A method is proposed to study the finite-temperature behaviour of small magnetic clusters based on solving the stochastic Landau-Lifshitz-Gilbert equations, where the effective magnetic field is calculated directly during the solution of the dynamical equations from first principles instead of relying on an effective spin Hamiltonian. Different numerical solvers are discussed in the case of a one-dimensional Heisenberg chain with nearest-neighbour interactions. We performed detailed investigations for a monatomic chain of ten Co atoms on top of a Au(0 0 1) surface. We found a spiral-like ground state of the spins due to Dzyaloshinsky-Moriya interactions, while the finite-temperature magnetic behaviour of the system was well described by a nearest-neighbour Heisenberg model including easy-axis anisotropy.