摘要
This paper shows the Fokker-Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker-Planck equation and the definition of Shannon＇s information entropy, the time dependence of entropy flux and entropy production can be calculated. The present results can be used to explain the extremal behaviour of time dependence of entropy flux and entropy production in view of the dissipative parameter γ of the system, coloured cross-correlation time τ and coloured cross-correlation strength λ.
This paper shows the Fokker-Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker-Planck equation and the definition of Shannon＇s information entropy, the time dependence of entropy flux and entropy production can be calculated. The present results can be used to explain the extremal behaviour of time dependence of entropy flux and entropy production in view of the dissipative parameter γ of the system, coloured cross-correlation time τ and coloured cross-correlation strength λ.
基金
Project supported by the National Natural Science Foundation of China （Grant No 10472091 and 10332030） and Natural Science Foundation of Shaanxi Province, China （Grant No 2003A03）. The author gratefully acknowledges the support of Youth for NPU Teachers Scientific and Technological Innovation Foundation.
