A semi-discrete scheme for the stochastic Landau-Lifshitz equation

DOI10.1007/S40072-014-0033-7zbMATH Open1332.35348arXiv1403.3016OpenAlexW2038082723WikidataQ115375344 ScholiaQ115375344MaRDI QIDQ487675FDOQ487675

Authors: François Alouges, A. de Bouard, Antoine Hocquet 

Publication date: 23 January 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1403.3016

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zbMATH Keywords

stochastic partial differential equationsnumerical analysisLandau-Lifshitz equationsemi-discrete schememartingale solutiona-priori estimatesProkhorov theoremSkorokhod's representation theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Applications to the sciences (65Z05)

Cites Work

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Cited In (15)

• Finite-time singularity of the stochastic harmonic map flow
• Struwe-like solutions for the stochastic harmonic map flow
• Convergent finite element based discretization of a stochastic two‐phase flow model
• New two-level leapfrog scheme for modeling the stochastic Landau-Lifshitz equations
• Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
• Convergence with rates for a time-discretization of the Stochastic Landau-Lifschitz-Gilbert equation
• Wong-Zakai approximation for the stochastic Landau-Lifshitz-Gilbert equations
• Existence, uniqueness and regularity of solutions to the stochastic Landau-Lifshitz-Slonczewski equation
• On strong solution to the 2D stochastic Ericksen-Leslie system: a Ginzburg-Landau approximation approach
• Second-order semi-implicit projection methods for micromagnetics simulations
• A finite element approximation for the stochastic Landau-Lifshitz-Gilbert equation
• Existence, uniqueness and regularity for the stochastic Ericksen–Leslie equation
• Splitting integrators for the stochastic Landau-Lifshitz equation
• A domain decomposition method for stochastic evolution equations
• Weak martingale solutions to the stochastic Landau-Lifshitz-Gilbert equation with multi-dimensional noise via a convergent finite-element scheme

Uses Software

• feeLLGood

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