Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits

DOI10.1016/S0377-0427(98)00138-1MaRDI QIDQ1298671zbMATH OpenFDO

Authors O. Schein, Georg Denk

Publication date 13 January 2000

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-0427(98)00138-1

zbMATH Keywords

implicit two-step methodmicroelectronic circuitssemiconductor modellingstochastic differential-algebraic equationstransient noise simulation

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical methods for differential-algebraic equations (65L80)

Review text

The paper presents a numerical approach to the solution of stochastic differential-algebraic equations for applications in semiconductor modelling. Discrete time approximations for solutions of these equations are constructed for the simulation of transient noise in microelectronic circuits. An implicit two-step method has been successfully applied for the treatment of this class of problems.

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Cited in

(33)

• Adams methods for the efficient solution of stochastic differential equations with additive noise
• An algorithm for eliminating microerrors of noise in the solution of statistical dynamics problems
• A new numerical method for SDEs and its application in circuit simulation
• Mean-square admissibility for stochastic T-S fuzzy singular systems based on extended quadratic Lyapunov function approach
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• Time to change your mind? Modelling transient properties of cortex formation highlights the importance of evolving cell division strategies
• A spline quasi-interpolation based method to obtain the reset voltage in resistive RAMs in the charge-flux domain
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• scientific article; zbMATH DE number 2127809 (Why is no real title available?)
• Modelling and simulation of transient noise in circuit simulation
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• Stochastic implicit difference equations of index-1
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• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
• Central exponents of linear stochastic differential-algebraic equations of index 1
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