On stochastic modelling of linear circuits

DOI10.1002/cta.560zbMath1210.94121MaRDI QIDQ2994897

Tarun Kumar Rawat, Harish Parthasarathy

Publication date: 29 April 2011

Published in: International Journal of Circuit Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cta.560

zbMATH Keywords

stochastic modelling; stochastic differential equation (SDE); ordinary differential equation (ODE); RLC electrical circuit

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

34H05: Control problems involving ordinary differential equations

94C05: Analytic circuit theory

Related Items

Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise

Uses Software

• Matlab

Cites Work

• On the representation of finite multiple Markov chains by weighted circuits
• Circuit duality for recurrent Markov processes
• Asymptotic behaviour of sample weighted circuits representing recurrent Markov chains
• A new Monte Carlo circuit simulation paradigm with specific results for resistive networks
• Fully nonlinear oscillator noise analysis: an oscillator with no asymptotic phase
• A New Representation for Stochastic Integrals and Equations
• On a Formula Concerning Stochastic Differentials
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