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Content Provider | IEEE Xplore Digital Library |
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Author | Kolarova, E. |
Copyright Year | 2006 |
Description | Author affiliation: Brno Univ. of Technol., Brno (Kolarova, E.) |
Abstract | This paper shows an application of the Ito stochastic calculus to the problem of modelling inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is obtained using the multidimensional Ito formula. Some statistical properties of the stochastic solutions are presented. The programming language C#, a part of the new MS .NET platform, is used to generate numerical solutions and their graphical representations. |
Starting Page | 2546 |
Ending Page | 2550 |
File Size | 2274071 |
Page Count | 5 |
File Format | |
ISBN | 1424407257 |
DOI | 10.1109/ICIT.2006.372644 |
Language | English |
Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Publisher Date | 2006-12-15 |
Publisher Place | India |
Access Restriction | Subscribed |
Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Subject Keyword | Stochastic processes Circuits Differential equations Integral equations Stochastic resonance Indium tin oxide Calculus Electric resistance Multidimensional systems Stochastic systems |
Content Type | Text |
Resource Type | Article |
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