Modelling RL Electrical Circuits by Stochastic Diferential Equations

Abstract

This paper deals with inductor-resistor electrical circuits. The deterministic model of the circuit is replaced by a stochastic model by adding a noise term in both the source and the resistance. The analytic solution of the resulting stochastic differential equations is presented. Numerical simulations are obtained using the stochastic Euler method. Computer programs in C# are used to generate numerical solutions and their graphical representations