A semi-discrete scheme for the stochastic Landau-Lifshitz equation
Analysis of PDEs
2014-03-13 v1 Numerical Analysis
Probability
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.
Keywords
Cite
@article{arxiv.1403.3016,
title = {A semi-discrete scheme for the stochastic Landau-Lifshitz equation},
author = {François Alouges and Anne De Bouard and Antoine Hocquet},
journal= {arXiv preprint arXiv:1403.3016},
year = {2014}
}