Premium
Systems with Hysteresis in an Extremely Slowly Fluctuating Environment
Author(s) -
Jetschke G.
Publication year - 1987
Publication title -
annalen der physik
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.009
H-Index - 68
eISSN - 1521-3889
pISSN - 0003-3804
DOI - 10.1002/andp.19874990806
Subject(s) - hysteresis , statistical physics , infinitesimal , noise (video) , stationary distribution , markov process , physics , diffusion , generator (circuit theory) , distribution (mathematics) , markov chain , mechanics , mathematics , computer science , mathematical analysis , thermodynamics , condensed matter physics , statistics , artificial intelligence , image (mathematics) , power (physics)
Abstract Systems exhibiting hysteresis are considered in an extremely slowly fluctuating environment. The parameter causing the hysteresis is assumed to be a Markovian diffusion process elapsing much more slowly than the internal dynamics. The infinitesimal generator for the resulting Markov process including the hysteresis jumps is derived and explicit expressions for the probability densities are given. A numerical example shows the change from monomodal to bimodal behaviour of the stationary distribution if the variance of the external noise increases representing a new kind of noise‐induced transition.