有限差分法によるFokker-Planck方程式の数値解析 : 第2報, ヒステリシス系の解析

概要

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The finite difference method is applied to calculate the non-Gaussian probability density function of a single DOF hysteretic system subjected to white noise excitation. The probability density function is governed by linear partial differential equation known as the Fokker Planck equation. In the 1st report, we pointed out that the standard finite difference method is not necessarily suitable for the Fokker Planck equation, and presented the modified 2nd order upwind finite difference method for the drift terms of the Fokker-Planck equation. The modified scheme satisfies fundamental property of probability density, i.e., the solutions are non negative and total probability equals to one. In the present report, the scheme is applied for the transient responses and stationary joint probabib ity densities of a single DOF hysteretic system and compared with the Monte Carlo simulation results.
一般社団法人日本機械学会の論文
1999-06-25