In this paper we present an overview of the field of deterministic approximation of Markov processes, both in discrete and continuous times. We will discuss mean field approximation of discrete time Markov chains and fluid approximation of continuous time Markov chains, considering the cases in which the deterministic limit process lives in continuous time or discrete time. We also consider some more advanced results, especially those relating to the limit stationary behaviour. We assume a knowledge of modelling with Markov chains, but not of more advanced topics in stochastic processes

We consider the problem of computing the satisfaction probability of a formula for stochastic models with parametric uncertainty. We show that this satisfaction probability is a smooth function of the model parameters. This enables us to devise a novel Bayesian statistical algorithm which performs model checking simultaneously for all values of the model parameters from observations of truth values of the formula over individual runs of the model at isolated parameter values. This is achieved by exploiting the smoothness of the satisfaction function: by modelling explicitly correlations through a prior distribution over a space of smooth functions (a Gaussian Process), we can condition on observations at individual parameter values to construct an analytical approximation of the function itself. Extensive experiments on non-trivial case studies show that the approach is accurate and several orders of magnitude faster than naive parameter exploration with standard statistical model checking methods.

In this paper we investigate a potential use of fluid approximation techniques in the context of stochastic model checking of CSL formulae. We focus on properties describing the behaviour of a single agent in a (large) population of agents, exploiting a limit result known also as fast simulation. In particular, we will approximate the behaviour of a single agent with a time-inhomogeneous CTMC which depends on the environment and on the other agents only through the solution of the fluid differential equation. We will prove the asymptotic correctness of our approach in terms of satisfiability of CSL formulae and of reachability probabilities. We will also present a procedure to model check time-inhomogeneous CTMC against CSL formulae

Stochastic models such as Continuous-Time Markov Chains (CTMC) and Stochastic Hybrid Automata (SHA) are powerful formalisms to model and to reason about the dynamics of biological systems, due to their ability to capture the stochasticity inherent in biological processes. A classical question in formal modelling with clear relevance to biological modelling is the model checking problem, i.e. calculate the probability that a behaviour, expressed for instance in terms of a certain temporal logic formula, may occur in a given stochastic process. However, one may not only be interested in the notion of satisfiability, but also in the capacity of a system to maintain a particular emergent behaviour unaffected by the perturbations, caused e.g. from extrinsic noise, or by possible small changes in the model parameters. To address this issue, researchers from the verification community have recently proposed several notions of robustness for temporal logic providing suitable definitions of distance between a trajectory of a (deterministic) dynamical system and the boundaries of the set of trajectories satisfying the property of interest. The contributions of this paper are twofold. First, we extend the notion of robustness to stochastic systems, showing that this naturally leads to a distribution of robustness degrees. By discussing three examples, we show how to approximate the distribution of the robustness degree and the average robustness. Secondly, we show how to exploit this notion to address the system design problem, where the goal is to optimise some control parameters of a stochastic model in order to maximise robustness of the desired specifications

Abstract. We address the specification and verification of spatio-temporal behaviours of complex systems, introducing Signal Spatio-Temporal Logic (SSTL). This modal logic extends the Signal Temporal Logic with spatial operators capable of specifying topological properties in a discrete space. The latter is modelled as a weighted graph, and provided with a boolean and a quantitative semantics. Furthermore, we define efficient monitoring algorithms for both the boolean and the quantitative semantics. These are implemented in a Java tool available online. We illustrate the expressiveness of SSTL and the effectiveness of the monitoring procedures on the formation of patterns in a Turing reaction-diffusion system.

We present a novel approach to learn logical formulae characterising the emergent behaviour of a dynamical system from system observations. At a high level, the approach starts by devising a data-driven statistical abstraction of the system. We then propose general optimisation strategies for selecting formulae with high satisfaction probability, either within a discrete set of formulae of bounded complexity, or a parametric family of formulae. We illustrate and apply the methodology on two real world case studies: characterising the dynamics of a biological circadian oscillator, and discriminating different types of cardiac malfunction from electro-cardiogram data. Our results demonstrate that this approach provides a statistically principled and generally usable tool to logically characterise dynamical systems in terms of temporal logic formulae

Cyber-Physical Systems (CPS) consist of collaborative, networked and tightly intertwined computational (logical) and physical components, each operating at different spatial and temporal scales. Hence, the spatial and temporal requirements play an essential role for their correct and safe execution. Furthermore, the local interactions among the system components result in global spatiotemporal emergent behaviors often impossible to predict at the design time. In this work, we pursue a complementary approach by introducing STREL a novel spatio-temporal logic that enables the specification of spatio-temporal requirements and their monitoring over the execution of mobile and spatially distributed CPS. Our logic extends the Signal Temporal Logic [15] with two novel spatial operators reach and escape from which is possible to derive other spatial modalities such as everywhere, somewhere and surround. These operators enable a monitoring procedure where the satisfaction of the property at each location depends only on the satisfaction of its neighbours, opening the way to future distributed online monitoring algorithms. We propose both a qualitative and quantitative semantics based on constraint semirings, an algebraic structure suitable for constraint satisfaction and optimisation. We prove that, for a subclass of models, all the spatial properties expressed with reach and escape, using euclidean distance, satisfy all the model transformations using rotation, reflection and translation. Finally, we provide an offline monitoring algorithm for STREL and, to demonstrate the feasibility of our approach, we show its application using the monitoring of a simulated mobile ad-hoc sensor network as running example.

Abstract. We present an application of stochastic Concurrent Constraint Programming (sCCP) for modeling biological systems. We provide a library of sCCP processes that can be used to describe straightforwardly biological networks. In the meanwhile, we show that sCCP proves to be a general and extensible framework, allowing to describe a wide class of dynamical behaviours and kinetic laws.