Publication result detail

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

KOLÁŘOVÁ, E.; BRANČÍK, L.

Original Title

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

English Title

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

Type

Peer-reviewed article not indexed in WoS or Scopus

Original Abstract

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.

English abstract

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.

Keywords

Stochastic differential equations, Wiener process, Ito formula, electrical network, transmission line model.

Key words in English

Stochastic differential equations, Wiener process, Ito formula, electrical network, transmission line model.

Authors

KOLÁŘOVÁ, E.; BRANČÍK, L.

RIV year

2014

Released

07.01.2013

Publisher

International Science and Engineering Society, o.s.

Location

Brno, Czech Republic

ISBN

1805-5443

Periodical

International Journal of Advances in Telecommunications, Electrotechnics, Signals and Systems

Volume

2

Number

1

State

Czech Republic

Pages from

1

Pages to

8

Pages count

8

URL

http://www.ijates.org/index.php/ijates/article/view/24

BibTex

@article{BUT97704,
  author="Edita {Kolářová} and Lubomír {Brančík}",
  title="Vector Stochastic Differential Equations Used to Electrical Networks with Random Parameters.",
  journal="International Journal of Advances in Telecommunications, Electrotechnics, Signals and Systems",
  year="2013",
  volume="2",
  number="1",
  pages="1--8",
  issn="1805-5443",
  url="http://www.ijates.org/index.php/ijates/article/view/24"
}