Predicting Non-Stationary and Stochastic Activation of Saddle-Node Bifurcation

Abstract

Accurately predicting the onset of large behavioral deviations associated with saddle-node bifurcations is imperative in a broad range of sciences and for a wide variety of purposes, including ecological assessment, signal amplification, and adaptive material/structure applications such as structural health monitoring and piezoelectric energy harvesting. In many such practices, noise and non-stationarity are unavoidable and ever-present influences. As a result, it is critical to simultaneously account for these two factors towards the estimation of parameters that may induce sudden bifurcations. Here, a new analytical formulation is presented to accurately determine the probable time at which a system undergoes an escape event as governing parameters are swept towards a saddle-node bifurcation point in the presence of noise. The double-well Duffing oscillator serves as the archetype system of interest since it possesses a dynamic saddle-node bifurcation. Using this archetype example, the stochastic normal form of the saddle-node bifurcation is derived from which expressions of the escape statistics are formulated. Non-stationarity is accounted for using a time dependent bifurcation parameter in the stochastic normal form. Then, the mean escape time is approximated from the probability density function to yield a straightforward means to estimate the point of bifurcation. Experiments conducted using a double-well Duffing analog circuit verify that the analytical approximations provide faithful estimation of the critical parameters that lead to the non-stationary and noise-activated saddle-node bifurcation.