Abstract
Biomedical research is increasingly using formal modeling and analysis methods to improve the understanding of complex systems. Verification methods for Stochastic Hybrid Systems (SHSs) are burdened with the curse of dimensionality; however, probabilistic analysis methods such as Monte Carlo (MC) methods can be used to analyze larger systems. MC methods are useful for estimating probabilities of event occurrences in SHS, but large and complex systems may require prohibitively large computation time to generate sufficient accuracy. In this work we present the multilevel splitting (MLS) variance reduction technique that has the potential to reduce the variance of MC methods by an order of magnitude significantly improving both their efficiency and accuracy [1].
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
L’Ecuyer, P., Tuffin, B.: Splitting for rare-event simulation. In: Winter Simulation Conference, pp. 137–148 (2006)
Hynne, F., Dano, S., Sorensen, P.: Full-scale model of glycolysis in Saccharomyces cerevisiae. Biophysical Chemistry 94, 121–163 (2001)
Riley, D., Koutsoukos, X., Riley, K.: Modeling and simulation of biochemical processes using stochastic hybrid systems: The sugar cataract development process. In: Egerstedt, M., Mishra, B. (eds.) HSCC 2008. LNCS, vol. 4981, pp. 429–442. Springer, Heidelberg (2008)
Riley, D., Koutsoukos, X., Riley, K.: Simulation of stochastic hybrid systems with switching and reflective boundaries. In: Winter Simulation Conference, pp. 804–812 (2008)
Troyer, M., Ammon, B., Heeb, E.: Parallel object oriented monte carlo simulations. In: Caromel, D., Oldehoeft, R.R., Tholburn, M. (eds.) ISCOPE 1998. LNCS, vol. 1505, pp. 191–198. Springer, Heidelberg (1998)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Riley, D., Koutsoukos, X., Riley, K. (2009). Reachability Analysis for Stochastic Hybrid Systems Using Multilevel Splitting. In: Majumdar, R., Tabuada, P. (eds) Hybrid Systems: Computation and Control. HSCC 2009. Lecture Notes in Computer Science, vol 5469. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-00602-9_35
Download citation
DOI: https://doi.org/10.1007/978-3-642-00602-9_35
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-00601-2
Online ISBN: 978-3-642-00602-9
eBook Packages: Computer ScienceComputer Science (R0)