Strong solvability of regularized stochastic Landau-Lifshitz-Gilbert equation

We examine a stochastic Landau-Lifshitz-Gilbert equation based on an exchange energy functional containing second-order derivatives of the unknown field. Such regularizations are featured in advanced micromagnetic models recently introduced in connection with nanoscale topological solitons. We show that, in contrast to the classical stochastic Landau-Lifshitz-Gilbert equation based on the Dirichlet energy alone, the regularized equation is solvable in the stochastically strong sense. As a consequence it preserves the topology of the initial data, almost surely

The Allen-Cahn Action functional in higher dimensions

The Allen-Cahn action functional is related to the probability of rare events in the stochastically perturbed Allen-Cahn equation. Formal calculations suggest a reduced action functional in the sharp interface limit. We prove in two and three space dimensions the corresponding lower bound. One difficulty is that diffuse interfaces may collapse in the limit. We therefore consider the limit of diffuse surface area measures and introduce a generalized velocity and generalized reduced action functional in a class of evolving measures. As a corollary we obtain the Gamma convergence of the action functional in a class of regularly evolving hypersurfaces.Comment: 33 pages, 4 figures; minor changes and addition

Computing the optimal path in stochastic dynamical systems

In stochastic systems, one is often interested in finding the optimal path that maximizes the probability of escape from a metastable state or of switching between metastable states. Even for simple systems, it may be impossible to find an analytic form of the optimal path, and in high- dimensional systems, this is almost always the case. In this article, we formulate a constructive methodology that is used to compute the optimal path numerically. The method utilizes finite-time Lyapunov exponents, statistical selection criteria, and a Newton-based iterative minimizing scheme. The method is applied to four examples. The first example is a two-dimensional system that describes a single population with internal noise. This model has an analytical solution for the optimal path. The numerical solution found using our computational method agrees well with the analytical result. The second example is a more complicated four-dimensional system where our numerical method must be used to find the optimal path. The third example, although a seemingly simple two-dimensional system, demonstrates the success of our method in finding the optimal path where other numerical methods are known to fail. In the fourth example, the optimal path lies in six-dimensional space and demonstrates the power of our method in computing paths in higher- dimensional spaces

Multiscale temporal integrators for fluctuating hydrodynamics

Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in fluctuating hydrodynamics. Our simple predictor-corrector schemes add fluctuations to standard second-order deterministic solvers in a way that maintains second-order weak accuracy for linearized fluctuating hydrodynamics. We construct a general class of schemes and recommend two specific schemes: an explicit midpoint method, and an implicit trapezoidal method. We also construct predictor-corrector methods for integrating the overdamped limit of systems of equations with a fast and slow variable in the limit of infinite separation of the fast and slow timescales. We propose using random finite differences to approximate some of the stochastic drift terms that arise because of the kinetic multiplicative noise in the limiting dynamics. We illustrate our integrators on two applications involving the development of giant nonequilibrium concentration fluctuations in diffusively-mixing fluids. We first study the development of giant fluctuations in recent experiments performed in microgravity using an overdamped integrator. We then include the effects of gravity, and find that we also need to include the effects of fluid inertia, which affects the dynamics of the concentration fluctuations greatly at small wavenumbers.Comment: Published with some errors (fixed here) as Phys. Rev. E, 90, 063312, 201