Publication result detail

Modeling electrical networks by stochastic differential equations

FIALA, P., KOLÁŘOVÁ, E.

Original Title

Modeling electrical networks by stochastic differential equations

English Title

Modeling electrical networks by stochastic differential equations

Type

Paper in proceedings (conference paper)

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.

English 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

Key words in English

RL electrical circuit, stochastic differential equation, stochastic Euler scheme

Authors

FIALA, P., KOLÁŘOVÁ, E.

Released

07.09.2005

Location

University of West Bohemia in Pilsen

ISBN

80-7043-369-8

Book

Applied Electronics 2005

Volume

2005

Pages from

105

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"
}