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arxiv: 1403.3016 · v1 · pith:CCNMARWBnew · submitted 2014-03-12 · 🧮 math.AP · cs.NA· math.NA· math.PR

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

classification 🧮 math.AP cs.NAmath.NAmath.PR
keywords schemeequationsemi-discretestochastictimeapproachconvergenceconvergent
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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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