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Modeling a high-dimensional Hamiltonian system in reduced dimensions with respect to coarse-grained (CG) variables can greatly reduce computational cost and enable efficient bottom-up prediction of main features of the system for many…

Computational Engineering, Finance, and Science · Computer Science 2021-04-09 Shu Wang , Zhan Ma , Wenxiao Pan

We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…

Statistical Mechanics · Physics 2008-08-22 Cristian Micheletti , Giovanni Bussi , Alessandro Laio

We present a data-driven approach to efficiently approximate nonlinear transient dynamics in solid-state systems. Our proposed machine-learning model combines a dimensionality reduction stage with a nonlinear vector autoregression scheme.…

Computational Physics · Physics 2024-02-22 Stefan Meinecke , Felix Köster , Dominik Christiansen , Kathy Lüdge , Andreas Knorr , Malte Selig

Cross-sectional studies are widely prevalent since they are more feasible to conduct compared to longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying processes.…

Computational Engineering, Finance, and Science · Computer Science 2021-02-24 Pritha Dutta , Rick Quax , Loes Crielaard , Peter M. A. Sloot

The complexity of molecular dynamics simulations necessitates dimension reduction and coarse-graining techniques to enable tractable computation. The generalized Langevin equation (GLE) describes coarse-grained dynamics in reduced…

Computational Physics · Physics 2020-06-08 Francesca Grogan , Huan Lei , Xiantao Li , Nathan A. Baker

We investigate a novel type of Langevin model that describes the nonequilibrium dynamics of a classical particle interacting with a spatially extended environment. In this model, a particle, which interacts with the environment through the…

Statistical Mechanics · Physics 2015-10-20 Taiki Haga

We present a data-driven method to learn stochastic reduced models of complex systems that retain a state-dependent memory beyond the standard generalized Langevin equation (GLE) with a homogeneous kernel. The constructed model naturally…

Computational Physics · Physics 2023-10-31 Pei Ge , Zhongqiang Zhang , Huan Lei

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin…

Data Analysis, Statistics and Probability · Physics 2015-02-19 Nico Reinke , André Fuchs , Wided Medjroubi , Pedro G. Lind , Matthias Wächter , Joachim Peinke

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

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

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

In this paper we propose a new formalism to map history-dependent metadynamics in a Markovian process. We apply this formalism to a model Langevin dynamics and determine the equilibrium distribution of a collection of simulations. We…

Statistical Mechanics · Physics 2008-04-02 Giovanni Bussi , Alessandro Laio , Michele Parrinello

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

We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini

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

The generalized stochastic Loewner evolution (SLE) driven by reversible Langevin dynamics was theoretically investigated in the context of non-equilibrium statistical mechanics. The recent study of the authors revealed that the Loewner…

Statistical Mechanics · Physics 2021-01-26 Yusuke Shibasaki , Minoru Saito

While the generalized Langevin equation (GLE) is a powerful tool to understand the behavior of complex dissipative systems, driving by external fields renders standard GLE construction workflows invalid. Filtering approaches that separate…

Statistical Mechanics · Physics 2026-03-03 Thomas Sayer , Andrés Montoya-Castillo

The generalized Langevin equation (GLE), derived by projection from a general many-body Hamiltonian, exactly describes the dynamics of an arbitrary coarse-grained variable in a complex environment. However, analysis and prediction of…

Data Analysis, Statistics and Probability · Physics 2024-09-25 Henrik Kiefer , Denis Furtel , Cihan Ayaz , Anton Klimek , Jan O. Daldrop , Roland R. Netz

Predicting the molecular friction and energy landscapes under nonequilibrium conditions is key to coarse-graining the dynamics of selective solute transport through complex, fluctuating and responsive media, e.g., polymeric materials such…

Soft Condensed Matter · Physics 2025-07-03 Sebastian Milster , Joachim Dzubiella , Gerhard Stock , Steffen Wolf
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