Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits

Journal of Computational and Applied Mathematics

Volumn 100, Issue 1, 1998, Pages 77-92

  Schein, O ^a   Denk, G ^b  

^a DARMSTADT UNIVERSITY OF TECHNOLOGY   (Germany)

^b SIEMENS AG   (Germany)

Author keywords

Canonical projectors; Circuit simulation; Differential algebraic equations; Multistep scheme; Runge Kutta scheme; Stochastic differential equations; Transient noise

Indexed keywords

ALGEBRA; BENCHMARKING; CONVERGENCE OF NUMERICAL METHODS; DIFFERENTIAL EQUATIONS; INTEGRATED CIRCUITS; MATHEMATICAL MODELS; RANDOM PROCESSES; SPURIOUS SIGNAL NOISE; WHITE NOISE;

CANONICAL PROJECTORS; MICROELECTRONIC CIRCUITS; MULTISTEP SCHEME; RUNGE-KUTTA SCHEME; STOCHASTIC DIFFERENTIAL ALGEBRAIC EQUATIONS; TRANSIENT NOISE SIMULATION; TWO STEP METHOD;

COMPUTATIONAL METHODS;

EID: 0032205709     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-0427(98)00138-1     Document Type: Article

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