System Entropy Measurement of Stochastic Partial Differential Systems

System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dyna...

Full description

Bibliographic Details
Main Authors: Bor-Sen Chen, Chao-Yi Hsieh, Shih-Ju Ho
Format: Article
Language:English
Published: MDPI AG 2016-03-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/18/3/99
_version_ 1798034963473367040
author Bor-Sen Chen
Chao-Yi Hsieh
Shih-Ju Ho
author_facet Bor-Sen Chen
Chao-Yi Hsieh
Shih-Ju Ho
author_sort Bor-Sen Chen
collection DOAJ
description System entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dynamic equations in the spatio-temporal domain. No efficient method currently exists that can calculate the system entropy of stochastic partial differential systems (SPDSs) in consideration of the effects of intrinsic random fluctuation and compartment diffusion. In this study, a novel indirect measurement method is proposed for calculating of system entropy of SPDSs using a Hamilton–Jacobi integral inequality (HJII)-constrained optimization method. In other words, we solve a nonlinear HJII-constrained optimization problem for measuring the system entropy of nonlinear stochastic partial differential systems (NSPDSs). To simplify the system entropy measurement of NSPDSs, the global linearization technique and finite difference scheme were employed to approximate the nonlinear stochastic spatial state space system. This allows the nonlinear HJII-constrained optimization problem for the system entropy measurement to be transformed to an equivalent linear matrix inequalities (LMIs)-constrained optimization problem, which can be easily solved using the MATLAB LMI-toolbox (MATLAB R2014a, version 8.3). Finally, several examples are presented to illustrate the system entropy measurement of SPDSs.
first_indexed 2024-04-11T20:51:39Z
format Article
id doaj.art-17e0325673e348808b15da2233d72f16
institution Directory Open Access Journal
issn 1099-4300
language English
last_indexed 2024-04-11T20:51:39Z
publishDate 2016-03-01
publisher MDPI AG
record_format Article
series Entropy
spelling doaj.art-17e0325673e348808b15da2233d72f162022-12-22T04:03:49ZengMDPI AGEntropy1099-43002016-03-011839910.3390/e18030099e18030099System Entropy Measurement of Stochastic Partial Differential SystemsBor-Sen Chen0Chao-Yi Hsieh1Shih-Ju Ho2Lab of Control and Systems Biology, National Tsing Hua University, Hsinchu 30013, TaiwanLab of Control and Systems Biology, National Tsing Hua University, Hsinchu 30013, TaiwanLab of Control and Systems Biology, National Tsing Hua University, Hsinchu 30013, TaiwanSystem entropy describes the dispersal of a system’s energy and is an indication of the disorder of a physical system. Several system entropy measurement methods have been developed for dynamic systems. However, most real physical systems are always modeled using stochastic partial differential dynamic equations in the spatio-temporal domain. No efficient method currently exists that can calculate the system entropy of stochastic partial differential systems (SPDSs) in consideration of the effects of intrinsic random fluctuation and compartment diffusion. In this study, a novel indirect measurement method is proposed for calculating of system entropy of SPDSs using a Hamilton–Jacobi integral inequality (HJII)-constrained optimization method. In other words, we solve a nonlinear HJII-constrained optimization problem for measuring the system entropy of nonlinear stochastic partial differential systems (NSPDSs). To simplify the system entropy measurement of NSPDSs, the global linearization technique and finite difference scheme were employed to approximate the nonlinear stochastic spatial state space system. This allows the nonlinear HJII-constrained optimization problem for the system entropy measurement to be transformed to an equivalent linear matrix inequalities (LMIs)-constrained optimization problem, which can be easily solved using the MATLAB LMI-toolbox (MATLAB R2014a, version 8.3). Finally, several examples are presented to illustrate the system entropy measurement of SPDSs.http://www.mdpi.com/1099-4300/18/3/99entropy maximization principleHamilton–Jacobi integral inequality (HJII)linear matrix inequalities (LMIs)stochastic partial differential system (SPDS)system entropy
spellingShingle Bor-Sen Chen
Chao-Yi Hsieh
Shih-Ju Ho
System Entropy Measurement of Stochastic Partial Differential Systems
Entropy
entropy maximization principle
Hamilton–Jacobi integral inequality (HJII)
linear matrix inequalities (LMIs)
stochastic partial differential system (SPDS)
system entropy
title System Entropy Measurement of Stochastic Partial Differential Systems
title_full System Entropy Measurement of Stochastic Partial Differential Systems
title_fullStr System Entropy Measurement of Stochastic Partial Differential Systems
title_full_unstemmed System Entropy Measurement of Stochastic Partial Differential Systems
title_short System Entropy Measurement of Stochastic Partial Differential Systems
title_sort system entropy measurement of stochastic partial differential systems
topic entropy maximization principle
Hamilton–Jacobi integral inequality (HJII)
linear matrix inequalities (LMIs)
stochastic partial differential system (SPDS)
system entropy
url http://www.mdpi.com/1099-4300/18/3/99
work_keys_str_mv AT borsenchen systementropymeasurementofstochasticpartialdifferentialsystems
AT chaoyihsieh systementropymeasurementofstochasticpartialdifferentialsystems
AT shihjuho systementropymeasurementofstochasticpartialdifferentialsystems