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Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…

Chemical Physics · Physics 2017-01-04 Michael J. Catanzaro , Vladimir Y. Chernyak , John R. Klein

Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…

Statistical Mechanics · Physics 2026-04-09 Yeeren I. Low

When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series…

Statistical Mechanics · Physics 2024-12-17 Juliana Caspers , Matthias Krüger

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

We consider Adaptively Restrained Langevin dynamics, in which the kinetic energy function vanishes for small velocities. Properly parameterized, this dynamics makes it possible to reduce the computational complexity of updating…

Statistical Mechanics · Physics 2017-03-28 Zofia Trstanova , Stephane Redon

Persistent nonequilibrium effects such as the memory of the initial state, the ballistic diffusion, and the break of the equipartition theorem and the ergodicity in Brownian motions are investigated by analytically solving the generalized…

High Energy Physics - Phenomenology · Physics 2023-08-09 Weiguo Chen , Carsten Greiner , Zhe Xu

The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…

Statistical Mechanics · Physics 2015-06-16 Oded Farago , Niels Grønbech-Jensen

Perceptrons are the building blocks of many theoretical approaches to a wide range of complex systems, ranging from neural networks and deep learning machines, to constraint satisfaction problems, glasses and ecosystems. Despite their…

Disordered Systems and Neural Networks · Physics 2018-11-20 Elisabeth Agoritsas , Giulio Biroli , Pierfrancesco Urbani , Francesco Zamponi

We study the Langevin dynamics of a heteropolymer by means of a mode-coupling approximation scheme, giving rise to a set of coupled integro-differential equations relating the response and correlation functions. The analysis shows that…

Disordered Systems and Neural Networks · Physics 2007-05-23 Estelle Pitard , Eugene I. Shakhnovich

Consider a Langevin process, that is an integrated Brownian motion, constrained to stay on the nonnegative half-line by a partially elastic boundary at 0. If the elasticity coefficient of the boundary is greater than or equal to a critical…

Probability · Mathematics 2015-03-14 Emmanuel Jacob

In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this…

Statistical Mechanics · Physics 2011-04-19 Tony Lelievre , Mathias Rousset , Gabriel Stoltz

We use stochastic computer simulations to study the transport of a spherical cargo particle along a microtubule-like track on a planar substrate by several kinesin-like processive motors. Our newly developed adhesive motor dynamics…

Subcellular Processes · Quantitative Biology 2010-02-24 Christian B. Korn , Stefan Klumpp , Reinhard Lipowsky , Ulrich S. Schwarz

We study fluctuating dynamics of a freely movable piston that separates an infinite cylinder into two regions filled with ideal gas particles at the same pressure but different temperatures. To investigate statistical properties of the…

Statistical Mechanics · Physics 2021-02-15 Masato Itami , Yohei Nakayama , Naoko Nakagawa , Shin-ichi Sasa

In the framework of Heisenberg-Langevin theory the dynamical and statistical effects arising from the linear interaction of two nondegenerate down-conversion processes are investigated. Using the strong-pumping approximation the analytical…

Quantum Physics · Physics 2012-08-27 Ladislav Mista, , Jiri Herec , Viktor Jelinek , Jaroslav Rehacek , Jan Perina

Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…

Statistical Mechanics · Physics 2007-05-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hänggi

Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…

Statistical Mechanics · Physics 2009-11-10 Alexander V. Plyukhin , Jeremy Schofield

We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…

Probability · Mathematics 2024-07-02 Keunwoo Lim , Molei Tao

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

We study relaxation dynamics of a three dimensional elastic manifold in random potential from a uniform initial condition by numerically solving the Langevin equation.We observe growth of roughness of the system up to larger wavelengths…

Disordered Systems and Neural Networks · Physics 2009-03-19 Tomoaki Nogawa , Koji Nemoto , Hajime Yoshino

When the motion of a probe strongly disturbs the thermal equilibrium of the solvent or bath, the nonlinear response of the latter must enter the probe's effective evolution equation. We derive that induced stochastic dynamics using second…

Soft Condensed Matter · Physics 2017-01-10 Matthias Krüger , Christian Maes