Role of colored cross-correlation in additive and multiplicative white noises on upper bound of time derivative of information entropy

Abstract

In this paper we have studied upper bound of time derivative of information entropy for colored cross-correlated noise driven open systems. The upper bound is calculated based on the Fokker-Planck equation and the Schwartz inequality principle. Our results consider the effect of the noise correlation strength and correlation time due to the correlation between additive and multiplicative white noises on the upper bound as well as relaxation time. The interplay of deterministic and random forces reveals extremal nature of the upper bound and its deviation from the time derivative of information entropy.