StochasticBarrier.jl

Toolbox for stochastic barrier functions in noisy systems

StochasticBarrier.jl, developed in collaboration with Rayan Mazouz, is a Julia toolbox for generating stochastic barrier functions for discrete-time stochastic systems with additive Gaussian noise.

Features

  • Supports linear, polynomial, and piecewise-affine uncertain dynamics
  • Includes Sum-of-Squares (SOS) and piecewise-constant (PWC) approaches
  • PWC engines based on dual LP, CEGS LP, and projected gradient descent
  • Benchmark scripts used to reproduce experiments from the toolbox paper

Applications

  • Safety verification of stochastic systems via barrier certificates
  • Reproducible benchmarking workflows for SOS and PWC methods
  • Experiment pipelines with Docker-based setup

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