Upper bound of time derivative of entropy for a dynamical system driven by quasimonochromatic noise

作者：Guo, Yongfeng^*; Xu, Wei; Liu, Hongtao; Li, Dongxi; Wang, Liang

来源：Communications in Nonlinear Science & Numerical Simulation, 2011, 16(1): 522-527.

DOI：10.1016/j.cnsns.2010.04.013

• Information entropy
• Quasimonochromatic noise
• Fokker-Planck equation

The quasimonochromatic noise (QMN) is the "truly colored" noise, and in this paper the upper bound of time derivative of entropy for a dynamical system driven by QMN is studied. The dimension of Fokker-Planck equation is reduced by the way of linear transformation. The exact time dependence of the upper bound for the rate of entropy change is calculated based on the definition of Shannon's information entropy and the Schwartz inequality principle. The relationship between the properties of QMN and dissipative parameters and their effect on the upper bound for the rate of entropy change is also discussed.

• 出版日期2011-1
• 单位西北工业大学