Derivation and Application of the Fokker-Planck Equation to Discrete Nonlinear Dynamic Systems Subjected to White Random Excitation

摘要

The Fokker-Planck equation is derived and applied to discrete nonlinear dynamic systems subjected to white random excitation. For the class of problems in which the nonlinearities involve only the displacements of the system, it is shown that exact solutions can be constructed for the stationary Fokker-Planck equation. It is further shown that if stationary solutions exist they are unique.