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Modeling non-Markovian time series is a recent topic of research in many fields such as climate modeling, biophysics, molecular dynamics, or finance. The generalized Langevin equation (GLE), given naturally by the Mori-Zwanzig projection…

Data Analysis, Statistics and Probability · Physics 2022-07-25 Clemens Willers , Oliver Kamps

It has been become standard practice to describe steady-state non-equilibrium phenomena by Langevin equations with colored noise and time-dependent friction kernels that do not obey the fluctuation-dissipation theorem, but since these…

Statistical Mechanics · Physics 2023-10-03 Roland R. Netz

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

Statistical Mechanics · Physics 2009-11-10 J. M. Sancho , A. M. Lacasta , K. Lindenberg , I. M. Sokolov , A. H. Romero

Analytical treatments of polymer dynamics have mostly been restricted to linear response theory around some steady state obtained via perturbative field theory. Here, I derive an analytical framework that yields unified access to the…

Soft Condensed Matter · Physics 2026-04-03 Andriy Goychuk

Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…

Statistical Mechanics · Physics 2026-05-01 Takuma Akimoto , Jae-Hyung Jeon , Ralf Metzler , Tomoshige Miyaguchi , Takashi Uneyama , Eiji Yamamoto

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

We investigate the nature of the effective dynamics and statistical forces obtained after integrating out nonequilibrium degrees of freedom. To be explicit, we consider the Rouse model for the conformational dynamics of an ideal polymer…

Statistical Mechanics · Physics 2015-06-11 Christian Maes , Simi R. Thomas

Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into few important degrees of freedom which…

Chemical Physics · Physics 2015-07-09 Fabian Gottwald , Sven Karsten , Sergei D. Ivanov , Oliver Kühn

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

Statistical Mechanics · Physics 2009-08-13 Golan Bel , Ilya Nemenman

The local dynamical features of a PEO melt studied by MD simulations are compared to two model chain systems, namely the well-known Rouse model as well as the semiflexible chain model (SFCM) that additionally incorporates chain stiffness.…

Soft Condensed Matter · Physics 2015-05-19 Diddo Diddens , Martin Brodeck , Andreas Heuer

The General Lagrangian Mean (GLM) theory uses a set of averaged equations of fluid dynamics to describe interactions between mean flows and waves. These equations are formulated in coordinates that follow the fluid's average velocity and…

Fluid Dynamics · Physics 2026-03-10 V. A. Vladimirov

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

The phenomenon of ergodicity breaking of stochastic dynamics governed by Generalized Langevin Equations (GLE) in the presence of well-behaved exponentially decaying dissipative memory kernels, recently investigated by many authors (Phys.…

Statistical Mechanics · Physics 2024-03-11 Giuseppe Procopio , Chiara Pezzotti , Massimiliano Giona

Anomalous diffusion has been investigated in many polymer and biological systems. The analysis of PFG anomalous diffusion relies on the ability to obtain the signal attenuation expression. However, the general analytical PFG signal…

Chemical Physics · Physics 2018-04-27 Guoxing Lin

We unify the variational hypocoercivity framework established by D. Albritton, S. Armstrong, J.-C. Mourrat, and M. Novack, with the notion of second-order lifts of reversible diffusion processes, recently introduced by A. Eberle and F.…

Probability · Mathematics 2025-02-07 Giovanni Brigati , Francis Lörler , Lihan Wang

We study the Langevin dynamics of the standard random heteropolymer model by mapping the problem to a supersymmetric field theory using the Martin-Siggia-Rose formalism. The resulting model is solved non-perturbatively employing a Gaussian…

Statistical Mechanics · Physics 2009-11-07 Zoran Konkoli , John Hertz , Silvio Franz

The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE's main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative…

Quantitative Methods · Quantitative Biology 2014-07-22 David Schnoerr , Guido Sanguinetti , Ramon Grima

We consider the passage of long polymers of length N through a hole in a membrane. If the process is slow, it is in principle possible to focus on the dynamics of the number of monomers s on one side of the membrane, assuming that the two…

Soft Condensed Matter · Physics 2009-11-10 Yacov Kantor , Mehran Kardar

We study the dynamics of the passage of a polymer through a membrane pore (translocation), focusing on the scaling properties with the number of monomers $N$. The natural coordinate for translocation is the number of monomers on one side of…

Soft Condensed Matter · Physics 2009-11-07 Jeffrey Chuang , Yacov Kantor , Mehran Kardar

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

Statistical Mechanics · Physics 2009-03-24 A. V. Chechkin , R. Klages