1. Numerical solution of modified Fokker-Planck equation with Poissonian input
- Creator:
- Náprstek, Jiří and Král, Radomil
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- Fokker-Planck equation, Poissonian excitation, numerical solution, and transition effects
- Language:
- English
- Description:
- The paper makes a sketch of an SDOF system response analysis subjected to a random excitation having a form of the additive Poisson driven independent random impulses. A special generalised Fokker-Planck equation having a form of an integro-differential equation is presented together with boundary and initial conditions. Later the Galerkin-Petrov process as a method of a numerical solution of the respective evolutionary integro-differential equation for the probability density function (PDF) is presented in general. Various analytic and semi-analytic solution methods have been developed for various systems to obtain results requested. However numerical approaches offer a powerful altemative. In particular the Finite Element Method (FEM) seems to be very effective. Shape and weighting functions for purposes of a numerical solution procedure are carred out and corresponding ordinary differential system for PDF values in nodes is deduced. As a demonstration particular SDOF systems are investigated. Resulting PDFs are analysed and mutually compared. and Obsahuje seznam literatury
- Rights:
- http://creativecommons.org/licenses/by-nc-sa/4.0/ and policy:public