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In this paper, we present a class of high-order and efficient compact difference schemes for nonlinear convection diffusion equations, which can preserve both bounds and mass. For the one-dimensional problem, we first introduce a high-order compact Strang splitting scheme (denoted as HOC-Splitting), which is fourth-order accurate in space and second-order accurate in time. Then, by incorporating the Lagrange multiplier approach with the HOC-Splitting scheme, we construct two additional bound-preserving or/and mass-conservative HOC-Splitting schemes that do not require excessive computational cost and can automatically ensure the uniform bounds of the numerical solution. These schemes combined with an alternating direction implicit (ADI) method are generalized to the two-dimensional problem, which further enhance the computational efficiency for large-scale modeling and simulation. Besides, we present an optimal-order error estimate for the bound-preserving ADI scheme in the discrete $L_2$ norm. Finally, ample numerical examples are presented to verify the theoretical results and demonstrate the accuracy, efficiency, and effectiveness in preserving bounds or/and mass of the proposed schemes., Comment: 32 pages, 6 tables, 35 figures

Quantitative analysis of probabilistic programs aims at deriving tight numerical bounds for probabilistic properties such as expectation and assertion probability, and plays a crucial role in the verification of probabilistic programs. Along this line of research, most existing works consider numerical bounds over the whole state space monolithically and do not consider piecewise bounds. Clearly, monolithic bounds are either conservative, or not expressive and succinct enough in general. To derive more succinct, expressive and precise numerical bounds for probabilistic properties, we propose a novel approach for synthesizing piecewise linear bounds in this work. To this end, we first show how to extract a piecewise feature w.r.t. a given quantitative property from a probabilistic program using latticed $k$-induction that captures a wide and representative class of piecewise bound functions. Second, we develop an algorithmic approach to synthesize piecewise linear upper and lower bounds from the piecewise feature, for which we show that the synthesis of piecewise linear bounds can be reduced to bilinear programming. Third, we implement our approach with the bilinear programming solver Gurobi. The experimental results indicate that our approach is capable of generating tight or even accurate piecewise linear bounds for an extensive set of benchmarks compared with the state of the art.

Bit-vectors, which are integers in a finite number of bits, are ubiquitous in software and hardware systems. In this work, we consider the satisfiability modulo theories (SMT) of bit-vectors. Unlike normal integers, the arithmetics of bit-vectors are modular upon integer overflow. Therefore, the SMT solving of bit-vectors needs to resolve the underlying modular arithmetics. In the literature, two prominent approaches for SMT solving are bit-blasting (that transforms the SMT problem into boolean satisfiability) and integer solving (that transforms the SMT problem into integer properties). Both approaches ignore the algebraic properties of the modular arithmetics and hence could not utilize these properties to improve the efficiency of SMT solving. In this work, we consider the equational theory of bit-vectors and capture the algebraic properties behind them via strong Gr\"obner bases. First, we apply strong Gr\"obner bases to the quantifier-free equational theory of bit-vectors and propose a novel algorithmic improvement in the key computation of multiplicative inverse modulo a power of two. Second, we resolve the important case of invariant generation in quantified equational bit-vector properties via strong Gr\"obner bases and linear congruence solving. Experimental results over an extensive range of benchmarks show that our approach outperforms existing methods in both time efficiency and memory consumption., Comment: 26 pages, 2 figures

In this paper, by introducing two temporal-derivative-dependent auxiliary variables, a linearized and decoupled fourth-order compact finite difference method is developed and analyzed for the nonlinear coupled bacterial systems. The temporal-spatial error splitting technique and discrete energy method are employed to prove the unconditional stability and convergence of the method in discrete maximum norm. Furthermore, to improve the computational efficiency, an alternating direction implicit (ADI) compact difference algorithm is proposed, and the unconditional stability and optimal-order maximum-norm error estimate for the ADI scheme are also strictly established. Finally, several numerical experiments are conducted to validate the theoretical convergence and to simulate the phenomena of bacterial extinction as well as the formation of endemic diseases.

In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by the nonlocal space-fractional differential operators, by introducing an auxiliary fractional flux variable and using piecewise linear interpolations, a fractional block-centered finite difference (BCFD) method on general nonuniform grids is proposed. However, like other numerical methods, the proposed method still produces linear algebraic systems with unstructured dense coefficient matrices under the general nonuniform grids.Consequently, traditional direct solvers such as Gaussian elimination method shall require $\mathcal{O}(M^2)$ memory and $\mathcal{O}(M^3)$ computational work per time level, where $M$ is the number of spatial unknowns in the numerical discretization. To address this issue, we combine the well-known sum-of-exponentials (SOE) approximation technique with the fractional BCFD method to propose a fast version fractional BCFD algorithm. Based upon the Krylov subspace iterative methods, fast matrix-vector multiplications of the resulting coefficient matrices with any vector are developed, in which they can be implemented in only $\mathcal{O}(MN_{exp})$ operations per iteration, where $N_{exp}\ll M$ is the number of exponentials in the SOE approximation. Moreover, the coefficient matrices do not necessarily need to be generated explicitly, while they can be stored in $\mathcal{O}(MN_{exp})$ memory by only storing some coefficient vectors. Numerical experiments are provided to demonstrate the efficiency and accuracy of the method.

Due to the lack of corresponding analysis on appropriate mapping operator between two grids, high-order two-grid difference algorithms are rarely studied. In this paper, we firstly discuss the boundedness of a local bi-cubic Lagrange interpolation operator. And then, taking the semilinear parabolic equation as an example, we first construct a variable-step high-order nonlinear difference algorithm using compact difference technique in space and the second-order backward differentiation formula (BDF2) with variable temporal stepsize in time. With the help of discrete orthogonal convolution (DOC) kernels and a cut-off numerical technique, the unique solvability and corresponding error estimates of the high-order nonlinear difference scheme are established under assumptions that the temporal stepsize ratio satisfies rk < 4.8645 and the maximum temporal stepsize satisfies tau = o(h^1/2 ). Then, an efficient two-grid high-order difference algorithm is developed by combining a small-scale variable-step high-order nonlinear difference algorithm on the coarse grid and a large-scale variable-step high-order linearized difference algorithm on the fine grid, in which the constructed piecewise bi-cubic Lagrange interpolation mapping operator is adopted to project the coarse-grid solution to the fine grid. Under the same temporal stepsize ratio restriction rk < 4.8645 and a weaker maximum temporal stepsize condition tau = o(H^1.2 ), optimal fourth-order in space and second-order in time error estimates of the two-grid difference scheme is established if the coarse-fine grid stepsizes satisfy H = O(h^4/7). Finally, several numerical experiments are carried out to demonstrate the effectiveness and efficiency of the proposed scheme., Comment: 34 pages, 6 figures

In this paper, we consider the variable-order time fractional mobile/immobile diffusion (TF-MID) equation in two-dimensional spatial domain, where the fractional order $\alpha(t)$ satisfies $0<\alpha_{*}\leq \alpha(t)\leq \alpha^{*}<1$. We combine the quadratic spline collocation (QSC) method and the $L1^+$ formula to propose a QSC-$L1^+$ scheme. It can be proved that, the QSC-$L1^+$ scheme is unconditionally stable and convergent with $\mathcal{O}(\tau^{\min{\{3-\alpha^*-\alpha(0),2\}}} + \Delta x^{2}+\Delta y^{2})$, where $\tau$, $\Delta x$ and $\Delta y$ are the temporal and spatial step sizes, respectively. With some proper assumptions on $\alpha(t)$, the QSC-$L1^+$ scheme has second temporal convergence order even on the uniform mesh, without any restrictions on the solution of the equation. We further construct a novel alternating direction implicit (ADI) framework to develop an ADI-QSC-$L1^+$ scheme, which has the same unconditionally stability and convergence orders. In addition, a fast implementation for the ADI-QSC-$L1^+$ scheme based on the exponential-sum-approximation (ESA) technique is proposed. Moreover, we also introduce the optimal QSC method to improve the spatial convergence to fourth-order. Numerical experiments are attached to support the theoretical analysis, and to demonstrate the effectiveness of the proposed schemes., Comment: 37 pages

Invariant generation is the classical problem that aims at automated generation of assertions that over-approximates the set of reachable program states in a program. We consider the problem of generating affine invariants over affine while loops (i.e., loops with affine loop guards, conditional branches and assignment statements), and explore the automated generation of disjunctive affine invariants. Disjunctive invariants are an important class of invariants that capture disjunctive features in programs such as multiple phases, transitions between different modes, etc., and are typically more precise than conjunctive invariants over programs with these features. To generate tight affine invariants, existing constraint-solving approaches have investigated the application of Farkas' Lemma to conjunctive affine invariant generation, but none of them considers disjunctive affine invariants., Comment: https://hal.science/hal-04004595

In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this problem by Markov Chain Monte Carlo and variational inference, and therefore could not generate guaranteed outcomes within a finite time limit. Moreover, existing methods for exact inference either impose syntactic restrictions or cannot guarantee successful inference in general. In this work, we propose a novel automated approach to derive guaranteed bounds for NPD via polynomial solving. We first establish a fixed-point theorem for the wide class of score-at-end Bayesian probabilistic programs that terminate almost-surely and have a single bounded score statement at program termination. Then, we propose a multiplicative variant of Optional Stopping Theorem (OST) to address score-recursive Bayesian programs where score statements with weights greater than one could appear inside a loop. Finally, we use polynomial solving to implement our fixed-point theorem and OST variant. To improve the accuracy of the polynomial solving, we further propose a truncation operation and the synthesis of multiple bounds over various program inputs. Our approach can handle Bayesian probabilistic programs with unbounded while loops and continuous distributions with infinite supports. Experiments over a wide range of benchmarks show that compared with the most relevant approach (Beutner et al., PLDI 2022) for guaranteed NPD analysis via recursion unrolling, our approach is more time efficient and derives comparable or even tighter NPD bounds. Furthermore, our approach can handle score-recursive programs which previous approaches could not., Comment: This is a technical report for the paper with the same name published at PLDI 2024

Probabilistic recurrence relations (PRRs) are a standard formalism for describing the runtime of a randomized algorithm. Given a PRR and a time limit $\kappa$, we consider the classical concept of tail probability $\Pr[T \ge \kappa]$, i.e., the probability that the randomized runtime $T$ of the PRR exceeds the time limit $\kappa$. Our focus is the formal analysis of tail bounds that aims at finding a tight asymptotic upper bound $u \geq \Pr[T\ge\kappa]$ in the time limit $\kappa$. To address this problem, the classical and most well-known approach is the cookbook method by Karp (JACM 1994), while other approaches are mostly limited to deriving tail bounds of specific PRRs via involved custom analysis. In this work, we propose a novel approach for deriving exponentially-decreasing tail bounds (a common type of tail bounds) for PRRs whose preprocessing time and random passed sizes observe discrete or (piecewise) uniform distribution and whose recursive call is either a single procedure call or a divide-and-conquer. We first establish a theoretical approach via Markov's inequality, and then instantiate the theoretical approach with a template-based algorithmic approach via a refined treatment of exponentiation. Experimental evaluation shows that our algorithmic approach is capable of deriving tail bounds that are (i) asymptotically tighter than Karp's method, (ii) match the best-known manually-derived asymptotic tail bound for QuickSelect, and (iii) is only slightly worse (with a $\log\log n$ factor) than the manually-proven optimal asymptotic tail bound for QuickSort. Moreover, our algorithmic approach handles all examples (including realistic PRRs such as QuickSort, QuickSelect, DiameterComputation, etc.) in less than 0.1 seconds, showing that our approach is efficient in practice., Comment: 46 pages, 15 figures

With wider application of deep neural networks (DNNs) in various algorithms and frameworks, security threats have become one of the concerns. Adversarial attacks disturb DNN-based image classifiers, in which attackers can intentionally add imperceptible adversarial perturbations on input images to fool the classifiers. In this paper, we propose a novel purification approach, referred to as guided diffusion model for purification (GDMP), to help protect classifiers from adversarial attacks. The core of our approach is to embed purification into the diffusion denoising process of a Denoised Diffusion Probabilistic Model (DDPM), so that its diffusion process could submerge the adversarial perturbations with gradually added Gaussian noises, and both of these noises can be simultaneously removed following a guided denoising process. On our comprehensive experiments across various datasets, the proposed GDMP is shown to reduce the perturbations raised by adversarial attacks to a shallow range, thereby significantly improving the correctness of classification. GDMP improves the robust accuracy by 5%, obtaining 90.1% under PGD attack on the CIFAR10 dataset. Moreover, GDMP achieves 70.94% robustness on the challenging ImageNet dataset.

In this work, we consider the fundamental problem of deriving quantitative bounds on the probability that a given assertion is violated in a probabilistic program. We provide automated algorithms that obtain both lower and upper bounds on the assertion violation probability in exponential forms. The main novelty of our approach is that we prove new and dedicated fixed-point theorems which serve as the theoretical basis of our algorithms and enable us to reason about assertion violation bounds in terms of pre and post fixed-point functions. To synthesize such fixed-points, we devise algorithms that utilize a wide range of mathematical tools, including repulsing ranking super-martingales, Hoeffding's lemma, Minkowski decompositions, Jensen's inequality, and convex optimization. On the theoretical side, we provide (i) the first automated algorithm for lower-bounds on assertion violation probabilities, (ii) the first complete algorithm for upper-bounds of exponential form in affine programs, and (iii) provably and significantly tighter upper-bounds than the previous approach of stochastic invariants. On the practical side, we show that our algorithms can handle a wide variety of programs from the literature and synthesize bounds that are several orders of magnitude tighter in comparison with previous approaches., Comment: 25 pages

Analyzing probabilistic programs and randomized algorithms are classical problems in computer science. The first basic problem in the analysis of stochastic processes is to consider the expectation or mean, and another basic problem is to consider concentration bounds, i.e. showing that large deviations from the mean have small probability. Similarly, in the context of probabilistic programs and randomized algorithms, the analysis of expected termination time/running time and their concentration bounds are fundamental problems.In this work, we focus on concentration bounds for probabilistic programs and probabilistic recurrences of randomized algorithms. For probabilistic programs, the basic technique to achieve concentration bounds is to consider martingales and apply the classical Azuma's inequality. For probabilistic recurrences of randomized algorithms, Karp's classical "cookbook" method, which is similar to the master theorem for recurrences, is the standard approach to obtain concentration bounds. In this work, we propose a novel approach for deriving concentration bounds for probabilistic programs and probabilistic recurrence relations through the synthesis of exponential supermartingales. For probabilistic programs, we present algorithms for synthesis of such supermartingales in several cases. We also show that our approach can derive better concentration bounds than simply applying the classical Azuma's inequality over various probabilistic programs considered in the literature. For probabilistic recurrences, our approach can derive tighter bounds than the Karp's well-established methods on classical algorithms. Moreover, we show that our approach could derive bounds comparable to the optimal bound for quicksort, proposed by McDiarmid and Hayward. We also present a prototype implementation that can automatically infer these bounds, Comment: 28 pages

In this work, we consider the fundamental problem of reachability analysis over imperative programs with real variables. The reachability property requires that a program can reach certain target states during its execution. Previous works that tackle reachability analysis are either unable to handle programs consisting of general loops (e.g. symbolic execution), or lack completeness guarantees (e.g. abstract interpretation), or are not automated (e.g. incorrectness logic/reverse Hoare logic). In contrast, we propose a novel approach for reachability analysis that can handle general programs, is (semi-)complete, and can be entirely automated for a wide family of programs. Our approach extends techniques from both invariant generation and ranking-function synthesis to reachability analysis through the notion of (Universal) Inductive Reachability Witnesses (IRWs/UIRWs). While traditional invariant generation uses over-approximations of reachable states, we consider the natural dual problem of under-approximating the set of program states that can reach a target state. We then apply an argument similar to ranking functions to ensure that all states in our under-approximation can indeed reach the target set in finitely many steps.

The notion of program sensitivity (aka Lipschitz continuity) specifies that changes in the program input result in proportional changes to the program output. For probabilistic programs the notion is naturally extended to expected sensitivity. A previous approach develops a relational program logic framework for proving expected sensitivity of probabilistic while loops, where the number of iterations is fixed and bounded. In this work, we consider probabilistic while loops where the number of iterations is not fixed, but randomized and depends on the initial input values. We present a sound approach for proving expected sensitivity of such programs. Our sound approach is martingale-based and can be automated through existing martingale-synthesis algorithms. Furthermore, our approach is compositional for sequential composition of while loops under a mild side condition. We demonstrate the effectiveness of our approach on several classical examples from Gambler's Ruin, stochastic hybrid systems and stochastic gradient descent. We also present experimental results showing that our automated approach can handle various probabilistic programs in the literature.

We consider the classical problem of invariant generation for programs with polynomial assignments and focus on synthesizing invariants that are a conjunction of strict polynomial inequalities. We present a sound and semi-complete method based on positivstellensaetze, i.e. theorems in semi-algebraic geometry that characterize positive polynomials over a semi-algebraic set. To the best of our knowledge, this is the first invariant generation method to provide completeness guarantees for invariants consisting of polynomial inequalities. Moreover, on the theoretical side, the worst-case complexity of our approach is subexponential, whereas the worst-case complexity of the previously-known complete method (Colon et al, CAV 2003), which could only handle linear invariants, is exponential. On the practical side, we reduce the invariant generation problem to quadratic programming (QCLP), which is a classical optimization problem with many industrial solvers. Finally, we demonstrate the applicability of our approach by providing experimental results on several academic benchmarks., Comment: A conference version of this article appears in PLDI 2020

We consider the problem of expected cost analysis over nondeterministic probabilistic programs, which aims at automated methods for analyzing the resource-usage of such programs. Previous approaches for this problem could only handle nonnegative bounded costs. However, in many scenarios, such as queuing networks or analysis of cryptocurrency protocols, both positive and negative costs are necessary and the costs are unbounded as well. In this work, we present a sound and efficient approach to obtain polynomial bounds on the expected accumulated cost of nondeterministic probabilistic programs. Our approach can handle (a) general positive and negative costs with bounded updates in variables; and (b) nonnegative costs with general updates to variables. We show that several natural examples which could not be handled by previous approaches are captured in our framework. Moreover, our approach leads to an efficient polynomial-time algorithm, while no previous approach for cost analysis of probabilistic programs could guarantee polynomial runtime. Finally, we show the effectiveness of our approach by presenting experimental results on a variety of programs, motivated by real-world applications, for which we efficiently synthesize tight resource-usage bounds., Comment: A conference version will appear in the 40th ACM Conference on Programming Language Design and Implementation (PLDI 2019)

In this work, we consider the almost-sure termination problem for probabilistic programs that asks whether a given probabilistic program terminates with probability 1. Scalable approaches for program analysis often rely on modularity as their theoretical basis. In non-probabilistic programs, the classical variant rule (V-rule) of Floyd-Hoare logic provides the foundation for modular analysis. Extension of this rule to almost-sure termination of probabilistic programs is quite tricky, and a probabilistic variant was proposed in [Fioriti and Hermanns 2015]. While the proposed probabilistic variant cautiously addresses the key issue of integrability, we show that the proposed modular rule is still not sound for almost-sure termination of probabilistic programs. Besides establishing unsoundness of the previous rule, our contributions are as follows: First, we present a sound modular rule for almost-sure termination of probabilistic programs. Our approach is based on a novel notion of descent supermartingales. Second, for algorithmic approaches, we consider descent supermartingales that are linear and show that they can be synthesized in polynomial time. Finally, we present experimental results on a variety of benchmarks and several natural examples that model various types of nested while loops in probabilistic programs and demonstrate that our approach is able to efficiently prove their almost-sure termination property., Comment: Accepted to OOPSLA 2019

We study the almost-sure termination problem for probabilistic programs. First, we show that supermartingales with lower bounds on conditional absolute difference provide a sound approach for the almost-sure termination problem. Moreover, using this approach we can obtain explicit optimal bounds on tail probabilities of non-termination within a given number of steps. Second, we present a new approach based on Central Limit Theorem for the almost-sure termination problem, and show that this approach can establish almost-sure termination of programs which none of the existing approaches can handle. Finally, we discuss algorithmic approaches for the two above methods that lead to automated analysis techniques for almost-sure termination of probabilistic programs.

We consider the stochastic shortest path (SSP) problem for succinct Markov decision processes (MDPs), where the MDP consists of a set of variables, and a set of nondeterministic rules that update the variables. First, we show that several examples from the AI literature can be modeled as succinct MDPs. Then we present computational approaches for upper and lower bounds for the SSP problem: (a)~for computing upper bounds, our method is polynomial-time in the implicit description of the MDP; (b)~for lower bounds, we present a polynomial-time (in the size of the implicit description) reduction to quadratic programming. Our approach is applicable even to infinite-state MDPs. Finally, we present experimental results to demonstrate the effectiveness of our approach on several classical examples from the AI literature.

Probabilistic timed automata (PTAs) are timed automata (TAs) extended with discrete probability distributions.They serve as a mathematical model for a wide range of applications that involve both stochastic and timed behaviours. In this work, we consider the problem of model-checking linear \emph{dense-time} properties over {PTAs}. In particular, we study linear dense-time properties that can be encoded by TAs with infinite acceptance criterion.First, we show that the problem of model-checking PTAs against deterministic-TA specifications can be solved through a product construction. Based on the product construction, we prove that the computational complexity of the problem with deterministic-TA specifications is EXPTIME-complete. Then we show that when relaxed to general (nondeterministic) TAs, the model-checking problem becomes undecidable.Our results substantially extend state of the art with both the dense-time feature and the nondeterminism in TAs.

We study the problem of developing efficient approaches for proving worst-case bounds of non-deterministic recursive programs. Ranking functions are sound and complete for proving termination and worst-case bounds of nonrecursive programs. First, we apply ranking functions to recursion, resulting in measure functions. We show that measure functions provide a sound and complete approach to prove worst-case bounds of non-deterministic recursive programs. Our second contribution is the synthesis of measure functions in nonpolynomial forms. We show that non-polynomial measure functions with logarithm and exponentiation can be synthesized through abstraction of logarithmic or exponentiation terms, Farkas' Lemma, and Handelman's Theorem using linear programming. While previous methods obtain worst-case polynomial bounds, our approach can synthesize bounds of the form $\mathcal{O}(n\log n)$ as well as $\mathcal{O}(n^r)$ where $r$ is not an integer. We present experimental results to demonstrate that our approach can obtain efficiently worst-case bounds of classical recursive algorithms such as (i) Merge-Sort, the divide-and-conquer algorithm for the Closest-Pair problem, where we obtain $\mathcal{O}(n \log n)$ worst-case bound, and (ii) Karatsuba's algorithm for polynomial multiplication and Strassen's algorithm for matrix multiplication, where we obtain $\mathcal{O}(n^r)$ bound such that $r$ is not an integer and close to the best-known bounds for the respective algorithms., Comment: 54 Pages, Full Version to CAV 2017

We consider the problem of developing automated techniques for solving recurrence relations to aid the expected-runtime analysis of programs. Several classical textbook algorithms have quite efficient expected-runtime complexity, whereas the corresponding worst-case bounds are either inefficient (e.g., QUICK-SORT), or completely ineffective (e.g., COUPON-COLLECTOR). Since the main focus of expected-runtime analysis is to obtain efficient bounds, we consider bounds that are either logarithmic, linear, or almost-linear ($\mathcal{O}(\log n)$, $\mathcal{O}(n)$, $\mathcal{O}(n\cdot\log n)$, respectively, where n represents the input size). Our main contribution is an efficient (simple linear-time algorithm) sound approach for deriving such expected-runtime bounds for the analysis of recurrence relations induced by randomized algorithms. Our approach can infer the asymptotically optimal expected-runtime bounds for recurrences of classical randomized algorithms, including RANDOMIZED-SEARCH, QUICK-SORT, QUICK-SELECT, COUPONCOLLECTOR, where the worst-case bounds are either inefficient (such as linear as compared to logarithmic of expected-runtime, or quadratic as compared to linear or almost-linear of expected-runtime), or ineffective. We have implemented our approach, and the experimental results show that we obtain the bounds efficiently for the recurrences of various classical algorithms., Comment: 41 pages, Full Version to CAV 2017

We study the termination problem for nondeterministic recursive probabilistic programs. First, we show that a ranking-supermartingales-based approach is both sound and complete for bounded terminiation (i.e., bounded expected termination time over all schedulers). Our result also clarifies previous results which claimed that ranking supermartingales are not a complete approach even for nondeterministic probabilistic programs without recursion. Second, we show that conditionally difference-bounded ranking supermartingales provide a sound approach for lower bounds of expected termination time. Finally, we show that supermartingales with lower bounds on conditional absolute difference provide a sound approach for almost-sure termination, along with explicit bounds on tail probabilities of nontermination within a given number of steps. We also present several illuminating counterexamples that establish the necessity of certain prerequisites (such as conditionally difference-bounded condition)., Comment: 35 pages. Comments are welcome

In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both linear and nonlinear equations are considered. We demonstrate the effectiveness of the ROM by several numerical examples, in which the ROM achieves the same accuracy of the full-order model (FOM) over a long-term simulation while greatly reducing the computational cost. The proposed ROM is then regarded as a surrogate of FOM and is applied to an inverse problem for identifying the order of the time-fractional derivative of the TFPDE model. Based on the Levenberg--Marquardt regularization iterative method with the Armijo rule, we develop a ROM-based algorithm for solving the inverse problem. For cases in which the observation data is either uncontaminated or contaminated by random noise, the proposed approach is able to achieve accurate parameter estimation efficiently., Comment: 25 pages

We consider nondeterministic probabilistic programs with the most basic liveness property of termination. We present efficient methods for termination analysis of nondeterministic probabilistic programs with polynomial guards and assignments. Our approach is through synthesis of polynomial ranking supermartingales, that on one hand significantly generalizes linear ranking supermartingales and on the other hand is a counterpart of polynomial ranking-functions for proving termination of nonprobabilistic programs. The approach synthesizes polynomial ranking-supermartingales through Positivstellensatz's, yielding an efficient method which is not only sound, but also semi-complete over a large subclass of programs. We show experimental results to demonstrate that our approach can handle several classical programs with complex polynomial guards and assignments, and can synthesize efficient quadratic ranking-supermartingales when a linear one does not exist even for simple affine programs., Comment: A conference version will appear in CAV 2016

In this paper, we consider termination of probabilistic programs with real-valued variables. The questions concerned are: 1. qualitative ones that ask (i) whether the program terminates with probability 1 (almost-sure termination) and (ii) whether the expected termination time is finite (finite termination); 2. quantitative ones that ask (i) to approximate the expected termination time (expectation problem) and (ii) to compute a bound B such that the probability to terminate after B steps decreases exponentially (concentration problem). To solve these questions, we utilize the notion of ranking supermartingales which is a powerful approach for proving termination of probabilistic programs. In detail, we focus on algorithmic synthesis of linear ranking-supermartingales over affine probabilistic programs (APP's) with both angelic and demonic non-determinism. An important subclass of APP's is LRAPP which is defined as the class of all APP's over which a linear ranking-supermartingale exists. Our main contributions are as follows. Firstly, we show that the membership problem of LRAPP (i) can be decided in polynomial time for APP's with at most demonic non-determinism, and (ii) is NP-hard and in PSPACE for APP's with angelic non-determinism; moreover, the NP-hardness result holds already for APP's without probability and demonic non-determinism. Secondly, we show that the concentration problem over LRAPP can be solved in the same complexity as for the membership problem of LRAPP. Finally, we show that the expectation problem over LRAPP can be solved in 2EXPTIME and is PSPACE-hard even for APP's without probability and non-determinism (i.e., deterministic programs). Our experimental results demonstrate the effectiveness of our approach to answer the qualitative and quantitative questions over APP's with at most demonic non-determinism., Comment: 24 pages, full version to the conference paper on POPL 2016

In this paper, we consider multi-dimensional maximal cost-bounded reachability probability over continuous-time Markov decision processes (CTMDPs). Our major contributions are as follows. Firstly, we derive an integral characterization which states that the maximal cost-bounded reachability probability function is the least fixed point of a system of integral equations. Secondly, we prove that the maximal cost-bounded reachability probability can be attained by a measurable deterministic cost-positional scheduler. Thirdly, we provide a numerical approximation algorithm for maximal cost-bounded reachability probability. We present these results under the setting of both early and late schedulers.

We consider the problem of approximating the probability mass of the set of timed paths under a continuous-time Markov chain (CTMC) that are accepted by a deterministic timed automaton (DTA). As opposed to several existing works on this topic, we consider DTA with multiple clocks. Our key contribution is an algorithm to approximate these probabilities using finite difference methods. An error bound is provided which indicates the approximation error. The stepping stones towards this result include rigorous proofs for the measurability of the set of accepted paths and the integral-equation system characterizing the acceptance probability, and a differential characterization for the acceptance probability.