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Langevin models are frequently used to model various stochastic processes in different fields of natural and social sciences. They are adapted to measured data by estimation techniques such as maximum likelihood estimation, Markov chain…

Data Analysis, Statistics and Probability · Physics 2021-08-04 Clemens Willers , Oliver Kamps

Complex systems are embedded in our everyday experience. Stochastic modelling enables us to understand and predict the behaviour of such systems, cementing its utility across the quantitative sciences. Accurate models of highly…

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

We present a numerical method to compute the approximation of the memory functions in the generalized Langevin models for collective dynamics of macromolecules. We first derive the exact expressions of the memory functions, obtained from…

Numerical Analysis · Mathematics 2015-06-19 Minxin Chen , Xiantao Li , Chun Liu

This paper is concerned with collective variables, or reaction coordinates, that map a discrete-in-time Markov process $X_n$ in $\mathbb{R}^d$ to a (much) smaller dimension $k \ll d$. We define the effective dynamics under a given…

Optimization and Control · Mathematics 2025-03-12 Wei Zhang , Christof Schütte

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of…

Statistical Mechanics · Physics 2018-01-17 Hugues Meyer , Thomas Voigtmann , Tanja Schilling

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

Machine learning methods have proved to be useful for the recognition of patterns in statistical data. The measurement outcomes are intrinsically random in quantum physics, however, they do have a pattern when the measurements are performed…

Quantum Physics · Physics 2020-04-14 I. A. Luchnikov , S. V. Vintskevich , D. A. Grigoriev , S. N. Filippov

Despite its widespread use in materials science, conventional molecular dynamics (MD) simulations are severely constrained by timescale limitations. To address this shortcoming, we propose an empirical formulation of accelerated MD method,…

Materials Science · Physics 2025-12-10 Liang Wan , Qingsong Mei , Haowen Liu , Huafeng Zhang , Jun-Ping Du , Shigenobu Ogata , Wen Tong Geng

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

Chemical Physics · Physics 2015-06-17 Frank Noe , Hao Wu , Jan-Hendrik Prinz , Nuria Plattner

Dynamics of non-Markovian systems is a classic problem yet it attracts an everlasting activity in physics and beyond. A powerful tool for modeling such setups is the Generalized Langevin Equation, however, its analysis typically poses a…

Statistical Mechanics · Physics 2024-10-29 Mateusz Wiśniewski , Jakub Spiechowicz

This work introduces a method for learning low-dimensional models from data of high-dimensional black-box dynamical systems. The novelty is that the learned models are exactly the reduced models that are traditionally constructed with model…

Numerical Analysis · Mathematics 2019-08-30 Benjamin Peherstorfer

Memory effects are a key feature in the description of the dynamical systems governed by the generalized Langevin equation, which presents an exact reformulation of the equation of motion. A simple measure for the estimation of memory…

Disordered Systems and Neural Networks · Physics 2007-05-23 Anatolii V. Mokshin , Renat M. Yulmetyev , Peter Hänggi

A wide variety of numerical methods are evaluated and compared for solving the stochastic differential equations encountered in molecular dynamics. The methods are based on the application of deterministic impulses, drifts, and Brownian…

Computational Physics · Physics 2013-05-14 Benedict Leimkuhler , Charles Matthews

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 present a novel methodology based on filtered data and moving averages for estimating effective dynamics from observations of multiscale systems. We show in a semi-parametric framework of the Langevin type that our approach is…

Numerical Analysis · Mathematics 2022-01-25 Giacomo Garegnani , Andrea Zanoni

Metadynamics is a powerful method to accelerate molecular dynamics simulations, but its efficiency critically depends on the identification of collective variables that capture the slow modes of the process. Unfortunately, collective…

Chemical Physics · Physics 2023-07-17 Ofir Blumer , Shlomi Reuveni , Barak Hirshberg

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

Chemical Physics · Physics 2016-02-03 Benjamin Trendelkamp-Schroer , Frank Noe

Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce an maximum likelihood estimator for constructing such models from data…

Data Analysis, Statistics and Probability · Physics 2015-07-01 Robert T. McGibbon , Vijay S. Pande