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Civil-Comp Proceedings
ISSN 1759-3433
CCP: 66
COMPUTATIONAL MECHANICS: TECHNIQUES AND DEVELOPMENTS
Edited by: B.H.V. Topping
Paper VII.2

Implemented Moments Approximation Technique for the Fokker-Planck-Kolmogorov Equation Solution

A. Baratta and O. Corbi

Department of "Scienza delle Costruzioni", University of Naples "Federico II", Naples, Italy

Full Bibliographic Reference for this paper
A. Baratta, O. Corbi, "Implemented Moments Approximation Technique for the Fokker-Planck-Kolmogorov Equation Solution", in B.H.V. Topping, (Editor), "Computational Mechanics: Techniques and Developments", Civil-Comp Press, Edinburgh, UK, pp 181-188, 2000. doi:10.4203/ccp.66.7.2
Abstract
By moving from the first approximate procedure developed by the authors in order to deal with dynamic non-linear systems loaded by random forcing actions, a more feasible and reliable alternative entropic closure approach is presented in the paper, able to deal with high order non-linearities and extendible to m.d.o.f. systems. Furthermore, as the effectiveness of the approach is deeply linked to the exact calculation of some multiple integrals interesting the approximate expression of the suitably chosen response probability function, in the paper a procedure is studied able to guarantee high accuracy in the integrals definition and to definitively validate the whole proposed approach.

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