Analýza lineárních diferenciálních rovnic s náhodnými vstupy.

Abstract

This Bachelor thesis is about analysis of linear differential equations with random inputs. With this fundamental idea is closely connected investigation of stochastic processes and their numeric characteristics. Already mentioned problems are practically demonstrated in application which is focused on serial RLC circuit. Application has user interface that enables user to change parameters and see the results. In the thesis there are all needed mathematical definitions and theorems for the probability theory, theory of stochastic processes and linear differential equations. Inside the thesis there is also example on which all procedures are shown.