Approximation closure method of FPK equations

Haiwu Rong, Xiangdong Wang, Guang Meng, Wei Xu, Tong Fang

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

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 languageEnglish
Pages (from-to)919-925
Number of pages7
JournalJournal of Sound and Vibration
Volume266
Issue number4
DOIs
StatePublished - 25 Sep 2003

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