Title :
Simulation of random effects in transmission line models via stochastic differential equations
Author :
Brancik, L. ; Prokes, Ales ; Kolarova, E.
Author_Institution :
Dept. of Radio Electron., Brno Univ. of Technol., Brno, Czech Republic
Abstract :
The paper deals with a method for simulation of transmission line (TL) models with randomly varied parameters, based on the theory of stochastic differential equations (SDE). The random changes of both excitation sources and TL model parameters can be considered. Voltage and/or current responses are represented in the form of the sample means and proper confidence intervals to provide reliable estimates. The TL models are based on a cascade connection of RLGC networks enabling to model nonuniform TLs in general. To develop model equations a state-variable method is used, and afterwards a corresponding vector SDE is formulated. A stochastic implicit Euler numerical scheme is used while using the MATLAB® language environment for all the computations. To verify the results the deterministic responses are also computed by the help of a numerical inversion of Laplace transforms procedure.
Keywords :
Laplace transforms; differential equations; numerical analysis; stochastic processes; transmission line theory; Laplace transforms; MATLAB; RLGC networks; excitation sources; random effects; state-variable method; stochastic differential equations; stochastic implicit Euler numerical scheme; transmission line models; Computational modeling; Differential equations; Integrated circuit modeling; Mathematical model; Noise; Stochastic processes; Vectors; Itô integral; MATLAB®; random effect; stochastic differential equation; transmission line;
Conference_Titel :
Advances in Computational Tools for Engineering Applications (ACTEA), 2012 2nd International Conference on
Conference_Location :
Beirut
Print_ISBN :
978-1-4673-2488-5
DOI :
10.1109/ICTEA.2012.6462890