FPK方程是随机振动动态响应概率密度函数的控制方程。提出了一种计算FPK方程稳态解的小波数值方法,详细推导了FPK方程的拟Shannon小波配点法数值计算格式,以杜芬振子为例给出了拟Shannon小波配点法求解FPK方程的完整过程。数值算例表明,该方法具有良好的计算精度。
Fokker-Planck-Kolmogorov (FPK) equation governs the probability density function of dynamic response of a particular class of linear or non-linear system to a random excitation. In this paper, a wavelet approach is proposed for solving FPK equation. Whole computational procedure that FPK equation is solved by using Shannon wavelet point-allotting method is illustrated. The numerical results show that this method has a good precision.