Abstract
A approximate method is proposed for Birkhoffian system subjected to Gaussian white noise excitation. The Ito equations of the system is proposed, and the corresponding Fokker–Planck–Kolmogorov (FPK) equation is derived. The probability density function (PDF) of the FPK is approximated with the exponential function of polynomial. The approximate probability density function is substituted into the FPK equation and the coefficients of polynomial are factored out. An illustrative example is given to illustrate the application of the proposed method, Monte Carlo simulation results show that the approximate method can provide a satisfactory PDF solution.
Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
