The numerical solution of the Fokker-Planck-Kolmogorov (FPK) equation for computing the transition joint probability density function of the response state vector of a random dynamic system is addressed with reference to the finite element method (FE). A computer code for a Bubnov-Galerkin FE procedure is implemented. The code uses quadratic and cubic splines to interpolate the nodal values. The weighting functions may be different from the shape functions. The validity of the method is proved by comparison with some exact solutions.
Finite element solution of the Fokker-Planck equation
FLORIS, CLAUDIO;
1999-01-01
Abstract
The numerical solution of the Fokker-Planck-Kolmogorov (FPK) equation for computing the transition joint probability density function of the response state vector of a random dynamic system is addressed with reference to the finite element method (FE). A computer code for a Bubnov-Galerkin FE procedure is implemented. The code uses quadratic and cubic splines to interpolate the nodal values. The weighting functions may be different from the shape functions. The validity of the method is proved by comparison with some exact solutions.File in questo prodotto:
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