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We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin…

Statistical Mechanics · Physics 2015-11-09 Julian Schmidt , Alex Meistrenko , Hendrik van Hees , Carsten Greiner

We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…

Computational Physics · Physics 2020-11-03 Xiaocheng Shang , Martin Kröger

The lack of a well-defined equilibrium reference configuration has long hindered a comprehensive atomic-level understanding of liquid dynamics and properties. The Instantaneous Normal Mode (INM) approach, which involves diagonalizing the…

Soft Condensed Matter · Physics 2025-03-24 Sha Jin , Xue Fan , Matteo Baggioli

The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…

Soft Condensed Matter · Physics 2025-04-18 Balázs Németh , Ronojoy Adhikari

The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…

Dynamical Systems · Mathematics 2025-03-11 Oskar A. Sultanov

In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…

Probability · Mathematics 2023-11-01 Martin Chak , Nikolas Kantas , Grigorios A. Pavliotis

The recent statistical finite element method (statFEM) provides a coherent statistical framework to synthesise finite element models with observed data. Through embedding uncertainty inside of the governing equations, finite element…

Computation · Statistics 2021-12-30 Ömer Deniz Akyildiz , Connor Duffin , Sotirios Sabanis , Mark Girolami

We extend the ab initio molecular dynamics (AIMD) method based on density functional theory to the nonequilibrium situation where an electronic current is present in the electronic system. The dynamics is treated using the semi-classical…

Mesoscale and Nanoscale Physics · Physics 2020-05-27 Jing-Tao Lu , Susanne Leitherer , Nick R. Papior , Mads Brandbyge

Langevin integrators based on operator splitting are widely used in molecular dynamics. This work examines Langevin splitting schemes from the perspective of their internal trajectories and observation points, complementing existing…

Statistical Mechanics · Physics 2026-02-03 Bettina G. Keller

A general study of excitations up to two-phonon states is carried out using the intrinsic-state formalism of the Interacting Boson Model (IBM). Spectra and transitions for the different dynamical symmetries are analyzed and the…

Nuclear Theory · Physics 2009-10-31 J. E. Garcia-Ramos , C. E. Alonso , J. M. Arias , P. Van Isacker , A. Vitturi

After being considered as a nuisance to be filtered out, it became recently clear that biochemical noise plays a complex role, often fully functional, for a genetic network. The influence of intrinsic and extrinsic noises on genetic…

Molecular Networks · Quantitative Biology 2015-06-05 Giulio Caravagna , Giancarlo Mauri , Alberto d'Onofrio

The influence that intrinsic local density fluctuations can have on solutions of mean-field reaction-diffusion models is investigated numerically by means of the spatial patterns arising from two species that react and diffuse in the…

Other Condensed Matter · Physics 2007-05-23 D. Hochberg , M. -P. Zorzano , F. Moran

An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…

Data Analysis, Statistics and Probability · Physics 2012-10-23 B. Lehle

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

Numerical Analysis · Mathematics 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

We present a Langevin approach to describe the steady-state dynamics of one-dimensional granular media fluidized by a vibrating bottom plate. We adopt a linear Langevin equation to describe the motion of the center of mass. Within this…

Soft Condensed Matter · Physics 2010-03-29 Jun'ichi Wakou , Akinori Ochiai , Masaharu Isobe

We derive a relation similar to the fluctuation theorem for work done on a system obeying Langevin dynamics with thermal and colored noises. Then, we propose a method of calculating the correlation function of the colored noise by using…

Statistical Mechanics · Physics 2007-05-23 Takaaki Monnai , Shuichi Tasaki

In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…

Probability · Mathematics 2026-03-17 Seungwoo Lee , Mouad Ramil , Insuk Seo

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…

Statistical Mechanics · Physics 2007-05-23 Debashis Barik , Deb Shankar Ray