Simultaneous Step-Size and Path Control for Efficient Transient Noise Analysis

  • Werner Römisch
  • Thorsten Sickenberger
  • Renate Winkler
Conference paper
Part of the Mathematics in Industry book series (MATHINDUSTRY, volume 14)


Noise in electronic components is a random phenomenon that can adversely affect the desired operation of a circuit. Transient noise analysis is designed to consider noise effects in circuit simulation. Taking noise into account by means of Gaussian white noise currents, mathematical modelling leads to stochastic differential algebraic equations (SDAEs) with a large number of small noise sources. Their simulation requires an efficient numerical time integration by mean-square convergent numerical methods. As efficient approaches for their integration we discuss adaptive linear multi-step methods, together with a new step-size and path selection control strategy. Numerical experiments on industrial real-life applications illustrate the theoretical findings.


Local Error Noise Intensity Solution Path Circuit Simulation Path Control 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Werner Römisch
    • 1
  • Thorsten Sickenberger
    • 2
  • Renate Winkler
    • 3
  1. 1.Inst. of MathematicsHumboldt-Universität zu BerlinBerlinGermany
  2. 2.Dept. of MathematicsHeriot-Watt UniversityEdinburghUK
  3. 3.Dept. of MathematicsBergische Universität WuppertalWuppertalGermany

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