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Related papers: Explicit solution of the generalised Langevin equa…

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It is known that in the regime of superlinear diffusion, characterized by zero integral friction (vanishing integral of the memory function), the generalized Langevin equation may have non-ergodic solutions which do not relax to equilibrium…

Statistical Mechanics · Physics 2015-05-27 A. V. Plyukhin

We study existence, uniqueness and regularity of solutions for linear equations in infinitely many derivatives. We develop a natural framework based on Laplace transform as a correspondence between appropriate $L^p$ and Hardy spaces: this…

Mathematical Physics · Physics 2017-05-10 Alan Chavez , Humberto Prado , Enrique G. Reyes

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

Statistical Mechanics · Physics 2024-12-05 Ion Santra , Kristian Stølevik Olsen , Deepak Gupta

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 introduce a new method to accurately and efficiently estimate the effective dynamics of collective variables in molecular simulations. Such reduced dynamics play an essential role in the study of a broad class of processes, ranging from…

Statistical Mechanics · Physics 2022-03-28 Hadrien Vroylandt , Ludovic Goudenège , Pierre Monmarché , Fabio Pietrucci , Benjamin Rotenberg

We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…

Statistical Mechanics · Physics 2007-05-23 Alexei V. Tkachenko

For a system at given temperature, with energy known as a function of a set of variables, we obtain the thermal fluctuation of the evolution of the variables by replacing the phase-space with a lattice and invoking the principle of detailed…

Statistical Mechanics · Physics 2010-07-26 Jorge Berger

Here we define and study the properties of retrodictive inference. We derive equations relating retrodiction entropy and thermodynamic entropy, and as a special case, show that under equilibrium conditions, the two are identical. We…

Other Statistics · Statistics 2018-07-04 Nathaniel Rupprecht , Dervis Vural

Generalized Langevin equation for characteristic functional of many-electron system dynamically interacting with a thermostat and besides subjected to external perturbation and observation is derived and formulated in terms of one-particle…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev

The complex Langevin method and the generalized Lefschetz-thimble method are two closely related approaches to the sign problem, which are both based on complexification of the original dynamical variables. The former can be viewed as a…

High Energy Physics - Lattice · Physics 2017-06-28 Jun Nishimura , Shinji Shimasaki

We give a new procedure for generalized factorization and construction of the complete solution of strictly hyperbolic linear partial differential equations or strictly hyperbolic systems of such equations in the plane. This procedure…

Symbolic Computation · Computer Science 2007-05-23 Sergey P. Tsarev

We present some estimates for the memory kernel function in the generalized Langevin equation, derived using the Mori-Zwanzig formalism from a one-dimensional lattice model, in which the particles interactions are through nearest and second…

Numerical Analysis · Mathematics 2018-01-17 Weiqi Chu , Xiantao Li

We introduce a new approach to constructing analytic solutions of the linear PDEs describing elastodynamics. This approach is illustrated for the case of a homogeneous isotropic half-plane body satisfying arbitrary initial conditions and…

Analysis of PDEs · Mathematics 2010-10-15 A. S. Fokas , D. Yang

We develop the thermodynamics of non-Markovian generalized Langevin equations by embedding them in a high-dimensional Markovian representation involving auxiliary degrees of freedom. If the memory is linear and satisfies detailed balance…

Statistical Mechanics · Physics 2026-04-29 Andreas Dechant , Kiyoshi Kanazawa

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

The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…

Mathematical Physics · Physics 2012-07-25 Emanuel Gluskin , Shmuel Miller

We apply a simple decomposition to the energy of a moving particle. Based on this decomposition, we identify the potential and kinetic energies, then use them to give general definitions of momentum and the various kinds of forces exerted…

Classical Physics · Physics 2019-01-08 Artice M. Davis

We introduce a generalization of relative entropy derived from the Wigner-Yanase-Dyson entropy and give a simple, self-contained proof that it is convex. Moreover, special cases yield the joint convexity of relative entropy, and for the map…

Quantum Physics · Physics 2015-05-13 Anna Jencova , Mary Beth Ruskai

We provide a general framework for dual representations of Laplace transforms of Markov processes. Such representations state that the Laplace transform of a finite-dimensional distribution of a Markov process can be expressed in terms of a…

Probability · Mathematics 2024-10-29 Alexey Kuznetsov , Yizao Wang

Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…

Accelerator Physics · Physics 2007-05-23 Ji Qiang , Salman Habib