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.
Computational Stochastic Mechanics - CSM 3
9058090396
Stochastic dynamics; Fokker-Planck equation; numerical solution; finite element method
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/666941
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact