Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

Abstract

It is shown how the cross-correlation time and strength of coloured cross-correlated white noises can set an upper bound for the time derivative of entropy in a nonequilibrium system. The value of upper bound can be calculated directly based on the Schwartz inequality principle and the Fokker–Planck equation of the dynamical system driven by coloured cross-correlated white noises. The present calculations can be used to interpret the interplay of the dissipative constant and cross-correlation time and strength of coloured cross-correlated white noises on the upper bound.