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Numerical analysis of the Fokker-Planck equation for systems with multiplicate and additive noises

Result description

In the present study simple conditions are selected to demonstrate that the idea of FEM application for this purpose is realistic. FEM abalities are demonstrated discussing a couple of single degree of freedom systems.

Keywords

Fokker-Planck equationrandom noisesFEM - Finite Element Method

The result's identifiers

Alternative languages

  • Result language

    angličtina

  • Original language name

    Numerical analysis of the Fokker-Planck equation for systems with multiplicate and additive noises

  • Original language description

    In the present study simple conditions are selected to demonstrate that the idea of FEM application for this purpose is realistic. FEM abalities are demonstrated discussing a couple of single degree of freedom systems.

  • Czech name

    Numerická analýza v Fokker-Planckovy rovnice pro soustavy s multiplikativními a aditivními šumy

  • Czech description

    V této studii se demonstruje myšlenka numerického řešení Fokker-Planckovy rovnice pomocí metody konečných prvků. Tato myšlenka se aplikuje na rozbor vlastností některých typických nelineárních soustav s jedním stupněm volnosti.

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    JM - Structural engineering

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2008

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Engineering Mechanics 2008

  • ISBN

    978-80-87012-11-6

  • ISSN

  • e-ISSN

  • Number of pages

    10

  • Pages from-to

    186-195

  • Publisher name

    Institute of Thermomechanics AS CR, v. v. i.

  • Place of publication

    Prague

  • Event location

    Svratka

  • Event date

    May 12, 2008

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article