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We study the non-Markovian random continuous processes described by the Mori-Zwanzig equation. As a starting point, we use the Markovian Gaussian Ornstein-Uhlenbeck process and introduce an integral memory term depending on the past of the…

Statistical Mechanics · Physics 2019-12-04 S. S. Melnyk , V. A. Yampol'skii , O. V. Usatenko

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

We present a general numerical approach for constructing governing equations for unknown dynamical systems when only data on a subset of the state variables are available. The unknown equations for these observed variables are thus a…

Machine Learning · Statistics 2020-04-21 Xiaohan Fu , Lo-Bin Chang , Dongbin Xiu

We extend the Nakajima-Zwanzig projection operator technique to the determination of multitime correlation functions of open quantum systems. The correlation functions are expressed in terms of certain multitime homogeneous and…

Quantum Physics · Physics 2017-02-16 Anton Ivanov , Heinz-Peter Breuer

We develop a class of interacting particle systems for implementing a maximum marginal likelihood estimation (MMLE) procedure to estimate the parameters of a latent variable model. We achieve this by formulating a continuous-time…

In molecular dynamics simulations, dynamically consistent coarse-grained (CG) models commonly use stochastic thermostats to model friction and fluctuations that are lost in a CG description. While Markovian, i.e., time-local, formulations…

Statistical Mechanics · Physics 2024-06-24 V. Klippenstein , N. Wolf , N. F. A. van der Vegt

We introduce the Mori-Zwanzig Mode Decomposition (MZMD), a novel data-driven technique for efficient modal analysis of and reduced-order modeling of large-scale spatio-temporal dynamical systems. MZMD represents an extension of Dynamic Mode…

Fluid Dynamics · Physics 2025-05-09 Michael Woodward , Yen Ting Lin , Yifeng Tian , Christoph Hader , Hermann Fasel , Daniel Livescu

We present a numerical method to compute the approximation of the memory functions in the generalized Langevin models for collective dynamics of macromolecules. We first derive the exact expressions of the memory functions, obtained from…

Numerical Analysis · Mathematics 2015-06-19 Minxin Chen , Xiantao Li , Chun Liu

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

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 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

We describe a paradigm for multiscale modeling that combines the Mori-Zwanzig (MZ) formalism of Statistical Mechanics with the Variational Multiscale (VMS) method. The MZ-VMS approach leverages both VMS scale-separation projectors as well…

Numerical Analysis · Mathematics 2017-12-29 Eric J. Parish , Karthik Duraisamy

We present a derivation of a coarse-grained model from the Langevin dynamics. The focus is placed on the memory kernel function and the fluctuation-dissipation theorem. Also presented is an hierarchy of approximations for the memory and…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

The systematic development of Coarse-Grained (CG) models via the Mori-Zwanzig projector operator formalism requires the explicit description of several terms, including a deterministic drift term, a dissipative memory term and a random…

Statistical Mechanics · Physics 2021-09-29 N. Di Pasquale , T. Hudson , M. Icardi , L. Rovigatti , M. Spinaci

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

The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory…

Probability · Mathematics 2021-03-10 Gustavo Didier , Hung D. Nguyen

Langevin integrators based on operator splitting are widely used in molecular dynamics. This work examines Langevin splitting schemes from the perspective of their internal trajectories and observation points, complementing existing…

Statistical Mechanics · Physics 2026-02-03 Bettina G. Keller

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

We present a statistical mechanics framework for modeling equilibrium friction coefficients using the Generalized Langevin Equation (GLE). We show that the kernel, obtained via the Fluctuation-Dissipation Theorem (FDT) from the stochastic…

Plasma Physics · Physics 2026-05-01 N. R. Sree Harsha , Zhenyuan Yu , Chuang Ren , Virginia Billings , Michael Huang