Engineering Mechanics

International Conference

Proceedings Vol. 14 (2008)


ENGINEERING MECHANICS 2008

NATIONAL CONFERENCE WITH INTERNATIONAL PARTICIPATION
May 12 – 15, 2008, Svratka, Czech Republic
;
Editors: Vladimír Fuis and Michal Pásek

Copyright © 2008 Institute of Thermomechanics, Academy of Sciences of the Czech Republic, v.v.i., Prague

ISBN 978-80-87012-11-6 (printed)
ISSN 1805-8248 (printed)
ISSN 1805-8256 (electronic)

list of papers scientific commitee

NUMERICAL ANALYSIS OF THE FOKKER-PLANCK EQUATION FOR SYSTEMS WITH MULTIPLICATIVE AND ADDITIVE NOISES
Náprstek J., Král R.
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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Text and facts may be copied and used freely, but credit should be given to these Proceedings.

All papers were reviewed by members of the scientific committee.


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