Information entropy of a dynamical system driven by quasimonochromatic noise

This paper shows the Fokker–Planck equation of a dynamical system driven by quasimonochromatic noise. Based on the Fokker–Planck equation and the definition of Shannon's information entropy, the exact time dependence of entropy flux and entropy production for the system is calculated. The relationship between the properties of quasimonochromatic noise and dissipative parameter and their effects on entropy flux and entropy production are discussed.