Solution of Fokker Planck equations with and without manifest detailed balance |
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Authors: | R. Graham |
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Affiliation: | 1. Fachbereich Physik, Universit?t Essen-GHS, Postfach 103764, D-4300, Essen 1, Federal Republic of Germany
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Abstract: | Previous work on Fokker Planck equations with manifest detailed balance is generalized to include also the case without manifest detailed balance. The two cases are unified by exhibiting a general time reversal transformation with respect to which any Fokker Planck equation satisfies detailed balance, provided its steady state distribution exists. We also introduce a new method for solving some Fokker Planck equations with nonvanishing steady state drift by analytic continuation of the solution of a hermitian eigenvalue problem. |
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