In:
International Journal of Modern Physics B, World Scientific Pub Co Pte Ltd, Vol. 23, No. 02 ( 2009-01-20), p. 199-207
Abstract:
The upper bound U B (t) of the time derivative of entropy for a dynamical system driven by both additive colored noise and multiplicative colored noise with colored cross-correlation is investigated. Based on the Fokker–Planck equation, the effects of the parameters on U B (t) are analyzed. The results show that: (i) α (the multiplicative noise intensity), D (the additive noise intensity) and τ 2 (the correlation time of the additive noise) always enhance U B (t) monotonically; (ii) λ (the intensity of the cross-correlation between the multiplicative noise and the additive noise), τ 1 (the correlation time of the multiplicative noise), τ 3 (the correlation time of the cross-correlation) and γ (the dissipative constant) all possess a minimum, i.e., U B (t) decreases for small values and increases for large values.
Type of Medium:
Online Resource
ISSN:
0217-9792
,
1793-6578
DOI:
10.1142/S0217979209049784
Language:
English
Publisher:
World Scientific Pub Co Pte Ltd
Publication Date:
2009
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