A New Stochastic Integration Scheme for the Efficient Solution of Randomly Disturbed Circuits

A new numerical integration scheme for the simulation of stochastic differential equations is presented. In the context of the computer-aided design of electronic circuits, the modeling of circuits under the influence of electronic noise leads to stochastic differential equations. The available schemes can not solve these equations efficiently. The new discretiziation scheme is constructed similar to multistep schemes for ordinary differential equations. A Fortran77 implementation of the presented integration scheme reduces the simulation time for a ring oscillator to about 17.5% compared with common methods. Therefore, it is an efficient tool for the design of noisy circuits.