Numerical solution of non-linear Fokker–Planck equation using finite differences method and the cubic spline functions

2015 ◽  
Vol 262 ◽  
pp. 187-190 ◽  
Author(s):  
Behnam Sepehrian ◽  
Marzieh Karimi Radpoor
2020 ◽  
Vol 368 ◽  
pp. 124801 ◽  
Author(s):  
Francisco Ureña ◽  
Luis Gavete ◽  
Ángel García Gómez ◽  
Juan José Benito ◽  
Antonio Manuel Vargas

Author(s):  
Alwin Förster ◽  
Lars Panning-von Scheidt ◽  
Jörg Wallaschek

Bladed disks are subjected to different types of excitations, which cannot, in any, case be described in a deterministic manner. Fuzzy factors, such as slightly varying airflow or density fluctuation, can lead to an uncertain excitation in terms of amplitude and frequency, which has to be described by random variables. The computation of frictionally damped blades under random excitation becomes highly complex due to the presence of nonlinearities. Only a few publications are dedicated to this particular problem. Most of these deal with systems of only one or two degrees-of-freedom (DOFs) and use computational expensive methods, like finite element method or finite differences method (FDM), to solve the determining differential equation. The stochastic stationary response of a mechanical system is characterized by the joint probability density function (JPDF), which is driven by the Fokker–Planck equation (FPE). Exact stationary solutions of the FPE only exist for a few classes of mechanical systems. This paper presents the application of a semi-analytical Galerkin-type method to a frictionally damped bladed disk under influence of Gaussian white noise (GWN) excitation in order to calculate its stationary response. One of the main difficulties is the selection of a proper initial approximate solution, which is applicable as a weighting function. Comparing the presented results with those from the FDM, Monte–Carlo simulation (MCS) as well as analytical solutions proves the applicability of the methodology.


2003 ◽  
Author(s):  
Nico Scheerlinck ◽  
Ann Peirs ◽  
Michèle Desmet ◽  
Sofie Clauwers ◽  
Bart M. Nicolaï

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