DISTRIBUTION FUNCTIONS FOR THE BROWNIAN-MOTION OF PARTICLES IN A PERIODIC POTENTIAL DRIVEN BY AN EXTERNAL FORCE

The stationary distribution functions for the Brownian motion of particles driven by an external force are calculated by expanding the velocity part into Hermite functions and the space part into a Fourier series. Insertion into the Fokker-Planck equation leads to a matrix continued fraction for the lowest two coefficients of the Hermite functions. Higher order terms are found by reverse iteration. Results are shown for a cosine potential. The good convergence allows the calculation in the full range of damping constants. For small friction the distribution function is in good agreement with previous results and the maxima are given by the solutions without noise. © 1979 Springer-Verlag.