An SDE based Stochastic Analysis of Transformer

In this research, the stochastic analysis of the transformer have been performed by using the stochastic differential equation based approach. Noise in the voltage source applied to the transformer has been considered as white noise which is a Brownian motion process or Wiener process. The analytical and numerical solutions of the stochastic differential equations of the transformer have been determined by using the Ito's formula and Euler-Maruyama scheme. The obtained results have been found to be beneficial to the analysis and designing of transformer involved circuits and systems.