Publication detail

Modelling RL Electrical Circuits by Stochastic Differential Equations

KOLÁŘOVÁ, E.

Czech title

Stochastické modelování RL elektrických obvodů

English title

Modelling RL Electrical Circuits by Stochastic Differential Equations

Type

conference paper

Language

en

Original abstract

This paper deals with inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is presented. Numerical simulations are obtained using the stochastic Euler method.

Czech abstract

článek se zabývá modelováním RL elektrického obvodu. Deterministický model obvodu je nahrazen stochastickým modelem tak, že se ke koeficientu pro odpor i pro zdroj přičte šum. Spočítá se amalytické řešení příslušné stochastické differenciální rovnice. K hledání numerického řešení jsme použili Eulerovou metodu.

English abstract

This paper deals with inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is presented. Numerical simulations are obtained using the stochastic Euler method.

Keywords in Czech

RL obvod; stochastické differenciální rovnice; Ito kalkulus

Keywords in English

RL cirquit, stochastic differential equations, Ito caculus

Released

21.11.2005

Publisher

IEEE Region 8

Location

Belgrade, Serbia and Montenegro

ISBN

1-4244-0050-3

Book

EUROCON 2005- The International Conference on "Computer as a Tool"

Edition number

1.

Pages from–to

1236–1238

Pages count

3

BIBTEX


@inproceedings{BUT15186,
  author="Edita {Kolářová},
  title="Modelling RL Electrical Circuits by Stochastic Differential Equations",
  booktitle="EUROCON 2005- The International Conference on "Computer as a Tool"",
  year="2005",
  month="November",
  pages="1236--1238",
  publisher="IEEE Region 8",
  address="Belgrade, Serbia and Montenegro",
  isbn="1-4244-0050-3"
}