Numerical solution of modified Fokker-Planck equation with Poissonian input

Title:

Numerical solution of modified Fokker-Planck equation with Poissonian input

Creator:

Náprstek, Jiří and Král, Radomil

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:be7c399b-ebe5-427b-9c27-792558349284
uuid:be7c399b-ebe5-427b-9c27-792558349284

Subject:

Fokker-Planck equation, Poissonian excitation, numerical solution, and transition effects

Type:

model:article and TEXT

Format:

bez média and svazek

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

Language:

English

Rights:

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

Coverage:

251-268

Source:

Engineering mechanics: international journal for theoretical and applied mechanics | 2010 Volume:17 | Number:3-4

Harvested from:

CDK

Metadata only:

false