Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5906987)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1970758
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic differential algebraic equations of index 1 and applications in circuit simulation. |
scientific article; zbMATH DE number 1970758 |
Statements
Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (English)
0 references
25 August 2003
0 references
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.
0 references
mean square numerical stability
0 references
transient noise analysis
0 references
circuit simulation
0 references
stochastic differential-algebraic equations
0 references
discrete time approximate solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9504184722900392
0 references
0.8950487971305847
0 references
