Detail publikace

Modelling RL Electrical Circuits by Stochastic Differential Equations

KOLÁŘOVÁ, E.

Originální název

Modelling RL Electrical Circuits by Stochastic Differential Equations

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

RL cirquit, stochastic differential equations, Ito caculus

Autoři

KOLÁŘOVÁ, E.

Vydáno

21. 11. 2005

Nakladatel

IEEE Region 8

Místo

Belgrade, Serbia and Montenegro

ISBN

1-4244-0050-3

Kniha

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

Číslo edice

1.

Strany od

1236

Strany do

1238

Strany počet

3

URL

IEEE Catalog Number: 05EX1255C

BibTex

@inproceedings{BUT15186,
  author="Edita {Kolářová}",
  title="Modelling RL Electrical Circuits by Stochastic Differential Equations",
  booktitle="EUROCON 2005- The International Conference on {"}Computer as a Tool{"}",
  year="2005",
  number="1.",
  pages="1236--1238",
  publisher="IEEE Region 8",
  address="Belgrade, Serbia and Montenegro",
  isbn="1-4244-0050-3",
  url="IEEE Catalog Number: 05EX1255C"
}