Detail publikace

Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters

Originální název

Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters

Anglický název

Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters

Jazyk

en

Originální abstrakt

The paper deals with a technique for the analysis of multiconductor transmission lines (MTL) with randomly varied parameters, which is based on a theory of stochastic differential equations (SDE). Sets of stochastic trajectories are computed as voltage or current responses, accompanied by relevant sample means and confidence intervals. The MTL model is based on a cascade connection of generalized RLGC networks, terminating circuits are replaced by their generalized Thévenin equivalents. To develop model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. Finally, a stochastic implicit Euler numerical technique is used for the numerical solution being consistent with Itô stochastic calculus. All the computation were done in the MATLAB language, and deterministic responses are also stated via a numerical inverse Laplace transforms (NILT) procedure to verify the results.

Anglický abstrakt

The paper deals with a technique for the analysis of multiconductor transmission lines (MTL) with randomly varied parameters, which is based on a theory of stochastic differential equations (SDE). Sets of stochastic trajectories are computed as voltage or current responses, accompanied by relevant sample means and confidence intervals. The MTL model is based on a cascade connection of generalized RLGC networks, terminating circuits are replaced by their generalized Thévenin equivalents. To develop model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. Finally, a stochastic implicit Euler numerical technique is used for the numerical solution being consistent with Itô stochastic calculus. All the computation were done in the MATLAB language, and deterministic responses are also stated via a numerical inverse Laplace transforms (NILT) procedure to verify the results.

BibTex


@inproceedings{BUT94996,
  author="Lubomír {Brančík} and Edita {Kolářová}",
  title="Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters",
  annote="The paper deals with a technique for the analysis of multiconductor transmission lines (MTL) with randomly varied parameters, which is based on a theory of stochastic differential equations (SDE). Sets of stochastic trajectories are computed as voltage or current responses, accompanied by relevant sample means and confidence intervals. The MTL model is based on a cascade connection of generalized RLGC networks, terminating circuits are replaced by their generalized Thévenin equivalents. To develop model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. Finally, a stochastic implicit Euler numerical technique is used for the numerical solution being consistent with Itô stochastic calculus. All the computation were done in the MATLAB language, and deterministic responses are also stated via a numerical inverse Laplace transforms (NILT) procedure to verify the results.",
  address="IEEE CAS",
  booktitle="Proceedings of 19th IEEE International Conference on Electronics, Circuits, and Systems ICECS2012",
  chapter="94996",
  howpublished="electronic, physical medium",
  institution="IEEE CAS",
  year="2012",
  month="december",
  pages="725--728",
  publisher="IEEE CAS",
  type="conference paper"
}