When 'by' is used to indicate a method or means of something it often 'destroys' the article of the following object: by car (means of transport), by order (the reason of an action), etc.
Can we say that the title of the movie is translated into English not quite correctly or is there a special reson for 'the' with the word 'will' ('By the will of Genghis Khan')? -
По велению Чингисхана (web-site of the film).