English

The effect of additive noise on dynamical hysteresis

Dynamical Systems 2007-05-23 v1 Probability Chaotic Dynamics

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.

Keywords

Cite

@article{arxiv.math/0107199,
  title  = {The effect of additive noise on dynamical hysteresis},
  author = {Nils Berglund and Barbara Gentz},
  journal= {arXiv preprint arXiv:math/0107199},
  year   = {2007}
}

Comments

30 pages, 5 figures

R2 v1 2026-07-22T16:39:46.120Z