在线咨询
中国工业与应用数学学会会刊
主管:中华人民共和国教育部
主办:西安交通大学
ISSN 1005-3085  CN 61-1269/O1

工程数学学报 ›› 2019, Vol. 36 ›› Issue (3): 275-284.doi: 10.3969/j.issn.1005-3085.2019.03.004

• • 上一篇    下一篇

非高斯噪声和正弦周期力激励的阻尼谐振子系统的信息熵

郭永峰,   魏   芳,   袭   蓓,   谭建国   

  1. 天津工业大学数学科学学院,天津  300387
  • 收稿日期:2017-05-08 接受日期:2018-03-13 出版日期:2019-06-15 发布日期:2019-08-15
  • 基金资助:
    国家自然科学基金(11672207; 11501410);天津市自然科学基金(17JCYBJC15700). 

Information Entropy for a Damped Harmonic Oscillator with Non-Gaussian Noise and External Periodic Force

GUO Yong-feng,   WEI Fang,   XI Bei,   TAN Jian-guo   

  1. School of Mathematical Sciences, Tianjin Polytechnic University, Tianjin 300387
  • Received:2017-05-08 Accepted:2018-03-13 Online:2019-06-15 Published:2019-08-15
  • Supported by:
    The National Natural Science Foundation of China (11672207; 11501410); the Natural Science Foundation of Tianjin Municipality (17JCYBJC15700).

摘要: 阻尼谐振子广泛应用于固体理论、量子场论、量子力学和量子光学等不同的研究领域.信息熵在研究随机系统的动力学特性方面扮演着非常重要的角色.本文对非高斯噪声和正弦周期力激励的阻尼谐振子系统的信息熵变化率进行研究.首先通过路径积分近似,把非高斯噪声近似转化为高斯色噪声,得到了系统的Fokker-Planck方程,然后利用线性变换的方法简化了系统的Fokker-Planck方程,并结合Shannon信息熵的定义和Schwartz不等式原理得出了阻尼谐振子系统的信息熵变化率上界的表达式,最后分析了非高斯噪声和系统各参数对熵变化率上界的影响.

关键词: 非高斯噪声, 阻尼谐振子, 信息熵, Fokker-Planck方程

Abstract: Damped harmonic oscillators have attracted noticeable attention due to their wide application in solid theory, quantum field theory, quantum mechanics and quantum optics, etc. Information entropy plays an important role in the study of the properties of stochastic dynamical systems. In this paper, we discuss the effects of non-Gaussian noise and external periodic force on the upper bound of the time derivative of information entropy for a damped harmonic oscillator. We transform the non-Gaussian noise into Gaussian noise by using the path integral approximation. The dimension of the Fokker-Planck equation is reduced through the linear transformation. Based on the definition of Shannon's information entropy and Schwartz inequality principle, we obtain the upper bound of the time derivative of information entropy of this system. Finally, we analyz the influence of non-Gaussian noise and system parameters on the upper bound of the time derivative of information entropy.

Key words: non-Gaussian noise, damping harmonic oscillator, information entropy, Fokker-Planck equation

中图分类号: