In micromagnetic simulations using the Langevin dynamics thermal field H-fl is usually assumed to be delta-correlated in space and time. However, non-trivial correlations of H-fl may (i) exist due to thermal bath correlations (for ultrafast processes) and (ii) arise from the discretization of the problem. We show that the unavoidable elimination of magnons with the wavelength smaller than the grid cell size leads to significant space and time correlations of H-fl. We suggest a procedure for a generation of H-fl with required correlations, thus allowing to take them into account. (C) 2003 Elsevier B.V. All rights reserved.