Time dependence of entropy flux and entropy production for a dynamical system driven by noises with coloured cross-correlation

This paper shows the Fokker--Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker--Planck equation and the definition of Shannon's information entropy, the time dependence of entropy flux and entropy production can be calculated. The present results can be used to explain the extremal behaviour of time dependence of entropy flux and entropy production in view of the dissipative parameter γ of the system, coloured cross-correlation time \tau and coloured cross-correlation strength \la.