Approximate Solution of the Fokker-Planck-Kolmogorov Equation for Dynamical Systems

  • A. Baratta
Part of the International Centre for Mechanical Sciences book series (CISM, volume 340)


In this chapter, the application of the Fokker-Planck-Kolmogorov (simply denoted by FPK in the sequel), to the solution of the equation of the motion of a Single-Degree-Of-Freedom (SDOF) system in the linear or non-linear range is approached. The introduction of the FPK equation as the relation governing the evolution of the instantaneous Joint-Probability-Density-Function (JPDF), identified with the transition probability function of a uni-dimensional Markov process, has been given in Chapter 2, in a very general context.


Force Function Free Oscillation Joint Probability Density Function SDOF System Elastic Impact 
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Copyright information

© Springer-Verlag Wien 1993

Authors and Affiliations

  • A. Baratta
    • 1
  1. 1.University of NaplesNaplesItaly

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