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Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

Using the information current, we develop a Lorentz-covariant framework for modeling equilibrium fluctuations in relativistic kinetic theory in the grand-canonical ensemble. The resulting stochastic theory is proven to be causal and…

Nuclear Theory · Physics 2024-07-24 Gabriel Soares Rocha , Lorenzo Gavassino , Nicki Mullins

We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…

Soft Condensed Matter · Physics 2010-01-07 A. K. Bhattacharjee , Gautam I. Menon , R. Adhikari

We analyze the low temperature asymptotics of the quasi-stationary distribution associated with the overdamped Langevin dynamics (a.k.a. the Einstein-Smoluchowski diffusion equation) in a bounded domain. This analysis is useful to…

Analysis of PDEs · Mathematics 2016-01-20 Tony Lelièvre , Francis Nier

Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived…

Statistical Mechanics · Physics 2022-07-07 Hadrien Vroylandt , Pierre Monmarché

A formulation of Langevin dynamics for discrete systems is derived as a class of generic stochastic processes. The dynamics simplify for a two-state system and suggest a network architecture which is implemented by the Langevin machine. The…

Neural and Evolutionary Computing · Computer Science 2021-04-08 Lukas Kades , Jan M. Pawlowski

A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…

Quantum Physics · Physics 2009-11-06 Esteban Calzetta , Albert Roura , Enric Verdaguer

We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…

Computational Engineering, Finance, and Science · Computer Science 2023-11-29 Duy H. Thai , Alexander L. Young , David B. Dunson

In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…

High Energy Physics - Lattice · Physics 2014-08-18 Amel Durakovic , Emil Cortes Andre , Anders Tranberg

A first-principles coupled electron-nuclear dynamics simulation based on real-time, time-dependent density functional theory and Ehrenfest dynamics quantitatively repro-duces bimodal translational energy loss and angular distributions…

Chemical Physics · Physics 2025-12-05 Jialong Shi , Lingjun Zhu , Florian Nitz , Oliver Bünermann , Alec M. Wodtke , Hua Guo , Bin Jiang

Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends…

Statistical Mechanics · Physics 2025-05-20 Adrian Pacheco-Pozo , Igor M. Sokolov , Ralf Metzler , Diego Krapf

The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

We develop a computational method to learn a molecular Hamiltonian matrix from matrix-valued time series of the electron density. As we demonstrate for three small molecules, the resulting Hamiltonians can be used for electron density…

Computational Physics · Physics 2020-09-01 Harish S. Bhat , Karnamohit Ranka , Christine M. Isborn

We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization…

Populations and Evolution · Quantitative Biology 2009-11-13 A. Fiasconaro , A. Ochab-Marcinek , B. Spagnolo , E. Gudowska-Nowak

Liouville's theorem, based on the Hamiltonian flow (micro-canonical ensemble) for a many particle system, indicates that the (stationary) equilibrium probability distribution is a function of the Hamiltonian. A canonical ensemble…

Statistical Mechanics · Physics 2012-11-21 A. Bhattacharyay

We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

In recent decades, computer experiments have led to an accurate and fundamental understanding of atomic and molecular mechanisms in fluids, such as different kinds of relaxation processes toward steady physical states. In this paper, we…

Soft Condensed Matter · Physics 2023-08-01 Omid Mozafar , Colin Denniston

We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…

Newtonian and Scrodinger dynamics can be formulated in a physically meaningful way within the same Hilbert space framework. This fact was recently used to discover an unexpected relation between classical and quantum motions that goes…

Quantum Physics · Physics 2018-05-22 Alexey A. Kryukov

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen