Related papers: Evaluation of memory effects at phase transitions …
The analysis of market correlations is crucial for optimal portfolio selection of correlated assets, but their memory effects have often been neglected. In this work, we analyse the mean market correlation of the S&P500 which corresponds to…
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…
Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density $p(\vec r, t)$ is generalized to include non-linear and…
Molecular dynamics (MD) simulation based on Langevin equation has been widely used in the study of structural, thermal properties of matters in difference phases. Normally, the atomic dynamics are described by classical equations of motion…
Transport equations with a nonlocal velocity field have been introduced as a continuum model for interacting particle systems arising in physics, chemistry and biology. Fractional time derivatives, given by convolution integrals of the…
Many active systems move in complex environments whose mechanical response is slow and history dependent. To address this regime, we study the collective dynamics of self-sustained active particles in non-Markovian media within a…
We examine the emergence of dynamical memory effects in quantum processes having indefinite time direction and causal order. In particular, we focus on the class of phase-covariant qubit channels, which encompasses some of the most…
Local diffusivity of a protein depends crucially on the conformation, and the conformational fluctuations are often non-Markovian. Here, we investigate the Langevin equation with non-Markovian fluctuating diffusivity, where the fluctuating…
We present the schematic calculations within the Langevin approach in order to investigate the dependence of fission width on the memory time and the excitation energy at low temperatures where the quantum fluctuations play an important…
Analysis of non-Markovian systems and memory induced phenomena poses an everlasting challenge for physics. As a paradigmatic example we consider a classical Brownian particle of mass $M$ subjected to an external force and exposed to…
The present work concerns the transferability of coarse-grained (CG) modeling in reproducing the dynamic properties of the reference atomistic systems across a range of parameters. In particular, we focus on implicit-solvent CG modeling of…
An analytical expression is derived for the transition path time distribution for a one-dimensional particle crossing of a parabolic barrier. Two cases are analyzed: (i) A non-Markovian process described by a generalized Langevin equation…
The generalized Langevin equation with an exponential kernel is used to analyze memory effects on the optimal work done by a Brownian particle in a heat bath and subjected to a harmonic moving potential. The generalized overdamping scenario…
We consider the Allen-Cahn equations with memory (a partial integro-differential convolution equation). The prototype kernels are exponentially decreasing functions of time and they reduce the integrodifferential equation to a hyperbolic…
Memory effects in open quantum dynamics are often incorporated in the equation of motion through a superoperator known as the memory kernel, which encodes how past states affect future dynamics. However, the usual prescription for…
We consider the modification of the Cahn-Hilliard equation when a time delay process through a memory function is taken into account. We then study the process of spinodal decomposition in fast phase transitions associated with a conserved…
A large class of linear memory differential equations in one dimension, where the evolution depends on the whole history, can be equivalently described as a projection of a Markov process living in a higher dimensional space. Starting with…
Memory effects play a fundamental role in the study of the dynamics of open quantum systems. There exist two conceptually distinct notions of memory discussed for quantum channels in the literature. In quantum information theory quantum…
We study the statistically invariant structures of the nonlinear generalized Langevin equation (GLE) with a power-law memory kernel. For a broad class of memory kernels, including those in the subdiffusive regime, we construct solutions of…
The article discusses a generalization of model of economic growth with constant pace, which takes into account the effects of dynamic memory. Memory means that endogenous or exogenous variable at a given time depends not only on their…