Interacting Particle System based estimation of reach probability of General Stochastic Hybrid Systems

For diffusions, a well-developed approach in rare event estimation is to introduce a suitable factorization of the reach probability and then to estimate these factors through simulation of an Interacting Particle System (IPS). This paper studies IPS based reach probability estimation for General Stochastic Hybrid Systems (GSHS). The...

ARCH-COMP22 Category Report: Stochastic Models

This report presents the results of a friendly competition for formal verification and policy synthesis of stochastic models. It also introduces new benchmarks and their properties within this category and recommends next steps for this category towards next year’s edition of the competition. In comparison with tools on non-probabilistic models,...

Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities

This paper focuses on estimating reach probability of a closed unsafe set by a stochastic process. A well-developed approach is to make use of multi-level MC simulation, which consists of encapsulating the unsafe set by a sequence of increasing closed sets and conducting a sequence of MC simulations to estimate the reach probability of each...

ARCH-COMP21 Category Report: Stochastic Models

This report presents the results of a friendly competition for formal verification and<br/>policy synthesis of stochastic models. It also introduces new benchmarks within this category, and recommends next steps for this category towards next year's edition of the competition. The friendly competition took place as part of the workshop Applied...

Arch-comp19 category report: Stochastic modelling

This report presents the results of a friendly competition for formal verification and policy synthesis of stochastic models. It also introduces new benchmarks within this category, and recommends next steps for this category towards next year’s edition of the competition. The friendly competition took place as part of the workshop Applied...

Interacting Particle System-based Estimation of Reach Probability for a Generalized Stochastic Hybrid System

This paper studies estimation of reach probability for a generalized stochastic hybrid system (GSHS). For diffusion processes a well-developed approach in reach probability estimation is to introduce a suitable factorization of the reach probability and then to estimate these factors through simulation of an Interacting Particle System (IPS)....