Modelling and simulation of transient noise in circuit simulation

DOI10.1080/13873950500064400zbMath1117.93305OpenAlexW2050959157MaRDI QIDQ3592331

Renate Winkler, Georg Denk

Publication date: 12 September 2007

Published in: Mathematical and Computer Modelling of Dynamical Systems (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10.1080/13873950500064400

zbMATH Keywords

circuit simulationstochastic differential-algebraic equationsflicker noisetransient noise analysisdrift-implicit Euler scheme

Mathematics Subject Classification ID

Related Items (10)

A tabular source approach to modelling and simulating device and circuit noise in the time domain ⋮ Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions ⋮ A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion ⋮ Multilevel Monte Carlo for stochastic differential equations with additive fractional noise ⋮ Mean-square convergence of stochastic multi-step methods with variable step-size ⋮ Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises ⋮ A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods ⋮ Multilevel Monte Carlo for Stochastic Differential Equations with Small Noise ⋮ Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise ⋮ Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions

Cites Work

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• An \(S\)-transform approach to integration with respect to a fractional Brownian motion
• A new numerical method for SDEs and its application in circuit simulation
• A thermodynamical approach to noise in non-linear networks
• Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noises
• Fractional Brownian Motions, Fractional Noises and Applications
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation.

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