Finite element method analysis of Fokker-Plank equation in stationary and evolutionary versions

0428793 - ÚTAM 2015 RIV GB eng J - Článek v odborném periodiku
Náprstek, Jiří - Král, Radomil
Finite element method analysis of Fokker-Plank equation in stationary and evolutionary versions.
Advances in Engineering Software. Roč. 72, June (2014), s. 28-38. ISSN 0965-9978. E-ISSN 1873-5339
Grant CEP: GA ČR(CZ) GA103/09/0094; GA AV ČR(CZ) IAA200710902
Institucionální podpora: RVO:68378297
Klíčová slova: Fokker-Planck equation * numerical solution * transition effects * stochastic mechanics * probability density function * non-linear dynamic systems
Kód oboru RIV: JM - Inženýrské stavitelství
Impakt faktor: 1.402, rok: 2014
http://www.sciencedirect.com/science/article/pii/S0965997813001142

The problems that often arise in stochastic dynamics can be investigated using the Fokker–Planck (FP) equation. The response of a such systems being subjected to additive and/or multiplicative random noise is represented by probability density function (PDF) that gives the full information about a response random character. 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 (Duffing and Van Der Pol type) systems under additive and multiplicative random excitations are discussed using FEM as a solution tool of the FP equation. The resulting PDFs are analyzed and if the analytic results exist mutually compared.
Trvalý link: http://hdl.handle.net/11104/0234147