色关联色噪声驱动的动力系统的熵变化率上界

Upper Bound for Time Derivative of Information Entropy in Dynamical System Driven by Colored Cross-Correlated Colored Noises

研究一种由色关联乘性和加性色噪声驱动的随机耗散动力学系统随时间演化的熵变化率上界。通过统一色噪声近似方法给出了该系统的近似Fokker-Planck方程。结合Shannon信息熵的定义及Schwartz不等式原理得到了该系统经近似后熵变化率上界随时间演化的精确表达式。分析了色关联乘性和加性色噪声及耗散参数对熵变化率上界的显著影响。

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.