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 language | English |
|---|---|
| Pages (from-to) | 1766-1769 |
| Number of pages | 4 |
| Journal | Chinese Physics |
| Volume | 14 |
| Issue number | 9 |
| DOIs | |
| Publication status | Published - 1 Sept 2005 |
| Externally published | Yes |
Keywords
- Coloured cross-correlation
- Fokker-Planck equation
- Information entropy
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Xie, W. X., Xu, W., Cai, L., & Jin, Y. F. (2005). Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises. Chinese Physics, 14(9), 1766-1769. https://doi.org/10.1088/1009-1963/14/9/013