Abstract
We control ferromagnetic N-spin dynamics in the presence of thermal fluctuations by minimizing a quadratic functional subject to the stochastic Landau–Lifshitz–Gilbert equation. Existence of a weak solution of the stochastic optimal control problem is shown. The related first order optimality conditions consist of a coupled forward–backward SDE system, which is numerically solved by a structure-inheriting discretization, the least squares Monte-Carlo method to approximate related conditional expectations, and the new stochastic gradient method. Computational experiments are reported which motivate optimal controls in the case of interacting anisotropy, stray field, exchange energies, and acting noise.
Similar content being viewed by others
References
Alouges, F., Beauchard, K.: Magnetization switching on small ferromagnetic ellipsoidal samples. ESAIM Control Optim. Calc. Var. 15(3), 676–711 (2009). doi:10.1051/cocv:2008047
Agarwal, S., Carbou, G., Labbe, S., Prieur, C.: Control of a network of magnetic ellipsoidal samples. Math. Control Relat. Fields 1(2), 129–147 (2011). doi:10.3934/mcrf.2011.1.129
Baňas, Ľ., Brzeźniak, Z., Neklyudov, M., Prohl, A.: Stochastic Ferromagnetism: Analysis and Computation, vol. 58, De Gruyter Studies in Mathematics (2013)
Bertotti, G., Mayergoyz, I., Serpico, C.: Nonlinear Magnetization Dynamis in Nanosystems, Elsevier Series in Electromagnetism. Elsevier, London (2009)
Bender, C., Zhang, J.: Time Discretization and Markovian iteration for coupled FBSDEs. Ann. Appl. Probab. 18(1), 143–177 (2008). doi:10.1214/07-AAP448
Dunst, T., Klein, M., Prohl, A., Schäfer, A.: Optimal control in evolutionary micromagnetism. IMA J. Numer. Anal. 35(3), 1342–1380 (2015). doi:10.1093/imanum/dru034
Dunst, T., Prohl, A.: The forward-backward stochastic heat equation: numerical analysis and simulation. SIAM J. Sci. Comput. 38(5), A2725–A2755 (2016)
El Karoui, N., Huang, S.-J.: A general result of existence and uniqueness of backward stochastic differential equations. In: El Karoui, N., et al. (eds.) Backward Stochastic Differential Equations, pp. 27–36. Chapman and Hall/CRC, Boca Raton (1997)
Friedman, J.R., Sarachik, M.P.: Single-molecule nanomagnets. Annu. Rev. Condens. Matter Phys. 1, 109–128 (2010). doi:10.1146/annurev-conmatphys-070909-104053
Fahim, A., Touzi, N., Warin, X.: A probabilistic numerical method for fully nonlinear parabolic PDEs. Ann. Appl. Probab. 21(4), 1322–1364 (2011)
Gobet, E., Lemor, J., Warin, X.: A regression-based Monte Carlo method to solve backward stochastic differential equations. Ann. Appl. Probab. 15(3), 2172–2202 (2005). doi:10.1214/105051605000000412
Mentink, J.H., Tretyakov, M.V., Fasolino, A., Katsnelson, M.I., Rasing, T.: Stable and fast semi-implicit integration of the stochastic Landau-Lifshitz equation. J. Phys.: Condens. Matter (2010). doi:10.1088/0953-8984/22/17/176001
Neklyudov, M., Prohl, A.: The role of noise in finite ensembles of nanomagnetic particles. Arch. Ration. Mech. Anal. 210(2), 499–534 (2013). doi:10.1007/s00205-013-0654-4
Yong, J., Zhou, X.: Stochastic Controls. Hamiltonian Systems and HJB Equations, 2nd edn. Springer, Berlin (1999)
Zhang, J.: A numerical scheme for BSDEs. Ann. Appl. Probab. 14, 459–488 (2004). doi:10.1214/aoap/1075828058
Author information
Authors and Affiliations
Corresponding author
Additional information
The authors are grateful to helpful discussions with U. Nowak (Universität Konstanz). This work was performed on the computational resource bwUniCluster funded by the Ministry of Science, Research and the Arts Baden-Württemberg and the Universities of the State of Baden-Württemberg, Germany, within the framework program bwHPC.
Rights and permissions
About this article
Cite this article
Dunst, T., Prohl, A. Stochastic Optimal Control of Finite Ensembles of Nanomagnets. J Sci Comput 74, 872–894 (2018). https://doi.org/10.1007/s10915-017-0474-z
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10915-017-0474-z