Answer: Pentas are fairly drought tollerant once well established. New transplants need regular watering for a couple of months at least. Even established plants do best with a weekly soaking, especially in a hot, western exposure.
Other than a lack of water you might try digging up a plant in its last stages of life and checking for brown, decaying roots. Such fungi can be a problem on pentas in the deep south. If you can, give us some additional descriptions as to what their symptoms are as they decline (e.g. entire shoots turning brown, leaf spots, leaves curl, yellowing of foliage, etc.) and how long they have been planted, it will help us pinpoint the likely cause. (Please submit another question via the web site, repeating all relevant info.)
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