Applications of second order stochastic integral equations to electrical networks
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F15%3APU115770" target="_blank" >RIV/00216305:26220/15:PU115770 - isvavai.cz</a>
Result on the web
<a href="http://tatra.mat.savba.sk/" target="_blank" >http://tatra.mat.savba.sk/</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1515/tmmp-2015-0028" target="_blank" >10.1515/tmmp-2015-0028</a>
Alternative languages
Result language
angličtina
Original language name
Applications of second order stochastic integral equations to electrical networks
Original language description
The theory of stochastic differential equations is used in various fields of science and engineering. This paper deals with vector-valued stochastic integral equations. We show some applications of the presented theory to the problem of modelling RLC electrical circuits by noisy parameters. From practical point of view, the second-order RLC circuits are of major importance, as they are the building blocks of more complex physical systems. The mathematical models of such circuits lead to the second order differential equations. We construct stochastic models of the RLC circuit by replacing a coefficient in the deterministic system with a noisy one. In this paper we present the analytic solution of these equations using the Itô calculus and compute confidence intervals for the stochastic solutions. Numerical simulations in the examples are performed using Matlab.
Czech name
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Czech description
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Classification
Type
J<sub>SC</sub> - Article in a specialist periodical, which is included in the SCOPUS database
CEP classification
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OECD FORD branch
10101 - Pure mathematics
Result continuities
Project
<a href="/en/project/GA15-18288S" target="_blank" >GA15-18288S: Research of signal integrity at high-speed interconnects</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Tatra Mountains Mathematical Publications
ISSN
1210-3195
e-ISSN
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Volume of the periodical
neuveden
Issue of the periodical within the volume
63
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
11
Pages from-to
163-173
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-84943608900