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On the interpretations of Langevin stochastic equation in different coordinate systems

机译:关于Langevin随机方程在不同坐标系中的解释

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The stochastic Langevin Landau-Lifshitz equation is usually utilized in micromagnetics formalism to account for thermal effects. Commonly, two different interpretations of the stochastic integrals can be made: Ito and Stratonovich. In this work, the Langevin-Landau-Lifshitz (LLL) equation is written in both Cartesian and Spherical coordinates. If Spherical coordinates are employed, the noise is additive, and therefore, Ito and Stratonovich solutions are equal. This is not the case when (LLL) equation is written in Cartesian coordinates. In this case, the Langevin equation must be interpreted in the Stratonovich sense in order to reproduce correct statistical results. Nevertheless, the statistics of the numerical results obtained from Euler-Ito and Euler-Stratonovich schemes are equivalent due to the additional numerical constraint imposed in Cartesian system after each time step, which itself assures that the magnitude of the magnetization is preserved. (C) 2003 Elsevier B.V. All rights reserved. [References: 6]
机译:随机Langevin Landau-Lifshitz方程通常用在微磁形式论中以说明热效应。通常,可以对随机积分进行两种不同的解释:伊藤和斯特拉托诺维奇。在这项工作中,Langevin-Landau-Lifshitz(LLL)方程用直角坐标和球形坐标编写。如果使用球坐标,则噪声是相加的,因此,伊藤和Stratonovich解是相等的。当(LLL)方程写在笛卡尔坐标中时,情况并非如此。在这种情况下,必须在Stratonovich的意义上解释Langevin方程,以便重现正确的统计结果。然而,由于在每个时间步之后笛卡尔系统中施加了附加的数值约束,因此从Euler-Ito和Euler-Stratonovich方案获得的数值结果的统计结果是等效的,这本身可以确保磁化强度得以保留。 (C)2003 Elsevier B.V.保留所有权利。 [参考:6]

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