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

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

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

Guo Yong-Feng, Xu Wei, Li Dong-Xi, Wang Liang
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  • Abstract views:  3066
  • PDF Downloads:  910
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  • Received Date:  25 June 2009
  • Accepted Date:  28 July 2009
  • Published Online:  15 April 2010

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

  • 1. 西北工业大学应用数学系,西安 710072

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.

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