Abstract
An approximation closure method for Fokker-Planck-Kolmogorov (FPK) equations was presented. The approximate probability density function (PDF) was assumed to be an exponential function of a polynomial in the state variables. Numerical calculations showed that the new arithmetic was suitable for strongly non-linear systems, and could even produce exact solutions of the FPK equations in some cases.
Original language | English |
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Pages (from-to) | 919-925 |
Number of pages | 7 |
Journal | Journal of Sound and Vibration |
Volume | 266 |
Issue number | 4 |
DOIs | |
State | Published - 25 Sep 2003 |