A finite element approximation for the stochastic Landau–Lifshitz–Gilbert equation

The stochastic Landau–Lifshitz–Gilbert (LLG) equation describes the behaviour of the magnetisation under the influence of the effective field containing random fluctuations. We first transform the stochastic LLG equation into a partial differential equation with random coefficients (without the Itô term). The resulting equation has time-differentiable solutions. We then propose a convergent θ  -linear scheme for the numerical solution of the reformulated equation. As a consequence, we show the existence of weak martingale solutions to the stochastic LLG equation. A salient feature of this scheme is that it does not involve solving a system of nonlinear algebraic equations, and that no condition on time and space steps is required when θ∈(12,1]. Numerical results are presented to show the applicability of the method.