The stochastic Landau-Lifshitz-Gilbert equation of motion for a classical magnetic moment is numerically solved (properly observing the customary interpretation of it as a Stratonovich stochastic differential equation), in order to study the dynamics of magnetic nanoparticles. The corresponding Langevin-dynamics approach allows for the study of the fluctuating trajectories of individual magnetic moments, where we have encountered remarkable phenomena in the overbarrier rotation process, such as crossing-back or multiple crossing of the potential barrier, rooted in the gyromagnetic nature of the system. Concerning averaged quantities, we study the linear dynamic response of the archetypal ensemble of noninteracting classical magnetic moments with axially symmetric magnetic anisotropy. The results are compared with different analytical expressions used to model the relaxation of nanoparticle ensembles, assessing their accuracy. It has been found that, among a number of heuristic expressions for the linear dynamic susceptibility, only the simple formula proposed by Shliomis and Stepanov matches the coarse features of the susceptibility reasonably. By comparing the numerical results with the asymptotic formula of Storonkin {Sov. Phys. Crystallogr. 30, 489 (1985) [Kristallografiya 30, 841 (1985)]}, the effects of the intra-potential-well relaxation modes on the low-temperature longitudinal dynamic response have been assessed, showing their relatively small reflection in the susceptibility curves but their dramatic influence on the phase shifts. Comparison of the numerical results with the exact zero-damping expression for the transverse susceptibility by Garanin, Ishchenko, and Panina {Theor. Math. Phys. (USSR) 82, 169 (1990) [Teor. Mat. Fiz. 82, 242 (1990)]}, reveals a sizable contribution of the spread of the precession frequencies of the magnetic moment in the anisotropy field to the dynamic response at intermediate-to-high temperatures.
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