Interval wavelet numerical method on Fokker-Planck equations for nonlinear random system (Q2248450): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q210795 |
||
Property / author | |||
Property / author: Li-Wei Liu / rank | |||
Revision as of 03:47, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Interval wavelet numerical method on Fokker-Planck equations for nonlinear random system |
scientific article |
Statements
Interval wavelet numerical method on Fokker-Planck equations for nonlinear random system (English)
0 references
26 June 2014
0 references
Summary: The Fokker-Planck-Kolmogorov (FPK) equation governs the probability density function (p.d.f.) of the dynamic response of a particular class of linear or nonlinear system to random excitation. An interval wavelet numerical method (IWNM) for nonlinear random systems is proposed using interval Shannon-Gabor wavelet interpolation operator. An FPK equation for nonlinear oscillators and a time fractional Fokker-Planck equation are taken as examples to illustrate its effectiveness and efficiency. Compared with the common wavelet collocation methods, IWNM can decrease the boundary effect greatly. Compared with the finite difference method for the time fractional Fokker-Planck equation, IWNM can improve the calculation precision evidently.
0 references