Published November 1963
| public
Journal Article
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Derivation and Application of the Fokker-Planck Equation to Discrete Nonlinear Dynamic Systems Subjected to White Random Excitation
- Creators
- Caughey, Thomas K.
Abstract
The Fokker-Planck equation is derived and applied to discrete nonlinear dynamic systems subjected to white random excitation. For the class of problems in which the nonlinearities involve only the displacements of the system, it is shown that exact solutions can be constructed for the stationary Fokker-Planck equation. It is further shown that if stationary solutions exist they are unique.
Additional Information
©1963 Acoustical Society of America A. H. Gray, one of my students, is credited with the proof of the above Appendix. This work was supported in part by the Esso Educational Foundation.Files
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Additional details
- Eprint ID
- 4087
- Resolver ID
- CaltechAUTHORS:CAUjasa63a
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2006-07-26Created from EPrint's datestamp field
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2022-09-29Created from EPrint's last_modified field