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Finite element method analysis of Fokker-Plank equation in stationary and evolutionary versions
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SYSNO ASEP 0428793 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title Finite element method analysis of Fokker-Plank equation in stationary and evolutionary versions Author(s) Náprstek, Jiří (UTAM-F) RID, ORCID, SAI
Král, Radomil (UTAM-F) RID, SAINumber of authors 2 Source Title Advances in Engineering Software. - : Elsevier - ISSN 0965-9978
Roč. 72, June (2014), s. 28-38Number of pages 11 s. Publication form Print - P Language eng - English Country GB - United Kingdom Keywords Fokker-Planck equation ; numerical solution ; transition effects ; stochastic mechanics ; probability density function ; non-linear dynamic systems Subject RIV JM - Building Engineering R&D Projects GA103/09/0094 GA ČR - Czech Science Foundation (CSF) IAA200710902 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) Institutional support UTAM-F - RVO:68378297 UT WOS 000335707200005 EID SCOPUS 84899048137 DOI https://doi.org/10.1016/j.advengsoft.2013.06.016 Annotation 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. Workplace Institute of Theoretical and Applied Mechanics Contact Kulawiecová Kateřina, kulawiecova@itam.cas.cz, Tel.: 225 443 285 Year of Publishing 2015 Electronic address https://doi.org/10.1016/j.advengsoft.2013.06.016
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