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We propose a new adaptive algorithm for the approximation of the Landau-Lifshitz-Gilbert equation via a higher-order tangent plane scheme. We show that the adaptive approximation satisfies an energy inequality and demonstrate numerically,…

Numerical Analysis · Mathematics 2026-02-06 Jan Bohn , Willy Dörfler , Michael Feischl , Stefan Karch

We study a Stochastic Landau-Lifschitz Equation with non-zero anisotrophy energy and multidimensional noise. The existence and some regularities of weak solution have been proved.

Probability · Mathematics 2015-11-13 Zdzisław Brzeźniak , Liang Li

We consider the numerical approximation of a general second order semi--linear parabolic stochastic partial differential equation (SPDE) driven by additive space-time noise. We introduce a new modified scheme using a linear functional of…

Numerical Analysis · Mathematics 2016-07-20 Gabriel J Lord , Antoine Tambue

We investigate the stochastic Landau-Lifshitz-Gilbert (LLG) equation on a periodic 2D domain, driven by infinite-dimensional Gaussian noise in a Sobolev class. We establish strong local well-posedness in the energy space and characterize…

Analysis of PDEs · Mathematics 2025-04-28 Ben Goldys , Chunxi Jiao , Christof Melcher

In this paper, based on the two-step discretization scheme proposed by Dahlquist, Liniger and Nevanlinna (DLN), we develop a semi-implicit Galerkin finite element method for solving the coupled generalized Ginzburg-Landau equations. By…

Numerical Analysis · Mathematics 2026-01-12 Zhen Guan , Xianxian Cao , Junjun Wang

In this article, we have analyzed semi-discrete finite element approximations of the Stochastic linear Schr\"{o}dinger equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite element method for…

Numerical Analysis · Mathematics 2026-01-16 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…

Computational Physics · Physics 2022-01-26 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

We investigate a fully discrete finite element approximation for the stochastic Kuramoto-Sivashinsky equation, combining the standard finite element methods in spatial discretization with the implicit Euler-Maruyama scheme in time. Rigorous…

Numerical Analysis · Mathematics 2025-10-08 Hung D. Nguyen , Liet Vo

We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully…

Numerical Analysis · Mathematics 2018-05-04 Daisuke Furihata , Mihály Kovács , Stig Larsson , Fredrik Lindgren

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin…

Probability · Mathematics 2023-02-13 Soham Gokhale , Utpal Manna

In this contribution, we provide convergence rates for a finite volume scheme of a stochastic non-linear parabolic equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions. More precisely, we give an error…

Numerical Analysis · Mathematics 2025-12-22 Kavin Rajasekaran , Niklas Sapountzoglou

In this article, we analyze semi-discrete finite element approximation and full discretization of a fourth-order stochastic pseudo-parabolic equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite…

Numerical Analysis · Mathematics 2026-03-11 Suprio Bhar , Mrinmay Biswas , Mangala Prasad

In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…

Numerical Analysis · Mathematics 2018-06-01 Dongdong He , Kejia Pan

In this work, we consider the construction of efficient surrogates for the stochastic version of the Landau-Lifshitz-Gilbert (LLG) equation using model order reduction techniques, in particular, the Reduced Basis (RB) method. The Stochastic…

Numerical Analysis · Mathematics 2025-10-01 Andrea Scaglioni , Michael Feischl , Fernando Henríquez

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

Numerical Analysis · Mathematics 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

We consider the Landau-Lifshitz-Gilbert equation (LLG), which models time-dependent micromagnetic phenomena. We analyze a fully discrete scheme that combines first-order finite elements in space with a BDF2 method in time. The method…

Numerical Analysis · Mathematics 2026-05-07 Michele Aldé , Dirk Praetorius , Michael Feischl

A second order accurate, linear numerical method is analyzed for the Landau-Lifshitz equation with large damping parameters. This equation describes the dynamics of magnetization, with a non-convexity constraint of unit length of the…

Numerical Analysis · Mathematics 2021-11-16 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…

Probability · Mathematics 2023-09-20 Zdzisław Brzeźniak , Soham Gokhale , Utpal Manna

This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…

Numerical Analysis · Mathematics 2026-04-14 Jialin Hong , Diancong Jin , Derui Sheng

We introduce a numerical method to integrate the stochastic Landau-Lifshitz-Gilbert equation in spherical coordinates for generic discretization schemes. This method conserves the magnetization modulus and ensures the approach to…

Statistical Mechanics · Physics 2014-08-27 Federico Romá , Leticia F. Cugliandolo , Gustavo S. Lozano