Upper bound for time derivative of information entropy in dynamical system driven by colored cross-correlated colored noises

作者：Guo Y^*; Xu W; Li D

来源：Chinese Journal of Applied Mechanics, 2009, 26(2): 264-267.

• Colored cross-correlated
• Fokker-Planck equation
• Information entropy
• Upper bound for the rate of entropy change

The Upper bound for the time derivative of information entropy in a dynamical system driven by colored cross-correlated colored noises was investigated. The Fokker-Planck equation was obtained by the unified colored noise approximation. The upper bound for the rate of entropy change was calculated explicitly following the definition of Shannon information entropy and the Schwartz inequality principle. The interplay of the colored cross-correlated additive and multiplicative colored noises and dissipative parameter on the upper bound for the rate of entropy change were discussed.

• 出版日期2009
• 单位西北工业大学