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FIALA, P., KOLÁŘOVÁ, E.
Original Title
Modeling electrical networks by stochastic differential equations
Type
conference paper
Language
English
Original Abstract
This paper deals with RL electrical circuits. The deterministic model of the circuit is replaced by two stochastic models, firts by adding a noise term in the source, the second by taking the noise in the coeffi-cient representing the resistant. We present the analytic solution of both stochastic differential equations. The graphical representation of some solutions in special cases are made by using numerical methods in Maple.
Keywords
RL electrical circuit, stochastic differential equation, stochastic Euler scheme
Authors
RIV year
2005
Released
7. 9. 2005
Location
University of West Bohemia in Pilsen
ISBN
80-7043-369-8
Book
Applied Electronics 2005
Pages from
105
Pages to
108
Pages count
4
BibTex
@inproceedings{BUT15101, author="Pavel {Fiala} and Edita {Kolářová}", title="Modeling electrical networks by stochastic differential equations", booktitle="Applied Electronics 2005", year="2005", volume="2005", pages="4", address="University of West Bohemia in Pilsen", isbn="80-7043-369-8" }