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

Wen Xian Xie*, Wei Xu, Li Cai, Yan Fei Jin

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

15 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)1766-1769
Number of pages4
JournalChinese Physics
Volume14
Issue number9
DOIs
Publication statusPublished - 1 Sept 2005
Externally publishedYes

Keywords

  • Coloured cross-correlation
  • Fokker-Planck equation
  • Information entropy

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