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In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this…

Statistical Mechanics · Physics 2011-04-19 Tony Lelievre , Mathias Rousset , Gabriel Stoltz

For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

After establishing stochastic thermodynamics for underdamped Langevin systems in contact with multiple reservoirs, we derive its overdamped limit using timescale separation techniques. The overdamped theory is different from the naive…

Statistical Mechanics · Physics 2017-01-03 Yûto Murashita , Massimiliano Esposito

Studying animal movements is essential for effective wildlife conservation and conflict mitigation. For aerial movements, operational weather radars have become an indispensable data source in this respect. However, partial measurements,…

Machine Learning · Computer Science 2024-08-09 Fiona Lippert , Bart Kranstauber , E. Emiel van Loon , Patrick Forré

Explaining and reasoning about processes which underlie observed black-box phenomena enables the discovery of causal mechanisms, derivation of suitable abstract representations and the formulation of more robust predictions. We propose to…

Artificial Intelligence · Computer Science 2017-08-02 Svetlin Penkov , Subramanian Ramamoorthy

Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…

Statistical Mechanics · Physics 2020-10-07 Federico Carollo , Carlos Pérez-Espigares

Inferring dynamical models from low-resolution temporal data continues to be a significant challenge in biophysics, especially within transcriptomics, where separating molecular programs from noise remains an important open problem. We…

Machine Learning · Computer Science 2023-10-05 Victor Chardès , Suryanarayana Maddu , Michael J. Shelley

A reduced chemical scheme involving a small number of variables is often sufficient to account for the deterministic evolution of the concentrations of the main species contributing to a reaction. However its predictions are questionable in…

Statistical Mechanics · Physics 2020-10-28 Gabriel Morgado , Bogdan Nowakowski , Annie Lemarchand

We propose a new method called the N-particle underdamped Langevin algorithm for optimizing a special class of non-linear functionals defined over the space of probability measures. Examples of problems with this formulation include…

Computation · Statistics 2024-02-07 Qiang Fu , Ashia Wilson

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

Numerical Analysis · Mathematics 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

A central aim in computational neuroscience is to relate the activity of large populations of neurons to an underlying dynamical system. Models of these neural dynamics should ideally be both interpretable and fit the observed data well.…

Machine Learning · Computer Science 2025-02-27 Matthijs Pals , A Erdem Sağtekin , Felix Pei , Manuel Gloeckler , Jakob H Macke

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

Adaptive physical and biological systems continually process fluctuating information from their environments. When the environment is nonstationary, inference itself becomes a nonequilibrium process with thermodynamic cost. We analyse a…

Statistical Mechanics · Physics 2026-03-23 Aditya Gupta

We experimentally study a piezoelectric energy harvester driven by broadband random vibrations. We show that a linear model, consisting of an underdamped Langevin equation for the dynamics of the tip mass, electromechanically coupled with a…

Statistical Mechanics · Physics 2022-03-04 L. Costanzo , A. Lo Schiavo , A. Sarracino , M. Vitelli

Imagine you walk in a plane. You move by making a step of a certain length per time interval in a chosen direction. Repeating this process by randomly sampling step length and turning angle defines a two-dimensional random walk in what we…

Biological Physics · Physics 2026-01-05 Norberto Lucero Azuara , Rainer Klages

Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…

Statistical Mechanics · Physics 2017-03-07 Masato Itami , Shin-ichi Sasa

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

Sampling from constrained statistical distributions is a fundamental task in various fields including Bayesian statistics, computational chemistry, and statistical physics. This article considers the cases where the constrained distribution…

Machine Learning · Computer Science 2025-10-28 Kijung Jeon , Michael Muehlebach , Molei Tao

Complex systems may often be characterized by their hierarchical dynamics. In this paper do we present a method and an operational algorithm that automatically infer this property in a broad range of systems; discrete stochastic processes.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Olof Görnerup , Martin Nilsson Jacobi

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière