Detail publikace

Modelling RL Electrical Circuits by Stochastic Differential Equations

KOLÁŘOVÁ, E.

Anglický název

Modelling RL Electrical Circuits by Stochastic Differential Equations

Typ

Stať ve sborníku v databázi WoS či Scopus

Jazyk

en

Originální abstrakt

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.

Klíčová slova anglicky

RL cirquit, stochastic differential equations, Ito caculus

Vydáno

2005-11-21

Nakladatel

IEEE Region 8

Místo

Belgrade, Serbia and Montenegro

ISBN

1-4244-0050-3

Kniha

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

Strany od–do

1236–1238

Počet stran

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"
}