Skip to main content

Validated Simulation-Based Verification of Delayed Differential Dynamics

  • Conference paper
  • First Online:
FM 2016: Formal Methods (FM 2016)

Part of the book series: Lecture Notes in Computer Science ((LNPSE,volume 9995))

Included in the following conference series:

Abstract

Verification by simulation, based on covering the set of time-bounded trajectories of a dynamical system evolving from the initial state set by means of a finite sample of initial states plus a sensitivity argument, has recently attracted interest due to the availability of powerful simulators for rich classes of dynamical systems. System models addressed by such techniques involve ordinary differential equations (ODEs) and can readily be extended to delay differential equations (DDEs). In doing so, the lack of validated solvers for DDEs, however, enforces the use of numeric approximations such that the resulting verification procedures would have to resort to (rather strong) assumptions on numerical accuracy of the underlying simulators, which lack formal validation or proof. In this paper, we pursue a closer integration of the numeric solving and the sensitivity-related state bloating algorithms underlying verification by simulation, together yielding a safe enclosure algorithm for DDEs suitable for use in automated formal verification. The key ingredient is an on-the-fly computation of piecewise linear, local error bounds by nonlinear optimization, with the error bounds uniformly covering sensitivity information concerning initial states as well as integration error.

The first, third and fifth authors are supported partly by “973 Program” under grant No. 2014CB340701, by NSFC under grants 91418204 and 61502467, by CDZ project CAP (GZ 1023), and by the CAS/SAFEA International Partnership Program for Creative Research Teams. The second and fourth authors are supported partly by Deutsche Forschungsgemeinschaft within the Research Training Group “SCARE - System Correctness under Adverse Conditions” (DFG GRK 1765).

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

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight 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

Institutional subscriptions

Notes

  1. 1.

    In general, the initial condition is represented by \(\mathbf {x}(t) =\xi _0(t)\), for \(t \in \left[ -r_k,0 \right] \), where \(\xi _0\in \mathcal {X} \subseteq C^0(\left[ -r_k,0 \right] , \mathbb {R}^n)\), \(C^0(\left[ -r_k,0 \right] , \mathbb {R}^n)\) stands for all continuous functions mapping from \(\left[ -r_k,0 \right] \) to \(\mathbb {R}^n\), \(\mathcal {X}\) is compact and bounded. So, we can let \(\varTheta = \cup _{\xi \in \mathcal {X}} \xi (\left[ -r_k,0 \right] )\). Clearly, \(\varTheta \) is compact and bounded.

  2. 2.

    For ease of presentation, we demonstrate the approach on DDEs with one single delay, and it readily extends to that with multiple delays as discussed in Sect. 3.

  3. 3.

    For a general initial condition \(\varvec{g}(t)\), \(\mathbf {y}\) is initialized as \(\mathbf {y}\leftarrow \llbracket \varvec{g}(-r),\varvec{g}(-r+\tau ),\ldots ,\varvec{g}(0) \rrbracket \).

  4. 4.

    Available from http://lcs.ios.ac.cn/~chenms/tools/DDEChecker_v1.0.tar.bz2.

  5. 5.

    Available from https://www.uni-oldenburg.de/en/hysat/.

References

  1. Bellen, A., Zennaro, M.: Numerical Methods for Delay Differential Equations. Numerical Mathematics and Scientific Computation. Clarendon Press, Oxford (2003)

    Book  MATH  Google Scholar 

  2. Bellman, R.E., Cooke, K.L.: Differential-difference equations. Technical report R-374-PR, RAND Corporation, Santa Monica, California, January 1963

    Google Scholar 

  3. Benhamou, F., Granvilliers, L.: Continuous and interval constraints. In: Rossi, F., van Beek, P., Walsh, T. (eds.) Handbook of Constraint Programming, Foundations of Artificial Intelligence, Chap. 16, pp. 571–603. Elsevier, Amsterdam (2006)

    Chapter  Google Scholar 

  4. Brain, M., D’Silva, V., Griggio, A., Haller, L., Kroening, D.: Interpolation-based verification of floating-point programs with abstract CDCL. In: Logozzo, F., Fähndrich, M. (eds.) SAS 2013. LNCS, vol. 7935, pp. 412–432. Springer, Heidelberg (2013). doi:10.1007/978-3-642-38856-9_22

    Chapter  Google Scholar 

  5. Chen, M., Fränzle, M., Li, Y., Mosaad, P.N., Zhan, N.: Validated simulation-based verification of delayed differential dynamics (full version). http://lcs.ios.ac.cn/chenms/papers/FM2016_FULL.pdf

  6. Davis, M., Logemann, G., Loveland, D.: A machine program for theorem proving. Commun. ACM 5, 394–397 (1962)

    Article  MathSciNet  MATH  Google Scholar 

  7. Dirac, P.A.M.: The Principles of Quantum Mechanics. Clarendon Press, Oxford (1981)

    MATH  Google Scholar 

  8. Donzé, A., Maler, O.: Systematic simulation using sensitivity analysis. In: Bemporad, A., Bicchi, A., Buttazzo, G. (eds.) HSCC 2007. LNCS, vol. 4416, pp. 174–189. Springer, Heidelberg (2007). doi:10.1007/978-3-540-71493-4_16

    Chapter  Google Scholar 

  9. Duggirala, P.S., Mitra, S., Viswanathan, M.: Verification of annotated models from executions. In: Proceedings of the Eleventh ACM International Conference on Embedded Software, p. 26. IEEE Press (2013)

    Google Scholar 

  10. Ellermeyer, S.F.: Competition in the chemostat: global asymptotic behavior of a model with delayed response in growth. SIAM J. Appl. Math. 54(2), 456–465 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  11. Ellermeyer, S.F., Hendrix, J., Ghoochan, N.: A theoretical and empirical investigation of delayed growth response in the continuous culture of bacteria. J. Theoret. Biol. 222(4), 485–494 (2003)

    Article  MathSciNet  Google Scholar 

  12. Fall, C.P., Marland, E.S., Wagner, J.M., Tyson, J.J. (eds.): Computational Cell Biology, vol. 20. Springer, New York (2002)

    MATH  Google Scholar 

  13. Fan, C., Mitra, S.: Bounded verification with on-the-fly discrepancy computation. In: Finkbeiner, B., Pu, G., Zhang, L. (eds.) ATVA 2015. LNCS, vol. 9364, pp. 446–463. Springer, Heidelberg (2015). doi:10.1007/978-3-319-24953-7_32

    Chapter  Google Scholar 

  14. Fränzle, M., Herde, C., Ratschan, S., Schubert, T., Teige, T.: Efficient solving of large non-linear arithmetic constraint systems with complex Boolean structure. J. Satisfiability Boolean Model. Comput. 1, 209–236 (2007)

    MATH  Google Scholar 

  15. Girard, A., Pappas, G.J.: Approximate bisimulation: a bridge between computer science and control theory. Eur. J. Control 17(5–6), 568–578 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  16. Herde, C.: Efficient Solving of Large Arithmetic Constraint Systems with Complex Boolean Structure. Vieweg+Teubner, Wiesbaden (2011)

    Book  Google Scholar 

  17. Hutchinson, G.E.: Circular causal systems in ecology. Ann. NY Acad. Sci. 50(4), 221–246 (1948)

    Article  Google Scholar 

  18. Khakpour, N., Mousavi, M.R.: Notions of conformance testing for cyber-physical systems: overview and roadmap (invited paper). In: CONCUR 2015. LIPIcs, vol. 42, pp. 18–40 (2015)

    Google Scholar 

  19. Mallet-Paret, J., Sell, R.: The poincaré-bendixson theorem for monotone cyclic feedback systems with delay. J. Diff. Eq. 125, 441–489 (1996)

    Article  MATH  Google Scholar 

  20. Nahhal, T., Dang, T.: Test coverage for continuous and hybrid systems. In: Damm, W., Hermanns, H. (eds.) CAV 2007. LNCS, vol. 4590, pp. 449–462. Springer, Heidelberg (2007). doi:10.1007/978-3-540-73368-3_47

    Chapter  Google Scholar 

  21. Pola, G., Pepe, P., Di Benedetto, M.D.: Symbolic models for time-varying time-delay systems via alternating approximate bisimulation. Int. J. Robust Nonlinear Control 25, 2328–2347 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  22. Pola, G., Pepe, P., Di Benedetto, M.D., Tabuada, P.: Symbolic models for nonlinear time-delay systems using approximate bisimulations. Syst. Contr. Lett. 59(6), 365–373 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  23. Roehm, H., Oehlerking, J., Woehrle, M., Althoff, M.: Reachset conformance testing of hybrid automata. In: HSCC 2016, pp. 277–286 (2016)

    Google Scholar 

  24. Sagirow, P.: Introduction. In: Sagirow, P. (ed.) Stochastic Methods in the Dynamics of Satellites. ICMS, vol. 57, pp. 5–7. Springer, Heidelberg (1970)

    Chapter  Google Scholar 

  25. Tseitin, G.S.: On the complexity of derivations in propositional calculus. In: Slisenko, A. (ed.) Studies in Constructive Mathematics and Mathematical Logics (1968)

    Google Scholar 

  26. Wright, E.M.: A non-linear difference-differential equation. J. Reine Angew. Math. 194, 66–87 (1955)

    MathSciNet  MATH  Google Scholar 

  27. Zou, L., Fränzle, M., Zhan, N., Mosaad, P.N.: Automatic verification of stability and safety for delay differential equations. In: Kroening, D., Păsăreanu, C.S. (eds.) CAV 2015. LNCS, vol. 9207, pp. 338–355. Springer, Heidelberg (2015). doi:10.1007/978-3-319-21668-3_20

    Chapter  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yangjia Li .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing AG

About this paper

Cite this paper

Chen, M., Fränzle, M., Li, Y., Mosaad, P.N., Zhan, N. (2016). Validated Simulation-Based Verification of Delayed Differential Dynamics. In: Fitzgerald, J., Heitmeyer, C., Gnesi, S., Philippou, A. (eds) FM 2016: Formal Methods. FM 2016. Lecture Notes in Computer Science(), vol 9995. Springer, Cham. https://doi.org/10.1007/978-3-319-48989-6_9

Download citation

  • DOI: https://doi.org/10.1007/978-3-319-48989-6_9

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-48988-9

  • Online ISBN: 978-3-319-48989-6

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics