/uncertaintyPropagationConcMeasure

Primary LanguageC++GNU General Public License v3.0GPL-3.0

This project has the source code for the paper

Olivier Bouissou, Eric Goubault, Sylvie Putot, Aleksandar Chakarov, and Sriram Sankaranarayanan, _ Uncertainty Propagation using Probabilistic Affine Forms and Concentration of Measure Inequalities_ In Tools and Algorithms for Construction and Analysis of Systems (TACAS), Volume 9636 of Lecture Notes in Computer Science pp. 225-243 (2016). URL: http://www.cs.colorado.edu/~srirams/papers/affine-forms-conc-measure-tacas-16.pdf

Compilation Instructions

Prerequisites

You will need the following libraries installed:

  • MPFR: Multiprecision floating point library
  • MPFI: An interval extension to MPFR
  • BOOST
  • BOOST TIMER

Compile

Simply go into the src/ directory and run Make. You will need to edite Makefile to make sure that the compilation flags -I and -L point to the right paths for the installed libraries. Currently, they are configured to a MAC OSX with homebrew setup.

This will produce many binaries called ssExamples, eulerMaruyama, filter and fersonExample.

Running various benchmarks

Each of the benchmarks are described in the appendix of the paper referenced above.

Benchmark Name Command File where benchmark is coded
Simple 2D arm motion example ./ssExamples 1 ssExamples.cpp
Cart steering example ./ssExamples 2
Tank filling ./ssExamples 3
Anesthesia model simulation ./ssExamples 4
Tumor Model ./ssExamples 5
Double Well Model ./ssExamples 6
Rimless wheel model ./ssExamples 7
Cartpole balance model ./ssExamples 8
Polynomial Cartpole balance model ./ssExamples 9
Ferson et al Example ./ferson ferson.cpp
Euler Maruyama SDE example ./eulerMaruyama eulerMaruyma.cpp
Filter Example ./filter filter.cpp

Questions/Comments

Sriram Sankaranarayanan srirams@NAMEOFMYSTATE.EDU