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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Graham, R. Solution of Fokker Planck equations with and without manifest detailed balance. Z. Physik B - Condensed Matter 40, 149–155 (1980). https://doi.org/10.1007/BF01295084
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DOI: https://doi.org/10.1007/BF01295084