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Základní rysy numerického řešení Fokker-Planckovy rovnice pomocí metody konečných prvků
Náprstek, Jiří ; Král, Radomil
The Fokker-Planck equation represents a powerful tool for an investigation of probabilistic properties of dynamic systems subjected to random excitation.The paper deals with a possibility to solve this equation using Finite Element Method - FEM. Specific properties of the Fokker Planck operator have been respected and special problem oriented elements have been developed.

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