scholarly journals Verifying Stochastic Hybrid Systems with Temporal Logic Specifications via Model Reduction

2021 ◽  
Vol 20 (6) ◽  
pp. 1-27
Author(s):  
Yu Wang ◽  
Nima Roohi ◽  
Matthew West ◽  
Mahesh Viswanathan ◽  
Geir E. Dullerud

We present a scalable methodology to verify stochastic hybrid systems for inequality linear temporal logic (iLTL) or inequality metric interval temporal logic (iMITL). Using the Mori–Zwanzig reduction method, we construct a finite-state Markov chain reduction of a given stochastic hybrid system and prove that this reduced Markov chain is approximately equivalent to the original system in a distributional sense. Approximate equivalence of the stochastic hybrid system and its Markov chain reduction means that analyzing the Markov chain with respect to a suitably strengthened property allows us to conclude whether the original stochastic hybrid system meets its temporal logic specifications. Based on this, we propose the first statistical model checking algorithms to verify stochastic hybrid systems against correctness properties, expressed in iLTL or iMITL. The scalability of the proposed algorithms is demonstrated by a case study.

2011 ◽  
Vol 14 ◽  
pp. 254-270 ◽  
Author(s):  
Jun H. Park ◽  
Boris Rozovskii ◽  
Richard B. Sowers

AbstractOur focus in this work is to investigate an efficient state estimation scheme for a singularly perturbed stochastic hybrid system. As stochastic hybrid systems have been used recently in diverse areas, the importance of correct and efficient estimation of such systems cannot be overemphasized. The framework of nonlinear filtering provides a suitable ground for on-line estimation. With the help of intrinsic multiscale properties of a system, we obtain an efficient estimation scheme for a stochastic hybrid system.


2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
Ruijuan Deng ◽  
Yong Ren

AbstractThe paper considers a class of multi-valued backward stochastic differential equations with subdifferential of a lower semi-continuous convex function with regime switching, whose generator is a continuous-time Markov chain with a finite state space. Firstly, we get the existence and uniqueness of the solution by the penalization method. Secondly, we prove that the solution of the original system is weakly convergent. Finally, we give an application to the homogenization of a class of multi-valued PDEs with Markov chain.


2012 ◽  
Vol 92 ◽  
pp. 122-136 ◽  
Author(s):  
Alexandre David ◽  
Dehui Du ◽  
Kim G. Larsen ◽  
Axel Legay ◽  
Marius Mikučionis ◽  
...  

2010 ◽  
Vol 36 (2) ◽  
pp. 337-343
Author(s):  
You-Li WU ◽  
Yang-Wang FANG ◽  
Hong-Qiang WANG ◽  
Wen-Jie LIU

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