Dynamical entropy for systems with stochastic perturbation
chao-dyn
2009-10-31 v2 混沌动力学
摘要
Dynamics of deterministic systems perturbed by random additive noise is characterized quantitatively. Since for such systems the KS-entropy diverges we analyse the difference between the total entropy of a noisy system and the entropy of the noise itself. We show that this quantity is non negative and in the weak noise limit is conjectured to tend to the KS-entropy of the deterministic system. In particular, we consider one-dimensional systems with noise described by a finite-dimensional kernel, for which the Frobenius-Perron operator can be represented by a finite matrix.
引用
@article{arxiv.chao-dyn/9905041,
title = {Dynamical entropy for systems with stochastic perturbation},
author = {Andrzej Ostruszka and Prot Pakonski and Wojciech Slomczynski and Karol Zyczkowski},
journal= {arXiv preprint arXiv:chao-dyn/9905041},
year = {2009}
}
备注
REVTeX 18 pages, 9 figures Revised section II, some minor improvements and corrections