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We investigate whether the stationary solution of the Fokker-Planck equation of the complex Langevin algorithm reproduces the correct expectation values. When the complex Langevin algorithm for an action $S(x)$ is convergent, it produces an…

High Energy Physics - Lattice · Physics 2016-12-21 L. L. Salcedo

We consider a polymer of length $N$ translocating through a narrow pore in the absence of external fields. Characterization of its purportedly anomalous dynamics has so far remained incomplete. We show that the polymer dynamics is anomalous…

Soft Condensed Matter · Physics 2007-10-08 Debabrata Panja , Gerard T. Barkema , Robin C. Ball

We present a new method to approximate the Mori-Zwanzig (MZ) memory integral in generalized Langevin equations (GLEs) describing the evolution of smooth observables in high-dimensional nonlinear systems with local interactions. Building…

Numerical Analysis · Mathematics 2020-03-18 Yuanran Zhu , Daniele Venturi

We study functionals, such as heat and work, along trajectories of a class of multi-dimensional generalized Langevin systems in various limiting situations that correspond to different level of homogenization. These are the situations where…

Probability · Mathematics 2021-02-25 Soon Hoe Lim

We propose the application of the arbitrary Lagrangian-Eulerian (ALE) technique to a compressible lattice Boltzmann model for the simulation of moving boundary problems on unstructured meshes. To that end, the kinetic equations are mapped…

Computational Physics · Physics 2020-05-20 Mohammad Hossein Saadat , Ilya V. Karlin

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…

chao-dyn · Physics 2007-05-23 D. Schertzer , M. Larchevêque , J. Duan , V. V. Yanovsky , S. Lovejoy

We address the generalized thermodynamics and the collapse of a system of self-gravitating Langevin particles exhibiting anomalous diffusion in a space of dimension D. The equilibrium states correspond to polytropic distributions. The index…

Statistical Mechanics · Physics 2009-11-10 Pierre-Henri Chavanis , Clement Sire

The driven lattice gas (DLG) evolving at low temperature helps understanding the kinetics of pattern formation in unstable mixtures under anisotropic conditions. We here develop a simple theoretical description of kinetics in Monte Carlo…

Statistical Mechanics · Physics 2009-11-10 Pablo I. Hurtado , J. Marro , Pedro L. Garrido , E. V. Albano

A procedure is introduced for deriving a coarse-grained dissipative particle dynamics from molecular dynamics. The rules of the dissipative particle dynamics are derived from the underlying molecular interactions, and a Langevin equation is…

Soft Condensed Matter · Physics 2009-10-31 Eirik G. Flekkoy , Peter V. Coveney

We extend the Generalised Langevin Equation (GLE) method [Phys. Rev. B 89, 134303 (2014)] to model a central classical region connected to two realistic thermal baths at two different temperatures. In such nonequilibrium conditions a heat…

Mesoscale and Nanoscale Physics · Physics 2016-05-11 H. Ness , A. Genina , L. Stella , C. D. Lorenz , L. Kantorovich

Via molecular dynamics simulation with Langevin thermostat we study the structure and dynamics of a flexible bead-spring active polymer model after a quench from good to poor solvent conditions. The self propulsion is introduced via a…

Soft Condensed Matter · Physics 2021-03-18 Subhajit Paul , Suman Majumder , Wolfhard Janke

This article focuses on a preaveraging description of polymer nonequilibrium stretching, where a single polymer undergoes a transient process from equilibrium to nonequilibrium steady state by pulling one chain end. The preaveraging method…

Soft Condensed Matter · Physics 2022-01-12 Takuya Saito

We study a minimal non-Markovian model of superdiffusion which originates from long-range velocity correlations within the generalized Langevin equation (GLE) approach. The model allows for a three-dimensional Markovian embedding. The…

Statistical Mechanics · Physics 2015-05-19 P. Siegle , I. Goychuk , P. Hanggi

The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…

Pattern Formation and Solitons · Physics 2009-11-07 D. del-Castillo-Negrete , B. A. Carreras , V. E. Lynch

Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…

Statistical Mechanics · Physics 2015-07-03 Andrea Cairoli , Adrian Baule

We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

A theoretical framework for analyzing stochastic data from single-particle tracking in complex or viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation we found…

Statistical Mechanics · Physics 2010-11-22 M. A. Despósito , A. D. Viñales

Active colloidal particles that are propelled by a self-diffusiophoretic mechanism are often described by Langevin equations that are either postulated on physical grounds or derived using the methods of fluctuating hydrodynamics. While…

Statistical Mechanics · Physics 2020-10-28 Bryan Robertson , Jeremy Schofield , Pierre Gaspard , Raymond Kapral

A number of random processes in various fields of science is described by phenomenological equations containing a stochastic force, the best known example being the Langevin equation (LE) for the Brownian motion (BM) of particles. Long ago…

Statistical Mechanics · Physics 2010-06-08 V. Lisy , J. Tothova

The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive…

Statistical Mechanics · Physics 2018-09-26 D. Molina-Garcia , T. Sandev , H. Safdari , G. Pagnini , A. Chechkin , R. Metzler