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Upper bound of time derivative of information entropy in non-Markovian stochastic process

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Abstract

Based on the Fokker-Planck description of non-Markovian stochastic process in higher dimension and the Schwartz inequality principle, we have calculated upper bound of rate of entropy change for the thermodynamically closed systems. The interplay of frictional memory kernel and noise-correlation time reveals extremal nature of the upper bound.

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Authors and Affiliations

  1. Department of Chemistry, Visva-Bharati, 731 235, Santiniketan, India

    Pradip Majee & Bidhan Chandra Bag

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  1. Pradip Majee
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  2. Bidhan Chandra Bag
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Correspondence to Bidhan Chandra Bag.

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Majee, P., Bag, B.C. Upper bound of time derivative of information entropy in non-Markovian stochastic process. Czech J Phys 54, 389–396 (2004). https://doi.org/10.1023/B:CJOP.0000020578.20658.e4

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  • DOI: https://doi.org/10.1023/B:CJOP.0000020578.20658.e4

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