Related papers: Data-driven Langevin modeling of nonequilibrium pr…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
We describe an R package developed by the research group Turbulence, Wind energy and Stochastics (TWiSt) at the Carl von Ossietzky University of Oldenburg, which extracts the (stochastic) evolution equation underlying a set of data or…
This position paper argues that next-generation non-equilibrium-inspired generative models will provide the essential foundation for better modeling real-world complex dynamical systems. While many classical generative algorithms draw…
To further understand the complex behavior of swimming microorganisms, the spontaneous motion of nonliving matter provides essential insights. While substantial research has focused on quantitatively analyzing complex behavioral patterns,…
We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…
Systems out of equilibrium, in stationary as well as in nonstationary regimes, display a linear response to energy impulses simply expressed as the sum of two specific temporal correlation functions. There is a natural interpretation of…
In many applications of statistical estimation via sampling, one may wish to sample from a high-dimensional target distribution that is adaptively evolving to the samples already seen. We study an example of such dynamics, given by a…
Diffusion studies of adsorbates moving on a surface are often analyzed using 2D Langevin simulations. These simulations are computationally cheap and offer valuable insight into the dynamics, however, they simplify the complex interactions…
Using experiments on a colloidal particle trapped in an optical tweezer, we confirm a recent proposal to increase the effective mobility or clock rate of systems described by Langevin dynamics, by simultaneously scaling deterministic forces…
We show how to construct the optimum superstatistical dynamical model for a given experimentally measured time series. For this purpose we generalise the superstatistics concept and study a Langevin equation with a memory kernel whose…
A novel mixed quantum-classical approach to simulating nonadiabatic dynamics of molecules at metal surfaces is presented. The method combines the numerically exact hierarchical equations of motion approach for the quantum electronic degrees…
The non-stationary relaxation and physical ageing in the diffusion-limited erosion process ({\sc dle}) is studied through the exact solution of its Langevin equation, in $d$ spatial dimensions. The dynamical exponent $z=1$, the growth…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
In this article we discuss nonstationary models for inhomogeneous liquid crystals driven out of equilibrium by flow. Emphasis is put on those models which are used in the mathematics as well as in the physics literature, the overall goal…
This paper aims to investigate the non-Markovian dynamics. The governing equations are derived for the probability density functions (PDFs) of non-Markovian stochastic responses to Langevin equation excited by combined fractional Gaussian…
The non-equilibrium self-consistent generalized Langevin equation theory of irreversible processes in liquids is extended to describe the positional and orientational thermal fluctuations of the instantaneous local concentration profile…
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…
Sampling the Boltzmann distribution using forces that violate detailed balance can be faster than with the equilibrium evolution, but the acceleration depends on the nature of the nonequilibrium drive and the physical situation. Here, we…
A fundamental challenge of the theory of liquids is to understand the similarities and differences in the macroscopic dynamics of both colloidal and atomic liquids, which originate in the (Newtonian or Brownian) nature of the microscopic…
An ongoing challenge in animal ecology is developing movement models that account for the autocorrelation, and often temporal irregularity, in telemetry data. Continuous-time Langevin diffusion models have been proposed to model temporally…