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The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We…

Statistical Mechanics · Physics 2015-05-13 Andrea Puglisi , Dario Villamaina

Dynamics of coarse-grained particle systems derived via the Mori-Zwanzig projection formalism commonly take the form of a (generalized) Langevin equation with configuration-dependent friction and diffusion tensors. In this article, we…

Materials Science · Physics 2024-07-22 Matthias Sachs , Wojciech G. Stark , Reinhard J. Maurer , Christoph Ortner

The question of existence and properties of stationary solutions to Langevin equations driven by noise processes with stationary increments is discussed, with particular focus on noise processes of pseudo-moving-average type. On account of…

Probability · Mathematics 2011-07-15 Ole E. Barndorff-Nielsen , Andreas Basse-O'Connor

We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocity. By comparison with the free particle situation in which…

Probability · Mathematics 2023-08-02 Gustavo Didier , Hung D. Nguyen

Stochastic Langevin molecular dynamics for nuclei is derived from the Ehrenfest Hamiltonian system (also called quantum classical molecular dynamics) in a Kac-Zwanzig setting, with the initial data for the electrons stochastically perturbed…

Mathematical Physics · Physics 2011-03-31 Anders Szepessy

Friction is a phenomenon that manifests across all spatial and temporal scales, from the molecular to the macroscopic scale. It describes the dissipation of energy from the motion of particles or abstract reaction coordinates and arises in…

Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…

Statistical Mechanics · Physics 2022-11-30 Max Innerbichler , Andrei Militaru , Martin Frimmer , Lukas Novotny , Christoph Dellago

We derive generalized Fluctuation-Dissipation Relations (FDR) holding for a general stochastic dynamics that includes as subcases both equilibrium models for passive colloids and non-equilibrium models used to describe active particles. The…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini

We study numerical methods for the generalized Langevin equation (GLE) with a positive Prony series memory kernel, in which case the GLE can be written in an extended variable Markovian formalism. We propose a new splitting method that is…

Computational Physics · Physics 2022-05-31 Manh Hong Duong , Xiaocheng Shang

We introduce a machine-learning-based coarse-grained molecular dynamics (CGMD) model that faithfully retains the many-body nature of the inter-molecular dissipative interactions. Unlike common empirical CG models, the present model is…

Computational Physics · Physics 2023-12-01 Liyao Lyu , Huan Lei

We present a new method to derive kinetic equations for systems undergoing non-linear transport in the presence of memory effects. In the framework of mesoscopic nonequilibrium thermodynamics, we derive a generalized Fokker-Planck equation…

Statistical Mechanics · Physics 2009-11-10 I. Santamaria-Holek , J. M. Rubi

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

We study the effect of temporal correlation in a Langevin equation describing non-adiabatic dynamics at metal surfaces. For a harmonic oscillator the Langevin equation preserves the quantum dynamics exactly and it is demonstrated that…

Materials Science · Physics 2010-10-07 Thomas Olsen , Jakob Schiøtz

We use the perturbative renormalization group to study classical stochastic processes with memory. We focus on the generalized Langevin dynamics of the \phi^4 Ginzburg-Landau model with additive noise, the correlations of which are local in…

Statistical Mechanics · Physics 2015-03-19 Julius Bonart , Leticia F. Cugliandolo , Andrea Gambassi

The present work concerns the transferability of coarse-grained (CG) modeling in reproducing the dynamic properties of the reference atomistic systems across a range of parameters. In particular, we focus on implicit-solvent CG modeling of…

Computational Engineering, Finance, and Science · Computer Science 2021-03-22 Zhan Ma , Shu Wang , Minhee Kim , Kaibo Liu , Chun-Long Chen , Wenxiao Pan

When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin…

Statistical Mechanics · Physics 2017-03-21 Stam Nicolis , Pascal Thibaudeau , Julien Tranchida

We provide a general construction of quantum generalized master equations with memory kernel leading to well defined, that is completely positive and trace preserving, time evolutions. The approach builds on an operator generalization of…

Quantum Physics · Physics 2016-12-15 Bassano Vacchini

Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…

Statistical Mechanics · Physics 2015-02-20 Chandrima Ganguly , Debasish Chaudhuri

In recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50}, 041103 (1994), we show how these equations are related to…

Statistical Mechanics · Physics 2007-05-23 R. Friedrich , S. Eule , F. Jenko

We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects based on the generalized Langevin equation, which accounts for the general retarded effects of the…

High Energy Astrophysical Phenomena · Physics 2015-06-16 Chun Sing Leung , Gabriela Mocanu , Tiberiu Harko
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