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Time evolution of information entropy for a stochastic system with double singularities driven by quasimonochromatic noise
Authors:Guo Yong-Feng and Tan Jian-Guo
Institution:School of Science, Tianjin Polytechnic University, Tianjin 300387, China
Abstract:This paper deals with the time evolution of information entropy for a stochastic system with double singularities driven by quasimonochromatic noise.The dimension of the Fokker-Planck equation is reduced by the linear transformation. The exact expression of the time dependence of information entropy is obtained based on the definition of Shannon’s information entropy.The relationships between the properties of dissipative parameters,system singularity strength parameter,quasimonochromatic noise,and their effects on information entropy are discussed.
Keywords:information entropy  quasimonochromatic noise  Fokker-Planck equation  stochastic sys-tem with double singularities
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