搜索

x
中国物理学会期刊

色噪声驱动的双奇异随机系统随时间演化的熵变化率上界

CSTR: 32037.14.aps.56.5613

Upper bound of the rate of entropy change of a stochastic system with double singularities driven by colored noise

CSTR: 32037.14.aps.56.5613
PDF
导出引用
  • 通过变换的方法讨论了一类高斯色噪声驱动的双奇异随机系统所对应的Fokker-Planck方程, 并结合Shannon信息熵的定义及Schwartz不等式原理给出了经变换后该系统随时间演化的熵变化率上界的精确表达式. 分析了奇异性强度参数、噪声相关时间与耗散参数对熵变化率上界的显著影响.

     

    Based on the method of transformation, this paper studies the Fokker-Planck equation of a stochastic system with double singularities driven by aussian colored noise. According to the definition of Shannon's information entropy and the Schwartz inequality principle, the explicit time dependence of the upper bound of the rate of entropy change is obtained for the first time. The relationship between the properties of double singularities, noise correlation time and dissipative parameter and their effect on the upper bound of the rate of entropy change are discussed.

     

    目录

    /

    返回文章
    返回