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Starting from a generalized elastic model which accounts for the stochastic motion of several physical systems such as membranes, (semi)flexible polymers and fluctuating interfaces among others, we derive the fractional Langevin equation…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Accelerator Physics · Physics 2007-05-23 Ji Qiang , Salman Habib

A generalized Langevin equation is suggested to describe a system with memory($u(t,t') = \frac{1}{\Gamma (\nu )}(t - t')^\nu $) as well as with positive and negative damping. The equation can be transformed into the Fokker-Planck equation…

Physics and Society · Physics 2019-09-11 Peng Wang , Feng-Chun Pan , Jie Huo , Xu-Ming Wang

We present several approaches for deriving the coarse-grained continuous Langevin equation (or Edwards-Wilkinson equation) from a random deposition with surface relaxation (RDSR) model. First we introduce a novel procedure to divide the…

Statistical Mechanics · Physics 2014-12-24 R. C. Buceta , D. Hansmann , B. von Haeften

Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…

Optimization and Control · Mathematics 2024-05-14 Fabio V. Difonzo , Vyacheslav Kungurtsev , Jakub Marecek

The transport of individual particles in inhomogeneous environments is complex and exhibits non-Markovian responses. The latter may be quantified by a memory function within the framework of the linear generalised Langevin equation (GLE).…

Soft Condensed Matter · Physics 2024-07-08 Arthur V. Straube , Felix Höfling

We consider the problem of building a continuous stochastic model, i.e. a Langevin or Fokker-Planck equation, through a well-controlled coarse-graining procedure. Such a method usually involves the elimination of the fast degrees of freedom…

Statistical Mechanics · Physics 2019-07-08 Marco Baldovin , Angelo Vulpiani , Andrea Puglisi , Antonio Prados

Recent pioneering experiments on non-Markovian dynamics done e.g. for active matter have demonstrated that our theoretical understanding of this challenging yet hot topic is rather incomplete and there is a wealth of phenomena still…

Statistical Mechanics · Physics 2024-02-27 M. Wiśniewski , J. Łuczka , J. Spiechowicz

We present a Langevin approach to describe the steady-state dynamics of one-dimensional granular media fluidized by a vibrating bottom plate. We adopt a linear Langevin equation to describe the motion of the center of mass. Within this…

Soft Condensed Matter · Physics 2010-03-29 Jun'ichi Wakou , Akinori Ochiai , Masaharu Isobe

Coarse-grained (CG) models are simplified representations of soft matter systems that are commonly employed to overcome size and time limitations in computational studies. Many approaches have been developed to construct and parametrise…

Statistical Mechanics · Physics 2022-09-27 Piero Luchi , Roberto Menichetti , Gianluca Lattanzi , Raffaello Potestio

Capturing the correct dynamics at the Coarse-Grained (CG) scale remains a central challenge in the advancement of systematic CG models for soft matter simulations. The Generalized Langevin Equation (GLE), rooted in the Mori-Zwanzig…

Soft Condensed Matter · Physics 2024-10-14 Jinu Jeong , Ishan Nadkarni , Narayana. R. Aluru

There is a growing attention given to utilizing Lagrangian and Hamiltonian mechanics with network training in order to incorporate physics into the network. Most commonly, conservative systems are modeled, in which there are no frictional…

Machine Learning · Computer Science 2024-05-28 Veera Sundararaghavan , Megna N. Shah , Jeff P. Simmons

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

Statistical Mechanics · Physics 2023-09-01 Z. Tomovski , K. Gorska , T. Pietrzak , R. Metzler , T. Sandev

We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a…

Machine Learning · Statistics 2017-02-01 Markus Schöberl , Nicholas Zabaras , Phaedon-Stelios Koutsourelakis

A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…

Statistical Mechanics · Physics 2014-11-11 Roumen Tsekov

We present a data-driven method to learn stochastic reduced models of complex systems that retain a state-dependent memory beyond the standard generalized Langevin equation (GLE) with a homogeneous kernel. The constructed model naturally…

Computational Physics · Physics 2023-10-31 Pei Ge , Zhongqiang Zhang , Huan Lei

Most generalized fractional operators rely on prescribed memory kernels, restricting hereditary behavior to predefined forms and limiting flexibility in modeling diverse memory effects. Motivated by these limitations, this paper develops a…

Dynamical Systems · Mathematics 2026-05-27 Jehad Alzabut

Stochastic modelling of complex systems plays an essential, yet often computationally intensive role across the quantitative sciences. Recent advances in quantum information processing have elucidated the potential for quantum simulators to…

Quantum Physics · Physics 2021-06-22 Thomas J. Elliott

We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…

Statistical Mechanics · Physics 2020-04-22 Mário J. de Oliveira
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