Abstract
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.
Sign-in/Register to access full text options 
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 callMore From: TRANSACTIONS OF THE JAPAN SOCIETY OF MECHANICAL ENGINEERS Series C
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
