Probability Seminar
Department of Mathematical Sciences |
|
M. Neklyudov University of Tubingen
Title: The role of noise in finite ensembles of nanomagnetic particles
Abstract:
The dynamics of finitely many nanomagnetic particles is described by the
stochastic Landau-Lifshitz-Gilbert equation. We show that the system
relaxes exponentially fast to the unique invariant measure which is
described
by a Boltzmann distribution. Furthermore, we provide Arrhenius type law
for the rate
of the convergence to the distribution.
Then, we discuss two implicit discretizations to approximate
transition functions both, at finite and infinite times: the first
scheme is shown to
inherit the geometric `unit-length' property of single spins, as well as
the Lyapunov structure, and
is shown to be geometrically ergodic; moreover, iterates converge
strongly with rate for finite times. The second scheme is computationally
more efficient since it is linear; it is shown to converge weakly at
optimal rate for
all finite times. We use a general result of Shardlow and Stuart to
then conclude convergence to the invariant measure of the limiting
problem for both discretizations.
Computational examples will be reported to illustrate the theory.
This is a joint work with A. Prohl.
©2010, Department of Mathematical Sciences
Last Modified:
February 26, 2009