Publication detail

Modelling RL Electrical Circuits by Stochastic Differential Equations

KOLÁŘOVÁ, E.

Original Title

Modelling RL Electrical Circuits by Stochastic Differential Equations

English Title

Modelling RL Electrical Circuits by Stochastic Differential Equations

Type

conference paper

Language

en

Original Abstract

This paper deals with inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is presented. Numerical simulations are obtained using the stochastic Euler method.

English abstract

This paper deals with inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is presented. Numerical simulations are obtained using the stochastic Euler method.

Keywords

RL cirquit, stochastic differential equations, Ito caculus

Released

21.11.2005

Publisher

IEEE Region 8

Location

Belgrade, Serbia and Montenegro

ISBN

1-4244-0050-3

Book

EUROCON 2005- The International Conference on "Computer as a Tool"

Edition number

1.

Pages from

1236

Pages to

1238

Pages count

3

URL

IEEE Catalog Number: 05EX1255C

BibTex


@inproceedings{BUT15186,
  author="Edita {Kolářová}",
  title="Modelling RL Electrical Circuits by Stochastic Differential Equations",
  annote="This paper deals with inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is presented. Numerical simulations are obtained using the stochastic Euler method.",
  address="IEEE Region 8",
  booktitle="EUROCON 2005- The International Conference on "Computer as a Tool"",
  chapter="15186",
  howpublished="online",
  institution="IEEE Region 8",
  year="2005",
  month="november",
  pages="1236--1238",
  publisher="IEEE Region 8",
  type="conference paper"
}