Mohammad H. Mamduhi

Matin Jafarian, Mohammad H. Mamduhi, Karl H. Johansson

This paper presents the notion of stochastic phase-cohesiveness based on the concept of recurrent Markov chains and studies the conditions under which a discrete-time stochastic Kuramoto model is phase-cohesive. It is assumed that the exogenous frequencies of the oscillators are combined with random variables representing uncertainties. A bidirectional tree network is considered such that each oscillator is coupled to its neighbors with a coupling law which depends on its own noisy exogenous frequency. In addition, an undirected tree network is studied. For both cases, a sufficient condition for the common coupling strength and a necessary condition for the sampling-period are derived such that the stochastic phase-cohesiveness is achieved. The analysis is performed within the stochastic systems framework and validated by means of numerical simulations.

Mohammad H. Mamduhi, Sadegh Soudjani

This paper studies satisfying temporal logic specifications on stochastic dynamical systems, where the predicates evolve randomly over time. Such randomness may arise from uncertain environment models or external stochastic processes causing the sets associated with predicate satisfaction to vary in a non-deterministic manner. As a result, verifying whether a stochastic dynamical system satisfies a temporal specification depends also on the uncertainty in the predicates. We develop a certificate-based framework to bound the probability of satisfying temporal logic specifications with randomly evolving predicates. We first show that temporal logic specifications with stochastic predicates can be transformed to specifications with deterministic predicates on an augmented space which is extended to include the stochastic space of predicate's uncertainty. We then utilize barrier certificates on an augmented space to provide tractable optimization-based conditions and to avoid the computational burden of dynamic programming. Focusing on linear dynamics and safety-type specifications, we derive analytical conditions under which barrier certificates guarantee bounds on the probability of violating the stochastic safety predicates. The approach is demonstrated on numerical case studies.