2024/05/24 by Fan Xu, Lei Zhang, Xu, Fan +3
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Differential Equations and Numerical Methods #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2405.15666
In this paper, we study the initial-boundary value problem for the stochastic Landau-Lifshitz-Baryakhtar (SLLBar) equation with Stratonovich-type noise in bounded domains O⊂ℝd, d=1,2,3. Our main results can be briefly described as follows: (1) for d=1,2,3 and any u0∈ℍ1, the SLLBar equation admits a unique local-in-time pathwise weak solution; (2) for d=1 and small-data u0∈ℍ1, the SLLBar equation has a unique global-in-time pathwise weak solution and at least one invariant measure; (3) for d=1,2 and small-data u0∈\mathbbL2, the SLLBar equation possesses a unique global-in-time pathwise very weak solution and at least one invariant measure, while for d=3 only the existence of martingale solution is obtained due to the loss of pathwise uniqueness.