Some instances of the Fokker-Planck equation numerical analysis for systems with Gaussian noises

Title:

Some instances of the Fokker-Planck equation numerical analysis for systems with Gaussian noises

Creator:

Náprstek, Jiří and Král, Radomil

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:13cfb8f5-4717-4171-b8d4-1b41fc525785
uuid:13cfb8f5-4717-4171-b8d4-1b41fc525785

Subject:

Fokker-Planck equation, numerical solution, and transition effects

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

The Fokker-Planck (FP) equation is frequently used when the response of the dynamic system subjected to additive and/or multiplicative ramdom noises is investiagted. It provides the probability density function (PDF) representing the key information for further study of the dynamic system. Various analytic and semi-analytic solution methods have been developed for various systems to obtain results requested. However numerical approaches offer a powerful alternative. In particular the Finite Element Method (FEM) seems to be very effective. A couple of single dynamic linear/non-linear systems under additive and multiplicative random excitations are discussed using FEM as a solution tool of the FP equation. and Obsahuje seznam literatury

Language:

English

Rights:

http://creativecommons.org/licenses/by-nc-sa/4.0/
policy:public

Coverage:

419-434

Source:

Engineering mechanics: international journal for theoretical and applied mechanics | 2008 Volume:15 | Number:6

Harvested from:

CDK

Metadata only:

false