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

Research output: Contribution to journalJournal article

Published

Journal publication date11/2006
JournalJournal of Statistical Physics
Journal number3
Volume125
Number of pages28
Pages593-620
Original languageEnglish

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.