Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise

doi:10.1088/1674-1056/19/3/030520

Abstract A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker--Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon's information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.

Keywords: non-Gaussian noise stochastic dynamical system with double singularities information entropy upper bound for the time derivative of entropy

Received: 15 July 2009
Revised: 07 August 2009
Accepted manuscript online:

PACS:	05.70.Ce	(Thermodynamic functions and equations of state)
	05.40.Ca	(Noise)
	05.70.Ln	(Nonequilibrium and irreversible thermodynamics)
	05.10.Gg	(Stochastic analysis methods)

Fund: Project supported by the National Natural Science Foundation of China (Grant No.~10872165).

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Guo Pei-Rong(郭培荣), Xu Wei(徐伟), and Liu Di(刘迪) Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise 2010 Chin. Phys. B 19 030520

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Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise

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