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)