Controlling stochastic switching

Using control to shape stochastic escape and switching dynamics

Dhanushka Kularatne, Eric Forgoston, and M. Ani Hsieh

Abstract: We present a strategy to control the mean stochastic switching times of general dynamical systems with multiple equilibrium states subject to Gaussian white noise. The control can either enhance or abate the probability of escape from the deterministic region of attraction of a stable equilibrium in the presence of external noise. We synthesize a feedback control strategy that actively changes the system’s mean stochastic switching behavior based on the system’s distance to the boundary of the attracting region. With the proposed controller, we are able to achieve a desired mean switching time, even when the strength of noise in the system is not known. The control method is analytically validated using a one-dimensional system, and its effectiveness is numerically demonstrated for a set of dynamical systems of practical importance.

Status: Published online. doi: 10.1063/1.5090113