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

✍ Scribed by Yongfeng Guo; Wei Xu; Hongtao Liu; Dongxi Li; Liang Wang

• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 639 KB
• Volume: 16
• Category: Article
• ISSN: 1007-5704
• DOI: 10.1016/j.cnsns.2010.04.013

✦ Synopsis

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.