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We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…

Mathematical Physics · Physics 2015-06-19 R. Joubaud , G. Pavliotis , G. Stoltz

Neural Stochastic Differential Equations (NSDE) have been trained as both Variational Autoencoders, and as GANs. However, the resulting Stochastic Differential Equations can be hard to interpret or analyse due to the generic nature of the…

Machine Learning · Computer Science 2022-11-18 Simon M. Koop , Mark A. Peletier , Jacobus W. Portegies , Vlado Menkovski

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…

Mesoscale and Nanoscale Physics · Physics 2018-02-06 Jing-Tao Lü , Bing-Zhong Hu , Per Hedegård , Mads Brandbyge

The generalized Langevin equation is used as a model for various coarse-grained physical processes, e.g., the time evolution of the velocity of a given larger particle in an implicitly represented solvent, when the relevant time scales of…

Statistical Mechanics · Physics 2025-11-13 Niklas Bockius , Maximilian Braun , Kay Hofmann , Friederike Schmid , Martin Hanke

We develop interacting particle algorithms for learning latent variable models with energy-based priors. To do so, we leverage recent developments in particle-based methods for solving maximum marginal likelihood estimation (MMLE) problems.…

Machine Learning · Statistics 2025-10-15 Joanna Marks , Tim Y. J. Wang , O. Deniz Akyildiz

We discuss the design of state-of-the-art numerical methods for molecular dynamics, focusing on the demands of soft matter simulation, where the purposes include sampling and dynamics calculations both in and out of equilibrium. We discuss…

Computational Physics · Physics 2020-02-14 Xiaocheng Shang , Martin Kröger , Benedict Leimkuhler

The Mori-Zwanzig formalism is a powerful theoretical framework for deriving equations of motion for coarse-grained observables in the form of generalized Langevin equations (GLEs) involving evolution and projection operators. Using a…

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

We study the time correlation functions of coupled linear Langevin dynamics without and with inertia effects, both analytically and numerically. The model equation represents the physical behavior of a harmonic oscillator in two or three…

Computational Physics · Physics 2020-11-03 Xiaocheng Shang , Martin Kröger

Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce…

Machine Learning · Computer Science 2026-03-11 Yue Song , T. Anderson Keller , Yisong Yue , Pietro Perona , Max Welling

Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…

Statistical Mechanics · Physics 2013-01-31 David A. Sivak , John D. Chodera , Gavin E. Crooks

We present in detail a Langevin formalism for constructing stochastic dynamical equations for active-matter systems coupled to a thermal bath. We apply the formalism to clarify issues of principle regarding the sources and signatures of…

Soft Condensed Matter · Physics 2018-12-26 Lokrshi Prawar Dadhichi , Ananyo Maitra , Sriram Ramaswamy

We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…

Analysis of PDEs · Mathematics 2010-08-23 Chris Chipot , Tony Lelièvre

Modeling non-Markovian time series is a recent topic of research in many fields such as climate modeling, biophysics, molecular dynamics, or finance. The generalized Langevin equation (GLE), given naturally by the Mori-Zwanzig projection…

Data Analysis, Statistics and Probability · Physics 2022-07-25 Clemens Willers , Oliver Kamps

We address the problem of constructing accurate mathematical models of the dynamics of complex systems projected on a collective variable. To this aim we introduce a conceptually simple yet effective algorithm for estimating the parameters…

Statistical Mechanics · Physics 2022-09-28 Karen Palacio-Rodriguez , Fabio Pietrucci

We present a unified framework for the data-driven construction of stochastic reduced models with state-dependent memory for high-dimensional Hamiltonian systems. The method addresses two key challenges: (\rmnum{1}) accurately modeling…

Computational Physics · Physics 2025-09-10 Zhiyuan She , Liyao Lyu , Bryan Ronain Smith , Huan Lei

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…

Machine Learning · Computer Science 2025-10-20 Shiqin Tang , Shuxin Zhuang , Rong Feng , Runsheng Yu , Hongzong Li , Youzhi Zhang

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar