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Probabilistic hybrid systems verification via SMT and Monte Carlo techniques

Lookup NU author(s): Fedor Shmarov, Dr Paolo Zuliani



This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License (CC BY-NC 4.0).


We develop numerically rigorous Monte Carlo approaches for computing probabilistic reachability in hybrid systems subject to random and nondeterministic parameters. Instead of standard simulation we use delta-complete SMT procedures, which enable formal reasoning for nonlinear systems up to a user-definable numeric precision. Monte Carlo approaches for probability estimation assume that sampling is possible for the real system at hand. However, when using delta-complete simulation one instead samples from an overapproximation of the real random variable. In this paper, we introduce a Monte Carlo-SMT approach for computing probabilistic reachability confidence intervals that are both statistically and numerically rigorous. We apply our technique to hybrid systems involving nonlinear differential equations.

Publication metadata

Author(s): Shmarov F, Zuliani P

Editor(s): Roderick Bloem, Eli Arbel

Publication type: Conference Proceedings (inc. Abstract)

Publication status: Published

Conference Name: 12th Haifa Verification Conference (HVC 2016)

Year of Conference: 2016

Pages: 152-168

Print publication date: 01/11/2016

Online publication date: 01/11/2016

Acceptance date: 05/09/2016

Date deposited: 16/09/2016

ISSN: 0302-9743

Publisher: Springer


DOI: 10.1007/978-3-319-49052-6_10

Library holdings: Search Newcastle University Library for this item

Series Title: Lecture Notes in Computer Science (LNCS)

ISBN: 9783319490519