Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2019, Vol. 36 ›› Issue (3): 275-284.doi: 10.3969/j.issn.1005-3085.2019.03.004

Previous Articles     Next Articles

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).

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

CLC Number: