We analyse various properties of stochastic Markov processes with multiplicative white noise. We take a single-variable problem as a simple example, and we later extend the analysis to the Landau-Lifshitz-Gilbert equation for the stochastic dynamics
of a magnetic moment. In particular, we focus on the non-equilibrium transfer of angular momentum to the magnetization from a spin-polarised current of electrons, a technique which is widely used in the context of spintronics to manipulate magnetic moments. We unveil two hidden dynamical symmetries of the generating functionals of these Markovian multiplicative white-noise processes. One symmetry only holds in equilibrium and we use it to prove generic relations such as the fluctuation-dissipation theorems. Out of equilibrium, we take profit of the symmetry-breaking terms to prove fluctuation theorems. The other symmetry yields strong dynamical relations between correlation and response functions which can notably simplify the numerical analysis of these problems. Our construction allows us to clarify some misconceptions on multiplicative white-noise stochastic processes that can be found in the literature. In particular, we show that a first-order differential equation with multiplicative white noise can be transformed into an additive-noise equation, but that the latter keeps a non-trivial memory of the discretisation prescription used to define the former.
This article gives a short description of pattern formation and coarsening phenomena and focuses on recent experimental and theoretical advances in these fields. It serves as an introduction to phase ordering kinetics and it will appear in the specia
l issue `Coarsening dynamics, Comptes Rendus de Physique, edited by F. Corberi and P. Politi.
We introduce a numerical method to integrate the stochastic Landau-Lifshitz-Gilbert equation in spherical coordinates for generic discretization schemes. This method conserves the magnetization modulus and ensures the approach to equilibrium under th
e expected conditions. We test the algorithm on a benchmark problem: the dynamics of a uniformly magnetized ellipsoid. We investigate the influence of various parameters, and in particular, we analyze the efficiency of the numerical integration, in terms of the number of steps needed to reach a chosen long time with a given accuracy.
We construct a path-integral representation of the generating functional for the dissipative dynamics of a classical magnetic moment as described by the stochastic generalization of the Landau-Lifshitz-Gilbert equation proposed by Brown, with the pos
sible addition of spin-torque terms. In the process of constructing this functional in the Cartesian coordinate system, we critically revisit this stochastic equation. We present it in a form that accommodates for any discretization scheme thanks to the inclusion of a drift term. The generalized equation ensures the conservation of the magnetization modulus and the approach to the Gibbs-Boltzmann equilibrium in the absence of non-potential and time-dependent forces. The drift term vanishes only if the mid-point Stratonovich prescription is used. We next reset the problem in the more natural spherical coordinate system. We show that the noise transforms non-trivially to spherical coordinates acquiring a non-vanishing mean value in this coordinate system, a fact that has been often overlooked in the literature. We next construct the generating functional formalism in this system of coordinates for any discretization prescription. The functional formalism in Cartesian or spherical coordinates should serve as a starting point to study different aspects of the out-of-equilibrium dynamics of magnets. Extensions to colored noise, micro-magnetism and disordered problems are straightforward.
Equilibrium is a rather ideal situation, the exception rather than the rule in Nature. Whenever the external or internal parameters of a physical system are varied its subsequent relaxation to equilibrium may be either impossible or take very long ti
mes. From the point of view of fundamental physics no generic principle such as the ones of thermodynamics allows us to fully understand their behaviour. The alternative is to treat each case separately. It is illusionary to attempt to give, at least at this stage, a complete description of all non-equilibrium situations. Still, one can try to identify and characterise some concrete but still general features of a class of out of equilibrium problems - yet to be identified - and search for a unified description of these. In this report I briefly describe the behaviour and theory of a set of non-equilibrium systems and I try to highlight common features and some general laws that have emerged in recent years.
We follow the dynamics of an ensemble of interacting self-propelled motorized particles in contact with an equilibrated thermal bath. We find that the fluctuation-dissipation relation allows for the definition of an effective temperature that is comp
atible with the results obtained using a tracer particle as a thermometer. The effective temperature takes a value which is higher than the temperature of the bath and it is continuously controlled by the motor intensity.
We use molecular dynamics simulations to study the dynamics of an ensemble of interacting self-propelled semi-flexible polymers in contact with a thermal bath. Our intention is to model complex systems of biological interest. We find that an effectiv
e temperature allows one to rationalize the out of equilibrium dynamics of the system. This parameter is measured in several independent ways -- from fluctuation-dissipation relations and by using tracer particles -- and they all yield equivalent results. The effective temperature takes a higher value than the temperature of the bath when the effect of the motors is not correlated with the structural rearrangements they induce. We show how to use this concept to interpret experimental results and suggest possible innovative research directions.
