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We study the stochastic Landau-Lifshitz-Bloch equation perturbed by pure jump noise. In order to understand and also control the fluctuations and jumps observed in the hysteresis loop, we add noise and an external control to the effective field. We consider the control operator as one that can depend, even nonlinearly on both the control and the associated solution process. We reformulate the problem as a relaxed control problem by using random Young measures and show that the relaxed problem admits an optimal control. The proof employs the Aldous condition for establishing tightness of laws and a modified version of the Skorohod Theorem for obtaining subconvergence of laws., Comment: arXiv admin note: text overlap with arXiv:2302.05178

We consider the stochastic Landau-Lifshitz-Gilbert equation, perturbed by a real-valued Wiener process. We add an external control to the effective field as an attempt to drive the magnetization to a desired state and also to control thermal fluctuations. We use the theory of Young measures to relax the given control problem along with the associated cost. We consider a control operator that can depend (possibly non-linearly) on both the control and the associated solution. Moreover, we consider a fairly general associated cost functional without any special convexity assumption. We use certain compactness arguments, along with the Jakubowski version of the Skorohod Theorem to show that the relaxed problem admits an optimal control., Comment: Possible error in Section 3 and Section 4 concerning Uniform estimates

We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the classical Faedo-Galerkin approximation, along with the Jakubowski version of the Skorohod Theorem. We then show pathwise uniqueness for the obtained solution, which is then coupled with the theory of Yamada and Watanabe to give the existence of a unique strong solution. We then show, using some semigroup techniques that the obtained solution satisfies the maximum regularity. We then show the existence of an optimal control. A main ingredient of the proof is using the compact embedding of a space into itself, albeit with the weak topology.

We consider the stochastic Landau-Lifshitz-Bloch equation in dimensions 1,2,3, perturbed by a real-valued Wiener process. We consider a Suslin space-valued control process with a general control operator, which can depend on both the control and the corresponding solution. We reduce the equation to a more general (relaxed) form, where the concept of Young measures is used. We then show the existence of a weak martingale solution to the controlled equation (relaxed). In the second part of the work, we show that for a general lower semicontinuous cost functional, the problem admits a weak relaxed optimal control. This is done using the theory of Young measures. Moreover, pathwise uniqueness is shown (for dimensions 1,2), which implies the existence of a strong solution.

The stochastic Landau-Lifshitz-Bloch equation in dimensions 1; 2; and 3 perturbed by pure jump noise is considered in the Marcus canonical form. A proof for existence of a martingale solution is given. The proof uses the Faedo-Galerkin approximation; which is followed by compactness and tightness arguments. This is followed by use of the Jakubowski's version of the Skorohod Theorem. Pathwise uniqueness and the theory of Yamada and Watanabe give the existence of a strong solution for dimensions 1 and 2. A weak convergence method is later used to establish a Wentzell-Freidlin type large deviation principle for the small noise asymptotic of solutions for dimensions 1 and 2., Comment: 45 pages