Predicting State Transitions in Autonomous Nonlinear Bistable Systems with Hidden Stochasticity

Léopold Van Brandt; Jean-Charles Delvenne

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arXiv · 2405.07902

Predicting State Transitions in Autonomous Nonlinear Bistable Systems with Hidden Stochasticity

Léopold Van Brandt·Jean-Charles Delvenne

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Abstract

Bistable autonomous systems can be found inmany areas of science. When the intrinsic noise intensity is large, these systems exhibits stochastic transitions from onemetastable steady state to another. In electronic bistable memories, these transitions are failures, usually simulated in a Monte-Carlo fashion at a high CPU-time price. Existing closed-form formulas, relying on near-stable-steady-state approximations of the nonlinear system dynamics to estimate the mean transition time, have turned out inaccurate. Our contribution is twofold. From a unidimensional stochastic model of overdamped autonomous systems, we propose an extended Eyring-Kramers analytical formula accounting for both nonlinear drift and state-dependent white noise variance, rigorously derived from Itô stochastic calculus. We also adapt it to practical system engineering situations where the intrinsic noise sources are hidden and can only be inferred from the fluctuations of observables measured in steady states. First numerical trials on an industrial electronic case study suggest that our approximate prediction formula achieve remarkable accuracy, outperforming previous non-Monte-Carlo approaches.

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Léopold Van Brandt, Jean-Charles Delvenne. 2024-05-13. Predicting State Transitions in Autonomous Nonlinear Bistable Systems with Hidden Stochasticity. https://arxiv.org/abs/2405.07902

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