Application of Stochastic Differential-Algebraic Equations in Hybrid MTL Systems Analysis

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dc.contributor.authorBrančík, Lubomírcs
dc.contributor.authorKolářová, Editacs
dc.coverage.issue5cs
dc.coverage.volume20cs
dc.date.issued2014-05-01cs
dc.description.abstractThe paper deals with the application of stochastic differential-algebraic equations (SDAE) in the field of the time-domain simulation of hybrid (lumped/distributed) systems with randomly varying parameters. A core of the method lies on the theory of stochastic differential equations (SDE) considering the system responses as stochastic processes. However, due to a hybrid nature of the system, namely its lumped parameter part, non-differential (algebraic) parts arise generally in the solution. Herein, multiconductor transmission lines (MTL) play a role of the distributed-parameter parts of the hybrid system. The MTL model is designed as a cascade connection of generalized RLCG T-networks, while the state-variable method is applied for its description. The MTL boundary conditions are incorporated through a modified nodal analysis (MNA) to cover arbitrarily complex circuits. System responses are formed by the sets of stochastic trajectories completed by corresponding sample means and respective confidence intervals. To get the results a weak stochastic backward Euler scheme is used, consistent with the Itô stochastic calculus. All the computer simulations have been performed in the Matlab language environment.en
dc.description.abstractThe paper deals with the application of stochastic differential-algebraic equations (SDAE) in the field of the time-domain simulation of hybrid (lumped/distributed) systems with randomly varying parameters. A core of the method lies on the theory of stochastic differential equations (SDE) considering the system responses as stochastic processes. However, due to a hybrid nature of the system, namely its lumped parameter part, non-differential (algebraic) parts arise generally in the solution. Herein, multiconductor transmission lines (MTL) play a role of the distributed-parameter parts of the hybrid system. The MTL model is designed as a cascade connection of generalized RLCG T-networks, while the state-variable method is applied for its description. The MTL boundary conditions are incorporated through a modified nodal analysis (MNA) to cover arbitrarily complex circuits. System responses are formed by the sets of stochastic trajectories completed by corresponding sample means and respective confidence intervals. To get the results a weak stochastic backward Euler scheme is used, consistent with the Itô stochastic calculus. All the computer simulations have been performed in the Matlab language environment.en
dc.formattextcs
dc.format.extent41-45cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationElektronika Ir Elektrotechnika. 2014, vol. 20, issue 5, p. 41-45.en
dc.identifier.doi10.5755/j01.eee.20.5.7098cs
dc.identifier.issn1392-1215cs
dc.identifier.orcid0000-0001-9510-2058cs
dc.identifier.orcid0000-0003-4992-627Xcs
dc.identifier.other107739cs
dc.identifier.researcheridE-9917-2018cs
dc.identifier.scopus8440446200cs
dc.identifier.scopus24776140900cs
dc.identifier.urihttp://hdl.handle.net/11012/201682
dc.language.isoencs
dc.publisherKaunas University of Technologycs
dc.relation.ispartofElektronika Ir Elektrotechnikacs
dc.relation.urihttp://eejournal.ktu.lt/index.php/elt/article/view/7098cs
dc.rightsCreative Commons Attribution 4.0 Internationalcs
dc.rights.accessopenAccesscs
dc.rights.sherpahttp://www.sherpa.ac.uk/romeo/issn/1392-1215/cs
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/cs
dc.subjectcomputer simulationen
dc.subjectstochastic processesen
dc.subjecttime-domain analysisen
dc.subjecttransmission linesen
dc.subjectcomputer simulation
dc.subjectstochastic processes
dc.subjecttime-domain analysis
dc.subjecttransmission lines
dc.titleApplication of Stochastic Differential-Algebraic Equations in Hybrid MTL Systems Analysisen
dc.title.alternativeApplication of Stochastic Differential-Algebraic Equations in Hybrid MTL Systems Analysisen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
sync.item.dbidVAV-107739en
sync.item.dbtypeVAVen
sync.item.insts2025.10.14 14:10:15en
sync.item.modts2025.10.14 10:49:36en
thesis.grantorVysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií. Ústav matematikycs
thesis.grantorVysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií. Ústav radioelektronikycs
thesis.grantorVysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií. Centrum senzorických, informačních a komunikačních systémůcs
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