Publication detail

Application of Stochastic Differential Equations in Second-Order Electrical Circuits Analysis

KOLÁŘOVÁ, E. BRANČÍK, L.

Original Title

Application of Stochastic Differential Equations in Second-Order Electrical Circuits Analysis

Type

journal article - other

Language

English

Original Abstract

The paper deals with an unconventional approach to the analysis of electrical circuits with randomly varying parameters based on stochastic differential equations (SDE). A response of the electrical circuit is computed in the form of a sample mean with a particular confidence interval to provide credible estimate of the result. The method is applied to get voltage and current responses of the second-order RLGC network excited from a voltage source with a noise term. The results are compared with the classical deterministic state-variable approach.

Keywords

stochastic differential equation, Itô formula, second-order electrical circuit, state variable

Authors

KOLÁŘOVÁ, E.; BRANČÍK, L.

RIV year

2012

Released

1. 7. 2012

Publisher

WYDAWNICTWO SIGMA - NOT

Location

UL RATUSZOWA 11, 00-950 WARSAW, POLAND

ISBN

0033-2097

Periodical

Przeglad Elektrotechniczny

Year of study

2012

Number

7a

State

Republic of Poland

Pages from

103

Pages to

107

Pages count

5

URL

http://pe.org.pl/issue.php?lang=1&num=07a/2012

BibTex

@article{BUT92851,
  author="Edita {Kolářová} and Lubomír {Brančík}",
  title="Application of Stochastic Differential Equations in Second-Order Electrical Circuits Analysis",
  journal="Przeglad Elektrotechniczny",
  year="2012",
  volume="2012",
  number="7a",
  pages="103--107",
  issn="0033-2097",
  url="http://pe.org.pl/issue.php?lang=1&num=07a/2012"
}