Martin Georg Fränzle

Prof. Dr. Martin Georg Fränzle

orcid

Research Focus & Metrics

Academic Career Length

28Years (1999-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

View All Publications
1 May 2007 in Journal on Satisfiability, Boolean Modeling and Computation
Verified
Journal Article
Open access
PDF file
MFMartin Georg Fränzle
Martin Georg Fränzle
CHChristian Herde
Christian Herde
TTTino Teige
Tino Teige
SRStefan Ratschan
Stefan Ratschan
TSTobias Schubert
Tobias Schubert
In order to facilitate automated reasoning about large Boolean combinations of non-linear arithmetic constraints involving transcendental functions, we provide a tight integration of recent SAT solving techniques with interval-based arithmetic constr

21 December 2006 in Formal Methods in System Design
Verified
Journal Article
Closed access
PDF file
MFMartin Georg Fränzle
Martin Georg Fränzle
CHChristian Herde
Christian Herde

14 June 2019 in IEEE Transactions on Automatic Control
Verified
Journal Article
Closed access
BXBai Xue
Bai Xue
MFMartin Georg Fränzle
Martin Georg Fränzle
NZNaijun Zhan
Naijun Zhan
IIn this paper we propose a convex programming based method to address a long-standing problem of innerapproximating backward reachable sets of state-constrained polynomial systems subject to time-varying uncertainties. The backward reachable set is a set of states, from which all trajectories starting will surely enter a target region at the end of a given time horizon without violating a set of state constraints in spite of the actions of uncertainties. It is equal to the zero sub-level set of the unique Lipschitz viscosity solution to a Hamilton-Jacobi partial differential equation (HJE). We show that inner-approximations of the backward reachable set can be formed by zero sub-level sets of its viscosity super-solutions. Consequently, we reduce the innerapproximation problem to a problem of synthesizing polynomial viscosity super-solutions to this HJE. Such a polynomial solution in our method is synthesized by solving a single semi-definite program. We also prove that polynomial solutions to the formulated semi-definite program exist and can produce a convergent sequence of inner-approximations to the interior of the backward reachable set in measure under appropriate assumptions. This is the main contribution of this work. Several illustrative examples demonstrate the merits of our approach.

16 November 2012 in Software and Systems Modeling
Verified
Journal Article
Closed access
PDF file
AEAndreas Eggers
Andreas Eggers
NRNacim Ramdani
Nacim Ramdani
NNNedialko S. Nedialkov
Nedialko S. Nedialkov
MFMartin Georg Fränzle
Martin Georg Fränzle

1 May 2018 in Computers and Electrical Engineering
Verified
Journal Article
Closed access
SKSaifullah Khan
Saifullah Khan
MAMuhammad Alam
Muhammad Alam
MFMartin Georg Fränzle
Martin Georg Fränzle
Nils Henning MüllnerNils Henning Müllner
Nils Henning Müllner
YCYuanfang Chen
Yuanfang Chen

13 November 2023 in IEEE Transactions on Automatic Control
Verified
Journal Article
Closed access
BXBai Xue
Bai Xue
NZNaijun Zhan
Naijun Zhan
MFMartin Georg Fränzle
Martin Georg Fränzle
In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The reach-avoid problem in this paper is a probabilistic guarantee: we approximate from the inner a $p$ -reach-avoid set, i.e., the set of initial states guaranteeing with probability larger than $p$ that the system eventually enters a given target set while remaining inside a specified safe set till the target hit. Our approach begins with the construction of a bounded value function, whose strict $p$ super-level set is equal to the $p$ -reach-avoid set. This value function is then reduced to a twice continuously differentiable solution to a system of equations. The system of equations facilitates the construction of a semi-definite program using sum-of-squares decomposition for multivariate polynomials and thus the transformation of nonconvex reach-avoid problems into a convex optimization problem. We would like to point out that our approach can straightforwardly be specialized to address classical safety verification by, a.o., stochastic barrier certificate methods and reach-avoid analysis for ordinary differential equations. In addition, several examples are provided to demonstrate theoretical and algorithmic developments of the proposed method.