Numerical solutions of Fokker-Planck equation of nonlinear systems subjected to random and harmonic excitations

A new approach for an efficient numerical implementation of the path integral (PI) method based on non-Gaussian transition probability density function (PDF) and the Gauss-Legendre integration scheme is developed. This modified PI method is used to solve the Fokker-Planck (FP) equation and to study the nature of the stochastic and chaotic response of the nonlinear systems. The steady state PDF, periodicity, jump phenomenon, noise induced changes in joint PDF of the states are studied by the modified PI method. A computationally efficient higher order, finite difference (FD) technique is derived for the solution of higher-dimensional FP equation. A two degree of freedom nonlinear system having Coulomb damping with a variable friction coefficient subjected to Gaussian white noise excitation is considered as an example which can represent a bladed disk assembly of turbo-machinery blades. Effects of normal force and viscous damping on the mean square response are investigated.