Stochastic differential equations approach in the analysis of MTLs with randomly varied parameters

Abstract

The paper deals with a technique for the analysis of multiconductor transmission lines (MTL) with randomly varied parameters, that is based on the theory of stochastic differential equations (SDE). Sets of stochastic trajectories are computed as voltage or current responses, accompanied by relevant sample means and confidence intervals. The MTL model is based on a cascade connection of generalized RLGC networks, terminating circuits are replaced by their generalized Thévenin equivalents. To develop model equations a state-variable method is applied, and then a corresponding vector SDE is formulated. Finally, a stochastic implicit Euler numerical technique is used for the numerical solution being consistent with Itô stochastic calculus. All the computation were done in the MATLAB <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">®</sup> language and deterministic responses are also stated via a numerical inverse Laplace transforms (NILT) procedure to verify the results.