Rate of convergence of a fully discrete structure-preserving midpoint scheme for the stochastic Landau--Lifshitz--Gilbert equation

Source abstract

The stochastic Landau--Lifshitz--Gilbert (sLLG) equation is a strongly nonlinear stochastic PDE with a non-convex pointwise constraint arising in the theory of micromagnetics. We analyse a fully discrete, structure-preserving finite element approximation of the sLLG equation with coloured multiplicative Stratonovich noise on a bounded interval. The method utilises continuous piecewise affine finite elements, mass lumping, and midpoint time discretisation to preserve the unit-length constraint exactly at the finite element nodes. Under suitable regularity assumptions on the initial data and the noise, we establish uniform higher-moment stability and develop an error analysis for the scheme. The analysis exploits the geometric structure of the equation and the stochastic midpoint discretisation. For every $γ\in(0,\frac12)$, we prove first-order spatial convergence and temporal convergence of order $γ$ in the natural discrete energy norm, locally in mean square on events of arbitrarily large probability and, consequently, in probability. To the best of our knowledge, this is the first convergence-rate result for a fully discrete structure-preserving finite element scheme solving the stochastic Landau--Lifshitz--Gilbert equation.