What is the difference between mathematical entropy and thermodynamic entropy?

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For thermodynamic entropy, the inequality based on 2nd law is

$$dS \geq \frac{\delta Q}{T_{surr}}$$

However, the entropy inequality for hyperbolic PDE system is

$$\partial_t \eta(U(x,t)) + \partial_x q(U(x,t))\leq 0$$ where $(\eta,q)$ is the entropy-entropy flux pair and entropy here is a convex function on the state variable $U$.

I understand the first inequality but not the second. Even if mathematical entropy is more general than thermodynamic entropy, assuming the the convex function $\eta$ is written to recover the thermodynamic entropy from the state variable $U$, how does the second inequality imply the first inequality?