Detail publikačního výsledku

Modeling electrical networks by stochastic differential equations

FIALA, P., KOLÁŘOVÁ, E.

Originální název

Modeling electrical networks by stochastic differential equations

Anglický název

Modeling electrical networks by stochastic differential equations

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

RL electrical circuit, stochastic differential equation, stochastic Euler scheme

Klíčová slova v angličtině

RL electrical circuit, stochastic differential equation, stochastic Euler scheme

Autoři

FIALA, P., KOLÁŘOVÁ, E.

Vydáno

07.09.2005

Místo

University of West Bohemia in Pilsen

ISBN

80-7043-369-8

Kniha

Applied Electronics 2005

Svazek

2005

Strany od

105

Strany počet

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"
}