| Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise |
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| 作者姓名： | 郭培荣 徐伟 刘迪 |
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| 作者单位： | Department of Applied Mathematics, Northwestern Polytechnical
University, Xi'an 710129, China;Department of Applied Mathematics, Northwestern Polytechnical
University, Xi'an 710129, China;Department of Applied Mathematics, Northwestern Polytechnical
University, Xi'an 710129, China |
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| 基金项目： | Project supported by the National
Natural Science Foundation of China (Grant No.~10872165). |
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| 摘 要： | 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.
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| 关 键 词： | non-Gaussian noise stochastic dynamical system with double singularities information entropy upper bound for the time derivative of entropy |
| 收稿时间： | 2009-07-15 |
| 修稿时间： | 8/7/2009 12:00:00 AM |
Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise |
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| Guo Pei-Rong,Xu Wei and Liu Di.Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise[J].Chinese Physics B,2010,19(3):30520-030520. |
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| Authors: | Guo Pei-Rong Xu Wei and Liu Di |
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| Affiliation: | Department of Applied Mathematics, Northwestern Polytechnical
University, Xi'an 710129, China |
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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. |
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| Keywords: | non-Gaussian noise stochastic dynamical system with
double singularities information entropy upper bound for the time
derivative of entropy |
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