The effect of additive noise on dynamical hysteresis

DOI10.1088/0951-7715/15/3/305zbMATH Open1073.37061OpenAlexW3103188228MaRDI QIDQ3147368FDOQ3147368

Authors Nils Berglund, Barbara Gentz 

Publication date 2002

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0107199

zbMATH Keywords

periodically forced Langevin equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hysteresis for ordinary differential equations (34C55) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We investigate the properties of hysteresis cycles produced by a one-dimensional, periodically forced Langevin equation. We show that depending on amplitude and frequency of the forcing and on noise intensity, there are three qualitatively different types of hysteresis cycles. Below a critical noise intensity, the random area enclosed by hysteresis cycles is concentrated near the deterministic area, which is different for small and large driving amplitude. Above this threshold, the area of typical hysteresis cycles depends, to leading order, only on the noise intensity. In all three regimes, we derive mathematically rigorous estimates for expectation, variance, and the probability of deviations of the hysteresis area from its typical value.

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Cited In (19)

• METASTABILITY IN SIMPLE CLIMATE MODELS: PATHWISE ANALYSIS OF SLOWLY DRIVEN LANGEVIN EQUATIONS
• Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
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• Hunting French ducks in a noisy environment
• Systems with Hysteresis in an Extremely Slowly Fluctuating Environment
• CORRELATION EFFECTS IN A SIMPLE STOCHASTIC MODEL OF THE THERMOHALINE CIRCULATION
• Dynamic hysteresis in microscopic systems with static and fluctuating barriers: the pattern of zero and non-zero temperature responses
• On the influence of additive and multiplicative noise on holes in dissipative systems
• Geometric singular perturbation theory for stochastic differential equations.
• Metastability under stochastic dynamics
• Rate-independent stochastic evolution equations: parametrized solutions
• Random hysteresis loops
• Deterministic and randomized motions in single-well potentials
• Influence of additive noise on noise-induced phase transitions in nonlinear chains
• Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
• CONCEPTUAL STOCHASTIC CLIMATE MODELS
• Langevin dynamic simulation of hysteresis in a field-swept Landau potential
• A mathematical framework for critical transitions: normal forms, variance and applications
• Concentration estimates for slowly time-dependent singular SPDEs on the two-dimensional torus

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