A projection operator method is presented, which provides the most efficient way for calculating the stationary behavior of nonlinear Brownian motion. A continued-fraction expansion of the Fourier-Laplace transform of the displacement correlation function or the spectral density is used. This method utilizes a successive optimization procedure on the nonlinear terms and includes the method of statistical linearization as the lowest order approximation. A systematic way to calculate the continued fraction numerically up to sufficient order for convergence is developed, which enables us to obtain the spectral density of a system previously uncomputable.
Numerical computations of the spectral density of a nonlinear oscillator with a double-well potential are presented and compared with the results obtained by statistical linearization.