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Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

We develop a general technique to calculate the probability of transitions over the barriers in spin-glasses in the framework of the dynamical theory. We use Lagrangian formulation of the instanton dynamics in which the transitions are…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. V. Lopatin , L. B. Ioffe

In this study we derive a single-particle equation of motion, from first-principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential.…

Statistical Mechanics · Physics 2015-05-14 Ludvig Lizana , Tobias Ambjornsson , Alessandro Taloni , Eli Barkai , Michael A. Lomholt

We study the statistical behavior of multimoded optical systems under equilibrium conditions. We investigate the role of variations of the system parameters in the thermodynamic description and derive, an optical analogue of the first law…

Optics · Physics 2021-05-05 Nikolaos K. Efremidis , Demetrios N. Christodoulides

The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…

Statistical Mechanics · Physics 2018-05-08 Wilmer Olivares-Rivas , Pedro J. Colmenares

A Generalized Langevin Equation with exponential memory is proposed for the dynamics of a massive intruder in a dense granular fluid. The model reproduces numerical correlation and response functions, violating the equilibrium Fluctuation…

Statistical Mechanics · Physics 2015-05-19 Alessandro Sarracino , Dario Villamaina , Giacomo Gradenigo , Andrea Puglisi

We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…

Statistical Mechanics · Physics 2025-06-19 Pascal Grange , Linglong Yuan

We present a standard form of master equations (ME) for general one-dimensional non-Markovian (history-dependent) jump processes, complemented by an asymptotic solution derived from an expanded system-size approach. The ME is obtained by…

Statistical Mechanics · Physics 2024-06-14 Kiyoshi Kanazawa , Didier Sornette

It is well-known that the equations for a simple fluid can be cast into what is called their Lagrange formulation. We introduce a notion of a generalized Lagrange formulation, which is applicable to a wide variety of systems of partial…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Robert Geroch , Gabriel Nagy , Oscar Reula

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 consider Adaptively Restrained Langevin dynamics, in which the kinetic energy function vanishes for small velocities. Properly parameterized, this dynamics makes it possible to reduce the computational complexity of updating…

Statistical Mechanics · Physics 2017-03-28 Zofia Trstanova , Stephane Redon

Langevin equations or generalized Langevin equations (GLEs) are popular models for describing the motion of a particle in a fluid medium in an effective manner. Here we examine particles immersed in an inherently nonequilibrium fluid, i.e.,…

Soft Condensed Matter · Physics 2024-05-03 Jeanine Shea , Gerhard Jung , Friederike Schmid

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Statistical Mechanics · Physics 2025-12-19 L. C. González-Morales , I. Pérez Castillo , J. I. Jiménez-Aquino

This paper describes a general formalism for obtaining localized solutions to a class of problems in mathematical physics, which can be recast as variational optimization problems. This class includes the important cases of Schr\"odinger's…

Numerical Analysis · Mathematics 2014-03-05 Vidvuds Ozoliņš , Rongjie Lai , Russel Caflisch , Stanley Osher

We review equilibrium properties for the dynamics of a single particle evolving in a visco--elastic medium under the effect of hydrodynamic backflow which includes added mass and Basset force. Arbitrary equilibrium forces acting upon the…

Statistical Mechanics · Physics 2015-01-23 Étienne Fodor , Denis S. Grebenkov , Paolo Visco , Frédéric van Wijland

In this work we study drawdowns and drawups of general diffusion processes. The drawdown process is defined as the current drop of the process from its running maximum, while the drawup process is defined as the current increase over its…

Probability · Mathematics 2009-11-10 Hongzhong Zhang , Olympia Hadjiliadis

The time-dependent barrier passage of an anomalous damping system is studied via the generalized Langevin equation (GLE) with non-Ohmic memory damping friction tensor and corresponding thermal colored noise tensor describing a particle…

Statistical Mechanics · Physics 2015-05-13 Chun-Yang Wang

We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

We introduce a hybrid projection scheme that combines linear Mori projection and conditional Zwanzig projection techniques and use it to derive a Generalized Langevin Equation (GLE) for a general interacting many-body system. The resulting…

Chemical Physics · Physics 2022-08-31 Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz

We consider the problem of solving TAP mean field equations by iteration for Ising model with coupling matrices that are drawn at random from general invariant ensembles. We develop an analysis of iterative algorithms using a dynamical…

Disordered Systems and Neural Networks · Physics 2016-04-06 Manfred Opper , Burak Çakmak , Ole Winther