Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5906987)
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scientific article; zbMATH DE number 1970758
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English | Stochastic differential algebraic equations of index 1 and applications in circuit simulation. |
scientific article; zbMATH DE number 1970758 |
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Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (English)
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25 August 2003
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The paper considers existence and uniqueness as well as the numerical approximation of stochastic differential-algebraic equations. An approach to the discrete time approximate solution of stochastic-algebraic equations is developed. Explicit and implicit strong numerical schemes are studied. An application to the transient noise simulation in electronic circuits is described.
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mean square numerical stability
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transient noise analysis
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circuit simulation
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stochastic differential-algebraic equations
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discrete time approximate solution
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