Abstract. We propose a model for Stochastic Hybrid Systems (SHSs) where transitions between discrete modes are triggered by stochastic events much like transitions between states of a continuous-time Markov chains. However, the rate at which transitions occur is allowed to depend both on the continuous and the discrete states of the SHS. Based on results available for Piecewise-Deterministic Markov Process (PDPs), we provide a formula for the extended generator of the SHS, which can be used to compute expectations and the overall distribution of the state. As an application, we construct a stochastic model for on-off TCP flows that considers both the congestion-avoidance and slow-start modes and takes directly into account the distribution of the number of bytes transmitted. Using the tools derived for SHSs, we model the dynamics of the moments of the sending rate by an infinite system of ODEs, which can be truncated to obtain an approximate finite-dimensional model. This model shows that, for transfer-size distributions reported in the literature, the standard deviation of the sending rate is much larger than its average. Moreover, the later seems to vary little with the probability of packet drop. This has significant implications for the design of congestion control mechanisms. 1

Abstract. We propose a model for Stochastic Hybrid Systems (SHSs) where transitions between discrete modes are triggered by stochastic events much like transitions between states of a continuoustime Markov chains. However, the rate at which transitions occur is allowed to depend both on the continuous and the discrete states of the SHS. Based on results available for Piecewise-Deterministic Markov Process (PDPs), we provide a formula for the extended generator of the SHS, which can be used to compute expectations and the overall distribution of the state. As an application, we construct a stochastic model for on-off TCP flows that considers both the congestion-avoidance and slow-start modes and takes directly into account the distribution of the number of bytes transmitted. Using the tools derived for SHSs, we model the dynamics of the moments of the sending rate by an infinite system of ODEs, which can be truncated to obtain an approximate finite-dimensional model. This model shows that, for transfer-size distributions reported in the literature, the standard deviation of the sending rate is much larger than its average. Moreover, the later seems to vary little with the probability of packet drop. This has significant implications for the design of congestion control mechanisms.

This paper presents a methodology for safety verification of continuous and hybrid systems in the worst-case and stochastic settings. In the worst-case setting, a function of state termed barrier certificate is used to certify that all trajectories of the system starting from a given initial set do not enter an unsafe region. No explicit computation of reachable sets is required in the construction of barrier certificates, which makes it possible to handle nonlinearity, uncertainty, and constraints directly within this framework. In the stochastic setting, our method computes an upper bound on the probability that a trajectory of the system reaches the unsafe set, a bound whose validity is proven by the existence of a barrier certificate. For polynomial systems, barrier certificates can be constructed using convex optimization, and hence the method is computationally tractable. Some examples are provided to illustrate the use of the method.

The author describes a model for Stochastic Hybrid Systems (SHSs) where transitions between discrete modes are triggered by stochastic events. The rate at which these transitions occur is allowed to depend both on the continuous and the discrete states of the SHS. Several examples of SHSs arising from a varied pool of application areas are discussed. These include modeling of the Transmission Control Protocol’s (TCP) algorithm for congestion control both for long-lived and on-off flows; state-estimation for networked control systems; and the stochastic modeling of chemical reactions. These examples illustrate the use of SHSs as a modeling tool. Attention is mostly focused on polynomial stochastic hybrid systems (pSHSs) that generally correspond to stochastic hybrid systems with polynomial continuous vector fields, reset maps, and transition intensities. For pSHSs, the dynamics of the statistical moments of the continuous states evolve according to infinite-dimensional linear ordinary differential equations (ODEs). We show that these ODEs can be approximated by finite-dimensional nonlinear ODEs with arbitrary precision. Based on this result, a procedure to build this type of approximations for certain classes of pSHSs is provided. This procedure is applied to several examples and the accuracy of the results obtained is evaluated through comparisons with Monte Carlo simulations. I.

Abstract. This paper deals with polynomial stochastic hybrid systems (pSHSs), which generally correspond to stochastic hybrid systems with polynomial continuous vector fields, reset maps, and transition intensities. For pSHSs, the dynamics of the statistical moments of the continuous states evolve according to infinite-dimensional linear ordinary differential equations (ODEs). We show that these ODEs can be approximated by finite-dimensional nonlinear ODEs with arbitrary precision. Based on this result, we provide a procedure to build this type of approximations for certain classes of pSHSs. We apply this procedure for several examples of pSHSs and evaluate the accuracy of the results obtained through comparisons with Monte Carlo simulations. These examples include: the modeling of TCP congestion control both for long-lived and on-off flows; state-estimation for networked control systems; and the stochastic modeling of chemical reactions. 1

We consider Stochastic Hybrid Systems (SHSs) for which the lengths of times that the system stays in each mode are independent random variables with given distributions. We propose an analysis framework based on a set of Volterra renewal-type equations, which allows us to compute any statistical moment of the state of the SHS. Moreover, we provide necessary and sufficient conditions for various stability notions, and determine the exponential decay or increase rate at which the expected value of the energy of the system converges to zero or to infinity, respectively. The applicability of the results is illustrated in a networked control problem considering independently distributed intervals between data transmissions and delays. 1

Abstract. This paper deals with polynomial stochastic hybrid systems (pSHSs), which generally correspond to stochastic hybrid systems with polynomial continuous vector fields, reset maps, and transition intensities. For pSHSs, the dynamics of the statistical moments of the continuous states evolve according to infinitedimensional linear ordinary differential equations (ODEs). We show that these ODEs can be approximated by finite-dimensional nonlinear ODEs with arbitrary precision. Based on this result, we provide a procedure to build this type of approximations for certain classes of pSHSs. We apply this procedure for several examples of pSHSs and evaluate the accuracy of the results obtained through comparisons with Monte Carlo simulations. These examples include: the modeling of TCP congestion control both for long-lived and on-off flows; state-estimation for networked control systems; and the stochastic modeling of chemical reactions. 1

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Abstract—This paper develops a notion of approximation for a class of stochastic hybrid systems that includes, as special cases, both jump linear stochastic systems and linear stochastic hybrid automata. Our approximation framework is based on the recently developed notion of the so-called stochastic simulation functions. These Lyapunov-like functions can be used to rigorously quantify the distance or error between a system and its approximate abstraction. For the class of jump linear stochastic systems and linear stochastic hybrid automata, we show that the computation of stochastic simulation functions can be cast as a tractable linear matrix inequality problem. This enables us to compute the modeling error incurred by abstracting some of the continuous dynamics, or by neglecting the influence of stochastic noise, or even the influence of stochastic discrete jumps. Index Terms—Approximation, bisimulation, stochastic hybrid systems, verification.

for which the lengths of times that the system stays in each mode are independent random variables with given distributions. We propose an analysis framework based on a set of Volterra renewal-type equations, which allows us to compute any statistical moment of the state of the SHS. Moreover, we provide necessary and sufficient conditions for various stability notions, and determine the exponential decay or increase rate at which the expected value of the energy of the system converges to zero or to infinity, respectively. The applicability of the results is illustrated in a networked control problem considering independently distributed intervals between data transmissions and delays. I.