Brownian motion in periodic potentials; nonlinear response to an external force

The Brownian motion of particles in a periodic potential in response to a constant external force is investigated. By expanding the distribution function into Hermite-functions and into a Fourier-series, the Fokker-Planck-equation is transformed into a set of coupled equations for the expansion coefficients. These equations are solved by a continued fraction method for matrices. This continued fraction for the matrices converges for large, intermediate and even for very small damping constants. The mobility, the kinetic and potential energy for various damping constants and external forces are given for a cos-potential. The current-voltagecharacteristic of the Josephson tunneling junction is also shown.