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Temporal variations in biological systems and more generally in natural sciences are typically modelled as a set of Ordinary, Partial, or Stochastic Differential or Difference Equations. Algorithms for learning the structure and the…

Molecular Networks · Quantitative Biology 2019-01-23 Yannis Pantazis , Ioannis Tsamardinos

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…

Statistical Mechanics · Physics 2024-07-01 Julius Degünther , Jann van der Meer , Udo Seifert

The inherent complexity of biological agents often leads to motility behavior that appears to have random components. Robust stochastic inference methods are therefore required to understand and predict the motion patterns from time…

Soft Condensed Matter · Physics 2024-11-14 Jan Albrecht , Manfred Opper , Robert Großmann

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

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…

Quantitative Methods · Quantitative Biology 2020-07-29 Federica Ferretti , Victor Chardès , Thierry Mora , Aleksandra M. Walczak , Irene Giardina

In molecular dynamics, penalized overdamped Langevin dynamics are used to model the motion of a set of particles that follow constraints up to a parameter $\varepsilon$. The most used schemes for simulating these dynamics are the Euler…

Numerical Analysis · Mathematics 2022-10-10 Adrien Laurent

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

Biological Physics · Physics 2009-04-15 L. Bruno , M. A. Despósito

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

Statistical Mechanics · Physics 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

Stochastic thermostats based on the Langevin equation, in which a system is coupled to an external heat bath, are popular methods for temperature control in molecular dynamics simulations due to their ergodicity and their ease of…

Chemical Physics · Physics 2018-05-23 Mahdi Hijazi , David M. Wilkins , Michele Ceriotti

We investigate the dynamics of heavy impurities embedded in an ultra-cold Fermi gas by using a Generalized Langevin equation. The latter -- derived by means of influence functional theory -- describes the stochastic classical dynamics of…

We present a numerical method for learning the dynamics of slow components of unknown multiscale stochastic dynamical systems. While the governing equations of the systems are unknown, bursts of observation data of the slow variables are…

Machine Learning · Computer Science 2024-08-28 Yuan Chen , Dongbin Xiu

Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex…

Probability · Mathematics 2016-08-16 Jacky Cresson , Sébastien Darses

This article deals with the realisation of constraints in underdamped Langevin dynamics via soft-constrained dynamics. Specifically, we study systems with a large (or small) parameter that controls the constraint mechanisms, e.g. the…

Probability · Mathematics 2026-04-03 Carsten Hartmann , Lara Neureither , Upanshu Sharma

Impulse methods are generalized to a family of integrators for Langevin systems with quadratic stiff potentials and arbitrary soft potentials. Uniform error bounds (independent from stiff parameters) are obtained on integrated positions…

Numerical Analysis · Mathematics 2010-06-25 Molei Tao , Houman Owhadi , Jerrold E. Marsden

Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…

Statistical Mechanics · Physics 2016-02-17 M. L. Rosinberg , G. Tarjus , T. Munakata

Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small…

Statistical Mechanics · Physics 2015-06-23 M. L. Rosinberg , T. Munakata , G. Tarjus

We present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…

Numerical Analysis · Mathematics 2022-01-25 Giacomo Garegnani , Andrea Zanoni

Exploring the intersection of deterministic and stochastic dynamics, this paper delves into Lagrangian discovery for conservative and non-conservative systems under stochastic excitation. Traditional Lagrangian frameworks, adept at…

Dynamical Systems · Mathematics 2024-02-28 Tapas Tripura , Satyam Panda , Budhaditya Hazra , Souvik Chakraborty

Markedly increased computational power and data acquisition have led to growing interest in data-driven inverse dynamics problems. These seek to answer a fundamental question: What can we learn from time series measurements of a complex…

Statistical Mechanics · Physics 2025-04-29 Jinghao Lyu , Kyle J. Ray , James P. Crutchfield