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Bistable systems present two degenerate metastable configurations separated by an energy barrier. Thermal or quantum fluctuations can promote the transition between the configurations at a rate which depends on the dynamical properties of…

Statistical Mechanics · Physics 2018-07-23 L. Stella , H. Ness , C. D. Lorenz , L. Kantorovich

The generalized Langevin equation (GLE) constitutes a fundamental model for describing nonequilibrium dynamics with memory effects. To overcome the numerical challenges arising from superquadratically growing potentials and degenerate…

Numerical Analysis · Mathematics 2026-04-29 Xinjie Dai , Xingyu Liu , Diancong Jin , Liying Sun

In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…

chao-dyn · Physics 2009-10-22 A. Crisanti , U. Marini Bettolo Marconi

Fixed points of recurrent neural networks can be leveraged to store and generate information. These fixed points can be captured by the Boltzmann-Gibbs measure, which leads to neural Langevin dynamics that can be used for sampling and…

Neurons and Cognition · Quantitative Biology 2025-07-01 Zhendong Yu , Weizhong Huang , Haiping Huang

A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical…

Mathematical Physics · Physics 2007-05-23 O. V. Kaptsov , A. V. Schmidt

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Applications · Statistics 2020-02-04 Vincent Adam , Alexandre Hyafil

The Lindblad (GKLS) master equation, which represents the mathematical form for the general evolution of a density matrix, is a versatile and widely-used tool in open quantum systems. In contrast with the typical approach of imposing…

Quantum Physics · Physics 2026-04-17 Eugenia Pyurbeeva , Ronnie Kosloff

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…

This paper deals with the state estimation of non-linear and non-Gaussian systems with an emphasis on the numerical solution to the Bayesian recursive relations. In particular, this paper builds upon the Lagrangian grid-based filter (GbF)…

Signal Processing · Electrical Eng. & Systems 2026-02-20 Jindřich Duník , Jan Krejčí , Jakub Matoušek , Marek Brandner , Yeongkwon Choe

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski

Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…

Computational Physics · Physics 2021-07-20 Benjamin Lickert , Steffen Wolf , Gerhard Stock

It is known that in the regime of superlinear diffusion, characterized by zero integral friction (vanishing integral of the memory function), the generalized Langevin equation may have non-ergodic solutions which do not relax to equilibrium…

Statistical Mechanics · Physics 2015-05-27 A. V. Plyukhin

We study the dynamics of localized pulses in the complex cubic-quintic Ginzburg-Landau (GL) equation with strong nonlinearity management. The generalized complex GL equation, averaged over rapid modulations of the nonlinearity, is derived.…

Pattern Formation and Solitons · Physics 2020-12-22 Fatkhulla Kh. Abdullaev , Sadulla Sh. Tadjimuratov , Abdulaziz A. Abdumalikov

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…

Probability · Mathematics 2025-03-03 Bin Pei , Lifang Feng , Yunzhang Li , Yong Xu

Open quantum systems exhibit dynamics ranging from unitary evolution to irreversible dissipation. While the Gorini--Kossakowski--Sudarshan--Lindblad (GKSL) equation uniquely characterizes Markovian CPTP evolution, many physical platforms…

Quantum Physics · Physics 2026-03-05 Bo Peng , Yu Zhang

A diffusive trajectory drawn by the generalized Langevin equation (GLE) for a colloidal particle evokes a random fractal of a static polymer configuration. This article proposes a static GLE-like description that enables the generation of a…

Soft Condensed Matter · Physics 2023-04-05 Takuya Saito

We consider a fractional nonlinear wave equations (fNLW) with a general power-type nonlinearity, on the two-dimensional torus. Our main goal is to construct invariant global-in-time Gibbs dynamics for a renormalized fNLW. We first construct…

Analysis of PDEs · Mathematics 2025-10-24 Luigi Forcella , Oana Pocovnicu

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

One of the fundamental principles of statistical physics is that only partial information about a system's state is required for its macroscopic description. This is not only true for thermal ensembles, but also for the unconventional…

Statistical Mechanics · Physics 2016-09-28 Spyros Sotiriadis

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz
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