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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

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

The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to…

Computational Physics · Physics 2012-08-28 Antonio Scala

A vector field splitting approach is discussed for the systematic derivation of numerical propagators for deterministic dynamics. Based on the formalism, a class of numerical integrators for Langevin dynamics are presented for single and…

Computational Physics · Physics 2009-11-13 Simone Melchionna

We investigate the equivalence of different operator-splitting schemes for the integration of the Langevin equation. We consider a specific problem, so called the directed percolation process, which can be extended to a wider class of…

Statistical Mechanics · Physics 2009-11-11 H. K. Lee , C. Kwon , Hyunggyu Park

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 present a method for computing parameter sensitivities and response coefficients in Brownian dynamics simulations. The method involves tracking auxiliary variables (Malliavin weights) in addition to the usual particle positions, in an…

Statistical Mechanics · Physics 2012-07-20 Patrick B. Warren , Rosalind J. Allen

In the following, we discuss nonlinear simulations of nonlinear dynamical systems, which are applied in technical and biological models. We deal with different ideas to overcome the treatment of the nonlinearities and discuss a novel…

Numerical Analysis · Mathematics 2014-12-01 Juergen Geiser , Vahid Yaghoubi

We introduce two new thermostats, one of Langevin type and one of gradient (Brownian) type, for rigid body dynamics. We formulate rotation using the quaternion representation of angular coordinates; both thermostats preserve the unit length…

Computational Physics · Physics 2015-06-12 R. L. Davidchack , T. E. Ouldridge , M. V. Tretyakov

Complex Langevin simulations are an attempt to solve the sign (or complex-action) problem encountered in various physical systems of interest. The method is based on a complexification of the underlying degrees of freedom and an evolution…

High Energy Physics - Lattice · Physics 2025-04-08 Michael W. Hansen , Michael Mandl , Erhard Seiler , Dénes Sexty

Stochastic models of varying complexity have been proposed to describe the dispersion of particles in turbulent flows, from simple Brownian motion to complex temporally and spatially correlated models. A method is needed to compare…

Fluid Dynamics · Physics 2022-07-13 Martin T. Brolly , James R. Maddison , Aretha L. Teckentrup , Jacques Vanneste

The complex Langevin approach is a promising method for the numerical treatment of systems with a sign problem, for which conventional lattice field theory techniques based on importance sampling cannot be applied. However, complex Langevin…

High Energy Physics - Lattice · Physics 2026-04-15 Michael Mandl

We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

Phase-field simulations are a practical but also expensive tool to calculate microstructural evolution. This work aims to compare explicit time integrators for a broad class of phase-field models involving coupling between the phase-field…

Numerical Analysis · Mathematics 2026-03-02 Marco Seiz , Tomohiro Takaki

Standard algorithms for the numerical integration of the Langevin equation require that interactions are slowly varying during to the integration timestep. This in not the case for hard-body systems, where there is no clearcut between the…

Soft Condensed Matter · Physics 2013-02-07 Antonio Scala

We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…

Mesoscale and Nanoscale Physics · Physics 2019-10-30 Hiroaki Yoshida , Tomoyuki Kinjo , Hitoshi Washizu

We systematically develop beneficial and practical velocity measures for accurate and efficient statistical simulations of the Langevin equation with direct applications to computational statistical mechanics and molecular dynamics…

Statistical Mechanics · Physics 2024-10-25 Niels Grønbech-Jensen

Multibody dynamics simulators are an important tool in many fields, including learning and control for robotics. However, many existing dynamics simulators suffer from inaccuracies when dealing with constrained mechanical systems due to…

Robotics · Computer Science 2023-11-07 Jan Brüdigam , Stefan Sosnowski , Zachary Manchester , Sandra Hirche

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

Simulators are a critical component of modern robotics research. Strategies for both perception and decision making can be studied in simulation first before deployed to real world systems, saving on time and costs. Despite significant…

Machine Learning · Computer Science 2020-11-19 Bhairav Mehta , Ankur Handa , Dieter Fox , Fabio Ramos