Numerical Solution of First Passage Problems in Random Vibrations Using Finite Difference Method.
نویسندگان
چکیده
منابع مشابه
Numerical Solution of First Passage Problems in Random Vibrations
The reliability of dynamic systems modeled by white noise excited, stochastic, ordinary di erential equations can be computed from deterministic backward Kolmogorov equations. This paper discusses and compares some numerical solution methods for boundary value problems involving backward Kolmogorov equations. The numerical examples concern single degree of freedom oscillators subjected to white...
متن کاملNumerical Solution for Boundary Value Problem Using Finite Difference Method
In this paper, Numerical Methods for solving ordinary differential equations, beginning with basic techniques of finite difference methods for linear boundary value problem is investigated. Numerical solution is found for the boundary value problem using finite difference method and the results are compared with analytical solution. MATLAB coding is developed for the finite difference method. T...
متن کاملbuckling of viscoelastic composite plates using the finite strip method
در سال های اخیر، تقاضای استفاده از تئوری خطی ویسکوالاستیسیته بیشتر شده است. با افزایش استفاده از کامپوزیت های پیشرفته در صنایع هوایی و همچنین استفاده روزافزون از مواد پلیمری، اهمیت روش های دقیق طراحی و تحلیل چنین ساختارهایی بیشتر شده است. این مواد جدید از خودشان رفتارهای مکانیکی ارائه می دهند که با تئوری های الاستیسیته و ویسکوزیته، نمی توان آن ها را توصیف کرد. این مواد، خواص ویسکوالاستیک دارند....
NON-STANDARD FINITE DIFFERENCE METHOD FOR NUMERICAL SOLUTION OF SECOND ORDER LINEAR FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS
In this article we have considered a non-standard finite difference method for the solution of second order Fredholm integro differential equation type initial value problems. The non-standard finite difference method and the composite trapezoidal quadrature method is used to transform the Fredholm integro-differential equation into a system of equations. We have also developed a numerical met...
متن کاملThe Numerical Solution of Klein-Gorden Equation by Using Nonstandard Finite Difference
In this paper we propose a numerical scheme to solve the one dimensional nonlinear Klein-Gorden equation. We describe the mathematical formulation procedure in details. The scheme is three level explicit and based on nonstandard finite difference. It has nonlinear denominator function of the step sizes. Stability analysis of the method has been given and we prove that the proposed meth...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: TRANSACTIONS OF THE JAPAN SOCIETY OF MECHANICAL ENGINEERS Series C
سال: 2000
ISSN: 0387-5024,1884-8354
DOI: 10.1299/kikaic.66.3813