Detail publikace

Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.

Originální název

Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.

Anglický název

Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.

Jazyk

en

Originální abstrakt

This paper presents an application of the Ito stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit.The analytic solutions of the resulting stochastic integral equations are found using the ultidimensional Ito formula. For the numerical simulations in the examples we used MATLAB The SDE approach has its perspectives in the simulation even higher-order rcuits representing more complex physical systems, as their real implementations are often subject to a number of random effects. An example for a transmission line lumped-parameter model is provided.

Anglický abstrakt

This paper presents an application of the Ito stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit.The analytic solutions of the resulting stochastic integral equations are found using the ultidimensional Ito formula. For the numerical simulations in the examples we used MATLAB The SDE approach has its perspectives in the simulation even higher-order rcuits representing more complex physical systems, as their real implementations are often subject to a number of random effects. An example for a transmission line lumped-parameter model is provided.

BibTex


@article{BUT97704,
  author="Edita {Kolářová} and Lubomír {Brančík}",
  title="Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.",
  annote="This paper  presents an application of the Ito  stochastic calculus to the problem of modelling RLC electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term to various parameters of the circuit.The analytic solutions of the resulting stochastic integral equations are found using the ultidimensional Ito formula. For the numerical simulations in the examples  we used MATLAB The SDE approach has its perspectives in the simulation even higher-order rcuits representing more complex physical systems, as their real implementations are often subject to a number of random effects. An example for a transmission line lumped-parameter model is provided.",
  address="International Science and Engineering Society, o.s.",
  chapter="97704",
  institution="International Science and Engineering Society, o.s.",
  number="1",
  volume="2",
  year="2013",
  month="january",
  pages="1--8",
  publisher="International Science and Engineering Society, o.s.",
  type="journal article - other"
}