Wong–Zakai Approximation for Landau–Lifshitz–Gilbert Equation Driven by Geometric Rough Paths

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Abstract

We adapt Lyon’s rough path theory to study Landau–Lifshitz–Gilbert equations (LLGEs) driven by geometric rough paths in one dimension, with non-zero exchange energy only. We convert the LLGEs to a fully nonlinear time-dependent partial differential equation without rough paths term by a suitable transformation. Our point of interest is the regular approximation of the geometric rough path. We investigate the limit equation, the form of the correction term, and its convergence rate in controlled rough path spaces. The key ingredients for constructing the solution and its corresponding convergence results are the Doss–Sussmann transformation, maximal regularity property, and the geometric rough path theory.

Details

Original languageEnglish
Pages (from-to)1685-1730
Number of pages46
JournalApplied mathematics & optimization
Volume84.2021
Issue numberDecember, Suppl.2
DOIs
Publication statusPublished - 6 Aug 2021