Detail publikačního výsledku

Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters

BRANČÍK, L.; KOLÁŘOVÁ, E.

Originální název

Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters

Anglický název

Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

The paper deals with a technique for the analysis of multiconductor transmission lines (MTL) with randomly varied parameters, which is based on a theory of stochastic differential equations (SDE). Sets of stochastic trajectories are computed as voltage or current responses, accompanied by relevant sample means and confidence intervals. The MTL model is based on a cascade connection of generalized RLGC networks, terminating circuits are replaced by their generalized Thévenin equivalents. To develop model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. Finally, a stochastic implicit Euler numerical technique is used for the numerical solution being consistent with Itô stochastic calculus. All the computation were done in the MATLAB language, and deterministic responses are also stated via a numerical inverse Laplace transforms (NILT) procedure to verify the results.

Anglický abstrakt

The paper deals with a technique for the analysis of multiconductor transmission lines (MTL) with randomly varied parameters, which is based on a theory of stochastic differential equations (SDE). Sets of stochastic trajectories are computed as voltage or current responses, accompanied by relevant sample means and confidence intervals. The MTL model is based on a cascade connection of generalized RLGC networks, terminating circuits are replaced by their generalized Thévenin equivalents. To develop model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. Finally, a stochastic implicit Euler numerical technique is used for the numerical solution being consistent with Itô stochastic calculus. All the computation were done in the MATLAB language, and deterministic responses are also stated via a numerical inverse Laplace transforms (NILT) procedure to verify the results.

Klíčová slova

stochastic differential equation, Itô calculus, multiconductor transmission line, state variable, Matlab

Klíčová slova v angličtině

stochastic differential equation, Itô calculus, multiconductor transmission line, state variable, Matlab

Autoři

BRANČÍK, L.; KOLÁŘOVÁ, E.

Rok RIV

2013

Vydáno

09.12.2012

Nakladatel

IEEE CAS

Místo

Sevilla, Spain

ISBN

978-1-4673-1259-2

Kniha

Proceedings of 19th IEEE International Conference on Electronics, Circuits, and Systems ICECS2012

Strany od

725

Strany do

728

Strany počet

4

BibTex

@inproceedings{BUT94996,
  author="Lubomír {Brančík} and Edita {Kolářová}",
  title="Stochastic Differential Equations Approach in the Analysis of MTLs with Randomly Varied Parameters",
  booktitle="Proceedings of 19th IEEE International Conference on Electronics, Circuits, and Systems ICECS2012",
  year="2012",
  pages="725--728",
  publisher="IEEE CAS",
  address="Sevilla, Spain",
  isbn="978-1-4673-1259-2"
}