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Related papers: On the "generalized Generalized Langevin Equation"

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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

We propose a novel approach based on a Langevin equation for fluctuating motion of the center of mass of granular media fluidized by energy injection from a bottom plate. In this framework, the analytical solution of the Langevin equation…

Statistical Mechanics · Physics 2015-05-18 Jun'ichi Wakou , Masaharu Isobe

Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…

Statistical Mechanics · Physics 2009-02-13 Jörn Dunkel , Peter Hänggi

A diffusive trajectory drawn by the generalized Langevin equation (GLE) for a colloidal particle evokes a random fractal of a static polymer configuration. This article proposes a static GLE-like description that enables the generation of a…

Soft Condensed Matter · Physics 2023-04-05 Takuya Saito

Fractional Brownian motion (fBm) is a canonical model for long-memory phenomena. In the presence of large amounts of potentially memory-bearing data, the data are often averaged, which can change the structure of the underlying…

Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…

Statistical Mechanics · Physics 2026-05-01 Takuma Akimoto , Jae-Hyung Jeon , Ralf Metzler , Tomoshige Miyaguchi , Takashi Uneyama , Eiji Yamamoto

A fundamental challenge of the theory of liquids is to understand the similarities and differences in the macroscopic dynamics of both colloidal and atomic liquids, which originate in the (Newtonian or Brownian) nature of the microscopic…

The Generalized Langevin Equation (GLE) can be derived from a particle-bath Hamiltonian, in both classical and quantum dynamics, and provides a route to the (both Markovian and non-Markovian) fluctuation-dissipation theorem (FDT). All…

Statistical Mechanics · Physics 2018-07-04 Bingyu Cui , Alessio Zaccone

Based on a microscopic system reservoir model,where the associated bath is not in thermal equilibrium, we simulate the nonstationary Langevin dynamics and obtained the generalized nonstationary fluctuation dissipation relation (FDR) which…

Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at…

Computational Physics · Physics 2023-05-09 Salvatore Miccichè

Fourier acceleration has been successfully applied to the simulation of lattice field theories for more than a decade. In this paper, we extend the method to the dynamics of discrete particles moving in continuum. Although our method is…

Statistical Mechanics · Physics 2009-10-31 Francis J. Alexander , Bruce M. Boghosian , Richard C. Brower , S. Roy Kimura

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

A non-equilibrium extension of Onsager's canonical theory of thermal fluctuations is employed to derive a self-consistent theory for the description of the statistical properties of the instantaneous local concentration profile n(r,t) of a…

Soft Condensed Matter · Physics 2015-05-20 Pedro Ramírez-González , Magdaleno Medina-Noyola

(Draft 3) A generalized differential operator on the real line is defined by means of a limiting process. These generalized derivatives include, as a special case, the classical derivative and current studies of fractional differential…

Mathematical Physics · Physics 2018-07-17 Angelo B. Mingarelli

We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…

Statistical Mechanics · Physics 2008-02-13 Francis N. C. Paraan , Mikhail P. Solon , J. P. Esguerra

The virial theorem, and the equipartition theorem in the case of quadratic degrees of freedom, are handy constraints on the statistics of equilibrium systems. Their violation is instrumental in determining how far from equilibrium a driven…

Statistical Mechanics · Physics 2022-03-14 Gianmaria Falasco , Eli Barkai , Marco Baiesi

We present an exact functional formalism to deal with linear Langevin equations with arbitrary memory kernels and driven by any noise structure characterized through its characteristic functional. No others hypothesis are assumed over the…

Other Condensed Matter · Physics 2009-11-10 A. A. Budini , M. O. Caceres

We present a projection-based, stability-preserving methodology for computing time correlation functions in open quantum systems governed by generalized quantum master equations with non-Markovian effects. Building upon the memory kernel…

Quantum Physics · Physics 2026-02-12 Wei Liu , Rui-Hao Bi , Yu Su , Limin Xu , Zhennan Zhou , Yao Wang , Wenjie Dou

In this paper, we study a non-Markovian generalized relativistic Langevin equation (GRLE). We show that when the memory kernel is a sum of exponentials, the GRLE is equivalent to a Markovian system with added variables. We establish the…

Probability · Mathematics 2026-03-17 Ethan Baker , Manh Hong Duong , Hung Dang Nguyen

Macroscopic parameters as well as precise information on the random force characterizing the Langevin type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual…

Nuclear Theory · Physics 2013-07-04 Kai Wen , Fumihiko Sakata , Zhu-Xia Li , Xi-Zhen Wu , Ying-Xun Zhang , Shan-Gui Zhou
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