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The complexity of molecular dynamics simulations necessitates dimension reduction and coarse-graining techniques to enable tractable computation. The generalized Langevin equation (GLE) describes coarse-grained dynamics in reduced…

Computational Physics · Physics 2020-06-08 Francesca Grogan , Huan Lei , Xiantao Li , Nathan A. Baker

The Generalized Langevin Equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general non-equilibrium processes. In this approach, a part of the whole system (an…

Statistical Mechanics · Physics 2014-04-23 L. Stella , C. D. Lorenz , L. Kantorovich

The generalized Langevin equation (GLE), derived by projection from a general many-body Hamiltonian, exactly describes the dynamics of an arbitrary coarse-grained variable in a complex environment. However, analysis and prediction of…

Data Analysis, Statistics and Probability · Physics 2024-09-25 Henrik Kiefer , Denis Furtel , Cihan Ayaz , Anton Klimek , Jan O. Daldrop , Roland R. Netz

We study the statistically invariant structures of the nonlinear generalized Langevin equation (GLE) with a power-law memory kernel. For a broad class of memory kernels, including those in the subdiffusive regime, we construct solutions of…

Probability · Mathematics 2023-01-10 David P. Herzog , Jonathan C. Mattingly , Hung D. Nguyen

Memory effects are ubiquitous in a wide variety of complex physical phenomena, ranging from glassy dynamics and metamaterials to climate models. The Generalised Langevin Equation (GLE) provides a rigorous way to describe memory effects via…

Disordered Systems and Neural Networks · Physics 2023-06-29 Max Kerr Winter , Ilian Pihlajamaa , Vincent E. Debets , Liesbeth M. C. Janssen

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

The generalized Langevin equation (GLE) is a stochastic integro-differential equation that has been used to describe the velocity of microparticles in viscoelastic fluids. In this work, we consider the large-time asymptotic properties of a…

Probability · Mathematics 2020-01-30 Nathan Glatt-Holtz , David Herzog , Scott McKinley , Hung Nguyen

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

We present a new method to approximate the Mori-Zwanzig (MZ) memory integral in generalized Langevin equations (GLEs) describing the evolution of smooth observables in high-dimensional nonlinear systems with local interactions. Building…

Numerical Analysis · Mathematics 2020-03-18 Yuanran Zhu , Daniele Venturi

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 introduce a machine learning-based approach called ab initio generalized Langevin equation (AIGLE) to model the dynamics of slow collective variables in materials and molecules. In this scheme, the parameters are learned from atomistic…

Computational Physics · Physics 2024-04-02 Pinchen Xie , Roberto Car , Weinan E

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

Modeling non-Markovian time series is a recent topic of research in many fields such as climate modeling, biophysics, molecular dynamics, or finance. The generalized Langevin equation (GLE), given naturally by the Mori-Zwanzig projection…

Data Analysis, Statistics and Probability · Physics 2022-07-25 Clemens Willers , Oliver Kamps

We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…

Statistical Mechanics · Physics 2022-11-30 Christoph Widder , Fabian Glatzel , Tanja Schilling

The Generalized Langevin Equation (GLE) is a Stochastic Integro-Differential Equation that is commonly used to describe the velocity of microparticles that move randomly in viscoelastic fluids. Such particles commonly exhibit what is known…

Probability · Mathematics 2017-11-03 Scott A McKinley , Hung D Nguyen

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

We propose a generalized Langevin dynamics (GLD) technique to construct non-Markovian particle-based coarse-grained models from fine-grained reference simulations and to efficiently integrate them. The proposed GLD model has the form of a…

Soft Condensed Matter · Physics 2018-11-16 Gerhard Jung , Martin Hanke , Friederike Schmid

We study numerical methods for the generalized Langevin equation (GLE) with a positive Prony series memory kernel, in which case the GLE can be written in an extended variable Markovian formalism. We propose a new splitting method that is…

Computational Physics · Physics 2022-05-31 Manh Hong Duong , Xiaocheng Shang

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

By exact projection in phase space we derive the generalized Langevin equation (GLE) for time-filtered observables. We employ a general convolution filter that directly acts on arbitrary phase-space observables and can involve low-pass,…

Statistical Mechanics · Physics 2024-09-20 Roland R. Netz
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