A class of nonlinear oscillational systems admitting exact solution of the Fokker-Planck-Kolmogorov equation
β Scribed by Yu. A. Mitropol'skii; Nguen Tien Kkhiem
- Book ID
- 112473431
- Publisher
- Springer
- Year
- 1991
- Tongue
- English
- Weight
- 302 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0041-5995
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π SIMILAR VOLUMES
The paper deals with the analysis of stochastic mechanical systems with one degree of freedom and proposes a simple procedure to obtain a representation of the dynamical response. In particular, approximate solution of the FPK equation is obtained for a system subjected to a stochastic force term. T
## Abstract The paper considers the solution of the FokkerβPlanckβKolmogorov equation by the finite element method (FEM). The problem is set in a variational formulation suitable for the FEM. Some theoretical aspects related to applying the method are discussed. Discretization of the problem is car