Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System

Monoj Kumar Sen, Alendu Baura and Bidhan Chandra Bag

International Journal of Stochastic Analysis, 2011, vol. 2011, 1-25

Abstract:

We have studied dynamics of both internal and external noises-driven dynamical system in terms of information entropy at both nonstationary and stationary states. Here a unified description of entropy flux and entropy production is considered. Based on the Fokker-Planck description of stochastic processes and the entropy balance equation we have calculated time dependence of the information entropy production and entropy flux in presence and absence of nonequilibrium constraint (NEC). In the presence of NEC we have observed extremum behavior in the variation of entropy production as function of damping strength, noise correlation, and non-Gaussian parameter (which determine the deviation of external noise behavior from Gaussian characteristic), respectively. Thus the properties of noise process are important for entropy production.

Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:721352

DOI: 10.1155/2011/721352

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