Publication detail

Application of Stochastic Differential-Algebraic Equations in Hybrid MTL Systems Analysis

BRANČÍK, L. KOLÁŘOVÁ, E.

Original Title

Application of Stochastic Differential-Algebraic Equations in Hybrid MTL Systems Analysis

Type

journal article in Web of Science

Language

English

Original Abstract

The paper deals with the application of stochastic differential-algebraic equations (SDAE) in the field of the time-domain simulation of hybrid (lumped/distributed) systems with randomly varying parameters. A core of the method lies on the theory of stochastic differential equations (SDE) considering the system responses as stochastic processes. However, due to a hybrid nature of the system, namely its lumped parameter part, non-differential (algebraic) parts arise generally in the solution. Herein, multiconductor transmission lines (MTL) play a role of the distributed-parameter parts of the hybrid system. The MTL model is designed as a cascade connection of generalized RLCG T-networks, while the state-variable method is applied for its description. The MTL boundary conditions are incorporated through a modified nodal analysis (MNA) to cover arbitrarily complex circuits. System responses are formed by the sets of stochastic trajectories completed by corresponding sample means and respective confidence intervals. To get the results a weak stochastic backward Euler scheme is used, consistent with the Itô stochastic calculus. All the computer simulations have been performed in the Matlab language environment.

Keywords

computer simulation; stochastic processes; time-domain analysis; transmission lines

Authors

BRANČÍK, L.; KOLÁŘOVÁ, E.

RIV year

2014

Released

1. 5. 2014

Publisher

Kaunas University of Technology

Location

Kaunas, Lithuania

ISBN

1392-1215

Periodical

Elektronika Ir Elektrotechnika

Year of study

20

Number

5

State

Republic of Lithuania

Pages from

41

Pages to

45

Pages count

5

URL

http://eejournal.ktu.lt/index.php/elt/article/view/7098

Full text in the Digital Library

http://hdl.handle.net/11012/201682

BibTex

@article{BUT107739,
  author="Lubomír {Brančík} and Edita {Kolářová}",
  title="Application of Stochastic Differential-Algebraic Equations in Hybrid MTL Systems Analysis",
  journal="Elektronika Ir Elektrotechnika",
  year="2014",
  volume="20",
  number="5",
  pages="41--45",
  doi="10.5755/j01.eee.20.5.7098",
  issn="1392-1215",
  url="http://eejournal.ktu.lt/index.php/elt/article/view/7098"
}