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The generalized Langevin equation is a model for the motion of coarse-grained particles where dissipative forces are represented by a memory term. The numerical realization of such a model requires the implementation of a stochastic…

Soft Condensed Matter · Physics 2021-05-26 Niklas Bockius , Jeanine Shea , Gerhard Jung , Friederike Schmid , Martin Hanke

The dynamics of physical systems that require high-dimensional representation can often be captured in a few meaningful degrees of freedom called collective variables (CVs). However, identifying CVs is challenging and constitutes a…

Chemical Physics · Physics 2024-04-03 Jakub Rydzewski

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion…

Statistical Mechanics · Physics 2016-09-26 A. S. Bodrova , A. V. Chechkin , A. G. Cherstvy , H. Safdari , I. M. Sokolov , R. Metzler

In light of the recently developed complete GJ set of single random variable stochastic, discrete-time St{\o}rmer-Verlet algorithms for statistically accurate simulations of Langevin equations, we investigate two outstanding questions: 1)…

Statistical Mechanics · Physics 2020-10-05 Joshua Finkelstein , Chungho Cheng , Giacomo Fiorin , Benjamin Seibold , Niels Grønbech-Jensen

In order to illustrate the adaptation of traditional continuum numerical techniques to the study of complex network systems, we use the equation-free framework to analyze a dynamically evolving multigraph. This approach is based on coupling…

Data Analysis, Statistics and Probability · Physics 2016-11-03 Alexander Holiday , Ioannis G. Kevrekidis

We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…

Mathematical Physics · Physics 2015-06-19 R. Joubaud , G. Pavliotis , G. Stoltz

Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…

Biological Physics · Physics 2026-04-17 David B. Brückner , Pierre Ronceray , Chase P. Broedersz

Coarse graining enables the investigation of molecular dynamics for larger systems and at longer timescales than is possible at atomic resolution. However, a coarse graining model must be formulated such that the conclusions we draw from it…

We study analytically and by event-driven molecular dynamics simulations the nonergodic and aging properties of force-free cooling granular gases with both constant and velocity-dependent (viscoelastic) restitution coefficient $\varepsilon$…

Statistical Mechanics · Physics 2015-10-28 Anna Bodrova , Aleksei V. Chechkin , Andrey G. Cherstvy , Ralf Metzler

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

Score-based generative models (SGMs) have demonstrated remarkable synthesis quality. SGMs rely on a diffusion process that gradually perturbs the data towards a tractable distribution, while the generative model learns to denoise. The…

Machine Learning · Statistics 2022-03-28 Tim Dockhorn , Arash Vahdat , Karsten Kreis

We propose a new method called the N-particle underdamped Langevin algorithm for optimizing a special class of non-linear functionals defined over the space of probability measures. Examples of problems with this formulation include…

Computation · Statistics 2024-02-07 Qiang Fu , Ashia Wilson

Diffusion maps approximate the generator of Langevin dynamics from simulation data. They afford a means of identifying the slowly-evolving principal modes of high-dimensional molecular systems. When combined with a biasing mechanism,…

Data Analysis, Statistics and Probability · Physics 2020-07-01 Zofia Trstanova , Ben Leimkuhler , Tony Lelièvre

Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…

Applications · Statistics 2021-10-15 Thaís C. O. da Fonseca , Viviana G. R. Lobo , Alexandra M. Schmidt

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 survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…

Dynamical Systems · Mathematics 2011-04-15 Stefano Galatolo , Mathieu Hoyrup , Cristóbal Rojas

Systems governed by a multivariate Langevin equation featuring an exact potential exhibit straightforward dynamics but are often difficult to recognize because, after a general coordinate change, the gradient flow becomes obscured by the…

Statistical Mechanics · Physics 2023-01-11 Tiemo Pedergnana , Nicolas Noiray

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon

A generalized understanding of protein dynamics is an unsolved scientific problem, the solution of which is critical to the interpretation of the structure-function relationships that govern essential biological processes. Here, we approach…

Coarse-graining complex molecular systems to lower-dimensional reaction coordinates is a powerful approach for capturing their effective dynamics. The generalized Langevin equation (GLE) provides an exact framework for modeling…

Chemical Physics · Physics 2025-06-09 Henrik Kiefer , Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz