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A generalized Langevin equation with fluctuating diffusivity (GLEFD) is proposed, and it is shown that the GLEFD satisfies a generalized fluctuation-dissipation relation. If the memory kernel is a power law, the GLEFD exhibits anomalous…

Statistical Mechanics · Physics 2022-09-28 Tomoshige Miyaguchi

We address the challenge of incorporating non-Markovian electronic friction effects in quantum-mechanical approximations of dynamical observables. A generalized Langevin equation (GLE) is formulated for ring-polymer molecular dynamics…

Materials Science · Physics 2025-06-04 George Trenins , Mariana Rossi

We propose to describe the dynamics of phase transitions in terms of a non-stationary Generalized Langevin Equation for the order parameter. By construction, this equation is non-local in time, i.e.~it involves memory effects whose…

Statistical Mechanics · Physics 2021-02-10 Hugues Meyer , Fabian Glatzel , Wilkin Wöhler , Tanja SChilling

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

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…

Statistical Mechanics · Physics 2018-01-23 Jakub Ślęzak , Ralf Metzler , Marcin Magdziarz

We consider different Markovian embedding schemes of non-Markovian stochastic processes that are described by generalized Langevin equations (GLE) and obey thermal detailed balance under equilibrium conditions. At thermal equilibrium…

Statistical Mechanics · Physics 2010-02-08 Peter Siegle , Igor Goychuk , Peter Talkner , Peter Hanggi

Macroscopic parameters as well as precise information on the random force characterizing the Langevin type description of the nuclear fusion process around the Coulomb barrier are extracted from the microscopic dynamics of individual…

Nuclear Theory · Physics 2013-07-04 Kai Wen , Fumihiko Sakata , Zhu-Xia Li , Xi-Zhen Wu , Ying-Xun Zhang , Shan-Gui Zhou

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…

Statistical Mechanics · Physics 2013-09-23 C. Maes , S. Safaverdi , P. Visco , F. van Wijland

We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath…

Quantum Physics · Physics 2009-10-23 E. S. Fraga , G. Krein , L. F. Palhares

Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived…

Statistical Mechanics · Physics 2022-07-07 Hadrien Vroylandt , Pierre Monmarché

We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…

Soft Condensed Matter · Physics 2009-11-13 Ali Naji , Frank L. H. Brown

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 investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…

Statistical Mechanics · Physics 2009-11-11 Knud Zabrocki , Steffen Trimper , Svetlana Tatur , Reinhard Mahnke

The friction coefficient of fluids may become a function of the velocity at increased external driving. This non-Newtonian behavior is of general theoretical interest as well as of great practical importance, e.g., for the design of…

Soft Condensed Matter · Physics 2022-05-03 Matthias Post , Steffen Wolf , Gerhard Stock

The underdamped, non-linear, generalized Langevin equation is widely used to model coarse-grained dynamics of soft and biological materials. By means of a projection operator formalism, we show under which approximations this equation can…

Soft Condensed Matter · Physics 2022-02-04 Fabian Glatzel , Tanja Schilling

We present a numerical method to produce stochastic dynamics according to the generalized Langevin equation with a non-stationary memory kernel. This type of dynamics occurs when a microscopic system with an explicitly time-dependent…

Statistical Mechanics · Physics 2022-11-30 Christoph Widder , Fabian Glatzel , Tanja Schilling

In this paper we introduce and analyze a class of diffusion type equations related to certain non-Markovian stochastic processes. We start from the forward drift equation which is made non-local in time by the introduction of a suitable…

Mathematical Physics · Physics 2009-11-13 Antonio Mura , Murad S. Taqqu , Francesco Mainardi

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

Statistical Mechanics · Physics 2016-06-15 Takuma Akimoto , Eiji Yamamoto

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…

Statistical Mechanics · Physics 2019-11-01 Thomas Vojta , Sarah Skinner , Ralf Metzler
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