Existence and construction of dynamical potential in nonequilibrium processes without detailed balance

Abstract

From a logic point of view this is the third in the series to solve the problem of absence of detailed balance. This paper will be denoted as SDS III. The existence of a dynamical potential with both local and global meanings in general nonequilibrium processes has been controversial. Following an earlier explicit construction by one of us (Ao, J. Phys. {\bf A37}, L25 '04, arXiv:0803.4356, referred to as SDS II), in the present paper we show rigorously its existence for a generic class of situations in physical and biological sciences. The local dynamical meaning of this potential function is demonstrated via a special stochastic differential equation and its global steady-state meaning via a novel and explicit form of Fokker-Planck equation, the zero mass limit. We also give a procedure to obtain the special stochastic differential equation for any given Fokker-Planck equation. No detailed balance condition is required in our demonstration. For the first time we obtain here a formula to describe the noise induced shift in drift force comparing to the steady state distribution, a phenomenon extensively observed in numerical studies. The comparison to two well known stochastic integration methods, Ito and Stratonovich, are made ready. Such comparison was made elsewhere (Ao, Phys. Life Rev. {\bf 2} (2005) 117. q-bio/0605020).