摘要
研究了高斯白噪声与谐和激励联合作用下非线性系统对应FPK方程的瞬态解。基于九点隐式有限差分格式,给出FPK方程的差分数值解,并应用于4类不同的非线性振子,求得了相应的瞬态解,并研究了边缘概率密度函数和联合概率密度函数随时间的演化历程。
In this paper,the transient probability density function of nonlinear system subjected to harmonic and stochastic excitations is investigated.Based on the implicit finite difference method,the transient probability density function of nonlinear system is proposed.The non-stationary response of four types of nonlinear oscillators are employed.The evolution of marginal probability density function and joint probability density function is discussed.
作者
崔杰
孙鹏
吴杰
姜文安
CUI Jie;SUN Peng;WU Jie;JIANG Wenan(School of Naval Architecture and Ocean Engineering,Jiangsu University of Science and Technology,212003,Zhenjiang,Jiangsu,PRC)
出处
《江西科学》
2019年第1期5-16,共12页
Jiangxi Science
基金
国家自然科学基金项目(51779111)
江苏省高校自然科学研究重点项目(17KJA580002/17KJA416003)
关键词
FPK方程
瞬态解
有限差分法
FPK equation
transient solution
finite difference method
