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This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…

Analysis of PDEs · Mathematics 2024-10-10 Daiwen Huang , Zhaoyang Qiu , Bixiang Wang

A third-order accurate implicit-explicit Runge-Kutta time marching numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with arbitrary damping…

Numerical Analysis · Mathematics 2024-07-09 Yan Gui , Rui Du , Cheng Wang

This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…

Numerical Analysis · Mathematics 2021-01-07 Daxin Nie , Weihua Deng

This paper discusses the theory and numerical method of two-scale analysis for the multiscale Landau-Lifshitz-Gilbert equation in composite ferromagnetic materials. The novelty of this work can be summarized in three aspects: Firstly, the…

Numerical Analysis · Mathematics 2024-03-25 Xiaofei Guan , Hang Qi , Zhiwei Sun

A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…

Numerical Analysis · Mathematics 2019-10-16 Pascal Heid , Thomas P. Wihler

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial…

Numerical Analysis · Mathematics 2024-11-27 Binjie Li , Qin Zhou

A new fully discrete linearized $H^1$-conforming Lagrange finite element method is proposed for solving the two-dimensional magneto-hydrodynamics equations based on a magnetic potential formulation. The proposed method yields numerical…

Numerical Analysis · Mathematics 2019-03-12 Buyang Li , Jilu Wang , Liwei Xu

In this paper, we propose a fully discrete mixed finite element method for solving the time-dependent Ginzburg--Landau equations, and prove the convergence of the finite element solutions in general curved polyhedra, possibly nonconvex and…

Numerical Analysis · Mathematics 2016-05-06 Buyang Li

Various applications ranging from spintronic devices, giant magnetoresistance sensors, and magnetic storage devices, include magnetic parts on very different length scales. Since the consideration of the Landau-Lifshitz-Gilbert equation…

The present paper proposes new fully discrete schemes for long-time approximations of stochastic partial differential equations (SPDEs) with non-globally Lipschitz coefficients in a bounded domain $D \subset \R^d, d =1,2,3 $. A novel family…

Numerical Analysis · Mathematics 2026-03-25 Ruisheng Qi , Xiaojie Wang

The stochastic Landau-Lifshitz-Gilbert-Slonczewski (s-LLGS) equation is widely used to study the temporal evolution of the macrospin subject to spin torque and thermal noise. The numerical simulation of the s-LLGS equation requires an…

Computational Engineering, Finance, and Science · Computer Science 2017-01-18 Sebastian Ament , Nikhil Rangarajan , Arun Parthasarathy , Shaloo Rakheja

We consider the following quasi-linear parabolic system of backward partial differential equations: $(\partial_t+L)u+f(\cdot,\cdot,u, \nabla u\sigma)=0$ on $[0,T]\times \mathbb{R}^d\qquad u_T=\phi$, where $L$ is a possibly degenerate second…

Probability · Mathematics 2012-01-17 Rongchan Zhu

We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…

Numerical Analysis · Mathematics 2025-12-04 Amireh Mousavi

This paper develops and analyzes some fully discrete mixed finite element methods for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise that is white in time and correlated in space. The stochastic Cahn-Hilliard…

Numerical Analysis · Mathematics 2019-03-14 Xiaobing Feng , Yukun Li , Yi Zhang

Magnetization dynamics in ferromagnetic materials is modeled by the Landau-Lifshitz (LL) equation, a nonlinear system of partial differential equations. Among the numerical approaches, semi-implicit schemes are widely used in the…

Numerical Analysis · Mathematics 2023-12-27 Yan Gui , Cheng Wang , Jingrun Chen

A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

Numerical Analysis · Mathematics 2017-12-01 Rikard Anton , David Cohen , Lluis Quer-Sardanyons

In this work, we are interested in building the fully discrete scheme for stochastic fractional diffusion equation driven by fractional Brownian sheet which is temporally and spatially fractional with Hurst parameters $H_{1}, H_{2}…

Numerical Analysis · Mathematics 2022-01-27 Daxin Nie , Jing Sun , Weihua Deng

In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…

chao-dyn · Physics 2009-10-22 A. Crisanti , U. Marini Bettolo Marconi