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Theravada Buddhist Answer.
How will I know that this state of no suffering will last forever?
A good and important question. The thing is that you can't know whether or not this state of suffering will last forever.
There are especially two (and probably more) important reasons for this.
The first one being that fact that the Buddha didn't want us to accept his teaching based on blind belief, hear-say or something similar. The Buddha's teaching is a practical teaching meant for us to realize through especially meditation practice.
The second reason dives into the nature of reality and how to understand it. There exists different types of realities; Conventional and Ultimate realities.
Conventional realities consist of concepts. What characterizes a concept is that it can be understood by hearsay, logical reasoning, inference or intellectual thinking. In other words, such concepts are not regarded as ultimate reality.
An ultimate reality such as Nibbana cannot be understood by the above mentioned methods. A person born blind can never know colors no matter how others may explain those colors. Likewise, one can never know toothache if one has never had them.
In the same way, insight-knowledge and Jhana can never be known, unless one has attained them. Nibbana, the end of suffering, can only be understood by personal experience, ie. through correct meditation practice.
Ultimate reality is only accessible for insight-meditators, those who attained Jhana and the noble ones.
Lastly, be aware that Doubt (Vicikicchā) is one of the Five Hindrances to Enlightenment. The antidote for doubt is; studying the teachings, finding a good teacher and vipassana meditation practice.
The second Bojjhanga, ie. the Investigation of Phenomena (dhamma vicaya) is also a direct remedy for Doubt, since it leads to personal experience of the Three Marks of Existence (tilakkhaṇa) and how the mind-body complex operates.
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I like Lanka’s answer, but I will give a Mahayana perspective...
Consider how it feels to wake up from a dream and realize that all you felt during that dream was, “just a dream.” All the passion you felt while dreaming would dissipate upon waking up with the certain knowledge that it was “just a dream,” right?
Now, what if you knew you were “just dreaming” while you were dreaming? Like in a lucid dream? The passion and zeal would dissipate right then and there as you would know it all to be unreal.
One who has achieved Nirvana dispels suffering just like that by dispelling ignorance of how things really are. And this knowledge continues in the mindstream into the indefinite future in just the same way as ignorance continued in the mindstream in the indefinite past.
In short, Nirvana is just the replacement of ignorance with knowledge.
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How will I know that this state of no suffering will last forever? This very question is a source of suffering. That state has ended with this very question. Do not trust even one's own knowledge, this too is subject to change. The arahat knows all states will change, Nibbana lets them all go. In the letting go, the realization of Nibbana arises. Nibbana is not a state, it is a realisation that nothing is eternal, everything is unsubstantial. There is no eternal self, though conditions may - and do - arise where identity correspondingly arises. However, "No Self" is a self-view and an object of attachment.
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Suppose I have reached a state of no suffering.
Don't suppose. Let go. No suffering is a mental fabrication and obstruction. You try hard to, but you cannot experience it by intellectual means.
Then what is the proof that suffering won't arise again ? How can I be sure that state of Nirvana doesn't change or decay ?
Let go, let go, let go of Nirvana. Sit down to Samatha and meditate, calm the mind, make it useful. Nirvana is beyond graspable, don't try to grasp at it's concept and future of How will I know. Go beyond clinging, go beyond taste. It is the only way to find out.
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To paraphrase another answer, which was deleted ...
Worldly people crave for knowledge of future events, and for "proofs" -- but logical proofs and arguments are unreliable -- and so are various (ancient and modern) meditation doctrines/systems.
The five aggregates are all anicca, which arouses disgust: so much anicca and so much dukkha -- too much to handle -- that any business with the aggregates is severed (forever).
In a bit more detail, what happens is:
Nibanna is found by elimination:
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Suffering is a sankhara, conditioned phenomenon. This means it arises from an interplay of certain conditions coming together. Now, whatever is conditioned can be prevented from arising by removing one of its necessary conditions.
A necessary condition for suffering is clinging and grasping, aka attachment. If you don't grasp - suffering cannot arise.
Everything else in the world is impermanent but your no-grasping can be permanent and unconditional. Just don't grasp, ever. This is unconditional Nirvana, plain and simple.
You know this Nirvana won't decay and suffering won't arise again when you are disenchanted about everything. Since you are disenchanted, you are dispassionate. Because you're dispassionate, you don't grasp.
You get disenchanted when you know how things work and you know what is possible and what is impossible. You know Anicca, Dukkha, Anatta. You know there's no magic. You know no one will descent in a golden chariot to take care of you and make you happy. Because you know, you're disenchanted and dispassionate, because you're dispassionate, you don't grasp. Because you don't grasp, you don't add your opinion to things. When you see, you see what you see. When you hear, you hear what you hear - with no aversion. You don't crave for something that isn't here. Everything is "just so" for you and not otherwise. This is called "suchness" or "Nirvana".
Because you don't crave for something else - your suchness is stable, everything is just so, always. This is not subject to change and decay because it's not fixed, not assembled from conditions. This is called "non-abiding Nirvana".
This Dhamma that I have attained is deep, hard to see, hard to realize, peaceful, refined, beyond the scope of conjecture, subtle, to-be-experienced by the wise. But this generation delights in attachment, is excited by attachment, enjoys attachment. For a generation delighting in attachment, excited by attachment, enjoying attachment, this/that conditionality and dependent co-arising are hard to see. This state, too, is hard to see: the resolution of all fabrications, the relinquishment of all acquisitions, the ending of craving; dispassion; cessation; Unbinding.