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We extend the definition of a Stochastic Hybrid Automaton (SHA) to overcome limitations that make it difficult to use for on-line control. Since guard sets do not specify the exact event causing a transition, we introduce a clock structure…

Optimization and Control · Mathematics 2012-03-26 Ali Kebarighotbi , Christos G. Cassandras

Next-generation intelligent systems must plan and execute complex tasks with imperfect information about their environment. As a result, plans must also include actions to learn about the environment. This is known as active perception.…

Systems and Control · Electrical Eng. & Systems 2021-11-04 Rafael Rodrigues da Silva , Vince Kurtz , Hai Lin

TLA is a popular temporal logic for writing stuttering-invariant specifications of digital systems. However, TLA lacks higher-order features useful for specifying modern software written in higher-order programming languages. We use…

Logic in Computer Science · Computer Science 2020-09-16 Philip Johnson-Freyd , Jon Aytac , Geoffrey Hulette

This paper analyses the implementation and calibration of the Heston Stochastic Volatility Model. We first explain how characteristic functions can be used to estimate option prices. Then we consider the implementation of the Heston model,…

Pricing of Securities · Quantitative Finance 2015-03-18 Ricardo Crisostomo

Recently, the term explainable AI became known as an approach to produce models from artificial intelligence which allow interpretation. Since a long time, there are models of symbolic regression in use that are perfectly explainable and…

Machine Learning · Computer Science 2020-01-29 Markus Quade , Thomas Isele , Markus Abel

Where full static analysis of systems fails to scale up due to system size, dynamic monitoring has been increasingly used to ensure system correctness. The downside is, however, runtime overheads which are induced by the additional…

Logic in Computer Science · Computer Science 2017-08-25 Shaun Azzopardi , Christian Colombo , Gordon J. Pace

We study the temporal robustness of stochastic signals. This topic is of particular interest in interleaving processes such as multi-agent systems where communication and individual agents induce timing uncertainty. For a deterministic…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Lars Lindemann , Alena Rodionova , George J. Pappas

Different stochastic extensions of hybrid automata have been proposed in the past, with unclear expressivity relations between them. To structure and relate these modeling languages, in this paper we formalize two alternative approaches to…

Formal Languages and Automata Theory · Computer Science 2023-08-09 Lisa Willemsen , Anne Remke , Erika Ábrahám

Probabilistic Latent Semantic Analysis is a novel statistical technique for the analysis of two-mode and co-occurrence data, which has applications in information retrieval and filtering, natural language processing, machine learning from…

Machine Learning · Computer Science 2013-01-30 Thomas Hofmann

The paper presents an extension of temporal epistemic logic with operators that quantify over strategies. The language also provides a natural way to represent what agents would know were they to be aware of the strategies being used by…

Logic in Computer Science · Computer Science 2014-04-04 Xiaowei Huang , Ron van der Meyden

Certain nonlinear systems can switch between dynamical attractors occupying different regions of phase space, under variation of parameters or initial states. In this work we exploit this feature to obtain reliable logic operations. With…

Chaotic Dynamics · Physics 2019-03-06 K. Murali , Sudeshna Sinha , Vivek Kohar , Behnam Kia , William L. Ditto

Many combinatorial optimization problems can be mapped to finding the ground states of the corresponding Ising Hamiltonians. The physical systems that can solve optimization problems in this way, namely Ising machines, have been attracting…

Emerging Technologies · Computer Science 2017-10-16 Tianshi Wang , Jaijeet Roychowdhury

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

We present a hierarchical framework for analysing propositional linear-time temporal logic (PTL) to obtain standard results such as a small model property, decision procedures and axiomatic completeness. Both finite time and infinite time…

Logic in Computer Science · Computer Science 2007-05-23 Ben Moszkowski

Eigenvalue analysis is a well-established tool for stability analysis of dynamical systems. However, there are situations where eigenvalues miss some important features of physical models. For example, in models of incompressible fluid…

Numerical Analysis · Mathematics 2017-10-23 Howard C. Elman , David J. Silvester

Formal methods provide very powerful tools and techniques for the design and analysis of complex systems. Their practical application remains however limited, due to the widely accepted belief that formal methods require extensive expertise…

Computation and Language · Computer Science 2022-03-25 Jie He , Ezio Bartocci , Dejan Ničković , Haris Isakovic , Radu Grosu

The model-checking problem for hybrid systems is a well known challenge in the scientific community. Most of the existing approaches and tools are limited to safety properties only, or operates by transforming the hybrid system to be…

Logic in Computer Science · Computer Science 2013-08-27 Davide Bresolin

Stochastic differential equations describe well many physical, biological and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and…

Data Analysis, Statistics and Probability · Physics 2016-07-27 Daniel Pumpe , Maksim Greiner , Ewald Müller , Torsten A. Enßlin

Modern distributed systems include a class of applications in which non-functional requirements are important. In particular, these applications include multimedia facilities where real time constraints are crucial to their correct…

Multimedia · Computer Science 2007-05-23 Jeremy Bryans , Howard Bowman , John Derrick

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

Optimization and Control · Mathematics 2022-03-04 Changxi Li , Jun-e Feng , Daizhan Cheng , Xiao Zhang