Solutions of the Fokker-Planck equation in detailed balance

Abstract

The solutions of the Fokker-Planck equation in detailed balance are investigated. Firstly the necessary and sufficient conditions obtained by Graham and Haken are derived by an alternative method. An equivalent form of these conditions in terms of an operator equation for the Fokker-Planck Liouville operator is given. Next, the transition probability is expanded in terms of an biorthogonal set of eigenfunctions of a certain operatorL. The necessary and sufficient conditions for detailed balance leads to a simple operator equation forL. This operator equation guarantees that on!y half of the biorthogonal set needs to be calculated. Finally the dependence of the eigenvalues on the reversible and irreversible drift coefficient is discussed.