Title :
Stochastic differential equations approach in the analysis of MTLs with randomly varied parameters
Author :
Brancik, L. ; Kolarova, E.
Author_Institution :
Dept. of Radio Electron., Brno Univ. of Technol., Brno, Czech Republic
Abstract :
The paper deals with a technique for the analysis of multiconductor transmission lines (MTL) with randomly varied parameters, that is based on the theory of stochastic differential equations (SDE). Sets of stochastic trajectories are computed as voltage or current responses, accompanied by relevant sample means and confidence intervals. The MTL model is based on a cascade connection of generalized RLGC networks, terminating circuits are replaced by their generalized Thévenin equivalents. To develop model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. Finally, a stochastic implicit Euler numerical technique is used for the numerical solution being consistent with Itô stochastic calculus. All the computation were done in the MATLAB® language and deterministic responses are also stated via a numerical inverse Laplace transforms (NILT) procedure to verify the results.
Keywords :
Laplace transforms; differential equations; multiconductor transmission lines; stochastic processes; Itô stochastic calculus; MATLAB language; MTL; cascade connection; deterministic response; generalized RLGC network; generalized Thévenin equivalent; multiconductor transmission line; numerical inverse Laplace transform; numerical solution; sochastic differential equation approach; state-variable method; stochastic implicit Euler numerical technique; terminating circuit; Differential equations; Integrated circuit modeling; Mathematical model; Noise; Stochastic processes; Transmission line matrix methods; Vectors;
Conference_Titel :
Electronics, Circuits and Systems (ICECS), 2012 19th IEEE International Conference on
Conference_Location :
Seville
Print_ISBN :
978-1-4673-1261-5
Electronic_ISBN :
978-1-4673-1259-2
DOI :
10.1109/ICECS.2012.6463623