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

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 ine...

Full description

Saved in:
Bibliographic Details
Published inChinese physics B Vol. 19; no. 3; pp. 233 - 238
Main Author 郭培荣 徐伟 刘迪
Format Journal Article
LanguageEnglish
Published IOP Publishing 01.03.2010
Subjects
Derivatives
Dynamical systems
Entropy
Mathematical analysis
Noise
Singularities
Stochasticity
Upper bounds
信息熵
噪声驱动
奇异动力系统
相关时间
非高斯
Online AccessGet full text
ISSN1674-1056
2058-3834
DOI10.1088/1674-1056/19/3/030520

Cover

More Information
Summary: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.
Bibliography:O175.1
TN911.4
non-Gaussian noise, stochastic dynamical system with double singularities, informationentropy, upper bound for the time derivative of entropy
11-5639/O4
ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ObjectType-Article-2
ObjectType-Feature-1
ISSN:1674-1056
2058-3834
DOI:10.1088/1674-1056/19/3/030520