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The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…

Statistical Mechanics · Physics 2009-12-23 R. L. S. Farias , Rudnei O. Ramos , L. A. da Silva

Energy transport equations are derived directly from full molecular dynamics models as coarse-grained description. With the local energy chosen as the coarse-grained variables, we apply the Mori-Zwanzig formalism to derive a reduced model,…

Statistical Mechanics · Physics 2017-09-19 Weiqi Chu , Xiantao Li

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

Statistical Mechanics · Physics 2024-12-17 Yun Jeong Kang , Kyungsik Kim

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

The Brownian motion of a particle immersed in a medium of charged particles is considered when the system is placed in magnetic or electric fields. Coming from the Zwanzig-Caldeira-Legget particle-bath model, we modify it so that not only…

Statistical Mechanics · Physics 2020-09-24 Vladimir Lisy , Jana Tothova

We discuss the well known Einstein and the Kubo Fluctuation Dissipation Relations (FDRs) in the wider framework of a generalized FDR for systems with a stationary probability distribution. A multi-variate linear Langevin model, which…

Statistical Mechanics · Physics 2009-07-17 D. Villamaina , A. Baldassarri , A. Puglisi , A. Vulpiani

A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous…

Statistical Mechanics · Physics 2022-09-28 Tomoshige Miyaguchi

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz

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

To investigate the impact of non-linear interactions on dynamic coarse graining, we study a simplified model system, featuring a tracer particle in a complex environment. Using a projection operator formalism and computer simulations, we…

Soft Condensed Matter · Physics 2023-07-18 Bernd Jung , Gerhard Jung

Coarse-grained models are widely used to explain the effective behavior of partially observable physical systems with hidden degrees of freedom. Reduction procedures in state space typically disrupt Markovianity and a fluctuation relation…

Statistical Mechanics · Physics 2024-09-24 Alberto Garilli , Pedro E. Harunari , Matteo Polettini

Study of Langevin dynamics and the fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass $M$), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for a microscopic theory of…

Statistical Mechanics · Physics 2018-04-04 Chitrak Bhadra

We present a numerical method to compute non-equilibrium memory kernels based on experimental data or molecular dynamics simulations. The procedure uses a recasting of the non-stationary generalized Langevin equation, in which we expand the…

Statistical Mechanics · Physics 2019-05-29 Hugues Meyer , Philipp Pelagejcev , Tanja Schilling

Obtaining coarse-grained models that accurately incorporate finite-size effects is an important open challenge in the study of complex, multi-scale systems. We apply Langevin regression, a recently developed method for finding stochastic…

Adaptation and Self-Organizing Systems · Physics 2021-10-12 Jordan Snyder , Jared L. Callaham , Steven L. Brunton , J. Nathan Kutz

We derive generalized Langevin equations (GLEs) for single beads in linear elastic networks. In particular, the derivations of the GLEs are conducted without employing normal modes, resulting in two distinct representations in terms of…

Soft Condensed Matter · Physics 2024-10-23 Soya Shinkai , Shuichi Onami , Tomoshige Miyaguchi

In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of…

Statistical Mechanics · Physics 2018-01-17 Hugues Meyer , Thomas Voigtmann , Tanja Schilling

Modeling a high-dimensional Hamiltonian system in reduced dimensions with respect to coarse-grained (CG) variables can greatly reduce computational cost and enable efficient bottom-up prediction of main features of the system for many…

Computational Engineering, Finance, and Science · Computer Science 2021-04-09 Shu Wang , Zhan Ma , Wenxiao Pan

We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…

Statistical Mechanics · Physics 2026-01-26 Hyun-Myung Chun , Euijoon Kwon , Hyunggyu Park , Jae Sung Lee

The Mori-Zwanzig formalism is applied to derive an equation for the evolution of linear observables of the overdamped Langevin equation. To illustrate the resulting equation and its use in deriving approximate models, a particular benchmark…

Dynamical Systems · Mathematics 2018-10-19 Thomas Hudson , Xingjie Helen Li