Stochastic differential algebraic equations of index 1 and applications in circuit simulation

Journal of Computational and Applied Mathematics

Volumn 163, Issue 2, 2004, Pages 435-463

  Winkler, Renate ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Circuit simulation; Differential algebraic equations; Mean square numerical stability; Numerical methods; Stochastic differential equations; Transient noise analysis

Indexed keywords

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; ERROR ANALYSIS; MATHEMATICAL MODELS;

DISCRETIZATION METHODS;

RANDOM PROCESSES;

DIFFERENTIAL EQUATION; MATHEMATICAL METHOD;

EID: 1142280963     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2003.12.017     Document Type: Erratum

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