Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise  

作　　者：郭培荣 徐伟 刘迪 

机构地区：[1]Department of Applied Mathematics,Northwestern Polytechnical University

出　　处：《Chinese Physics B》2010年第3期233-238,共6页中国物理B（英文版）

基　　金：Project supported by the National Natural Science Foundation of China (Grant No. 10872165)

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.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.

关 键 词：non-Gaussian noise stochastic dynamical system with double singularities informationentropy upper bound for the time derivative of entropy 

分 类 号：N93[自然科学总论]