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Changes in the effective parameters of averaged motion in nonlinear systems subject to noise.

Landa, P. S. and Neimark, Yu I. and McClintock, Peter V. E. (2006) Changes in the effective parameters of averaged motion in nonlinear systems subject to noise. Journal of Statistical Physics, 125 (3). pp. 593-620. ISSN 0022-4715

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Abstract

We discuss how the effective parameters characterising averaged motion in nonlinear systems are affected by noise (random fluctuations). In this approach to stochastic dynamics, the stochastic system is replaced by its deterministic equivalent but with noise-dependent parameters. We show that it can help to resolve certain paradoxes and that it has a utility extending far beyond its usual application in passing from the microscopic equations of motion to the macroscopic ones. As illustrative examples, we consider the diode-capacitor circuit, a Brownian ratchet, and a generic stochastic resonance system. In the latter two cases we calculate for the first time their effective parameters of averaged motion as functions of noise intensity. We speculate that many other stochastic problems can be treated in a similar way.

Item Type: Article
Journal or Publication Title: Journal of Statistical Physics
Uncontrolled Keywords: noise - nonlinear dynamics - fluctuational phenomena - Brownian motion
Subjects: Q Science > QC Physics
Departments: Faculty of Science and Technology > Physics
ID Code: 10103
Deposited By: Mr Michael Dunne
Deposited On: 04 Jul 2008 11:06
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 14:43
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/10103

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