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

Yongfeng Guo; Wei Xu; Hongtao Liu; Dongxi Li; Liang Wang

doi:10.1016/j.cnsns.2010.04.013

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

Yongfeng Guo, Wei Xu, Hongtao Liu, Dongxi Li, Liang Wang

School of Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	522-527
Number of pages	6
Journal	Communications in Nonlinear Science and Numerical Simulation
Volume	16
Issue number	1
DOIs	https://doi.org/10.1016/j.cnsns.2010.04.013
State	Published - Jan 2011

Keywords

Fokker-Planck equation
Information entropy
Quasimonochromatic noise

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10.1016/j.cnsns.2010.04.013

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abstract = "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.",

keywords = "Fokker-Planck equation, Information entropy, Quasimonochromatic noise",

author = "Yongfeng Guo and Wei Xu and Hongtao Liu and Dongxi Li and Liang Wang",

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AU - Guo, Yongfeng

AU - Xu, Wei

AU - Liu, Hongtao

AU - Li, Dongxi

AU - Wang, Liang

PY - 2011/1

Y1 - 2011/1

N2 - 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.

AB - 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.

KW - Fokker-Planck equation

KW - Information entropy

KW - Quasimonochromatic noise

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EP - 527

JO - Communications in Nonlinear Science and Numerical Simulation

JF - Communications in Nonlinear Science and Numerical Simulation

IS - 1

ER -

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

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Keywords

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