Detail publikačního výsledku

Variance Assesment at Transmission Lines with Randomly Varying Parameters via SDE Theory

BRANČÍK, L.; KOLÁŘOVÁ, E.

Originální název

Variance Assesment at Transmission Lines with Randomly Varying Parameters via SDE Theory

Anglický název

Variance Assesment at Transmission Lines with Randomly Varying Parameters via SDE Theory

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

The paper addresses a method for the assesment of variances of responses at transmission lines (TL) with randomly varying primary parameters, based on the theory of stochastic differential equations (SDE). In contrast to previous works where stochastic trajectories were statistically processed to get sample means and sample standard deviations, herein the statistical characteristics are solved directly through ordinary differential equations (ODE) prepared. The TL model is formed by cascade connection of the RLGC-based П-sections enabling to model also nonuniform TLs if necessary. To develop the model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. To verify the novel approach the SDEs are solved to obtain batches of individual stochastic trajectories, and then sample statistics and corresponding confidence intervals are computed. A stochastic implicit Euler numerical scheme is used for this purpose while utilizing the Matlab language.

Anglický abstrakt

The paper addresses a method for the assesment of variances of responses at transmission lines (TL) with randomly varying primary parameters, based on the theory of stochastic differential equations (SDE). In contrast to previous works where stochastic trajectories were statistically processed to get sample means and sample standard deviations, herein the statistical characteristics are solved directly through ordinary differential equations (ODE) prepared. The TL model is formed by cascade connection of the RLGC-based П-sections enabling to model also nonuniform TLs if necessary. To develop the model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. To verify the novel approach the SDEs are solved to obtain batches of individual stochastic trajectories, and then sample statistics and corresponding confidence intervals are computed. A stochastic implicit Euler numerical scheme is used for this purpose while utilizing the Matlab language.

Klíčová slova

confidence interval; Matlab; stochastic differential equation; transmission line; variance

Klíčová slova v angličtině

confidence interval; Matlab; stochastic differential equation; transmission line; variance

Autoři

BRANČÍK, L.; KOLÁŘOVÁ, E.

Rok RIV

2016

Vydáno

08.09.2015

Nakladatel

University of Salamanca, Spain

Místo

Salamanca, Spain

ISBN

978-1-4799-8569-2

Kniha

Proceedings EUROCON 2015, 16th International Conference on Computer as a Tool

Strany od

287

Strany do

291

Strany počet

5

URL

http://eurocon2015.usal.es/

BibTex

@inproceedings{BUT116221,
  author="Lubomír {Brančík} and Edita {Kolářová}",
  title="Variance Assesment at Transmission Lines with Randomly Varying Parameters via SDE Theory",
  booktitle="Proceedings EUROCON 2015, 16th International Conference on Computer as a Tool",
  year="2015",
  pages="287--291",
  publisher="University of Salamanca, Spain",
  address="Salamanca, Spain",
  isbn="978-1-4799-8569-2",
  url="http://eurocon2015.usal.es/"
}