Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

doi:10.1088/1009-1963/14/9/013

中国物理B ›› 2005, Vol. 14 ›› Issue (9): 1766-1769.doi: 10.1088/1009-1963/14/9/013

Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

谢文贤¹, 徐伟¹, 靳艳飞¹, 蔡力²

(1)Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072, China; (2)DepartmentCollege of Astronautics, Northwestern Polytechnical University, Xi' an 710072, China

收稿日期:2005-03-15 修回日期:2005-04-18 出版日期:2005-09-20 发布日期:2005-09-20
基金资助:
Project supported by the National Natural Science Foundation of China (Grant Nos 10472091 and 10332030), the Natural Science Foundation of Shaanxi Province of China (Grant No 2003A03).

Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

Xie Wen-Xian (谢文贤)^a, Xu Wei (徐伟)^a, Cai Li (蔡力)^b, Jin Yan-Fei (靳艳飞)^a

^a Department of Applied Mathematics, Northwestern Polytechnical University, Xi' an 710072, China; ^b College of Astronautics, Northwestern Polytechnical University, Xi' an 710072, China

Received:2005-03-15 Revised:2005-04-18 Online:2005-09-20 Published:2005-09-20
Supported by:
Project supported by the National Natural Science Foundation of China (Grant Nos 10472091 and 10332030), the Natural Science Foundation of Shaanxi Province of China (Grant No 2003A03).

摘要/Abstract

摘要： It is shown how the cross-correlation time and strength of coloured cross-correlated white noises can set an upper bound for the time derivative of entropy in a nonequilibrium system. The value of upper bound can be calculated directly based on the Schwartz inequality principle and the Fokker--Planck equation of the dynamical system driven by coloured cross-correlated white noises. The present calculations can be used to interpret the interplay of the dissipative constant and cross-correlation time and strength of coloured cross-correlated white noises on the upper bound.

关键词: information entropy, coloured cross-correlation, Fokker--Planck equation

Abstract: It is shown how the cross-correlation time and strength of coloured cross-correlated white noises can set an upper bound for the time derivative of entropy in a nonequilibrium system. The value of upper bound can be calculated directly based on the Schwartz inequality principle and the Fokker--Planck equation of the dynamical system driven by coloured cross-correlated white noises. The present calculations can be used to interpret the interplay of the dissipative constant and cross-correlation time and strength of coloured cross-correlated white noises on the upper bound.

Key words: information entropy, coloured cross-correlation, Fokker--Planck equation

中图分类号: (Thermodynamic functions and equations of state)

05.70.Ce

05.40.Ca (Noise) 05.10.Gg (Stochastic analysis methods)

谢文贤, 徐伟, 蔡力, 靳艳飞. Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises[J]. 中国物理B, 2005, 14(9): 1766-1769.

Xie Wen-Xian (谢文贤), Xu Wei (徐伟), Cai Li (蔡力), Jin Yan-Fei (靳艳飞). Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises[J]. Chinese Physics, 2005, 14(9): 1766-1769.

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Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

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