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Adaptive Methods for Transient Noise Analysis

  • Thorsten Sickenberger
  • Renate Winkler
Part of the Mathematics in Industry book series (MATHINDUSTRY, volume 11)

Stochastic differential algebraic equations (SDAEs) arise as a mathematical model for electrical network equations that are influenced by additional sources of Gaussian white noise. In this paper we discuss adaptive linear multi-step methods for the numerical integration of SDAEs, in particular stochastic analogues of the trapezoidal rule and the two-step backward differentiation formula, together with a new step-size control strategy. Test results illustrate the performance of the presented methods.

Keywords

Phase Noise Noise Intensity Shot Noise Voltage Control Oscillator Solution Path 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2007

Authors and Affiliations

  • Thorsten Sickenberger
    • 1
  • Renate Winkler
    • 2
  1. 1.Institut für MathematikHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Institut für MathematikHumboldt-Universität zu BerlinBerlinGermany

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