Systematic Simulation using Sensitivity Analysis

Abstract. In this paper we propose a new technique for verification by simulation of continuous and hybrid dynamical systems with uncertain initial conditions. We provide an algorithmic methodology that can, in most cases, verify that the system avoids a set of bad states by conducting a finite number of simulation runs starting from a finite subset of the set of possible initial conditions. The novelty of our approach consists in the use of sensitivity analysis, developed and implemented in the context of numerical integration, to efficiently characterize the coverage of sampling trajectories.