WOLFRAM LANGUAGE FEATURED EXAMPLE
RLC Circuit Driven by Periodic Signal and White Noise
Consider an electrical circuit consisting of a resistor, inductor, and capacitor connected in series. The circuit is under external voltage, which is a superposition of a periodic signal and a white noise.
Define the parameters of the model:
Compute the mean function, i.e. the mean value of the charge of the capacitor as a function of time:
Solve the deterministic problem in the absence of noise and compare with the mean function:
Compute the variance function:
Simulate the model using a strong order 1.5 Kloeden–
Visualize simulated paths:
Visualize a 95% confidence band about the mean function:
Combine the plots together.