Concept

Monte carlo — where it appears

Estimating a quantity by generating many random cases and measuring them, so the answer carries a spread that falls with the number of runs. It is the honest answer where a worst case is a bound nobody meets, and the spread it returns is quoted with the run count that produced it.

Named by 6 essays across 4 fields — each of them below, with the objects they name alongside it.

The noise of a 1.6 kΩ resistor through a 10.0 kHz filter. computed by solving, not by drawing. A seeded white sequence of 5.06 nV/√Hz marched through the network gives 619.3 nV across six seeds, spread 1.79%. Integrating the same density against the solved |H(f)|² gives 620.6 nV — -0.21% apart, well inside the spread. The noise bandwidth is 15.03 kHz against a −3 dB point of 10.00 kHz.

The floor a resistor sets

A kilohm at room temperature produces 4.00 nanovolts per root hertz, and it does so because it is warm rather than because of anything about how it was made. That is the first boundary in this collection that bounds a model from below — gain does not help, because gain amplifies it too — and it is the only field here whose figures are samples.

noise · Johnson noise
A divider of 4 equal 1.0% resistors, solved 3000 times. computed by solving, not by drawing. Every resistor drawn from its tolerance band and the divider solved, 3000 times. The worst case is ±1.000% — the part tolerance itself, and it does not improve when the divider is built from more parts — while the measured spread is 0.2944% and the worst of 3000 draws reached 82% of the bound. The root-sum-square, offered as though it were a standard deviation, is 1.70 of one here: for uniformly distributed parts it is √3 σ, a coverage of about 92%.

The tolerance that is not on any part

Four one per cent resistors in a divider give an answer whose worst case is one per cent, whose measured spread is 0.29 per cent, and whose root-sum-square bound — offered everywhere as though it were a standard deviation — is 1.70 of one. Adding parts does not move the worst case at all and shrinks the spread as one over their root, so the gap between the promise and the fact widens with every resistor. And the same arithmetic draws a boundary in tolerance rather than in frequency: an R–2R ladder is a twelve-bit converter only while its resistors are inside 0.14 per cent.

networks · Component tolerance
A threshold crossed once, in 20k samples of noise. With no hysteresis the comparator changes its mind 22.7 times on average and as many as 29, on a signal that crosses the threshold once. The vertical bars are the range over twelve seeds. The expected number of extra transitions falls below a tenth at 3.57 standard deviations — so the hysteresis a threshold needs is set by the noise under it and not by the signal over it.

Two thresholds because there is a floor

A comparator with one threshold, watching a slow signal cross it once, changes its mind 22.7 times on average and as many as 29 — because there is noise under the signal and no threshold is ever crossed once. Hysteresis fixes it, and how much is needed is a multiple of the noise's own standard deviation rather than a voltage: 3.57 of them here. The multiple grows with how long the threshold is watched, and slowly — a hundredfold longer record needs three times the hysteresis, not a hundred times.

applied · Hysteresis
Five tolerances, and the response moves in two directions. computed by solving, not by drawing. The eigenvalues of the relative second-derivative matrix of a fifth-order 0.5 dB Chebyshev ladder's magnitude at its lower ripple peak, over its five reactances. Two are of order one — -0.9473 and -0.8051, both negative — and the other three are 3.9e-9, which is zero at the precision the arithmetic has. So the quadratic form is negative semi-definite of rank two, and there is a three-dimensional subspace of component errors that the peak cannot see. The open circles are the same matrix computed by four re-solves per pair, sharing no adjoint arithmetic with the filled ones: they agree to parts in ten thousand on the two that are there and place the three zeros about two decades higher, which is the price of differencing a difference.

The three tolerances that do nothing

The rung below computed every second derivative of a ladder's magnitude at a ripple peak, found them all negative, and built six hundred ladders to argue that no combination of tolerances could raise the response. The whole matrix says so outright — and says something six hundred samples could not have found, because a sample of a five-dimensional box never lands on a three-dimensional subspace: two of the five eigenvalues are of order one and the other three are nine decades down.

networks · Sensitivity
Three averagers passing the same noise, and three different half-power points. Integrated by eight-point quadrature on every lobe, with the tail past the last lobe in closed form. A mean over 20 ms has the response sin(πfT)/(πfT), and the area under its square is 25.000000 Hz against the 25 Hz of 1/(2T) — the brick wall drawn shaded. A mean over the window passes half its power at 22.147 Hz, so the noise bandwidth is 1.12880 times that frequency; A one-pole averager passes half its power at 15.915 Hz, so the noise bandwidth is 1.57080 times that frequency; Two means in cascade pass half their power at 23.919 Hz, so the noise bandwidth is 1.04521 times that frequency. Every curve drawn encloses the same area; they differ in where they spend it.

The filter an average is

A mean taken over a window is a filter, and the area under its squared response is exactly one over twice the window — 25 hertz of noise bandwidth for twenty milliseconds, passing half its power at 22.15. Built to the same noise, a one-pole averager passes half its power at 15.92 hertz and takes 2.33 times as long to settle to one per cent, and two means in cascade pass half at 23.92 and take 1.25 times as long. Between its nulls a mean rejects the mains no better than the one-pole does, and one per cent off a null it rejects it by forty decibels however many cycles the window holds.

noise · Noise bandwidth
Three mismatches, and only one of them reaches the output. computed by solving, not by drawing. Each of the three quantities that can differ between the two transistors is given a spread of its own, one at a time, and 200 pairs are solved at each. The saturation currents produce a spread that follows them exactly — exponent 0.998, so 1.910 per cent of copy error for two per cent of mismatch. The current gains produce a line of slope 2.003, which is second order rather than first, and land at 2.20e-4 per cent for the same two. There is no third line because there is no third component: with no emitter resistors there is nothing for a resistor tolerance to be a tolerance of, and matching a mirror is a statement about emitter area and about nothing else.

The mismatch that cancels itself

A current mirror's copy error is spread by three things the two transistors can differ in, and the population that measures it has always drawn all three at once. Turned on one at a time, a two per cent spread of saturation currents gives 1.910 per cent of copy error and a two per cent spread of current gains gives 0.00022 — because the gains enter only as a sum of reciprocals, which has no first derivative where they are equal. Then the standard cure un-cancels it, by a factor of 86.

semiconductors · Current mirror

Named alongside it

The objects these essays reach for when they reach for this one.

Seeded generatorComponent sensitivityComponent toleranceDesign tradeoffEquivalent noise bandwidthModel rangeSpectral densityVoltage dividerAdjoint networkAveragingBrick wall filterComparator

All concepts