2018
DOI: 10.1016/j.ifacol.2018.08.014
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Interacting Particle System-based Estimation of Reach Probability for a Generalized Stochastic Hybrid System

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Cited by 7 publications
(7 citation statements)
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“…During the subsequent simulation, this remaining time sample counts down in time, and upon reaching zero remaining time, the spontaneous jump is realized in the Monte Carlo simulation. Both [8] and [24] have shown that this common approach (Method 0) in simulating spontaneous jumps does not work well in combination with IPS. Two general methods in mitigating this problem are:…”
Section: Building Automation Benchmark Resultsmentioning
confidence: 99%
See 2 more Smart Citations
“…During the subsequent simulation, this remaining time sample counts down in time, and upon reaching zero remaining time, the spontaneous jump is realized in the Monte Carlo simulation. Both [8] and [24] have shown that this common approach (Method 0) in simulating spontaneous jumps does not work well in combination with IPS. Two general methods in mitigating this problem are:…”
Section: Building Automation Benchmark Resultsmentioning
confidence: 99%
“…Because a direct specification of a large GSHS model does not work, the framework of Stochastically and Dynamically Coloured Petri Nets (SDCPN) [30,31,32,33] has been developed for the compositional specification of a GSHS model. For the acceleration of MC simulation of rare events, the Interacting Particle Systems (IPS) approach for GSHS is used [23,7,8,58,59]. The SDCPN & IPS framework is applied to the Heated Tank benchmark.…”
Section: Frameworkmentioning
confidence: 99%
See 1 more Smart Citation
“…The SDCPN framework is suitable for all versions of the Heated Tank benchmark. For rare event simulation it can conduct straightforward Monte Carlo (MC) simulation as well as the Interacting Particle System (IPS) acceleration approach [4,5,14] for reach probability evaluation of Generalised Stochastic Hybrid Processes.…”
Section: Sdcpn Modelling and Rare Event Simulation Stochastically And Dmentioning
confidence: 99%
“…Because a direct specification of a large GSHS model does not work, the framework of Stochastically and Dynamically Coloured Petri Nets (SDCPN) [27,28,29,30] has been developed for the compositional specification of a GSHS model. For the acceleration of MC simulation of rare events, the Interacting Particle Systems (IPS) approach for GSHS is used [21,6,7,63]. The SDCPN & IPS framework is applied to the Heated Tank benchmark.…”
Section: Frameworkmentioning
confidence: 99%