Regular solutions for multiplicative stochastic Landau-Lifshitz-Gilbert equation and blow-up phenomena (Q625947): Difference between revisions

The two-dimensional Landau-Lifshitz-Gilbert equation of motion for a classical magnetic moment perturbed by a multiplicative noise is investigated. This equation is highly nonlinear in nature and, for this reason, many mathematical results suited for stochastic differential equations cannot be applied. This work introduces the difference method to handle stochastic differential equations and proves the existence of regular martingale solutions in dimension two. Some blow-up phenomena are presented, which are drastically different from the deterministic case. Finally, to yield correct thermal-equilirium properties, the Stratonovitch integral is used instead of the Itô integral.