Open AccessUpper bound of the rate of entropy change of a stochastic system with double singularities driven by colored noise
Author(s) -
Yukun Guo,
Xu Wei,
Dongxi Li
Publication year - 2007
Publication title -
wuli xuebao
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.199
H-Index - 47
ISSN - 1000-3290
DOI - 10.7498/aps.56.5613
Subject(s) - gravitational singularity , upper and lower bounds , dissipative system , colors of noise , colored , entropy (arrow of time) , statistical physics , physics , mathematical analysis , mathematics , quantum mechanics , white noise , statistics , law , political science
Based on the method of transformation, this paper studies the Fokker-Planck equation of a stochastic system with double singularities driven by aussian colored noise. According to the definition of Shannon's information entropy and the Schwartz inequality principle, the explicit time dependence of the upper bound of the rate of entropy change is obtained for the first time. The relationship between the properties of double singularities, noise correlation time and dissipative parameter and their effect on the upper bound of the rate of entropy change are discussed.