Weak martingale solutions to the stochastic Landau-Lifshitz-Gilbert equation with multi-dimensional noise via a convergent finite-element scheme

DOI10.1016/J.SPA.2019.02.011zbMATH Open1433.35380arXiv1703.05901OpenAlexW2918459348WikidataQ128286817 ScholiaQ128286817MaRDI QIDQ2289784FDOQ2289784

Authors: B. Goldys, Joseph F. Grotowski, Kim-Ngan Le 

Publication date: 24 January 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We propose an unconditionally convergent linear finite element scheme for the stochastic Landau--Lifshitz--Gilbert (LLG) equation with multi-dimensional noise. By using the Doss-Sussmann technique, we first transform the stochastic LLG equation into a partial differential equation that depends on the solution of the auxiliary equation for the diffusion part. The resulting equation has solutions absolutely continuous with respect to time. We then propose a convergent $heta$-linear scheme for the numerical solution of the reformulated equation. As a consequence, we are able to show the existence of weak martingale solutions to the stochastic LLG equation.

Full work available at URL: https://arxiv.org/abs/1703.05901

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zbMATH Keywords

ferromagnetismfinite elementstochastic partial differential equationLandau-Lifshitz-Gilbert equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Weak solutions to PDEs (35D30) Nonlinear parabolic equations (35K55) PDEs in connection with optics and electromagnetic theory (35Q60) Integro-partial differential equations (35R09) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Electromagnetic theory (general) (78A25) Statistical mechanics of magnetic materials (82D40)

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Cited In (5)

• On linear stochastic flows
• 3D stochastic Landau-Lifshitz-Gilbert equations coupled with Maxwell's equations with full energy
• Existence, uniqueness and regularity of solutions to the stochastic Landau-Lifshitz-Slonczewski equation
• Wong–Zakai approximations for the stochastic Landau–Lifshitz–Bloch equations
• A pathwise stochastic Landau-Lifshitz-Gilbert equation with application to large deviations

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