On stochastic modelling of linear circuits

In this paper, the deterministic modelling of linear circuits is replaced by stochastic modelling by including variance in the parameters (resistance, inductance and capacitance). Our method is based on results from the theory of stochastic differential equations. This method is general in the following sense. Any electrical circuit that consists of resistances, inductances and capacitances can be modelled by ordinary differential equations, in which the parameters of the differential operators are the functions of circuit elements. The deterministic ordinary differential equation can be converted into a stochastic differential equation by adding noise to the input potential source and to the circuit elements. The noise added in the potential source is assumed to be a white noise and that added in the parameters is assumed to be a correlated process because these parameters change very slowly with time and hence must be modelled as a correlated process. In this paper, we model a series RLC circuit by using the proposed method. The stochastic differential equation that describes the concentration of charge in the capacitor of a series RLC circuit is solved. Numerical simulations in MATLAB are obtained using the Euler–Maruyama method. Copyright © 2008 John Wiley & Sons, Ltd.