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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

It has been become standard practice to describe steady-state non-equilibrium phenomena by Langevin equations with colored noise and time-dependent friction kernels that do not obey the fluctuation-dissipation theorem, but since these…

Statistical Mechanics · Physics 2023-10-03 Roland R. Netz

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…

Data Analysis, Statistics and Probability · Physics 2022-07-22 Clemens Willers , Oliver Kamps

We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For this purpose, we cast the GLE in an extended phase space…

Numerical Analysis · Mathematics 2020-12-09 Benedict Leimkuhler , Matthias Sachs

The Generalized Langevin Equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general non-equilibrium processes. In this approach, a part of the whole system (an…

Statistical Mechanics · Physics 2014-04-23 L. Stella , C. D. Lorenz , L. Kantorovich

Climate science employs a hierarchy of models, trading the tractability of simplified energy balance models (EBMs) against the detail of Global Circulation Models. Since the pioneering work of Hasselmann, stochastic EBMs have allowed…

Statistical Mechanics · Physics 2020-12-07 Nicholas Watkins , Sandra Chapman , Aleksei Chechkin , Ian Ford , Rainer Klages , David Stainforth

By exact projection in phase space we derive the generalized Langevin equation (GLE) for time-filtered observables. We employ a general convolution filter that directly acts on arbitrary phase-space observables and can involve low-pass,…

Statistical Mechanics · Physics 2024-09-20 Roland R. Netz

The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…

Statistical Mechanics · Physics 2011-07-11 P. Siegle , I. Goychuk , P. Hanggi

Finding the dynamical law of observable quantities lies at the core of physics. Within the particular field of statistical mechanics, the generalized Langevin equation (GLE) comprises a general model for the evolution of observables…

Statistical Mechanics · Physics 2022-11-22 Antonio Russo , Miguel A. Duran-Olivencia , Ioannis G. Kevrekidis , Serafim Kalliadasis

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a…

Soft Condensed Matter · Physics 2015-09-30 Saikat Sarkar , Shubhankar Roy Chowdhury , Debasish Roy , Ram Mohan Vasu

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 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 introduce a hybrid projection scheme that combines linear Mori projection and conditional Zwanzig projection techniques and use it to derive a Generalized Langevin Equation (GLE) for a general interacting many-body system. The resulting…

Chemical Physics · Physics 2022-08-31 Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz

The generalized Langevin equation (GLE) is a useful framework for analyzing and modeling the dynamics of many-body systems in terms of low-dimensional reaction coordinates, with its specific form determined by the choice of projection…

Computational Physics · Physics 2025-05-22 Henrik Kiefer , Benjamin J. A. Héry , Lucas Tepper , Benjamin A. Dalton , Cihan Ayaz , Roland R. Netz

We introduce a machine learning-based approach called ab initio generalized Langevin equation (AIGLE) to model the dynamics of slow collective variables in materials and molecules. In this scheme, the parameters are learned from atomistic…

Computational Physics · Physics 2024-04-02 Pinchen Xie , Roberto Car , Weinan E

Generalized Langevin equations (GLEs) can be systematically derived via dimensional reduction from high-dimensional microscopic systems. For linear models the derivation can either be based on projection operator techniques such as the…

Statistical Mechanics · Physics 2022-03-30 Gerhard Jung

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…

Probability · Mathematics 2023-01-10 David P. Herzog , Jonathan C. Mattingly , Hung D. Nguyen

We present a new method to approximate the Mori-Zwanzig (MZ) memory integral in generalized Langevin equations (GLEs) describing the evolution of smooth observables in high-dimensional nonlinear systems with local interactions. Building…

Numerical Analysis · Mathematics 2020-03-18 Yuanran Zhu , Daniele Venturi

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

Capturing the correct dynamics at the Coarse-Grained (CG) scale remains a central challenge in the advancement of systematic CG models for soft matter simulations. The Generalized Langevin Equation (GLE), rooted in the Mori-Zwanzig…

Soft Condensed Matter · Physics 2024-10-14 Jinu Jeong , Ishan Nadkarni , Narayana. R. Aluru
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