numerical loops in Prolog

We present a new approach to termination analysis of numerical computations in logic programs. Traditional approaches fail to analyse them due to non well-foundedness of the integers. We present a technique that allows overcoming these difficulties. Our approach is based on transforming a program in a way that allows integrating and extending techniques originally developed for analysis of numerical computations in the framework of query-mapping pairs with the well-known framework of acceptability. Such an integration not only contributes to the understanding of termination behaviour of numerical computations, but also allows us to perform a correct analysis of such computations automatically, by extending previous work on a constraint-based approach to termination. Finally, we discuss possible extensions of the technique, including incorporating general term orderings.Comment: To appear in Theory and Practice of Logic Programming. To appear in Theory and Practice of Logic Programmin

Bounding inferences for large-scale continuous-time Markov chains : a new approach based on lumping and imprecise Markov chains

If the state space of a homogeneous continuous-time Markov chain is too large, making inferences becomes computationally infeasible. Fortunately, the state space of such a chain is usually too detailed for the inferences we are interested in, in the sense that a less detailed—smaller—state space suffices to unambiguously formalise the inference. However, in general this so-called lumped state space inhibits computing exact inferences because the corresponding dynamics are unknown and/or intractable to obtain. We address this issue by considering an imprecise continuous-time Markov chain. In this way, we are able to provide guaranteed lower and upper bounds for the inferences of interest, without suffering from the curse of dimensionality

Inference of termination conditions for numerical loops

We present a new approach to termination analysis of numerical computations in logic programs. Traditional approaches fail to analyse them due to non well-foundedness of the integers. We present a technique that allows to overcome these difficulties. Our approach is based on transforming a program in way that allows integrating and extending techniques originally developed for analysis of numerical computations in the framework of query-mapping pairs with the well-known framework of acceptability. Such an integration not only contributes to the understanding of termination behaviour of numerical computations, but also allows to perform a correct analysis of such computations automatically, thus, extending previous work on a constraints-based approach to termination. In the last section of the paper we discuss possible extensions of the technique, including incorporating general term orderings.Comment: Presented at WST200

Complexation of oppositely charged polyelectrolytes: effect of ion pair formation

Complexation in symmetric solutions of oppositely charged polyelectrolytes is studied theoretically. We include polyion crosslinking due to formation of thermoreversible ionic pairs. The electrostatic free energy is calculated within the Random Phase Approximation taking into account the structure of thermoreversible polyion clusters. The degree of ion association is obtained self-consistently from a modified law of mass action, which includes long-range electrostatic contributions. We analyze the relative importance of the three complexation driving forces: long-range electrostatics, ion association and van der Waals attraction. The conditions on the parameters of the system that ensure stability of the complex with addition of salt are determined

First Steps Towards an Imprecise Poisson Process

The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here consider a rate interval and let it characterise two nested sets of stochastic processes. We call these two sets of stochastic process imprecise Poisson processes, explain why this is justified, and study the corresponding lower and upper (conditional) expectations. Besides a general theoretical framework, we also provide practical methods to compute lower and upper (conditional) expectations of functions that depend on the number of events at a single point in time.Comment: Extended pre-print of a paper accepted for presentation at ISIPTA 201

Imprecise continuous-time Markov chains : efficient computational methods with guaranteed error bounds

Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential equation. As there is no general analytical expression for this solution, efficient numerical approximation methods are essential to the applicability of this model. We here improve the uniform approximation method of Krak et al. (2016) in two ways and propose a novel and more efficient adaptive approximation method. For ergodic chains, we also provide a method that allows us to approximate stationary distributions up to any desired maximal error

First steps towards an imprecise Poisson process

The Poisson process is the most elementary continuous-time stochastic process that models a stream of repeating events. It is uniquely characterised by a single parameter called the rate. Instead of a single value for this rate, we here consider a rate interval and let it characterise two nested sets of stochastic processes. We call these two sets of stochastic process imprecise Poisson processes, explain why this is justified, and study the corresponding lower and upper (conditional) expectations. Besides a general theoretical framework, we also provide practical methods to compute lower and upper (conditional) expectations of functions that depend on the number of events at a single point in time