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