We consider the perturbation of parabolic operators of the form ∂t + P (x,D) by large-amplitude highly oscillatory spatially dependent potentials modeled as Gaussian random fields. The amplitude of the potential is chosen so that the solution to the random equation is affected by the randomness at the leading order. We show that, when the dimension is smaller than the order of the elliptic pseu...

A new class of energy-preserving numerical schemes for stochastic Hamiltonian systems with non-canonical structure matrix (in the Stratonovich sense) is proposed. These numerical integrators are of mean-square order one and also preserve quadratic Casimir functions. In the deterministic setting, our schemes reduce to methods proposed in [9] and [6].

In this paper, we discuss the accuracy and complexity of various numerical techniques to solve the stochastic Landau-Lifshitz-Gilbert-Slonczewski (s-LLGS) equation. The s-LLGS equation is widely used by researchers to study the temporal evolution of the macrospin subject to spin torque and thermal noise. The numerical simulation of the s-LLGS equation requires an appropriate choice of stochasti...