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Paper VII.2

Implemented Moments Approximation Technique for the Fokker-Planck-Kolmogorov Equation Solution

A. Baratta and O. Corbi

Department of "Scienza delle Costruzioni", University of Naples "Federico II", Naples, Italy

doi:10.4203/ccp.66.7.2

A. Baratta, O. Corbi, "Implemented Moments Approximation Technique for the Fokker-Planck-Kolmogorov Equation Solution", in B.H.V. Topping, (Editor), "Computational Mechanics: Techniques and Developments", Civil-Comp Press, Edinburgh, UK, pp 181-188, 2000. doi:10.4203/ccp.66.7.2

Abstract

By moving from the first approximate procedure developed by the authors in order to deal with dynamic non-linear systems loaded by random forcing actions, a more feasible and reliable alternative entropic closure approach is presented in the paper, able to deal with high order non-linearities and extendible to m.d.o.f. systems. Furthermore, as the effectiveness of the approach is deeply linked to the exact calculation of some multiple integrals interesting the approximate expression of the suitably chosen response probability function, in the paper a procedure is studied able to guarantee high accuracy in the integrals definition and to definitively validate the whole proposed approach.

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Front Page Browse CCP CSETS CTR IJRT Other Authors Search Purchase Guide FAQ Contact us	Civil-Comp Proceedings ISSN 1759-3433 CCP: 66 COMPUTATIONAL MECHANICS: TECHNIQUES AND DEVELOPMENTS Edited by: B.H.V. Topping Paper VII.2 Implemented Moments Approximation Technique for the Fokker-Planck-Kolmogorov Equation Solution A. Baratta and O. Corbi Department of "Scienza delle Costruzioni", University of Naples "Federico II", Naples, Italy doi:10.4203/ccp.66.7.2 purchase the full-text of this paper Full Bibliographic Reference for this paper A. Baratta, O. Corbi, "Implemented Moments Approximation Technique for the Fokker-Planck-Kolmogorov Equation Solution", in B.H.V. Topping, (Editor), "Computational Mechanics: Techniques and Developments", Civil-Comp Press, Edinburgh, UK, pp 181-188, 2000. doi:10.4203/ccp.66.7.2 Abstract By moving from the first approximate procedure developed by the authors in order to deal with dynamic non-linear systems loaded by random forcing actions, a more feasible and reliable alternative entropic closure approach is presented in the paper, able to deal with high order non-linearities and extendible to m.d.o.f. systems. Furthermore, as the effectiveness of the approach is deeply linked to the exact calculation of some multiple integrals interesting the approximate expression of the suitably chosen response probability function, in the paper a procedure is studied able to guarantee high accuracy in the integrals definition and to definitively validate the whole proposed approach. purchase the full-text of this paper (price £20) go to the previous paper go to the next paper return to the table of contents return to the book description purchase this book (price £76 +P&P)
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