On ergodic invariant measures for the stochastic Landau-Lifschitz-Gilbert equation in 1D

TL;DR

This paper proves the existence of ergodic invariant measures for the stochastic Landau-Lifschitz-Gilbert equation in one dimension, using rough paths theory and classical calculus, and analyzes the long-term behavior of solutions.

Contribution

It introduces a novel approach combining rough paths and classical calculus to establish ergodic measures for the equation, including uniqueness and long-term dynamics.

Findings

Existence of an ergodic invariant measure on the specified function space.

Uniqueness of the Gibbs invariant measure under spatially constant noise.

Solutions synchronize with spherical Brownian motion and are recurrent over time.

Abstract

We establish existence of an ergodic invariant measure on $H^1(D,\mathbb{R}^3)\cap L^2(D,\mathbb{S}^2)$ for the stochastic Landau-Lifschitz-Gilbert equation on a bounded one dimensional interval $D$. The conclusion is achieved by employing the classical Krylov-Bogoliubov theorem. In contrast to other equations, verifying the hypothesis of the Krylov-Bogoliubov theorem is not a standard procedure. We employ rough paths theory to show that the semigroup associated to the equation has the Feller property in $H^1(D,\mathbb{R}^3)\cap L^2(D,\mathbb{S}^2)$. It does not seem possible to achieve the same conclusion by the classical Stratonovich calculus. On the other hand, we employ the classical Stratonovich calculus to prove the tightness hypothesis. The Krein-Milman theorem implies existence of an ergodic invariant measure. In case of spatially constant noise, we show that there exists a unique Gibbs invariant measure and we establish the qualitative behaviour of the unique stationary solution. In absence of the anisotropic energy and for a spatially constant noise, we are able to provide a path-wise long time behaviour result: in particular, every solution synchronises with a spherical Brownian motion and it is recurrent for large times