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What’s Decidable About Discrete Linear Dynamical Systems?

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Principles of Systems Design

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 13660))

Abstract

We survey the state of the art on the algorithmic analysis of discrete linear dynamical systems, focussing in particular on reachability, model-checking, and invariant-generation questions, both unconditionally as well as relative to oracles for the Skolem Problem.

J. Ouaknine—Also affiliated with Keble College, Oxford as emmy.network Fellow, and supported by DFG grant 389792660 as part of TRR 248 (see https://perspicuous-computing.science).

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Notes

  1. 1.

    All of the results we present in this paper carry over to the more general setting of real-algebraic LDS, whose entries are allowed to be real algebraic numbers. Nevertheless, we stick here to rationals for simplicity of exposition.

  2. 2.

    Semialgebraic predicates are Boolean combinations of polynomial equalities and inequalities.

  3. 3.

    Monadic Second-Order Logic (MSO) is a highly expressive specification formalism that subsumes the vast majority of temporal logics employed in the field of automated verification, such as Linear Temporal Logic (LTL). “Prefix independence” is a quality of properties that are asymptotic in nature—we provide a precise definition shortly.

  4. 4.

    Algebraic sets correspond to positive Boolean combinations of polynomial equalities.

  5. 5.

    The characteristic polynomial associated with recurrence (1) is \(X^d-c_1X^{d-1}- \ldots -c_d\).

  6. 6.

    A full arithmetic progression is a set of non-negative integers of the form \(\{a + bm : m \in \mathbb {N}\}\), with \(a,b \in \mathbb {N}\) and \(a < b\).

  7. 7.

    https://skolem.mpi-sws.org/.

  8. 8.

    Recall that \(\mathcal {C}\) is the smallest set containing all algebraic subsets of \(\mathbb {R}^d\), and which is closed under finite union, finite intersection, and complement. (The terminology of “constructible” originates from algebraic geometry.).

  9. 9.

    The intrinsic dimension of a semialgebraic set is formally defined via cell decomposition; intuitively, one-dimensional semialgebraic sets can be viewed as ‘strings’ or ‘curves’, whereas zero-dimensional semialgebraic sets are finite collections of singleton points.

  10. 10.

    It is interesting to note that whether an MSO formula \(\varphi \) is prefix-independent or not is decidable. To see this, for \(A=(Q,q_0,\varSigma ,\varDelta ,F)\) a deterministic Müller automaton, define A(q), for \(q\in Q\), to be the same as A, except that the initial state of A(q) is q (rather than \(q_0\)). We say that a deterministic Müller automaton A (as above) is prefix-independent if, for all \(q\in Q\) that are reachable from \(q_0\), A(q) recognises the same language as A. Write L(A) to denote the language recognised by A. It is now straightforward to show that A is prefix-independent iff L(A) is prefix-independent. Since any MSO formula is encodable as a deterministic Müller automaton, and equality of \(\omega \)-regular languages is decidable, the desired decidability result follows.

  11. 11.

    An LDS (Mx) is diagonalisable if the matrix M is diagonalisable (over \(\mathbb {C}\)). In a measure-theoretic sense, most LDS are diagonalisable.

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A Prefix-Independent Model Checking for LDS

A Prefix-Independent Model Checking for LDS

The goal of this appendix is to exhibit boundaries on the extent to which Theorem 4 can be improved. More precisely, we show that the ability to solve the model-checking problem for arbitrary LDS against prefix-independent MSO specifications making use of semialgebraic predicates in ambient space \(\mathbb {R}^4\) would necessarily entail major breakthroughs in Diophantine approximation.

We build upon the framework developed in [47, Sec. 5]. To this end, consider the class of order-6 rational LRS of the form

$$ u_n = -n + \frac{1}{2} (n - ri)\lambda ^n + \frac{1}{2}(n + ri)\overline{\lambda }^n = r {\text {Im}}(\lambda ^n) - n (1 - {\text {Re}}(\lambda ^n)) \, , $$

where \(\lambda \in \mathbb {Q}(i)\) and \(|\lambda | = 1\), and \(r \in \mathbb {Q}\). Let us write \(\mathcal {L}\) to denote this class of LRS.

It is shown in [47] that solving the Ultimate Positivity Problem for LRS in \(\mathcal {L}\), i.e., providing an algorithm which, given an LRS \(\langle u_n \rangle _{n=0}^\infty \in \mathcal {L}\), determines whether there exists some integer N such that, for all \(n \ge N\), \(u_n \ge 0\), would necessarily entail major breakthroughs in the field of Diophantine approximation. The purpose of the present section is to reduce the Ultimate Positivity Problem for LRS in \(\mathcal {L}\) to the prefix-independent semialgebraic MSO model-checking problem for 4-dimensional LDS.

Given \(\lambda \) and r as above, let

$$ M = \begin{bmatrix} {\text {Re}}(\lambda ) &{} -{\text {Im}}(\lambda ) &{} 1 &{} 0 \\ {\text {Im}}(\lambda ) &{} {\text {Re}}(\lambda ) &{} 0 &{} 1 \\ 0 &{} 0 &{} {\text {Re}}(\lambda ) &{} -{\text {Im}}(\lambda ) \\ 0 &{} 0 &{} {\text {Im}}(\lambda ) &{} {\text {Re}}(\lambda ) \\ \end{bmatrix} \text { and } x = \begin{bmatrix} 1\\ 1\\ 1\\ 1 \end{bmatrix}. $$

Observe that M has rational entries. We have that

$$M^n x = \begin{bmatrix} {\text {Re}}(\lambda ^n) - {\text {Im}}(\lambda ^n) + n{\text {Re}}(\lambda ^{n-1}) - n{\text {Im}}(\lambda ^{n-1})\\ {\text {Im}}(\lambda ^n) + {\text {Re}}(\lambda ^n) + n{\text {Im}}(\lambda ^{n-1}) + n{\text {Re}}(\lambda ^{n-1}) \\ {\text {Re}}(\lambda ^n) - {\text {Im}}(\lambda ^n) \\ {\text {Im}}(\lambda ^n) + {\text {Re}}(\lambda ^n) \end{bmatrix}.$$

As a semialgebraic target consider the set \(S = \{x: p(x) > 0\}\), where

$$ p(x_1, x_2, x_3, x_4) = \frac{r}{2}(x_4 - x_3) - \frac{x_1-x_3}{{\text {Re}}(\lambda ^{-1})x_3 - {\text {Im}}(\lambda ^{-1})x_4}\left( 1 - \frac{x_3 + x_4}{2}\right) . $$

We now have that \(p(M^n x) = r {\text {Im}}(\lambda ^n) - n (1 - {\text {Re}}(\lambda ^n))\), and that \(\langle u_n \rangle _{n=0}^\infty \) is ultimately positive if and only if the orbit of x under M eventually gets trapped in S. This can be expressed by the prefix-independent LTL formula \(\varphi = \textbf{F} \, \textbf{G} \, S\).

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Karimov, T., Kelmendi, E., Ouaknine, J., Worrell, J. (2022). What’s Decidable About Discrete Linear Dynamical Systems?. In: Raskin, JF., Chatterjee, K., Doyen, L., Majumdar, R. (eds) Principles of Systems Design. Lecture Notes in Computer Science, vol 13660. Springer, Cham. https://doi.org/10.1007/978-3-031-22337-2_2

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