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

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, SAI}
Number of authors	2
Source Title	Advances in Engineering Software. - : Elsevier - ISSN 0965-9978 Roč. 72, June (2014), s. 28-38
Number 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	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	http://www.sciencedirect.com/science/article/pii/S0965997813001142

Number of the records: 1