Stochastic differential algebraic equations of index 1 and applications in circuit simulation.

DOI10.1016/S0377-0427(03)00436-9zbMath1043.65010MaRDI QIDQ5906987

Renate Winkler

Publication date: 25 August 2003

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

zbMATH Keywords

circuit simulationstochastic differential-algebraic equationsdiscrete time approximate solutionmean square numerical stabilitytransient noise analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for differential-algebraic equations (65L80)

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Uses Software

• RODAS

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