Tight Continuous time Reachtubes for Lagrangian Reachability

Tight Continuous-Time Reachtubes for Lagrangian Reachability

Jacek Cyranka

1

, Md. Ariful Islam

2

, Scott A. Smolka

3

, Sicun Gao

1

, Radu Grosu

4

Abstract We introduce continuous Lagrangian reachability

(CLRT), a new algorithm for the computation of a tight,

conservative and continuous-time reachtube for the solution

flows of a nonlinear, time-variant dynamical system. CLRT

employs finite strain theory to determine the deformation of

the solution set from time t

i

to time t

i+1

. We have developed

simple explicit analytic formulas for the optimal metric for

this deformation; this is superior to prior work, which used

semi-definite programming. CLRT also uses infinitesimal strain

theory to derive an optimal time increment h

i

between t

i

and

t

i+1

, nonlinear optimization to minimally bloat (i.e., using a

minimal radius) the state set at time t

i

such that it includes all

the states of the solution flow in the interval [t

i

, t

i+1

]. We use

δ -satisfiability to ensure the correctness of the bloating. Our

results on a series of benchmarks show that CLRT performs

favorably compared to state-of-the-art tools such as CAPD in

terms of the continuous reachtube volumes they compute.

I. I NTRODUCTION

Recent work introduced Lagrangian ReachTube algorithm

(LRT), a new approach for the reachability analysis of con-

tinuous, nonlinear, dynamical systems [4]. LRT constructs a

discrete reachtube (or flowpipe) that tightly overestimates at

each discrete time point the set of states reached at that time

point by a dynamical system.

The main idea of LRT was to construct a ball-overestimate

in a metric space that minimizes the Cauchy-Green stretching

factor at every discrete time instant. LRT was shown to

compare favorably to other reachability analysis tools, such

as CAPD [1], [17], [18] and Flow* [2], [3] in terms of the

discrete reachtube volumes they compute on a set of well-

known benchmarks.

This paper proposes a continuous-time-reachtube exten-

sion of LRT, the motivation for which is two-fold. First, LRT,

while being optimal in the discrete setting, is not sound in

the continuous setting: it is not obvious how to find a ball

tightly overestimating the dynamics between two discrete

points. Second, LRT is not directly applicable to the analysis

of hybrid systems, as the dynamics of a hybrid system may

change dramatically between two discrete time points due to

a mode switch.

The main goal of our algorithm, which we call continuous

Lagrangian ReachTube algorithm (CLRT), is to efficiently

construct an ellipsoidal continuous-reachtube overestimate

that is tighter than those constructed by available state-of-

the-art tools such as CAPD. CLRT combines a number of

techniques to achieve its goal, including infinitesimal strain

theory, analytic formulas for the tightest deformation metric,

Jacek Cyranka and Md. Ariful Islam contributted equally to this work.

1

University of California, San Diego, 9500 Gilman Dr, La Jolla, CA 92093,

2

Carnegie Mellon University,

3

Stony Brook University,

4

Vienna University

of Technology

nonconvex optimization, and δ -satisfiability. Computing an

as tight-as-possible continuous-reachtube overestimate helps

avoid false positives when checking if a set of unsafe states

can be reached from a set of initial states.

The class of continuous dynamical systems in which

we are interested is described by nonlinear, time-variant,

ordinary differential equations (ODEs):

x

0

(t) = f (t, x(t)), (1a)

x(t

0

) = x

0

, (1b)

where x : R R

n

. We assume f is a smooth function, which

guarantees short-term existence of solutions. The class of

time-variant systems includes the class of time-invariant sys-

tems. Time-variant equations may contain additional terms,

e.g., excitation variables and periodic forcing terms.

Given an initial time t

0

, set of initial states X R

n

, and

time bound T > t

0

, CLRT computes a conservative reachtube

of (1), that is, a sequence of time-stamped sets of states

(R

1

, t

1

), . . ., (R

k

, t

k

= T ) satisfying:

Reach ((t

0

, X ) , [t

i1

, t

i

]) R

i

for i = 1, . . . , k,

where Reach ((t

0

, X ) , [t

i1

, t

i

]) denotes the set of all reach-

able states of ODE system (1) in the time interval [t

i1

, t

i

].

The time steps are not necessarily uniformly spaced, and are

chosen using infinitesimal strain theory (IST).

In contrast to LRT [4], which only computes the set

of states reachable at discrete and uniformly spaced time

steps t

i

, for i {1 , . . ., k } , CLRT computes a conserva-

tive overestimate for the set of states reachable in non-

uniformly spaced continuous time intervals [t

i1

, t

i

]. Hence,

CLRT computes space-time cylinders overestimating the

continuous-time reachtube.

We also note that the LRT approach, as in prior work

on reachability [8], [13], employed semi-definite program-

ming to compute a tight deformation metric minimizing the

Cauchy-Green stretching factor. We show that this approach

is inferior and should be avoided, as it increases the total

running time of the algorithm significantly, and can result

in numerical instabilities (refer to the discussion in [4]). We

instead derive a very simple analytic formula for the tightest

deformation metric. Thus, there is no need to invoke an

optimization procedure to find a tight deformation metric,

as the formula for the tightest one is now available. Also,

we provide a very concise proof of this fact.

Let Reach ((t

0

, X ) , t

i1

) B

M

i1

(x

i1

, δ

i1

), where

B

M

i1

(x

i1

, δ

i1

) is the ball computed by LRT for time

t

i1

. To construct a conservative continuous reachtube

overestimate for the interval [t

i1

, t

i

], we bloat the

CONFIDENTIAL. Limited circulation. For review only.

Preprint submitted to 57th IEEE Conference on Decision and Control.

Received March 20, 2018.

blumerpeong1989.blogspot.com

Source: https://docslib.org/doc/7190578/tight-continuous-time-reachtubes-for-lagrangian-reachability

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