Splitting Integrators for the Stochastic Landau–Lifshitz Equation

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Abstract

In this article we construct splitting integrators for a finite-dimensional version of the stochastic Landau–Lifshitz equation under the influence of global and local energy terms. The methods preserve the length of the magnetization spins exactly and reproduce the energy evolution of the equation. Depending on the structure of the Hamiltonian, the methods either are explicit or contain nonlinear subsystems of small dimension, which leads to a smaller computational cost compared with standard implicit integrators. Numerical simulations are provided for evidencing convergence order and long-time behavior of the constructed methods.
Original languageEnglish
Pages (from-to)A1788–A1806
Number of pages19
JournalSIAM Journal on Scientific Computing
Volume38
Issue number3
DOIs
Publication statusPublished - 2016

Fields of science

  • 101 Mathematics
  • 101014 Numerical mathematics
  • 101018 Statistics
  • 101019 Stochastics
  • 101024 Probability theory

JKU Focus areas

  • Computation in Informatics and Mathematics
  • Engineering and Natural Sciences (in general)

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