We combine reachability analysis and probability bounds analysis, which allow for imprecisely known random variables (multivariate intervals or p-boxes) to be specified as the initial states of a dynamical system. In combination, the methods allow for the temporal evolution of p-boxes to be rigorously computed, and they give interval probabilities for formal verification problems, also called failure probability calculations in reliability analysis. The methodology places no constraints on the input probability distribution or p-box and can handle dependencies generally in the form of copulas. We also provide a consonant approximation method for multivariate p-boxes, which allows for the prediction sets of dynamical systems to be efficiently computed. The presented methodology is rigorous and automatically verified, as both the dynamics and uncertainties are represented and solved with guaranteed enclosures.

We study the verification problem for closed-loop dynamical systems with neural-network controllers (NNCS). This problem is commonly reduced to computing the set of reachable states. When considering dynamical systems and neural networks in isolation, there exist precise approaches for that task based on set representations respectively called Taylor models and zonotopes. However, the combination of these approaches to NNCS is non-trivial because, when converting between the set representations, dependency information gets lost in each control cycle and the accumulated approximation error quickly renders the result useless. We present an algorithm to chain approaches based on Taylor models and zonotopes, yielding a precise reachability algorithm for NNCS. Because the algorithm only acts at the interface of the isolated approaches, it is applicable to general dynamical systems and neural networks and can benefit from future advances in these areas. Our implementation delivers state-of-the-art performance and is the first to successfully analyze all benchmark problems of an annual reachability competition for NNCS.

Approximating the set of reachable states of a dynamical system is an algorithmic way to rigorously reason about its safety. Despite progress on efficient algorithms for affine dynamical systems, available algorithms still lack scalability to ensure their wide adoption in practice. While modern linear algebra packages are efficient for matrices with tens of thousands of dimensions, set-based image computations are limited to a few hundred. We propose to decompose reach-set computations such that set operations are performed in low dimensions, while matrix operations are performed in the full dimension. Our method is applicable in both dense- and discrete-time settings. For a set of standard benchmarks, we show a speed-up of up to two orders of magnitude compared to the respective state-of-the-art tools, with only modest loss in accuracy. For the dense-time case, we show an experiment with more than 10,000 variables, roughly two orders of magnitude higher than possible before.

Efficiently handling time-triggered and possibly nondeterministic switches for hybrid systems reachability is a challenging task. In this paper we present an approach based on conservative set-based enclosure of the dynamics that can handle systems with uncertain parameters and inputs, where the uncertainties are bound to given intervals. The method is evaluated on the plant model of an experimental electro-mechanical braking system with periodic controller. In this model, the fast-switching controller dynamics requires simulation time scales of the order of nanoseconds. Accurate set-based computations for relatively large time horizons are known to be expensive. However, by appropriately decoupling the time variable with respect to the spatial variables, and enclosing the uncertain parameters using interval matrix maps acting on zonotopes, we show that the computation time can be lowered to 5000 times faster with respect to previous works. This is a step forward in formal verification of hybrid systems because reduced run-times allow engineers to introduce more expressiveness in their models with a relatively inexpensive computational cost.

Reachability analysis aims at identifying states reachable by a system within a given time horizon. This task is known to be computationally expensive for linear hybrid systems. Reachability analysis works by iteratively applying continuous and discrete post operators to compute states reachable according to continuous and discrete dynamics, respectively. In this article, we enhance both of these operators and make sure that most of the involved computations are performed in low-dimensional state space. In particular, we improve the continuous-post operator by performing computations in high-dimensional state space only for time intervals relevant for the subsequent application of the discrete-post operator. Furthermore, the new discrete-post operator performs low-dimensional computations by leveraging the structure of the guard and assignment of a considered transition. We illustrate the potential of our approach on a number of challenging benchmarks.

We present JuliaReach, a toolbox for set-based reachability analysis of dynamical systems. JuliaReach consists of two main packages: Reachability, containing implementations of reachability algorithms for continuous and hybrid systems, and LazySets, a standalone library that implements state-of-the-art algorithms for calculus with convex sets. The library offers both concrete and lazy set representations, where the latter stands for the ability to delay set computations until they are needed. The choice of the programming language Julia and the accompanying documentation of our toolbox allow researchers to easily translate set-based algorithms from mathematics to software in a platform-independent way, while achieving runtime performance that is comparable to statically compiled languages. Combining lazy operations in high dimensions and explicit computations in low dimensions, JuliaReach can be applied to solve complex, large-scale problems.

Approximating the set of reachable states of a dynamical system is an algorithmic yet mathematically rigorous way to reason about its safety. Although progress has been made in the development of efficient algorithms for affine dynamical systems, available algorithms still lack scalability to ensure their wide adoption in the industrial setting. While modern linear algebra packages are efficient for matrices with tens of thousands of dimensions, set-based image computations are limited to a few hundred. We propose to decompose reach set computations such that set operations are performed in low dimensions, while matrix operations like exponentiation are carried out in the full dimension. Our method is applicable both in dense- and discrete-time settings. For a set of standard benchmarks, it shows a speed-up of up to two orders of magnitude compared to the respective state-of-the-art tools, with only modest losses in accuracy. For the dense-time case, we show an experiment with more than 10,000 variables, roughly two orders of magnitude higher than possible with previous approaches.