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Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise
Authors:Guo Pei-Rong  Xu Wei  Liu Di
Affiliation:Department of Applied Mathematics, Northwestern Polytechnical University, Xi'an 710129, China
Abstract:A stochastic dynamical system with double singularitiesdriven by non-Gaussian noise is investigated. The Fokker--Plankequation of the system is obtained through the path-integralapproach and the method of transformation. Based on the definitionof Shannon's information entropy and the Schwartz inequalityprinciple, the upper bound for the time derivative of entropy iscalculated both in the absence and in the presence ofnon-equilibrium constraint. The present calculations can be used tointerpret the effects of the system dissipative parameter, thesystem singularity strength parameter, the noise correlation timeand the noise deviation parameter on the upper bound.
Keywords:non-Gaussian noise   stochastic dynamical system withdouble singularities   information entropy   upper bound for the timederivative of entropy
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