Direct handling of ordinary differential equations in constraint-solving-based analysis of hybrid systems

In this thesis, the behavior of hybrid discrete-continuous systems is analyzed using a Bounded Model Checking (BMC) approach, i.e. by finitely unwinding the systems' transition relations as formulae. Contrary to earlier BMC approaches for hybrid systems, we allow Ordinary Differential Equations (ODEs) directly in the formula, introducing the problem class of Satisfiability (SAT) modulo ODE. The main contribution of the thesis and its underlying publications is the direct handling of SAT modulo ODE formulae by combining the iSAT solver for boolean combinations of non-linear arithmetic constraints with the VNODE-LP library for computing validated numerical enclosures for ODE solutions. This iSAT-ODE solver comprises several algorithmic enhancements, like caching of intermediate results and previous queries, bracketing systems, and the deduction of trajectory directions, all of which are subjected to evaluation on academic case studies and compared with results from the literature.

[1]  Armin Biere,et al.  Symbolic Model Checking without BDDs , 1999, TACAS.

[2]  T. Henzinger,et al.  Algorithmic Analysis of Nonlinear Hybrid Systems , 1998, CAV.

[3]  H. Wong-Toi,et al.  Some lessons from the HYTECH experience , 2001, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228).

[4]  Xin Chen,et al.  Flow*: An Analyzer for Non-linear Hybrid Systems , 2013, CAV.

[5]  Peter Marwedel,et al.  Embedded system design , 2010, Embedded Systems.

[6]  Bruce H. Krogh,et al.  Reachability Analysis of Large-Scale Affine Systems Using Low-Dimensional Polytopes , 2006, HSCC.

[7]  Jon Louis Bentley,et al.  Multidimensional binary search trees used for associative searching , 1975, CACM.

[8]  Nacim Ramdani,et al.  Nonlinear hybrid reachability using set integration and zonotopic enclosures , 2014, 2014 European Control Conference (ECC).

[9]  Nedialko S. Nedialkov,et al.  Set-Membership Estimation of Hybrid Systems via SAT Modulo ODE , 2012 .

[10]  Stefan Ratschan,et al.  Satisfiability of Systems of Equations of Real Analytic Functions Is Quasi-decidable , 2011, MFCS.

[11]  Walter Krämer,et al.  FILIB++, a fast interval library supporting containment computations , 2006, TOMS.

[12]  Thao Dang,et al.  Reachability Analysis for Polynomial Dynamical Systems Using the Bernstein Expansion , 2012, Reliab. Comput..

[13]  Edmund M. Clarke,et al.  Satisfiability modulo ODEs , 2013, 2013 Formal Methods in Computer-Aided Design.

[14]  Martin Fränzle,et al.  Analysis of Hybrid Systems Using HySAT , 2008, Third International Conference on Systems (icons 2008).

[15]  Karl Henrik Johansson,et al.  Dynamical properties of hybrid automata , 2003, IEEE Trans. Autom. Control..

[16]  Nedialko S. Nedialkov,et al.  A New Perspective on the Wrapping Effect in Interval Methods for Initial Value Problems for Ordinary Differential Equations , 2001, Perspectives on Enclosure Methods.

[17]  R. Lohner Einschliessung der Lösung gewöhnlicher Anfangs- und Randwertaufgaben und Anwendungen , 1988 .

[18]  Thomas A. Henzinger,et al.  Beyond HYTECH: Hybrid Systems Analysis Using Interval Numerical Methods , 2000, HSCC.

[19]  M. Berz,et al.  SUPPRESSION OF THE WRAPPING EFFECT BY TAYLOR MODEL- BASED VALIDATED INTEGRATORS MSU REPORT MSUHEP 40910 , 2004 .

[20]  Arnold Neumaier,et al.  Taylor Forms—Use and Limits , 2003, Reliab. Comput..

[21]  Xenofon Koutsoukos,et al.  Estimation of hybrid systems using discrete sensors , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[22]  Kaj Madsen,et al.  Automatic Validation of Numerical Solutions , 1997 .

[23]  Goran Frehse PHAVer: Algorithmic Verification of Hybrid Systems Past HyTech , 2005, HSCC.

[24]  M. Sheeran,et al.  SAT-solving in practice , 2008, 2008 9th International Workshop on Discrete Event Systems.

[25]  Marco Bozzano,et al.  Verifying Industrial Hybrid Systems with MathSAT , 2005, BMC@CAV.

[26]  Patrick Bangert,et al.  Optimization for Industrial Problems , 2012 .

[27]  Fabian Immler,et al.  Formally Verified Computation of Enclosures of Solutions of Ordinary Differential Equations , 2014, NASA Formal Methods.

[28]  Jens Oehlerking Decomposition of stability proofs for hybrid systems , 2011 .

[29]  Martin Berz,et al.  Verified Integration of ODEs and Flows Using Differential Algebraic Methods on High-Order Taylor Models , 1998, Reliab. Comput..

[30]  Christel Baier,et al.  Principles of model checking , 2008 .

[31]  N. Nedialkov,et al.  Computing rigorous bounds on the solution of an initial value problem for an ordinary differential equation , 1999 .

[32]  E. P. Oppenheimer Application of interval analysis techniques to linear systems. II. The interval matrix exponential function , 1988 .

[33]  Alexandre Goldsztejn,et al.  Including Ordinary Differential Equations Based Constraints in the Standard CP Framework , 2010, CP.

[34]  Antoine Girard,et al.  Approximation Metrics for Discrete and Continuous Systems , 2006, IEEE Transactions on Automatic Control.

[35]  Arnold Neumaier,et al.  On the Exponentiation of Interval Matrices , 2014, Reliab. Comput..

[36]  Thao Dang Approximate Reachability Computation for Polynomial Systems , 2006, HSCC.

[37]  John D. Pryce,et al.  An Effective High-Order Interval Method for Validating Existence and Uniqueness of the Solution of an IVP for an ODE , 2001, Reliab. Comput..

[38]  Stavros Tripakis,et al.  Verification of Hybrid Systems with Linear Differential Inclusions Using Ellipsoidal Approximations , 2000, HSCC.

[39]  Antoine Girard,et al.  Reachability Analysis of Nonlinear Systems Using Conservative Approximation , 2003, HSCC.

[40]  Frédéric Benhamou,et al.  Continuous and Interval Constraints , 2006, Handbook of Constraint Programming.

[41]  Pavel B. Bochev,et al.  A self-validating numerical method for the matrix exponential , 1989, Computing.

[42]  M. Berz,et al.  Asteroid close encounters characterization using differential algebra: the case of Apophis , 2010 .

[43]  J. F. Groote,et al.  The Safety Guaranteeing System at Station , 2008 .

[44]  George J. Pappas,et al.  Bounded Model Checking of Hybrid Dynamical Systems , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

[45]  Thomas A. Henzinger,et al.  The theory of hybrid automata , 1996, Proceedings 11th Annual IEEE Symposium on Logic in Computer Science.

[46]  Timothy J. Hickey Analytic constraint solving and interval arithmetic , 2000, POPL '00.

[47]  Cesare Tinelli,et al.  Satisfiability Modulo Theories , 2021, Handbook of Satisfiability.

[48]  Timothy J. Hickey,et al.  Rigorous Modeling of Hybrid Systems Using Interval Arithmetic Constraints , 2004, HSCC.

[49]  Martin Fränzle,et al.  Analysis of Hybrid Systems: An Ounce of Realism Can Save an Infinity of States , 1999, CSL.

[50]  Eric C. R. Hehner Predicative programming Part II , 1984, CACM.

[51]  Vincent Lefèvre,et al.  MPFR: A multiple-precision binary floating-point library with correct rounding , 2007, TOMS.

[52]  Antoine Girard,et al.  Reachability of Uncertain Linear Systems Using Zonotopes , 2005, HSCC.

[53]  Christian Herde Efficient solving of large arithmetic constraint systems with complex Boolean structure: proof engines for the analysis of hybrid discrete-continuous systems , 2011 .

[54]  Kazunori Ueda,et al.  An interval-based SAT modulo ODE solver for model checking nonlinear hybrid systems , 2011, International Journal on Software Tools for Technology Transfer.

[55]  Thomas A. Henzinger,et al.  HYTECH: a model checker for hybrid systems , 1997, International Journal on Software Tools for Technology Transfer.

[56]  Martin Fränzle,et al.  Efficient Solving of Large Non-linear Arithmetic Constraint Systems with Complex Boolean Structure , 2007, J. Satisf. Boolean Model. Comput..

[57]  Nedialko S. Nedialkov,et al.  Improving the SAT modulo ODE approach to hybrid systems analysis by combining different enclosure methods , 2012, Software & Systems Modeling.