Mathematical Problems in Circuit Simulation

Circuit simulation is a standard task for the computer-aided design of electronic circuits. The transient analysis is well understood and realized in powerful simulation packages for conventional circuits. However, further developments in production engineering lead to new classes of circuits, which cause difficulties for the numerical integration. The dimension of circuit models can be quite large (10 5 equations). The complexity of the models demands a higher level of ion. Parasitic effects become dominant. The signal to noise ratio becomes smaller. In this paper, we want to draw attention to three essential problems from a mathematical point of view, the DAE-index, consistent initial values, and asymptotic stability. These topics have been extensively analyzed only recently. We shall illustrate them by some simple examples.     

Variational integrators for nonlinear electric circuits

The variational framework for linear electric circuits introduced in [1] is extended to general nonlinear circuits. Based on a constrained Lagrangian formulation that takes the basic circuit laws into account the equations of motion of a nonlinear electric circuit are derived. The resulting differential-algebraic system can be reduced by performing the variational principle on a reduced space and regularity conditions for the reduced Lagrangian are presented. A variational integrator for the structure-preserving simulation of nonlinear electric circuits is derived and demonstrated by numerical examples. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A numerical scheme for highly oscillatory DAEs and its application to circuit simulation

A new numerical integration scheme for the simulation of differential–algebraic equations is presented. In the context of the computer-aided design of electronic circuits, the modeling of highly oscillatory circuits leads to oscillatory differential–algebraic equations mostly of index 1 or 2. Standard schemes can solve these equations neither efficiently nor reliably. The new discretiziation scheme is constructed in such a way as to overcome the problems of classical numerical methods. It uses the Principle of Coherence due to Hersch in combination with a multistep approach. A combined Maple and Fortran77 implementation of the presented integration scheme reduces the simulation time for a quartz-controlled oscillator to about 2% compared with standard methods. Therefore, it is a powerful tool for the design of highly oscillatory circuits. This revised version was published online in June 2006 with corrections to the Cover Date.     

Element-based index reduction in electrical circuit simulation

The numerical simulation of very large scale integrated circuits is an important tool in the development of new industrial circuits. In the course of the last years, this topic has received increasing attention. Common modeling approaches for circuits lead to differential-algebraic systems (DAEs). In circuit simulation, these DAEs are known to have index 2, given some topological properties of the network. This higher index leads to several undesirable effects in the numerical solution of the DAEs. Recent approaches try to lower the index of DAEs to improve the numerical behaviour. These methods usually involve costly algebraic transformations of the equations. Especially, for large scale circuit equations, these transformations become too costly to be efficient. We will present methods that change the topology of the network itself, while replacing certain elements in oder to obtain a network that leads to a DAE of index 1, while not altering the analytical solution of the DAE. This procedure can be performed prior to the actual numerical simulation. The decreasing of the index usually leads to significantly improved numerical behaviour. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Strong convergence of a stochastic Rosenbrock-type scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the nonlinear part is stronger than the linear part, usually called stochastic dominated transport equations. Most standard numerical schemes lose their good stability properties on such equations, including the current linear implicit Euler method. We discretize the SPDE in space by the finite element method and propose a novel scheme called stochastic Rosenbrock-type scheme for temporal discretization. Our scheme is based on the local linearization of the semi-discrete problem obtained after space discretization and is more appropriate for such equations. We provide a strong convergence of the new fully discrete scheme toward the exact solution for multiplicative and additive noise and obtain optimal rates of convergence. Numerical experiments to sustain our theoretical results are provided.     

Auxiliary Equations Approach for the Stochastic Unsteady Navier-Stokes Equations with Additive Random Noise

This paper presents a Martingale regularization method for the stochastic Navier-Stokes equations with additive noise. The original system is split into two equivalent parts, the linear stochastic Stokes equations with Martingale solution and the stochastic modified Navier-Stokes equations with relatively-higher regularities. Meanwhile, a fractional Laplace operator is introduced to regularize the noise term. The stability and convergence of numerical scheme for the pathwise modified Navier-Stokes equations are proved.The comparisons of non-regularized and regularized noises for the Navier-Stokes system are numerically presented to further demonstrate the efficiency of our numerical scheme.     

Stochastic oscillations in circuit simulation

We consider the simulation of noisy electronic circuits with oscillatory solutions. For their transient noise simulation we use variable step-size two-step schemes for stochastic differential-algebraic equations. The performance of these methods in combination with a suitable step-size control strategy is illustrated by an industrial test application. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation

We are concerned with estimating parameter values at which bifurcations occur in stochastic delay differential equations. After a brief review of bifurcation, we employ a numerical approach and consider how bifurcation values are influenced by the choice of numerical scheme and the step length and by the level of white noise present in the equation. In this paper we provide a formulaic relationship between the estimated bifurcation value, the level of noise, the choice of numerical scheme and the step length. We are able to show that in the presence of noise there may be some loss of order in the accuracy of the approximation to the true bifurcation value compared to the use of the same approach in the absence of noise.     

Synchronization for stochastic hybrid coupled controlled systems with Lévy noise

In this paper, synchronization for stochastic hybrid-delayed coupled systems with Lévy noise on a network (SHDCLN) is investigated via aperiodically intermittent control. Here time delays, Markovian switching and Lévy noise are considered on a network simultaneously for the first time. After that, by means of Lyapunov method, graph theory, and some techniques of inequality, some sufficient conditions are derived to guarantee the synchronization for SHDCLN. In addition, the designed range of aperiodically intermittent controller parameters is shown. Meanwhile, the coupling strength and the perturbed intensity of noise have a great impact on the intensity of control. Then, we investigate synchronization for stochastic hybrid delayed Chua's circuits with Lévy noise on a network as a practical application of our theoretical results. Finally, a numerical example is given to illustrate the effectiveness of the theoretical results.     

Efficient transient noise analysis in circuit simulation

Stochastic differential algebraic equations (SDAEs) arise as a mathematical model for electrical network equations that are influenced by additional sources of Gaussian white noise. We discuss adaptive linear multi-step methods for their numerical integration, in particular stochastic analogues of the trapezoidal rule and the two-step backward differentiation formula, and we obtain conditions that ensure mean-square convergence of this methods. For the case of small noise we present a strategy for controlling the step-size in the numerical integration. It is based on estimating the mean-square local errors and leads to step-size sequences that are identical for all computed paths. Test results illustrate the performance of the presented methods. (© 2006 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A new method for numerical differentiation based on direct and inverse problems of partial differential equations

In this paper, we mainly study a numerical differentiation problem which aims to approximate the second order derivative of a single variable function from its noise data. By transforming the problem into a combination of direct and inverse problems of partial differential equations (heat conduction equations), a new method that we call the PDEs-based numerical differentiation method is proposed. By means of the finite element method and the Tikhonov regularization, implementations of the proposed PDEs-based method are presented with a posterior strategy for choosing regularization parameters. Numerical results show that the PDEs-based numerical differentiation method is highly feasible and stable with respect to data noise.     

线性随机微分方程多步法的稳定性

研究了多步法用于求解线性随机微分方程的稳定性,利用维纳过程的增量服从正态分布的性质,得到了在乘性噪声情况下,多步法用于线性随机微分方程的均方稳定性的条件,并用MATLAB对实际算例进行了数值模拟.     

T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise

The paper deals with the T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise. A difference equation is obtained by applying the numerical method to a linear test equation, in which the Wiener increment is approximated by a discrete random variable with two-point distribution. The conditions under which the method is T-stable are considered and the numerical experiments are given.     

Discrete Chebyshev Approximation by Interpolating Rationals

The problem of discrete Chebyshev approximation by a certainform of rational function is considered. The exchange algorithmis applied with a particular treatment of the levelling equations.Illustrative numerical examples are presented, including thedetection of noise levels.     

Numerical solutions to time-fractional stochastic partial differential equations

Numerical Algorithms - This study is concerned with numerical approximations of time-fractional stochastic heat-type equations driven by multiplicative noise, which can be used to model the...     

Numerical solution to a two-dimensional hypersingular integral equation and sound propagation in urban areas

A mathematical model of sound propagation from a noise source in urban areas is constructed. The exterior Neumann problem for the scalar Helmholtz equation is reduced to a system of hypersingular integral equations. A numerical method for solving the system of integral equations is described. The convergence of the quadrature formulas underlying the numerical method is estimated. Numerical results are presented for particular applications.     

Multirate models for simulating a colpitts oscillator

A model based on multirate partial differential algebraic equations yields an efficient numerical simulation of electric circuits in radio frequency applications. Considering frequency modulation, free parameters of the model are determined appropriately by a minimisation strategy. We apply the multirate approach to simulate a modified version of a Colpitts oscillator, which exhibits frequency modulation at widely separated time scales. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

基于白噪声的网络传染病模型动力学分析北大核心CSCD

该文基于确定性网络传染病模型,建立了白噪声影响下的随机网络传染病模型,证明了模型全局解的存在唯一性,利用随机微分方程理论得到了传染病随机灭绝和随机持久的充分条件.结果表明,白噪声对网络传染病传播动力学有很大的影响,白噪声能有效抑制传染病的传播,大的白噪声甚至能让原本持久的传染病变得灭绝.最后,通过数值模拟验证了理论结果.     

Homotopy perturbation method for the mixed Volterra–Fredholm integral equations

This article presents a numerical method for solving nonlinear mixed Volterra–Fredholm integral equations. The method combined with the noise terms phenomena may provide the exact solution by using two iterations only. Two numerical illustrations are given to show the pertinent features of the technique. The results reveal that the proposed method is very effective and simple.