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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 ad-atom dynamic equation, a Langevin type equation is analyzed and solved using some non-linear analytical and numerical tools. We noticeably show that the effect of the surface acoustic wave is to induce an effective potential that…

Other Condensed Matter · Physics 2012-03-14 Nicolas Combe , C. Taillan , J. Morillo

An ongoing challenge in animal ecology is developing movement models that account for the autocorrelation, and often temporal irregularity, in telemetry data. Continuous-time Langevin diffusion models have been proposed to model temporally…

Methodology · Statistics 2026-05-18 Ron R. Togunov , S. Knutsen Furset , Martin E. Pettersen , Robert B. O'Hara

Molecular dynamics simulations are a powerful tool to study diffusion processes in battery electrolyte and electrode materials. From a single molecular dynamics simulation many properties relevant to diffusion can be obtained, including the…

Chemical Physics · Physics 2018-07-09 Niek J. J. de Klerk , Eveline van der Maas , Marnix Wagemaker

Diffusion-model inference and overdamped Langevin dynamics are formally identical. A physical substrate that encodes the score function therefore equilibrates to the correct output by thermodynamics alone, requiring no digital arithmetic…

Machine Learning · Computer Science 2026-04-17 Aditi De

We propose a novel method for drift estimation of multiscale diffusion processes when a sequence of discrete observations is given. For the Langevin dynamics in a two-scale potential, our approach relies on the eigenvalues and the…

Numerical Analysis · Mathematics 2022-04-15 Assyr Abdulle , Grigorios A. Pavliotis , Andrea Zanoni

We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…

Numerical Analysis · Mathematics 2022-01-25 Giacomo Garegnani , Andrea Zanoni

We study the response of an adsorbed monolayer under a driving force as a model of sliding friction phenomena between two crystalline surfaces with a boundary lubrication layer. Using Langevin-dynamics simulation, we determine the nonlinear…

Statistical Mechanics · Physics 2009-10-31 Enzo Granato , S. C. Ying

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen

We consider the robustness of score-based generative modeling to errors in the estimate of the score function. In particular, we show that Langevin dynamics is not robust to the L^2 errors (more generally L^p errors) in the estimate of the…

Machine Learning · Computer Science 2026-03-13 Daniel Yiming Cao , August Y. Chen , Karthik Sridharan , Yuchen Wu

The description of the dynamics of a complex, high-dimensional system in terms of a low-dimensional set of collective variables Y can be fruitful if the low dimensional representation satisfies a Langevin equation with drift and diffusion…

Biomolecules · Quantitative Biology 2016-11-29 R. Meloni , C. Camilloni , G. Tiana

Evidence suggests that the transport rate of a passive particle at long timescales is enhanced due to interactions with the surrounding active ones in a size- and composition-dependent manner. Using a system of particles with different…

Soft Condensed Matter · Physics 2021-07-14 Efe Ilker , Michele Castellana , Jean-François Joanny

Understanding intrusion and extrusion in nanoporous materials is a challenging multiscale problem of utmost importance for applications ranging from energy storage and dissipation to water desalination and hydrophobic gating in ion…

Soft Condensed Matter · Physics 2023-05-25 Gonçalo Paulo , Alberto Gubbiotti , Alberto Giacomello

Electronic friction and Langevin dynamics is a popular mixed quantum-classical method for simulating the nonadiabatic dynamics of molecules interacting with metal surfaces, as it can be computationally more efficient than fully quantum…

Chemical Physics · Physics 2024-06-06 Martin Mäck , Samuel L. Rudge , Michael Thoss

The paper deals with the description of particle deposition on walls from a turbulent flow over a large range of particle diameter, using a Langevin PDF model. The first aim of the work is to test how the present Langevin model is able to…

Fluid Dynamics · Physics 2008-06-27 Sergio Chibbaro , Jean-Pierre Minier

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

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz

Surface waves on liquids act as a dynamical phase grating for incident light. In this article, we revisit the classical method of probing such waves (wavelengths of the order of mm) as well as inherent properties of liquids and liquid films…

Optics · Physics 2009-11-11 Tarun Kr. Barik , Partha Roy Chaudhuri , Anushree Roy , Sayan Kar

In this work we first study the quantum diffusion in a volume of a crystalline solid at high interstitial concentrations when the effects of the short-range interactions between the diffusing particles are to be factors. Within the scope of…

Materials Science · Physics 2007-05-23 G. L. Buchbinder , V. N. Shapov

Non-equilibrium molecular dynamics simulations, of crucial importance in sliding friction, are hampered by arbitrariness and uncertainties in the way Joule heat is removed. We implement in a realistic frictional simulation a parameter-free,…

Mesoscale and Nanoscale Physics · Physics 2015-05-19 Andrea Benassi , Andrea Vanossi , Giuseppe E. Santoro , Erio Tosatti