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

中国物理B ›› 2010, Vol. 19 ›› Issue (3): 30520-030520.doi: 10.1088/1674-1056/19/3/030520

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

郭培荣, 徐伟, 刘迪

Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an 710129, China

收稿日期:2009-07-15 修回日期:2009-08-07 出版日期:2010-03-15 发布日期:2010-03-15
基金资助:
Project supported by the National Natural Science Foundation of China (Grant No.~10872165).

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

Guo Pei-Rong(郭培荣)^†, Xu Wei(徐伟), and Liu Di(刘迪)

Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an 710129, China

Received:2009-07-15 Revised:2009-08-07 Online:2010-03-15 Published:2010-03-15
Supported by:
Project supported by the National Natural Science Foundation of China (Grant No.~10872165).

摘要/Abstract

摘要： 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.

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.

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

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

05.70.Ce

05.40.Ca (Noise) 05.70.Ln (Nonequilibrium and irreversible thermodynamics) 05.10.Gg (Stochastic analysis methods)

郭培荣, 徐伟, 刘迪. Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise[J]. 中国物理B, 2010, 19(3): 30520-030520.

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[J]. Chin. Phys. B, 2010, 19(3): 30520-030520.

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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

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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