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Landau-Lifshitz-Gilbert-Brown
Leticia F. Cugliandolo
Université Pierre et Marie CurieSorbonne Universités
[email protected]/ leticia
C. Aron, D. Barci, LFC, Z. González-Arenas, G. S. Lozano,
J. Stat. Mech. (2014) P08020 & in preparation
F. Romá, LFC, G. S. Lozano,
Phys. Rev. E 90, 023203 (2014) & arXiv : 1412.7564
LFC, P-M. Déjardin, G. S. Lozano & F. van Wijland
arXiv : 1412.6497
January 2015, Cergy-Pontoise, France
1
Plan
•Macromagnetism: the stochastic Landau-Lifshitz-Gilbert-Brown (sLLGB)
equation (precession, dissipation, noise and torque).
• Discretisation schemes for multiplicative white noise (Markov) stochas-
tic differential equations. Asymptotic measure and drift term.
• Back to the sLLGB equation, analytic approach:
drift term & functional formalism in Cartesian and spherical coordi-
nates ; exact results.
• Back to the sLLGB equation, numerical simulations:
analysis of a benchmark.
• Future work.
2
Plan
•Macromagnetism: the stochastic Landau-Lifshitz-Gilbert-Brown (sLLGB)
equation (precession, dissipation, noise and torque).
• Discretisation schemes for multiplicative white noise (Markov) stochas-
tic differential equations. Asymptotic measure and drift term.
• Back to the sLLGB equation, analytic approach:
drift term & functional formalism in Cartesian and spherical coordi-
nates ; exact results.
• Back to the sLLGB equation, numerical simulations:
analysis of a benchmark.
• Future work.
3
Magnetisation precessionBloch equation
Evolution of the time-dependent 3d magnetisation density per unit vo-
lume, M = (Mx,My,Mz), with constant modulus Ms = |M|
dtM = −γ0 M ∧Heff
γ0 ≡ γµ0 is the product of γ = µBg/ℏ, the gyromagnetic ratio, and µ0, the
vacuum permeability constant (µB Bohr’s magneton and g Lande’s g-factor)
For the initial condition M(ti) = Mi
the magnetisation precesses around Heff
with 2M · dtM = dt|M|2 = 0
and dt(M ·Heff) = 0 (if Heff = ct)
Bloch 32
4
Dissipative effectsLandau-Lifshitz & Gilbert equations
dtM = − γ01 + η2γ20
M ∧[Heff +
ηγ0Ms
(M ∧Heff)
]Landau &
Lifshitz 35
dtM = −γ0 M ∧(Heff − η
MsdtM
)Gilbert 55
2nd terms in RHS : dissipative mechanisms slow
down the precession and push M towards Heff
with 2M · dtM = dt|M|2 = 0
and dt(M ·Heff) > 0
5
Magnetic fieldConservative & non-conservative contributions
Local magnetic field Heff = Hceff +Hnc
eff
Conservative contribution Hceff = −µ−1
0 ∇MU
with U the energy per unit volume, can originate from an external (possibly time-
dependent) magnetic field Hext, and a crystal field Hani associated to the crys-
talline anisotropy,
U = −µ0M ·Hext + Vani(M)
Vani(M) is the anisotropy potential (per unit volume), e.g.
Vani(M) = K∑
i=j M2i M
2j (cubic crystalline structure)
Vani(M) = K(M2s −M2
z ) (uniaxial symmetry)
Bertotti, Mayergoyz & Serpico 09 ; Coffey & Kamykov 12
6
Magnetic fieldNon-conservative component
Local magnetic field Heff = Hceff +Hnc
eff
Non-conservative contribution Hnceff = −µ−1
0 ∇MU
Spin-torque term in Gilbert equation
Hnceff = −gµBℏJ(t)P
2M2s de
(M ∧ p)
J(t) the current per unit area,
P the (dimensionless) polarisation function of the fixed layer,
p is a unit vector in the direction of the current,
d the interlayer separation
e is the electric charge of the carriers.Berger 96 ; Slonczewski 96
7
Thermal fluctuationsÀ la Langevin in Gilbert’s formulation
dtM = −γ0M ∧(Heff +H− η
Ms
dtM
)
H is a white random noise, with zero mean ⟨Hi(t)⟩ = 0 and correlations
⟨Hi(t)Hj(t′)⟩ = 2Dδijδ(t− t′)
For the moment, the (diffusion) parameter D is free.
The noise H multiplies the magnetic moment M.
This is the Markov stochastic Landau-Lifshitz-Gilbert-Brown (sLLGB) multi-
plicative white noise stochastic differential equation.
Subtleties of Markov multiplicative noise processes are now posed.Brown 63
8
sLLGBAim
• Set up a path-integral formalism.
• Set up a numerical integrator.
Use them.
9
Plan
•Macromagnetism: the stochastic Landau-Lifshitz-Gilbert-Brown (sLLGB)
equation (precession, dissipation, noise and torque).
• Discretisation schemes for multiplicative white noise (Markov) stochas-
tic differential equations. Asymptotic measure and drift term.
• Back to the sLLGB equation, analytic approach:
drift term & functional formalism in Cartesian and spherical coordi-
nates ; exact results.
• Back to the sLLGB equation, numerical simulations:
analysis of a benchmark.
• Future work.
10
Stochastic calculusDiscretization prescriptions
dtx(t) = f [x(t)] + g[x(t)]H(t)
with ⟨H(t)⟩ = 0 and ⟨H(t)H(t′)⟩ = 2D δ(t− t′) means
x(t+ dt) = x(t) + f [x(t)] dt+ g[x(t)]H(t)dt
withx(t) = αx(t+ dt) + (1− α)x(t)
and 0 ≤ α ≤ 1. Particular cases are α = 0 Ito ; α = 1/2 Stratonovich.
The chain rule for the time-derivative is
dtY (x) = dtx dxY (x) +D(1− 2α) g2(x) d2xY (x)
For α = 1/2 (Stratonovich) one recovers the usual expression.
Stratonovich 67 ; Gardiner 96 ; Øksendal 00 ; van Kampen 07
11
Stochastic calculusFokker-Planck & stationary measure
The Fokker-Planck equation
∂tP (x, t) = −∂x[(f(x) + 2Dαg(x)dxg(x))P (x, t)]
+D∂2x[g
2(x)P (x, t)]
has the stationary measure
Pst(x) = Z−1 [g(x)]2(α−1) e1D
∫ x f(x′)g2(x′) = Z−1e−
1DUeff(x)
with Ueff(x) = −∫ x f(x′)
g2(x′) + 2D(1− α) ln g(x)
Remark : the potential Ueff(x) depends upon α and g(x).
Noise induced phase transitions
Stratonovich 67 ; Sagués, Sancho & García-Ojalvo 07
12
Stochastic calculusFokker-Planck & stationary measure
e.g. Ueff(x) = V (x) + 2D(1− α) ln g(x)Ueff
xUeff
x
x2 + 2D(1− α) ln x x2 + 2D(1− α) ln(1− x2)
g(x) = x g(x) = (1− x2)
13
Stochastic calculusDrift
The Gibbs-Boltzmann equilibrium
PGB(x) = Z−1 e−βU(x)
is approached if
f(x) 7→ −g2(x)dxU(x)︸ ︷︷ ︸−2Dαg(x)dxg(x)︸ ︷︷ ︸Potential drift
Remark: the drift is also needed for the Stratonovich mid-point scheme.
Important choice : if one wants the dynamics to approach thermal equi-
librium independently of α and g the drift term has to be added.
14
Stochastic calculusPath-integral representation
The initial state at time−T is drawn from a probability distributionPi(x−T ).
The noise generates random trajectories with probability densityP (x;α).
P (x;α) = ⟨∏
t δ(xt − xsolt )⟩ where xsol
t is a solution to the Langevin
equation and depends on the noise H .
The constraint can be written J δ(∏
t Eqt[x,H;α]) with the Jacobian
J = dettt′
[δEqt[x,H;α]
δxt′
]Using the exponential representation of the delta δ(y) ∝
∫dy eiyy
We write the probability density of a trajectory xt from t = −T to t = T
P (x;α) = Pi(x−τ ) ⟨ J∫
D[x] e∫ T−T dt ixt Eqt[x,H;α] ⟩
15
Stochastic calculusPath-integral representation
P (x;λ, α) ∝∫
D[x] P (x, x;λ, α) =
∫D[x] eS(x,ix;λ,α)
and the Martin-Siggia-Rose-Janssen 79 action
S(x, ix;λ, α) ≡ lnPi(x−T , λ−T )
+
∫ [ixt(dtxt − ft + 2Dαgtdxgt) +D(ixt)
2g2t − αdxft︸ ︷︷ ︸]
From the Jacobian and the integration over the noise
cfr. Langouche, Roekaerts & Tirapegui 79 ; Lau & Lubensky 07
Remark: The action depends on α and g.
Observable averages can now be calculated as
⟨A(xt)⟩ =∫
D[x] P (x;λ, α)A(xt) (and do not depend on α)
16
Path probabilitiesPath-integral representation
P (T x, T x;λ, α)
P (x, x;λ, α)= e∆S(x,x;λ,α)
where T x and T x are transformed trajectories,
λ the transformed parameter in the potential,
α a different discretization parameter ;
and from here obtain relations between observables by averaging this re-
lation : equilibrium fluctuation dissipation (∆S = 0), or out of equilibrium
theorems (∆S = 0).
Jarzinsky 97, Crooks 00, & many others
17
Stochastic calculusTransformations in the path-integral representation
Let us define
d(α)t xt ≡ dtxt − 2β−1(1− 2α)gtdxgt
and group two terms in the action due to the coupling to the bath
Sdiss[x, ix] =
∫ixt [d
(α)t xt + β−1ixtg
2t ]
This expression suggests to use the generalized transformation on the
time-dependent variables {xt, ixt}
Tc =
xt 7→ x−t ,
ixt 7→ ix−t − βg−2−t d
(α)t x−t ,
18
Stochastic calculusConsequences of the transformation
For initial conditions drawn from Pi(x) = Z−1e−βU(x) and
f(x) = −g2(x)dxU(x) + 2Dαg(x)dxg(x) one proves
Sdet+jac[Tcix, Tcx;α] = Sdet+jac[ix, x;α]
that implies
P [Tcix, Tcx;α] = P [ix, x;α]
From this result we can prove exact equilibrium relations such as the
fluctuation-dissipation theorem
R(t, t′) = δ⟨xt⟩δht′
∣∣∣h=0
= β ∂t′⟨xtxt′⟩ θ(t− t′)
19
Stochastic calculusConsequences of the transformation
For initial conditions drawn from Pi(x) = Z−1e−βU(x) and
f(x, λt) = −g2(x)∂xU(x, λt) + 2Dαg(x)dxg(x) one proves
P [Tcix, Tcx;α, λt]
P [ix, x;α, λt]= eβW−β∆F
with
W =
∫dt dtλt ∂λU(x, λ)
∆F = lnZ(λT )− lnZ(λ−T )
the work, and free-energy difference between initial and fictitious final states.
Exact out of equilibrium relations such as the Jarzinsky relation follow
⟨e−βW ⟩ = e−β∆F
20
Plan
•Macromagnetism: the stochastic Landau-Lifshitz-Gilbert-Brown (sLLGB)
equation (precession, dissipation, noise and torque).
• Discretisation schemes for multiplicative white noise (Markov) stochas-
tic differential equations. Asymptotic measure and drift term.
• Back to the sLLGB equation, analytic approach:
drift term & functional formalism in Cartesian and spherical coordi-
nates ; exact results.
• Back to the sLLGB equation, numerical simulations:
analysis of a benchmark.
• Future work.
21
Magnetisation dynamicsConservation of magnetisation modulus
dtM = −γ0M ∧ (. . . ) → M · dtM = 0
butdt|M|2 = dtM
2s = 4D(1− 2α)
γ20
1 + η2γ20
M2s = 0
because of theα-dependent chain rule associated to the Markov Landau-
Lifshitz-Gilbert-Brown stochastic equation.
The sLLGB equation has to be modified to ensure the modulus conser-
vation. This is achieved by replacing the derivative by the operator
dt 7→ D(α)t = dt + 2D(1− 2α)
γ20
1 + η2γ20
22
Magnetisation dynamicsFokker-Planck equation and Gibbs-Boltzmann equilibrium
With this change, the probability density P (M, t) is determined by an
α-independent Fokker-Planck equation.
If only conservative fields are applied Heff = µ−10 ∇MU one proves
that its asymptotic solution is of the Gibbs-Boltzmann form
PGB(M) = Z−1 e−βV U(M)
with V the sample volume and U the potential energy per unit volume,
provided the diffusion coefficient in the noise-noise correlation be chosen
to satisfy
D =ηkBT
MsV µ0
23
FormalismChoices
Path-integral construction:
Landau-Lifshitz & Gilbert formalism ; Cartesian & spherical coordinates.
Aron, Barci, LFC, González-Arenas & Lozano 14
Generic results on equilibrium and out of equilibrium theorems:
We preferred to use the Gilbert formalism in Cartesian coordinates.
Aron, Barci, LFC, González-Arenas & Lozano 14
Numerical simulations.
We preferred to use the Landau-Lifshitz formalism in spherical coordinates.
Romá, LFC & Lozano 14
24
The actionin the Gilbert formalism in Cartesian coordinates
SG = SG,det + SG,diss + SG,jac
with
SG,det = lnPi[M(ti),Heff(ti)] +
∫iM∥ ·D
(α)t M
+
∫iM⊥ ·
(M−2
s D(α)t M ∧M+ γ0Heff
)SG,diss =
∫γ0iM⊥ ·
(Dγ0iM⊥ − η
MsD
(α)t M
)SG,jac =
αγ01 + η2γ20
1
Ms
∫ [2ηγ0M ·Heff +MsϵijkMk∂jH
nceffi
−ηγ0(M2s δij −MiMj)∂jHeffi
]
25
The transformationin the Gilbert formalism in Cartesian coordinates
Tc =
Mt 7→ −M−t
γ0 iM⊥t 7→ −γ0 iM
⊥−t − βV µ0 dtM−t
iM∥t 7→ iM
∥−t
andα = 1− α
if one simultaneously changes the sign of the effective field
Hceff t 7→ −Hc
eff−t .
This change is a consequence of the transformation Mt 7→ −M−t when the
effective field derives from a potential Heff = −µ−10 ∇MU with U an even
function of M.
26
The transformationin the Gilbert formalism in Cartesian coordinates
With this formalism one proves
the equilibrium fluctuation-dissipation theorem.
out of equilibrium fluctuation relations.
One could also apply these ideas in the Lifshitz-Landau formulation and
in spherical coordinates.
Aron, Barci, LFC, González-Arenas & Lozano, arXiv:1412.7564
27
Plan
•Macromagnetism: the stochastic Landau-Lifshitz-Gilbert-Brown (sLLGB)
equation (precession, dissipation, noise and torque).
• Discretisation schemes for multiplicative white noise (Markov) stochas-
tic differential equations. Asymptotic measure and drift term.
• Back to the sLLGB equation, analytic approach:
drift term & functional formalism in Cartesian and spherical coordi-
nates ; exact results.
• Back to the sLLGB equation, numerical simulations:
analysis of a benchmark.
• Future work.
28
FormalismChoices
Path-integral construction:
Landau-Lifshitz & Gilbert formalism ; Cartesian & spherical coordinates.
Aron, Barci, LFC, González-Arenas & Lozano 14
Generic results on equilibrium and out of equilibrium theorems:
We preferred to use the Gilbert formalism in Cartesian coordinates.
Aron, Barci, LFC, González-Arenas & Lozano 14
Numerical simulations.
We preferred to use the Landau-Lifshitz formalism in spherical coordinates.
Romá, LFC & Lozano 14
29
Magnetisation dynamicsThe equations in spherical coordinates
The vector M defines the local basis (er, eθ, eϕ) with M ≡ Ms er(θ, ϕ)
and the Cartesian components Mx(t) = Ms sin θ(t) sinϕ(t), My(t) =
Ms sin θ(t) cosϕ(t) and Mz(t) = Ms cos θ(t) .
The sLLGB equation in this system of coordinates becomes dtMs = 0,
dtθ =D(1− 2α)γ201 + η2γ20
cot θ +γ0
1 + η2γ20[Heff,ϕ +Hϕ
+ηγ0(Heff,θ +Hθ)] ,
sin θ dtϕ =γ0
1 + η2γ20[ηγ0(Heff,ϕ +Hϕ)− (Heff,θ +Hθ)] ,
withHθ = Hx cos θ cosϕ+Hy cos θ sinϕ−Hz sin θ andHϕ = −Hx sinϕ+
Hy cosϕ. Similarly for Heff .
30
Magnetisation dynamicsAdimensionalisation and α-points
We introduce m = M/Ms, heff = Heff/Ms, h = H/Ms
τ = γ0Mst, η0 = ηγ0, and D0 = Dγ0/Ms
We define the α-prescription angular variables
θατ ≡ αθ(τ +∆τ) + (1− α)θ(τ) ,
ϕατ ≡ αϕ(τ +∆τ) + (1− α)ϕ(τ) ,
with 0 ≤ α ≤ 1. The effective fields at the α-point are
hαeff,θ ≡ heff,θ(θατ , ϕ
ατ ) hαeff,ϕ ≡ heff,ϕ(θ
ατ , ϕ
ατ )
We first draw the Cartesian components of the fields as ∆Wi = hi∆τ =
ωi
√2D0∆τ where the ωi are Gaussian random numbers with mean zero and
variance one, and we then calculate ∆Wϕ = hϕ∆τ and ∆Wθ = hθ∆τ .
31
Magnetisation dynamicsThe equations in spherical coordinates
The discretized dynamic equations now read Fθ = 0 and Fϕ = 0 with
Fθ ≡ − (θτ+∆τ − θτ ) +D0∆τ(1− 2α)
(1 + η20)cot θατ
+∆τ
1 + η20
[hαeff,ϕ + η0h
αeff,θ
]+
1
1 + η20[∆Wϕ + η0 ∆Wθ]
Fϕ ≡ − (ϕτ+∆τ − ϕτ )
+∆τ
1 + η20
[η0 h
αeff,ϕ − hαeff,θsin θατ
]+
1
1 + η20
[η0 ∆Wϕ −∆Wθ
sin θατ
]We used a Newton-Raphson routine and we imposed F 2
θ + F 2ϕ < 10−10 to
find ϕτ+∆τ and θτ+∆τ .
To avoid singular behavior when the magnetization gets too close to the z axis
we apply a π/2 rotation of the coordinate system around the y axis.
32
Magnetisation dynamicsThe benchmark
Uniformly magnetised ellipsoid with volume V = 6.702× 10−26 m3.
The potential energy per unit volume is
U(M) = −µ0 M ·Hext +µ0
2(d2xM
2x + d2yM
2y + d2zM
2z )
We set Hext = 0 and dx = dy = 0.4132 and dz = 0.0946
After adimensionalisation
the friction coefficient becomes η0 = ηγ0 ≪ 1
the time-step ∆τ = 1 corresponds to ∆t = 3.2 ps
We set the temperature to T = 300 K ; thenkBT
V∆U≃ 0.153
d’Aquino, Serpico, Coppola, Mayergoyz & Bertotti 06
33
Magnetisation dynamicsTypical trajectories of the three magnetisation components
0 6-1
0
1
(c)
time [µs]
mz
0 6-1
0
1
(b)
time [µs]
my
0 6-1
0
1
time [µs]
mx
(a)
34
Magnetisation dynamicsDecay of the averaged mz component
Stratonovich scheme
0 1x106
2x106
3x106
-0.2
0.0
0.2
0.4
0.6
0.8
1.0
Prescription: α = 0.5
Time step: ∆τ = 0.5
τ
<m
z>
0 3x106
-0.003
0.003
τ
<m
y>
0 3x106
-0.003
0.003
τ
<m
x>
35
Magnetisation dynamicsDistribution of the mz component
Stratonovich scheme, comparison to the analytic form (solid line)
-1.0 -0.5 0.0 0.5 1.0
10-2
10-1
100
101
102
103
τmax
=3.2x106
τmax
=2x105
τmax
=1x105
m
z
P(m
z )
(a)
0 1x10-5
0.00
0.25
Sτ
-1
max
36
Magnetisation dynamicsDecay of the mz component
Dependence on ∆τ ; α = 1/2 (main) and α = 0 (inset)
cfr. Kloeden & Platen Numerical solutions of stochastic differential equations
0.0 5.0x104
1.0x105
1.5x105
0.5
0.6
0.7
0.8
0.9
1.0
<m
z
>
τ
∆τ=0.5
∆τ=0.05
∆τ=0.005
α = 0.5
0 1x105
0
1
α = 0.0
<m
z
>
τ
37
Magnetisation dynamicsDistribution of the mz component, Ito scheme
-1.0 -0.5 0.0 0.5 1.010
-3
10-2
10-1
100
101
102
103
α = 0.0
∆τ=0.5
∆τ=0.05
∆τ=0.005
P(m
z )
m
z
-1 0 10.0
1.5
P
(mx )
m
x
For α = 0, ∆τ = 0.05 is needed to get close to the equilibrium pdf.
38
ConclusionsNumerics
• All discretisation schemes converge to Gibbs-Boltzmann equilibrium
P (M) = Z−1e−βV U(M)
once the correct drift term has been added.
• The magnetisation modulus is conserved by the numerical integration
with no need for artificial rescaling.
• The Stratonovich convention is the most efficient one in the sense that
one can use larger values of ∆τ and stay close to the continuous
time limit.
We will study the dependence of the algorithms’ precision, for different
α, in the future
39
Plan
•Macromagnetism: the stochastic Landau-Lifshitz-Gilbert-Brown (sLLGB)
equation (precession, dissipation, noise and torque).
• Discretisation schemes for multiplicative white noise (Markov) stochas-
tic differential equations. Asymptotic measure and drift term.
• Back to the sLLGB equation, analytic approach:
drift term & functional formalism in Cartesian and spherical coordi-
nates ; exact results.
• Back to the sLLGB equation, numerical simulations:
analysis of a benchmark.
• Future work.
40
Related & future workSome projects en route
Analytics : Dean-Kawasaki stochastic equation for the spatial magneti-
sation density of magnetic moments in pair interaction and controlled by
the sLLGB microscopic equation.
LFC, Déjardin, Lozano & van Wijland, arXiv:1412.6497
Numerics : spin-torque effect, experimentally relevant situations.
Better understanding of the algorithms’ precision.
Romá, LFC & Lozano
41
Dissipative effectsLandau-Lifshitz & Gilbert equations
dtM = − γ01 + η2γ20
M ∧[Heff +
ηγ0Ms
(M ∧Heff)
]Landau &
Lifshitz 35
2nd terms in RHS : dissipative mechanisms slow
down the precession and push M towards Heff
with 2M · dtM = dt|M|2 = 0
and dt(M ·Heff) > 0
Proof : take the scalar product with Heff and use (M ·Heff)2 < M2
sH2eff
42
Magnetisation dynamicsDistribution of the mx component
Stratonovich scheme, Gaussian pdf
-1.0 -0.5 0.0 0.5 1.00.0
0.5
1.0
1.5
τmax
=3.2x106
τmax
=2x105
τmax
=1x105
m
x
P(m
x )
(b)
43
Magnetisation dynamicsDecay of the average mz component
0.0 5.0x104
1.0x105
1.5x105
-0.2
0.0
0.2
0.4
0.6
0.8
1.0
α = 0.5
∆τ = 0.5
η0 = 0.005
η0 = 0.01
η0 = 0.02
η0 = 0.04
η0 = 0.08
<m
z
>
τ
∆τ = 0.005
η0 = 0.005
η0 = 0.01
η0 = 0.02
η0 = 0.04
η0 = 0.08
(a)
Stratonovich scheme
dependence on the friction coefficient η0 and the time-step ∆τ
44
Magnetisation dynamics⟨mz⟩ under an applied field Hext = 0
For α = 0.5, little dependence on ∆τ = 0.05 vs ∆τ = 0.5
Note that a very large value ∆τ = 0.5 can be used.
45
Magnetisation dynamics⟨mz⟩ under an applied field Hext = 0
Dependence on α cured by using smaller ∆τ :
poorer precision for α = 0.5 confirmed.
46