Stochastic switching in slow-fast systems: a large fluctuation approach

TL;DR

This paper introduces a perturbation method using a WKB ansatz to predict rare event rates in slow-fast stochastic systems, validated on a stochastic Duffing oscillator with accurate exponential scaling predictions.

Contribution

It develops a novel probabilistic approach for rare event prediction in singularly perturbed stochastic systems using a boundary value problem framework.

Findings

Accurately predicts switching times between states.

Matches numerical simulations with exponential scaling.

Reduces system complexity via slow manifold analysis.

Abstract

In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we model rare event occurrences due to large fluctuations probabilistically and employ a WKB ansatz to approximate their rate of occurrence. This results in the generation of a two-point boundary value problem that models the interaction of the state variables and the most likely noise force required to induce a rare event. The resulting equations of motion of describing the phenomenon are shown to be singularly perturbed. Vastly different time scales among the variables are leveraged to reduce the dimension and predict the dynamics on the slow manifold in a deterministic setting. The resulting constrained equations of motion may be used to directly compute an exponent that determines the probability of rare events. To verify the theory, a stochastic damped Duffing oscillator with three equilibrium points (two sinks separated by a saddle) is analyzed. The predicted switching time between states is computed using the optimal path that resides in an expanded phase space. We show that the exponential scaling of the switching rate as a function of system parameters agrees well with numerical simulations. Moreover, the dynamics of the original system and the reduced system via center manifolds are shown to agree in an exponentially scaling sense.