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

Pei Rong Guo, Wei Xu, Di Liu

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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.

Original languageEnglish
Article number030520
JournalChinese Physics B
Volume19
Issue number3
DOIs
StatePublished - 2010

Keywords

  • Information Entropy
  • Non-Gaussian noise
  • Stochastic dynamical system with double singularities
  • Upper bound for the time derivative of entropy

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