POLYNOMIALCHAOS

Quantifying Uncertainty

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Articles written by Su, Q.

1. Su, Q. and Strunz, K.. "Stochastic circuit modelling with Hermite polynomial chaos" Electronic Letters. 41 (21). OCT 13 2005. pp. 1163--1165.
   

   Hermite polynomial chaos is used to create models of electric circuit branches for the study of random changes of parameters. The proposed method allows for seamless integration with nodal analysis. An analogy of Fourier series and Hermite polynomial chaos expansion is introduced to explain the methodology Compared with root-sum-square and Monte Carlo methods, the proposed method is shown to be fast and accurate.

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2008 John Jakeman