A semi-discrete scheme for the stochastic Landau-Lifshitz equation
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a-priori estimatesLandau-Lifshitz equationmartingale solutionnumerical analysisProkhorov theoremsemi-discrete schemeSkorokhod's representation theoremstochastic partial differential equations
A priori estimates in context of PDEs (35B45) Nonlinear parabolic equations (35K55) PDEs in connection with optics and electromagnetic theory (35Q60) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Applications to the sciences (65Z05)
Abstract: We propose a new convergent time semi-discrete scheme for the stochastic Landau-Lifshitz-Gilbert equation. The scheme is only linearly implicit and does not require the resolution of a nonlinear problem at each time step. Using a martingale approach, we prove the convergence in law of the scheme up to a subsequence.
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Cited in
(22)- Struwe-like solutions for the stochastic harmonic map flow
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
- Second-order semi-implicit projection methods for micromagnetics simulations
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