Comments on the validity of the non-stationary Generalized Langevin Equation as a coarse-grained evolution equation for microscopic stochastic dynamics

We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118 (2019)]. The derivation we presented in these two articles was based on the assumption that the dynamics of the microscopic degrees of freedom was deterministic. Here we extend the discussion to stochastic microscopic dynamics. The fact that the non-stationary Generalized Langevin Equation also holds for stochastic processes implies that methods designed to estimate the memory kernel, drift term and fluctuating force term of this equation as well as methods designed to propagate it numerically, can be applied to data obtained in molecular dynamics simulations that employ a stochastic thermostat or barostat.