Applications of second order stochastic integral equations to electrical networks

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Applications of second order stochastic integral equations to electrical networks

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Applications of second order stochastic integral equations to electrical networks

Popis výsledku anglicky

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.

Druh

J_SC - Článek v periodiku v databázi SCOPUS

CEP obor

—

OECD FORD obor

10101 - Pure mathematics

Projekt

<a href="/cs/project/GA15-18288S" target="_blank" >GA15-18288S: Výzkum integrity signálů u vysokorychlostních propojovacích struktur</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2015

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Tatra Mountains Mathematical Publications

ISSN

1210-3195

e-ISSN

—

Svazek periodika

neuveden

Číslo periodika v rámci svazku

63

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

11

Strana od-do

163-173

Kód UT WoS článku

—

EID výsledku v databázi Scopus

2-s2.0-84943608900