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We consider different Markovian embedding schemes of non-Markovian stochastic processes that are described by generalized Langevin equations (GLE) and obey thermal detailed balance under equilibrium conditions. At thermal equilibrium…

Statistical Mechanics · Physics 2010-02-08 Peter Siegle , Igor Goychuk , Peter Talkner , Peter Hanggi

The stochastic opening and closing of voltage-gated ion channels produces noise in neurons. The effect of this noise on the neuronal performance has been modelled using either approximate or Langevin model, based on stochastic differential…

Neurons and Cognition · Quantitative Biology 2015-05-14 B. Sengupta , S. B. Laughlin , J. E. Niven

An analytical expression is derived for the transition path time distribution for a one-dimensional particle crossing of a parabolic barrier. Two cases are analyzed: (i) A non-Markovian process described by a generalized Langevin equation…

Statistical Mechanics · Physics 2018-06-29 E. Carlon , H. Orland , T. Sakaue , C. Vanderzande

The study of memory effects in quantum channels helps in developing characterization methods for open quantum systems and strategies for quantum error correction. Two main sets of channels exist, corresponding to system dynamics with no…

Quantum Physics · Physics 2020-05-21 S. A. Uriri , F. Wudarski , I. Sinayskiy , F. Petruccione , M. S. Tame

The diffusive non-Markovian motion over a single-well potential barrier in the presence of a weak sinusoidal time-modulation is studied. We found non-monotonic dependence of the mean escape time from the barrier on a frequency of the…

Statistical Mechanics · Physics 2015-05-30 V. M. Kolomietz , S. V. Radionov

Motivated by studies on the recurrent properties of animal and human mobility, we introduce a path-dependent random walk model with long range memory for which not only the mean square displacement (MSD) can be obtained exactly in the…

Statistical Mechanics · Physics 2015-06-19 D. Boyer , J. C. R. Romo-Cruz

We investigate non-Markovian barrier-crossing kinetics of a massive particle in one dimension in the presence of a memory function that is the sum of two exponentials with different memory times $\tau_1$ and $\tau_2$. Our Langevin…

Chemical Physics · Physics 2020-05-22 Julian Kappler , Victor B. Hinrichsen , Roland R. Netz

Subdiffusion is a hallmark of complex systems, ranging from protein folding to transport in viscoelastic media. However, despite its pervasiveness, the mechanistic origins of subdiffusion remain contested. Here, we analyze both Markovian…

Soft Condensed Matter · Physics 2025-06-04 Anton Klimek , Benjamin A. Dalton , Roland R. Netz

We numerically investigate stochastic dynamics in cosmology by solving Langevin equations for Infrared (IR) modes with stochastic noises generated by Ultraviolet (UV) modes at the coarse-graining scale. By construction, the stochastic…

Cosmology and Nongalactic Astrophysics · Physics 2026-02-13 Masahiro Kawasaki , Tomotaka Kuroda

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

Biological Physics · Physics 2009-04-15 L. Bruno , M. A. Despósito

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…

Data Analysis, Statistics and Probability · Physics 2022-07-22 Clemens Willers , Oliver Kamps

Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…

Statistical Mechanics · Physics 2019-01-23 Yao Chen , Xudong Wang , Weihua Deng

We investigate out of equilibrium stationary distributions induced by a stochastic dichotomous noise on double and multi-well models for ion channels. Ion-channel dynamics is analyzed both through over-damped Langevin equations and master…

Mesoscale and Nanoscale Physics · Physics 2014-03-31 L. Ponzoni , G. L. Celardo , F. Borgonovi , L. Kaplan , A. Kargol

While ideal lattice models have been widely used to study giant-atom systems, fabrication-induced defects inevitably introduce disorder in realistic platforms. Here, we study non-Markovian dynamics of a giant atom coupled to a discrete…

Quantum Physics · Physics 2026-03-03 Maohua Wang , Yan Zhang

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

We address the challenge of incorporating non-Markovian electronic friction effects in quantum-mechanical approximations of dynamical observables. A generalized Langevin equation (GLE) is formulated for ring-polymer molecular dynamics…

Materials Science · Physics 2025-06-04 George Trenins , Mariana Rossi

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

Statistical Mechanics · Physics 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz

We provide a simple and realistic model to study memory effects in a lossy bosonic quantum channel over arbitrary number of uses. The noise correlation among different uses is introduced by contiguous modes interactions which results in an…

Quantum Physics · Physics 2009-11-13 O. V. Pilyavets , V. G. Zborovskii , S. Mancini

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…

Statistical Mechanics · Physics 2015-06-16 Tomasz Srokowski

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski
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