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Next-Generation Lagrangian Reachability Sophie Grnbacher, Jacek Cyranka, Md. Ariful Islam, Scott A. Smolka and Radu Grosu IFIP WG 2.2 meeting in Vienna 25 September 2019 funded by FWF project W1255-N23 Safety of Cyber-Physical Systems Risk


  1. Next-Generation Lagrangian Reachability Sophie Grünbacher, Jacek Cyranka, Md. Ariful Islam, Scott A. Smolka and Radu Grosu IFIP WG 2.2 meeting in Vienna 25 September 2019 funded by FWF project W1255-N23

  2. Safety of Cyber-Physical Systems Risk of Blackout Risk of Crash Sophie Grünbacher Lagrangian Reachability

  3. Safety of Cyber-Physical Systems Neural Network Control Systems States +x, -x, + ! , - ! Controls + ̇ # , - ̇ # Sophie Grünbacher Lagrangian Reachability

  4. ̇ Lagrangian Reachtube (LRT) Nonlinear dynamical System Unsafe Region Bound for y Reachset Initial Set Unsafe Region x t " t " +T $ = & $ Sophie Grünbacher Lagrangian Reachability

  5. Problem: Wrapping Effect ̇ " = $ % & ' " y avoid: Interval Arithmetic x N. Nedialkov, K. Jackson, and G. Corliss. Validated solutions of initial value problems for ordinary differential equations. Applied Mathematics and Computation, 105(1):21 – 68, 1999. Sophie Grünbacher Lagrangian Reachability

  6. Wanted: tight conservative ellipse Minimize volume of enclosing ellipse ! " # (% # , ' ( ) * ) y y 4 5 2 (/ - , 6 - ) 1 3 (/ - ) 0 1 2 / - x x t . t - Sophie Grünbacher Lagrangian Reachability

  7. Main idea: Use sensitivity analysis To every nonlinear, (time-dependent) ODEs x = f( x), x 0 = x(0) ! There is an associated variational equation: ! F = − J( x 0 ,t )F, F( x 0 , 0 ) = I χ ( x 0 + dx,t ) F = d χ ( x 0 ,t ) dx χ ( x 0 + dx, 0 ) χ ( x 0 , 0 ) dx χ ( x 0 ,t ) Sophie Grünbacher Lagrangian Reachability

  8. F = d χ ( x 0 ,t ) Stretching Factor dx $ (& ' ) , # $ % $ (& ) ) ‖ ‖(# $ % ) * + ≤ ‖(-(.) ‖ ) * %,+ 0 ‖(& ' , & ) ) ‖ ) * % 2 4 1 2 3 $ ; (& ) ) # $ % & y y ) < * % (& ' , = ' ) $ ; (& ' ) # $ % 5 6 7 (8 7 , 1 0 2 3 ) & ' x x t : t ' Sophie Grünbacher Lagrangian Reachability

  9. Lohner’s QR method QR decomposition Change to coordinate system Q N. Nedialkov, K. Jackson, and G. Corliss. Validated solutions of initial value problems for ordinary differential equations. Applied Mathematics Sophie Grünbacher Lagrangian Reachability and Computation, 105(1):21 – 68, 1999.

  10. Work in progress Wrapping of Reachset Choosing tightest ellipse y y x x Sophie Grünbacher Lagrangian Reachability

  11. Choosing optimal metric ! "#$ y x y x Sophie Grünbacher Lagrangian Reachability

  12. Choose tightest ellipse Sophie Grünbacher Lagrangian Reachability

  13. Wrapping of Reachset - Trick #1 QR decomposition Change to coordinate system Q Sophie Grünbacher Lagrangian Reachability

  14. Tighter enclosing box (used in QR) Sophie Grünbacher Lagrangian Reachability

  15. Wrapping of Reachset - Trick #2 Sophie Grünbacher Lagrangian Reachability

  16. Effects of intersection trick #2 Sophie Grünbacher Lagrangian Reachability

  17. Comparison with other tools Sophie Grünbacher Lagrangian Reachability

  18. Conclusion & Future Work Scale up LRT Verify Neural Network Control Systems States +x, -x, + ! , - ! Controls + ̇ # , - ̇ # Sophie Grünbacher Lagrangian Reachability

  19. Thank you for your attention! Next-Generation Lagrangian Reachability " ̇ = $ " Sophie Grünbacher sophie.gruenbacher@tuwien.ac.at Lagrangian Reachability

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