Adaptive Methods for Transient Noise Analysis
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.
KeywordsPhase Noise Noise Intensity Shot Noise Voltage Control Oscillator Solution Path
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