Entropy flux and entropy production of a stochastic system with double singularities driven by colored noise

Wen Xian Xie, Wei Xu, Li Cai

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

This paper shows the Fokker-Planck(FP) equation of a stochastic system with double singularities driven by Gaussian colored noise. Based on the FP equation and the definition of Shannon's information entropy, the exact time dependence of entropy flux and entropy production of the system is calculated both in the absence and in the presence of non-equilibrium constraint. The relationship between the properties of double singularities, noise correlation time and dissipative parameter and their effects on entropy flux and entropy production are discussed.

Original languageEnglish
Pages (from-to)1639-1643
Number of pages5
JournalWuli Xuebao/Acta Physica Sinica
Volume55
Issue number4
DOIs
StatePublished - Apr 2006

Keywords

  • Entropy flux and entropy production
  • Gaussian colored noise
  • Information entropy
  • Stochastic system with double singularities

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