The Fokker-Planck equation represents a powerful tool for an investigation of probabilistic properties of dynamic systems subjected to random excitation.The paper deals with a possibility to solve this equation using Finite Element Method - FEM. Specific properties of the Fokker Planck operator have been respected and special problem oriented elements have been developed.
The Fokker-Planck equation represents a powerful tool for an investigation of probabilistic properties of dynamic systems subjected to random excitation.The paper deals with a possibility to solve this equation using Finite Element Method - FEM. Specific properties of the Fokker Planck operator have been respected and special problem oriented elements have been developed. (en)
Fokker-Planckova rovnice je význačným nástrojem pro zkoumání pravděpodobnostních vlastností odezvy dynamických soustav podrobených náhodnému buzení. Článek se zabývá možností řešit tuto rovnici pomocí metody konečných prvků. (cs)