$\texttt{immrax}$: A Parallelizable and Differentiable Toolbox for Interval Analysis and Mixed Monotone Reachability in JAX

Abstract

We present an implementation of interval analysis and mixed monotone interval reachability analysis as function transforms in Python, fully composable with the computational framework JAX. The resulting toolbox inherits several key features from JAX, including computational efficiency through Just-In-Time Compilation, GPU acceleration for quick parallelized computations, and Automatic Differentiability. We demonstrate the toolbox's performance on several case studies, including a reachability problem on a vehicle model controlled by a neural network, and a robust closed-loop optimal control problem for a swinging pendulum.