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Solution of the multi-dimensional Fokker-Planck by means of finite element method
 Náprstek, Jiří ; Král, Radomil
As a demonstrative example, the two-degree-of-freedom system is investigated. A combination of Rayleigh\nor Van der Pol with Duffing types of differential equations are assumed characterized by the\nnonlinear behavior both in the stiffness and damping. This system is subjected to the additive and\nthe multiplicative Gaussian white noise which represents a part of non-linear aero-elastic effects in\nthe system.
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