A semi-discrete scheme for the stochastic landau–lifshitz equation

François Alouges; Anne de Bouard; Antoine Hocquet

doi:10.1007/s40072-014-0033-7

A semi-discrete scheme for the stochastic landau–lifshitz equation

François Alouges
, Anne de Bouard
, Antoine Hocquet

Ecole polytechnique

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	281-315
Nombre de pages	35
journal	Stochastics and Partial Differential Equations: Analysis and Computations
Volume	2
Numéro de publication	3
Les DOIs	https://doi.org/10.1007/s40072-014-0033-7
état	Publié - 1 sept. 2014

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10.1007/s40072-014-0033-7

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title = "A semi-discrete scheme for the stochastic landau–lifshitz equation",

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 = "Landau, Lifshitz equation, Numerical analysis, Stochastic partial differential equations",

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AU - Alouges, François

AU - Bouard, Anne de

AU - Hocquet, Antoine

N1 - Publisher Copyright: © Springer Science+Business Media New York 2014.

PY - 2014/9/1

Y1 - 2014/9/1

N2 - 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.

AB - 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.

KW - Landau

KW - Lifshitz equation

KW - Numerical analysis

KW - Stochastic partial differential equations

UR - https://www.scopus.com/pages/publications/84992013460

U2 - 10.1007/s40072-014-0033-7

DO - 10.1007/s40072-014-0033-7

M3 - Article

AN - SCOPUS:84992013460

SN - 2194-0401

VL - 2

SP - 281

EP - 315

JO - Stochastics and Partial Differential Equations: Analysis and Computations

JF - Stochastics and Partial Differential Equations: Analysis and Computations

IS - 3

ER -

A semi-discrete scheme for the stochastic landau–lifshitz equation

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