Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
β Scribed by O Schein; G Denk
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 788 KB
- Volume
- 100
- Category
- Article
- ISSN
- 0377-0427
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π SIMILAR VOLUMES
The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initia
AbstraetqWe discuss a direct formulation of the Tau Method in two dimensions which differs radically from former techniques in that no discretization is introduced in any of the variables. A segmented formulation in terms of Tau elements is discussed and applied to the numerical solution of nonlinea