Analysis of Timed Properties Using the Jump-Diffusion Approximation

Tipo di pubblicazione: Capitolo di libro
Tipologia MIUR: Contributo in Volume > Contributo in volume( Capitolo o Saggio)
Titolo: Analysis of Timed Properties Using the Jump-Diffusion Approximation
Autori: Ballarini, Paolo; Beccuti, Marco; Bibbona, Enrico; Horváth, Andras; Sirovich, Roberta; Sproston, Jeremy
Autori di ateneo:
Titolo del libro: Computer Performance Engineering: 14th European Workshop, EPEW 2017, Berlin, Germany, September 7-8, 2017, Proceedings
Intervallo pagine: pp. 67-81
Editore: Springer
ISBN: 978-3-319-66582-5
Abstract: Density dependent Markov chains (DDMCs) describe the interaction of groups of identical objects. In case of large numbers of objects a DDMC can be approximated efficiently by means of either a set of ordinary differential equations (ODEs) or by a set of stochastic dif- ferential equations (SDEs). While with the ODE approximation the chain stochasticity is not maintained, the SDE approximation, also known as the diffusion approximation, can capture specific stochastic phenomena (e.g., bi-modality) and has also better convergence characteristics. In this paper we introduce a method for assessing temporal properties, specified in terms of a timed automaton, of a DDMC through a jump diffusion approximation. The added value is in terms of runtime: the costly simu- lation of a very large DDMC model can be replaced through much faster simulation of the corresponding jump diffusion model. We show the effi- cacy of the framework through the analysis of a biological oscillator.
Data: 2017
Status: Pubblicato
Lingua della pubblicazione: Inglese
Parole chiave: stochastic differential equations with jumps, statistical model checking, diffusion approximation
Dipartimenti (originale): DISMA - Dipartimento di Scienze Matematiche
Dipartimenti: DISMA - Dipartimento di Scienze Matematiche
URL correlate:
Area disciplinare: Area 13 - Scienze economiche e statistiche > STATISTICA
Data di deposito: 02 Ago 2017 11:07
Data ultima modifica (IRIS): 02 Ago 2017 11:40:03
Data inserimento (PORTO): 04 Ago 2017 02:04
Numero Identificativo (DOI): 10.1007/978-3-319-66583-2_5


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