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Changes in the effective parameters of averaged motion in nonlinear systems subject to noise. (English) Zbl 1206.82074

The authors study the effect of noise on non-linear systems by calculating how effective parameters entering in the description of the averaged motion do depend on noise. Such an approach should shed some light on the origin of resonance phenomena appearing in non-linear systems coupled to noise. They first discuss how taking into account noise induced parameter changes can help solving paradoxes such as the apparent violation of the second law of thermodynamics in a rectifier circuit consisting of a capacitor and a diode. The explicit dependence on the noise intensity for the effective parameters entering the averaged motion is worked out in detail for the case of a Brownian ratchet and a generic stochastic resonance system.

MSC:

82C31 Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
60J65 Brownian motion
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