Time dependence of information entropy of a dynamical system driven by quasimonochromatic noise

Yong Feng Guo, Wei Xu, Dong Xi Li, Liang Wang

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

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

Original languageEnglish
Pages (from-to)2235-2239
Number of pages5
JournalWuli Xuebao/Acta Physica Sinica
Volume59
Issue number4
StatePublished - Apr 2010

Keywords

  • Fokker-Planck equation
  • Information entropy
  • Quasi-monochromatic noise

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