Proceedings Vol. 14 (2008)
ENGINEERING MECHANICS 2008
May 12 – 15, 2008, Svratka, Czech Republic
Copyright © 2008 Institute of Thermomechanics, Academy of Sciences of the Czech Republic, v.v.i., Prague
ISSN 1805-8248 (printed)
ISSN 1805-8256 (electronic)
list of papers scientific commitee
pages 166 - +15p., full text
Fokker-Planck (FP) equation is frequently used when the response of the dynamic system subjected to additive and/or multiplicative random noises is investigated. It provides the probability density function (PDF) representing the key information for further study of the dynamic system. 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 Finite Element Method (FEM) seems to be very effective. A couple of single dynamic linear/non-linear systems under additive and multiplicative random excitations are discussed using FEM as a solution tool of the FP equation.
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