Upper bound of the rate of entropy change of a stochastic system with double singularities driven by colored noise

Yong Feng Guo, Wei Xu, Dong Xi Li

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

Based on the method of transformation, this paper studies the Fokker-Planck equation of a stochastic system with double singularities driven by Gaussian colored noise. According to the definition of Shannon's information entropy and the Schwartz inequality principle, the explicit time dependence of the upper bound of the rate of entropy change is obtained for the first time. The relationship between the properties of double singularities, noise correlation time and dissipative parameter and their effect on the upper bound of the rate of entropy change are discussed.

Original languageEnglish
Pages (from-to)5613-5617
Number of pages5
JournalWuli Xuebao/Acta Physica Sinica
Volume56
Issue number10
DOIs
StatePublished - Oct 2007

Keywords

  • Gaussian colored noise
  • Information entropy
  • Stochastic system with double singularities
  • Upper bound of the rate of entropy change

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