International Journal of Stochastic Analysis
Volume 2011 (2011), Article ID 721352, 25 pages
Research Article

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

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

Received 23 December 2010; Revised 8 March 2011; Accepted 29 March 2011

Academic Editor: Manuel O. Cáceres

Copyright © 2011 Monoj Kumar Sen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


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.