Skip to main content

Constraint-Solving Techniques for the Analysis of Stochastic Hybrid Systems

  • Chapter
  • First Online:

Part of the book series: NASA Monographs in Systems and Software Engineering ((NASA))

Abstract

The ProCoS project has been seminal in widening the perspective on verification of computer-based systems to a coverage of the detailed interaction and feedback dynamics between the embedded system and its environment. We have since then seen a steady increase both in expressiveness of the “hybrid” modeling paradigms adopting such an integrated perspective and in the power of automatic reasoning techniques addressing relevant fragments of logic and arithmetic. In this chapter we review definitions of stochastic hybrid automata and of parametric stochastic hybrid automata, both of which unify the hybrid view on system dynamics with stochastic modeling as pertinent to reliability evaluation, and we elaborate on automatic verification and synthesis methods based on arithmetic constraint solving. The procedures are able to solve step-bounded stochastic reachability problems and multi-objective parameter synthesis problems, respectively.

This research has partially been funded by the German Research Foundation through the Collaborative Research Action SFB-TR 14 “Automatic Verification and Analysis of Complex Systems” (AVACS, www.avacs.org) and the Research Training Group DFG-GRK 1765: “System Correctness under Adverse Conditions” (SCARE, scare.uni-oldenburg.de).

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD   109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Notes

  1. 1.

    The reader might expect to rather see finite sub-ranges of \({\mathbb Z}\) or other finite sets as domains. To avoid cluttering the notation, we abstained from this. It should be noted that this does not induce a loss of generality, as not all of \({\mathbb Z}\) need to be dynamically reachable.

  2. 2.

    As for discrete variables, this does not exclude the possibility that only a bounded sub-range may dynamically be reachable.

  3. 3.

    Defined as \(\chi _G(\sigma )= {\left\{ \begin{array}{ll} 1 &{} \text {if } \sigma \in G,\\ 0 &{} \text {if } \sigma \not \in G. \end{array}\right. }\)

  4. 4.

    In practice, we offer a selection from a set of predefined density functions over the reals. For discrete carriers, we offer the ability to write arbitrary distributions by means of enumeration.

  5. 5.

    In SSAT parlance, this is the body of the formula after rewriting it to prenex form and stripping all the quantifiers.

  6. 6.

    To this end please note that collapsing equivalent branches, as pursued in Fig. 3, can only be done after solving the instances of the matrix and thus only is an option in cases where continuity arguments (or similar) permit generalizations from samples to neighborhoods.

  7. 7.

    As usual in interval constraint solving, we call any product of intervals with computer-representable bounds a box.

  8. 8.

    Due to the generality of the PSHA model, defining rewards exclusively on the final state is as expressive as defining them via functions on the whole run.

References

  1. Alur, R., Courcoubetis, C., Henzinger, T.A., Ho, P.H.: Hybrid automata: an algorithmic approach to the specification and verification of hybrid systems. In: Grossman, R.L., Nerode, A., Ravn, A.P., Rischel, H. (eds.) Hybrid Systems. Lecture Notes in Computer Science, vol. 736, pp. 209–229. Springer, New York (1993)

    Google Scholar 

  2. Alur, R., Courcoubetis, C., Halbwachs, N., Henzinger, T.A., Ho, P.H., Nicollin, X., Olivero, A., Sifakis, J., Yovine, S.: The algorithmic analysis of hybrid systems. Theor. Comput. Sci. 138, 3–34 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  3. Audemard, G., Bozzano, M., Cimatti, A., Sebastiani, R.: Verifying industrial hybrid systems with MathSAT. ENTCS 89(4) (2004)

    Google Scholar 

  4. Barrett, C., Sebastiani, R., Seshia, S.A., Tinelli, C.: Satisfiability modulo theories. In: Biere et al. [7], chap. 26, pp. 825–885

    Google Scholar 

  5. Bellman, R.: A Markovian decision process. J. Math. Mech. 6, 679–684 (1957)

    MathSciNet  MATH  Google Scholar 

  6. Biere, A., Cimatti, A., Clarke, E., Zhu, Y.: Symbolic model checking without BDDs. In: TACAS’99. Lecture Notes in Computer Science, vol. 1579, pp. 193–207. Springer, New York (1999)

    Google Scholar 

  7. Biere, A., Heule, M.J.H., van Maaren, H., Walsh, T. (eds.): Handbook of Satisfiability. Frontiers in Artificial Intelligence and Applications, vol. 185. IOS Press, Amsterdam (2009)

    Google Scholar 

  8. Bousquet, O., Boucheron, S., Lugosi, G.: Introduction to statistical learning theory. Advanced Lectures on Machine Learning, pp. 169–207. Springer, New York (2004)

    Google Scholar 

  9. Chaochen, Z., Hoare, C.A.R., Ravn, A.P.: A calculus of durations. Inf. Process. Lett. 40(5), 269–276 (1991)

    Article  MathSciNet  MATH  Google Scholar 

  10. Chaochen, Z., Ravn, A.P., Hansen, M.R.: An extended duration calculus for hybrid real-time systems. In: Grossman, R.L., Nerode, A., Ravn, A.P., Rischel, H. (eds.) Hybrid Systems. Lecture Notes in Computer Science, vol. 736, pp. 36–59. Springer, New York (1992)

    Google Scholar 

  11. Eggers, A., Fränzle, M., Herde, C.: SAT modulo ODE: a direct SAT approach to hybrid systems. In: Cha, S.S., Choi, J.Y., Kim, M., Lee, I., Viswanathan, M. (eds.) Proceedings of the 6th International Symposium on Automated Technology for Verification and Analysis (ATVA’08). Lecture Notes in Computer Science, vol. 5311, pp. 171–185. Springer, New York (2008)

    Google Scholar 

  12. Fränzle, M., Herde, C.: Efficient proof engines for bounded model checking of hybrid systems. In: Ninth International Workshop on Formal Methods for Industrial Critical Systems (FMICS 04), Electronic Notes in Theoretical Computer Science (ENTCS). Elsevier (2004)

    Google Scholar 

  13. Fränzle, M., Herde, C., Ratschan, S., Schubert, T., Teige, T.: Interval constraint solving using propositional SAT solving techniques. In: Proceedings of the CP 2006 First International Workshop on the Integration of SAT and CP Techniques, pp. 81–95 (2006)

    Google Scholar 

  14. Fränzle, M., Herde, C., Teige, T., Ratschan, S., Schubert, T.: Efficient solving of large non-linear arithmetic constraint systems with complex boolean structure. JSAT 1(3–4), 209–236 (2007)

    MATH  Google Scholar 

  15. Fränzle, M., Hermanns, H., Teige, T.: Stochastic satisfiability modulo theory: a novel technique for the analysis of probabilistic hybrid systems. In: Egerstedt, M., Mishra, B. (eds.) Proceedings of the 11th International Conference on Hybrid Systems: Computation and Control (HSCC’08). Lecture Notes in Computer Science (LNCS), vol. 4981, pp. 172–186. Springer, New York (2008)

    Google Scholar 

  16. Fränzle, M., Teige, T., Eggers, A.: Engineering constraint solvers for automatic analysis of probabilistic hybrid automata. J. Logic Algebr. Program. 79, 436–466 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  17. Fränzle, M., Hahn, E.M., Hermanns, H., Wolovick, N., Zhang, L.: Measurability and safety verification for stochastic hybrid systems. In: Proceedings of the 14th International Conference on Hybrid Systems: Computation and Control, pp. 43–52. ACM (2011)

    Google Scholar 

  18. Fränzle, M., Gerwinn, S., Kröger, P., Abate, A., Katoen, J.: Multi-objective parameter synthesis in probabilistic hybrid systems. In: Sankaranarayanan, S., Vicario, E. (eds.) Formal Modeling and Analysis of Timed Systems - 13th International Conference, FORMATS 2015, Madrid, Spain, 2–4 September 2015, Proceedings. Lecture Notes in Computer Science, vol. 9268, pp. 93–107. Springer, New York (2015)

    Google Scholar 

  19. Gao, Y., Fränzle, M.: A solving procedure for stochastic satisfiability modulo theories with continuous domain. In: Campos, J., Haverkort, B.R. (eds.) Quantitative Evaluation of Systems, 12th International Conference, QEST 2015, Madrid, Spain, 1–3 September 2015, Proceedings. Lecture Notes in Computer Science, vol. 9259, pp. 295–311. Springer, New York (2015)

    Google Scholar 

  20. Granvilliers, L., Benhamou, F.: Realpaver: an interval solver using constraint satisfaction techniques. ACM Trans. Math. Softw. (TOMS) 32(1), 138–156 (2006)

    Google Scholar 

  21. Groote, J.F., Koorn, J.W.C., van Vlijmen, S.F.M.: The safety guaranteeing system at station Hoorn-Kersenboogerd. In: Conference on Computer Assurance, pp. 57–68. National Institute of Standards and Technology (1995)

    Google Scholar 

  22. Henzinger, T.A.: The theory of hybrid automata. In: Inan, M., Kurshan, R. (eds.) Verification of Digital and Hybrid Systems. NATO ASI Series F: Computer and Systems Sciences, vol. 170, pp. 265–292. Springer, New York (2000)

    Google Scholar 

  23. Herde, C., Eggers, A., Fränzle, M., Teige, T.: Analysis of hybrid systems using HySAT. In: The Third International Conference on Systems (ICONS 2008), pp. 196–201. IEEE Computer Society (2008)

    Google Scholar 

  24. Hoeffding, W.: Probability inequalities for sums of bounded random variables. J. Am. Stat. Assoc. 58, 13–30 (1963)

    Article  MathSciNet  MATH  Google Scholar 

  25. Julius, A.A.: Approximate abstraction of stochastic hybrid automata. In: Hespanha, J.P., Tiwari, A. (eds.) Hybrid Systems: Computation and Control: 9th International Workshop, HSCC 2006, Santa Barbara, CA, USA, 29–31 March 2006. Proceedings. Lecture Notes in Computer Science, vol. 3927, pp. 318–332. Springer, New York (2006)

    Google Scholar 

  26. Lee, E.A., Zheng, H.: Operational semantics of hybrid systems. In: Morari, M., Thiele, L. (eds.) HSCC’05. Lecture Notes in Computer Science, vol. 3414. Springer, New York (2005)

    Google Scholar 

  27. Littman, M.L., Majercik, S.M., Pitassi, T.: Stochastic boolean satisfiability. J. Autom. Reason. 27(3), 251–296 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  28. Majercik, S.M.: Stochastic boolean satisfiability. In: Biere et al. [7], chap. 27, pp. 887–925

    Google Scholar 

  29. Majercik, S.M., Littman, M.L.: Maxplan: a new approach to probabilistic planning. AIPS 98, 86–93 (1998)

    Google Scholar 

  30. Majercik, S.M., Littman, M.L.: Contingent planning under uncertainty via stochastic satisfiability. In: AAAI/IAAI, pp. 549–556 (1999)

    Google Scholar 

  31. McDiarmid, C.: On the method of bounded differences. Surv. Comb. 141(1), 148–188 (1989)

    MathSciNet  MATH  Google Scholar 

  32. Miller, R.G.: Simultaneous Statistical Inference. Springer, New York (1981)

    Book  MATH  Google Scholar 

  33. Papadimitriou, C.H.: Games against nature. J. Comput. Syst. Sci. 31(2), 288–301 (1985)

    Article  MathSciNet  MATH  Google Scholar 

  34. Ravn, A.P., Rischel, H.: Requirements capture for embedded real-time systems. In: Proceedings of IMACS-MCTS’91 Symposium on Modelling and Control of Technological Systems, Villeneuve d’Ascq, France, 7–10 May, vol. 2, pp. 147–152. IMACS (1991)

    Google Scholar 

  35. Sproston, J.: Decidable model checking of probabilistic hybrid automata. In: Joseph, M. (ed.) Formal Techniques in Real-Time and Fault-Tolerant Systems. Lecture Notes in Computer Science, vol. 1926, pp. 31–45. Springer, New York (2000)

    Google Scholar 

  36. Sproston, J.: Model checking for probabilistic timed and hybrid systems. Ph.D. thesis, University of Birmingham (2001)

    Google Scholar 

  37. Teige, T.: Stochastic satisfiability modulo theories: a symbolic technique for the analysis of probabilistic hybrid systems. Ph.D. thesis, Universität Oldenburg (2012)

    Google Scholar 

  38. Teige, T., Fränzle, M.: Stochastic satisfiability modulo theories for non-linear arithmetic. Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems, pp. 248–262. Springer, New York (2008)

    Google Scholar 

  39. Tokdar, S.T., Kass, R.E.: Importance sampling: a review. Wiley Interdiscip. Rev.: Comput. Stat. 2(1), 54–60 (2010)

    Article  Google Scholar 

  40. Tseitin, G.: On the complexity of derivations in propositional calculus. In: Studies in Constructive Mathematics and Mathematical Logics (1968)

    Google Scholar 

  41. Vapnik, V.N.: Statistical Learning Theory, vol. 1. Wiley, New York (1998)

    MATH  Google Scholar 

  42. Younes, H.L.S., Simmons, R.G.: Probabilistic verification of discrete event systems using acceptance sampling. In: Computer Aided Verification, 14th International Conference, CAV 2002, Copenhagen, Denmark, 27–31 July 2002, Proceedings, pp. 223–235 (2002)

    Google Scholar 

  43. Zhang, L., She, Z., Ratschan, S., Hermanns, H., Hahn, E.M.: Safety verification for probabilistic hybrid systems. In: Proceedings of the 22nd International Conference on Computer Aided Verification. Lecture Notes in Computer Science, vol. 6174, pp. 196–211. Springer, New York (2010)

    Google Scholar 

  44. Zhang, Y., Sankaranarayanan, S., Somenzi, F.: Statistically sound verification and optimization for complex systems. In: Cassez, F., Raskin, J.F. (eds.) Automated Technology for Verification and Analysis. Lecture Notes in Computer Science, vol. 8837, pp. 411–427. Springer, New York (2014)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Martin Fränzle .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this chapter

Cite this chapter

Fränzle, M., Gao, Y., Gerwinn, S. (2017). Constraint-Solving Techniques for the Analysis of Stochastic Hybrid Systems. In: Hinchey, M., Bowen, J., Olderog, ER. (eds) Provably Correct Systems. NASA Monographs in Systems and Software Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-48628-4_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-48628-4_2

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-48627-7

  • Online ISBN: 978-3-319-48628-4

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics