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.


Phase Noise Noise Intensity Shot Noise Voltage Control Oscillator Solution Path 
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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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