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Abstract. Stochastic hybrid system models can be used to analyze and design complex embedded systems that operate in the presence of uncertainty and variability. Verification of reachability properties for such systems is a critical problem. Developing algorithms for reachability analysis is challenging because of the interaction between the discrete and continuous stochastic dynamics. In this paper, we propose a probabilistic method for reachability analysis based on discrete approximations. The contribution of the paper is twofold. First, we show that reachability can be characterized as a viscosity solution of a system of coupled Hamilton-Jacobi-Bellman equations. Second, we present a numerical method for computing the solution based on discrete approximations and we show that this solution converges to the one for the original system as the discretization becomes finer. Finally, we illustrate the approach with a navigation benchmark that has been proposed for hybrid system verification. 1

Advances in the direct computation of Lyapunov functions using convex optimization make it possible to efficiently evaluate regions of attraction for smooth nonlinear systems. Here we present a feedback motion planning algorithm which uses rigorously computed stability regions to build a sparse tree of LQR-stabilized trajectories. The region of attraction of this nonlinear feedback policy “probabilistically covers ” the entire controllable subset of the state space, verifying that all initial conditions that are capable of reaching the goal will reach the goal. We numerically investigate the properties of this systematic nonlinear feedback design algorithm on simple nonlinear systems, prove the property of probabilistic coverage, and discuss extensions and implementation details of the basic algorithm. 1

Abstract. In this paper we propose an algorithm for approximating the reachable sets of systems defined by polynomial differential equations. Such systems can be used to model a variety of physical phenomena. We first derive an integration scheme that approximates the state reachable in one time step by applying some polynomial map to the current state. In order to use this scheme to compute all the states reachable by the system starting from some initial set, we then consider the problem of computing the image of a set by a multivariate polynomial. We propose a method to do so using the Bézier control net of the polynomial map and the blossoming technique to compute this control net. We also prove that our overall method is of order 2. In addition, we have successfully applied our reachability algorithm to two models of a biological system. 1

Modeling and analysis of biochemical systems are critical problems because they can provide new insights into systems which can not be easily tested with real experiments. One such biochemical process is the formation of sugar cataracts in the lens of an eye. Analyzing the sugar cataract development process is a challenging problem due to the highly-coupled chemical reactions that are involved. In this paper we model sugar cataract development as a stochastic hybrid system. Based on this model, we present a probabilistic verification method for computing the probability of sugar cataract formation for different chemical concentrations. Our analysis can potentially provide useful insights into the complicated dynamics of the process and assist in focusing experiments on specific regions of concentrations. The verification method employs dynamic programming based on a discretization of the state space and therefore suffers from the curse of dimensionality. To verify the sugar cataract development process we have developed a parallel dynamic programming implementation that can handle large systems. Although scalability is a limiting factor, this work demonstrates that the technique is feasible for realistic biochemical systems.

Stochastic hybrid system (SHS) models can be used to analyze and design complex embedded systems that operate in the presence of uncertainty and variability. Verification of reachability properties for such systems is a critical problem. Developing sound computational methods for verification is challenging because of the interaction between the discrete and the continuous stochastic dynamics. In this paper, we propose a probabilistic method for verification of SHSs based on discrete approximations focusing on reachability and safety problems. We show that reachability and safety can be characterized as a viscosity solution of a system of coupled Hamilton–Jacobi–Bellman equations. We present a numerical algorithm for computing the solution based on discrete approximations that are derived using finite-difference methods. An advantage of the method is that the solution converges to the one for the original system as the discretization becomes finer. We also prove that the algorithm is polynomial in the number of states of the discrete approximation. Finally, we illustrate the approach with two benchmarks: a navigation and a room heater example, which have been proposed for hybrid system verification.

Abstract. This work investigates some of the computational issues involved in the solution of probabilistic reachability problems for discretetime, controlled stochastic hybrid systems. It is first argued that, under rather weak continuity assumptions on the stochastic kernels that characterize the dynamics of the system, the numerical solution of a discretized version of the probabilistic reachability problem is guaranteed to converge to the optimal one, as the discretization level decreases. With reference to a benchmark problem, it is then discussed how some of the structural properties of the hybrid system under study can be exploited to solve the probabilistic reachability problem more efficiently. Possible techniques that can increase the scale-up potential of the proposed numerical approximation scheme are suggested. 1

We describe a new class of surface flows, diffeomorphic surface flows, induced by restricting diffeomorphic flows of the ambient Euclidean space to a surface. Different from classical surface PDE flows such as mean curvature flow, diffeomorphic surface flows are solutions of integrodifferential equations in a group of diffeomorphisms. They have the potential advantage of being both topology-invariant and singularity free, which can be useful in computational anatomy and computer graphics. We first derive the Euler–Lagrange equation of the elastic energy for general diffeomorphic surface flows, which can be regarded as a smoothed version of the corresponding classical surface flows. Then we focus on diffeomorphic mean curvature flow. We prove the short-time existence and uniqueness of the flow, and study the long-time existence of the flow for surfaces of revolution. We present numerical experiments on synthetic and cortical surfaces from neuroimaging studies in schizophrenia and auditory disorders. Finally we discuss unresolved issues and potential applications.

Abstract. In this paper, we describe a computation platform called ReachLab, which enables automatic analysis of embedded software systems that interact with continuous environment. Algorithms are used to specify how the state space of the system model should be explored in order to perform analysis. In ReachLab, both system models and analysis algorithm models are specified in the same framework using Hybrid System Analysis and Design Language (HADL), which is a meta-model based language. The platform allows the models of algorithms to be constructed hierarchically and promotes their reuse in constructing more complex algorithms. Moreover, the platform is designed in such a way that the concerns of design and implementation of analysis algorithms and therefore the design of algorithms can be made independent of implementation details. On the other hand, translators are provided to automatically generate implementations from the models for computing analysis results based on computation kernels. Multiple computation kernels, which are based on specific computation tools such as d/dt and the Level Set toolbox, are supported and can be chosen to enable hybrid state space exploration. An example is provided to illustrate the design and implementation process in ReachLab. 1

We study the logic of dynamical systems, that is, logics and proof principles for properties of dynamical systems. Dynamical systems are mathematical models describing how the state of a system evolves over time. They are important in modeling and understanding many applications, including embedded systems and cyber-physical systems. In discrete dynamical systems, the state evolves in discrete steps, one step at a time, as described by a difference equation or discrete state transition relation. In continuous dynamical systems, the state evolves continuously along a function, typically described by a differential equation. Hybrid dynamical systems or hybrid systems combine both discrete and continuous dynamics. Distributed hybrid systems combine distributed systems with hybrid systems, i.e., they are multi-agent hybrid systems that interact through remote communication or physical interaction. Stochastic hybrid systems combine stochastic