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Numerical Solution of the Transient Fokker-Planck Equation: The Movie

by L. A. Bergman, Univ of illinois at Urbana-Champaign, Urbana, United States,
B. F. Spencer, Jr., Univ of illinois at Urbana-Champaign, Urbana, United States,



Document Type: Proceeding Paper

Part of: Probabilistic Mechanics and Structural and Geotechnical Reliability

Abstract:

The finite element method is applied to the solution of the transient Fokker-Planck equation for several nonlinear dynamical systems in R², giving the evolution of the joint probability density function of the response for a given initial distribution. Several of these simulations have been animated, and the resulting videos are the focus of this presentation.

Subject Headings: Finite element method | Probability | Transient response | Nonlinear response | Nonlinear analysis | Stochastic processes | Oscillations

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