Preisach models of hysteresis driven by Markovian input processes

Sven Schubert and Günter Radons
Phys. Rev. E 96, 022117 – Published 9 August 2017

Abstract

We study the response of Preisach models of hysteresis to stochastically fluctuating external fields. We perform numerical simulations, which indicate that analytical expressions derived previously for the autocorrelation functions and power spectral densities of the Preisach model with uncorrelated input, hold asymptotically also if the external field shows exponentially decaying correlations. As a consequence, the mechanisms causing long-term memory and 1/f noise in Preisach models with uncorrelated inputs still apply in the presence of fast decaying input correlations. We collect additional evidence for the importance of the effective Preisach density previously introduced even for Preisach models with correlated inputs. Additionally, we present some results for the output of the Preisach model with uncorrelated input using analytical methods. It is found, for instance, that in order to produce the same long-time tails in the output, the elementary hysteresis loops of large width need to have a higher weight for the generic Preisach model than for the symmetric Preisach model. Further, we find autocorrelation functions and power spectral densities to be monotonically decreasing independently of the choice of input and Preisach density.

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  • Received 19 June 2017

DOI:https://doi.org/10.1103/PhysRevE.96.022117

©2017 American Physical Society

Physics Subject Headings (PhySH)

Statistical Physics & Thermodynamics

Authors & Affiliations

Sven Schubert* and Günter Radons

  • Institute of Physics, Chemnitz University of Technology, D-09107 Chemnitz, Germany

  • *svs@physik.tu-chemnitz.de

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Issue

Vol. 96, Iss. 2 — August 2017

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