Publication detail

Modelling RL Electrical Circuits by Stochastic Differential Equations

KOLÁŘOVÁ, E.

English title

Modelling RL Electrical Circuits by Stochastic Differential Equations

Type

Paper in proceedings (conference paper)

Language

en

Original abstract

This paper deals with 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 presented. Numerical simulations are obtained using the stochastic Euler method.

Keywords in English

RL cirquit, stochastic differential equations, Ito caculus

Released

2005-11-21

Publisher

IEEE Region 8

Location

Belgrade, Serbia and Montenegro

ISBN

1-4244-0050-3

Book

EUROCON 2005- The International Conference on "Computer as a Tool"

Pages from–to

1236–1238

Pages count

3

BIBTEX


@inproceedings{BUT15186,
  author="Edita {Kolářová}",
  title="Modelling RL Electrical Circuits by Stochastic Differential Equations",
  booktitle="EUROCON 2005- The International Conference on {"}Computer as a Tool{"}",
  year="2005",
  number="1.",
  pages="1236--1238",
  publisher="IEEE Region 8",
  address="Belgrade, Serbia and Montenegro",
  isbn="1-4244-0050-3",
  url="IEEE Catalog Number: 05EX1255C"
}