Abstract
The upper bound UB(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 UB(t) are analyzed. The results show that: (i) α (the multiplicative noise intensity), D (the additive noise intensity) and τ2 (the correlation time of the additive noise) always enhance UB (t) monotonically; (ii) λ (the intensity of the cross-correlation between the multiplicative noise and the additive noise), τ1 (the correlation time of the multiplicative noise), τ3 (the correlation time of the cross-correlation) and γ (the dissipative constant) all possess a minimum, i.e., UB (t) decreases for small values and increases for large values.
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