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

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.

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Source https://hal.science/hal-00958462
Author Alouges, François, de Bouard, Anne, Hocquet, Antoine
Maintainer CCSD
Last Updated May 6, 2026, 01:44 (UTC)
Created May 6, 2026, 01:44 (UTC)
Identifier hal-00958462
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Centre de Mathématiques Appliquées de l'Ecole polytechnique (CMAP) ; Institut National de Recherche en Informatique et en Automatique (Inria)-École polytechnique (X) ; Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-Centre National de la Recherche Scientifique (CNRS)
creator Alouges, François
date 2014-01-16T00:00:00
harvest_object_id e0d4aa90-dab0-403e-8e00-a5cd13af1642
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-03-23T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1403.3016
set_spec type:UNDEFINED