Effects of colored noise and external periodic force on the time derivative of information entropy for a damped harmonic oscillator

作者:

Highlights:

• We studied a damped harmonic oscillator with colored noise and external periodic force.

• One-dimensional non-Markovian process is stochastically equivalent to two-dimensional Markovian process.

• The upper bound for the rate of information entropy change is obtained.

• The effects of system parameter, noise and external periodic force on the upper bound are discussed.

• The present calculation can help us to further understand this system’s dynamical characteristics.

摘要

•We studied a damped harmonic oscillator with colored noise and external periodic force.•One-dimensional non-Markovian process is stochastically equivalent to two-dimensional Markovian process.•The upper bound for the rate of information entropy change is obtained.•The effects of system parameter, noise and external periodic force on the upper bound are discussed.•The present calculation can help us to further understand this system’s dynamical characteristics.

论文关键词:Information entropy,Damped harmonic oscillator,Gaussian colored noise,External periodic force,Fokker–Planck equation

论文评审过程:Available online 18 December 2014.

论文官网地址:https://doi.org/10.1016/j.amc.2014.11.105