Effect of time delay on the upper bound of the time derivative of information entropy in a stochastic dynamical system  

作　　者：张敏敏 王参军 梅冬成 

机构地区：[1]Department of Physics,Yunnan University [2]Nonlinear Research Institute,Baoji University of Arts and Sciences

出　　处：《Chinese Physics B》2011年第11期122-126,共5页中国物理B（英文版）

基　　金：supported by the National Natural Science Foundation of China(Grant No.10865006);the Science Foundation of Yunnan University,China(Grant No.2009A01z);the Natural Science Foundation of Shaanxi Province,China(Grant No.2010JQ1014);the Science Foundation of Baoji University of Science and Arts of China(Grant No.ZK0954)

摘　　要：The effects of the time delay on the upper bound of the time derivative of information entropy are investigated in a time-delayed dynamical system driven by correlated noise. Using the Markov approximation of the stochastic delay differential equations and the Schwartz inequality principle, we obtain an analytical expression for the upper bound UB（t） of the time derivative of the information entropy. The results show that there is a critical value of T （delay time）, and UB（t） presents opposite behaviours on difference sides of the critical value. For the case of the weak additive noise, T can induce a reentrance transition. Delay time T also causes a reversal behaviour in UB（t）-λplot, where λ denotes the degree of the correlation between the two noises.The effects of the time delay on the upper bound of the time derivative of information entropy are investigated in a time-delayed dynamical system driven by correlated noise. Using the Markov approximation of the stochastic delay differential equations and the Schwartz inequality principle, we obtain an analytical expression for the upper bound UB（t） of the time derivative of the information entropy. The results show that there is a critical value of T （delay time）, and UB（t） presents opposite behaviours on difference sides of the critical value. For the case of the weak additive noise, T can induce a reentrance transition. Delay time T also causes a reversal behaviour in UB（t）-λplot, where λ denotes the degree of the correlation between the two noises.

关 键 词：information entropy upper bound time delay noise 

分 类 号：O236[理学—运筹学与控制论]