Dell U2410 Audio Out not working

I have a Dell U2410 monitor and connected  Dell Venue11 Pro (with docking station, Windows 8.1 64)) by HDMI. I tried to connect a speaker system to the Audio Out Jack of the monitor to play any sounds (sysmtem sounds, music, etc.) but it seems there is no audio output at all. I connected a sound bar (AX510PA) as well as other speaker or headphone devices, but cannot get any sound out. The sound seems to be transferred, as the U2410 shows up in the list of sound devices, and the signal bar shows that there is a sound signal, but still cannot get any speaker to generate sound. Is there anything I need to do on the settings or how can I solve the problem?