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Modeling non-Markovian time series is a recent topic of research in many fields such as climate modeling, biophysics, molecular dynamics, or finance. The generalized Langevin equation (GLE), given naturally by the Mori-Zwanzig projection…

Data Analysis, Statistics and Probability · Physics 2022-07-25 Clemens Willers , Oliver Kamps

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…

We present a statistical mechanics framework for modeling equilibrium friction coefficients using the Generalized Langevin Equation (GLE). We show that the kernel, obtained via the Fluctuation-Dissipation Theorem (FDT) from the stochastic…

Plasma Physics · Physics 2026-05-01 N. R. Sree Harsha , Zhenyuan Yu , Chuang Ren , Virginia Billings , Michael Huang

We introduce a hybrid projection scheme that combines linear Mori projection and conditional Zwanzig projection techniques and use it to derive a Generalized Langevin Equation (GLE) for a general interacting many-body system. The resulting…

Chemical Physics · Physics 2022-08-31 Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz

The generalized Langevin equation (GLE) is a useful framework for analyzing and modeling the dynamics of many-body systems in terms of low-dimensional reaction coordinates, with its specific form determined by the choice of projection…

Computational Physics · Physics 2025-05-22 Henrik Kiefer , Benjamin J. A. Héry , Lucas Tepper , Benjamin A. Dalton , Cihan Ayaz , Roland R. Netz

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

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a…

Soft Condensed Matter · Physics 2015-09-30 Saikat Sarkar , Shubhankar Roy Chowdhury , Debasish Roy , Ram Mohan Vasu

The generalized Langevin equation (GLE), derived by projection from a general many-body Hamiltonian, exactly describes the dynamics of an arbitrary coarse-grained variable in a complex environment. However, analysis and prediction of…

Data Analysis, Statistics and Probability · Physics 2024-09-25 Henrik Kiefer , Denis Furtel , Cihan Ayaz , Anton Klimek , Jan O. Daldrop , Roland R. Netz

The Generalized Langevin Equation (GLE) can be derived from a particle-bath Hamiltonian, in both classical and quantum dynamics, and provides a route to the (both Markovian and non-Markovian) fluctuation-dissipation theorem (FDT). All…

Statistical Mechanics · Physics 2018-07-04 Bingyu Cui , Alessio Zaccone

While the generalized Langevin equation (GLE) is a powerful tool to understand the behavior of complex dissipative systems, driving by external fields renders standard GLE construction workflows invalid. Filtering approaches that separate…

Statistical Mechanics · Physics 2026-03-03 Thomas Sayer , Andrés Montoya-Castillo

The Generalized Langevin Equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general non-equilibrium processes. In this approach, a part of the whole system (an…

Statistical Mechanics · Physics 2014-04-23 L. Stella , C. D. Lorenz , L. Kantorovich

The irreversible generalized Langevin equation (iGLE) contains a nonstationary friction kernel that in certain limits reduces to the GLE with space-dependent friction. For more general forms of the friction kernel, the iGLE was previously…

Statistical Mechanics · Physics 2007-05-23 Marc Vogt , Rigoberto Hernandez

Generalized Langevin equations (GLEs) can be systematically derived via dimensional reduction from high-dimensional microscopic systems. For linear models the derivation can either be based on projection operator techniques such as the…

Statistical Mechanics · Physics 2022-03-30 Gerhard Jung

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

In statistical physics, the Nakajima-Mori-Zwanzig projection operator formalism is used to derive an integro-differential equation for observables in a Hilbert space, the generalized Langevin equation (GLE). This technique relies on the…

Mathematical Physics · Physics 2026-04-27 Christoph Widder , Johannes Zimmer , Tanja Schilling

Starting from a generalized elastic model which accounts for the stochastic motion of several physical systems such as membranes, (semi)flexible polymers and fluctuating interfaces among others, we derive the fractional Langevin equation…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

We derive generalized Langevin equations (GLEs) for single beads in linear elastic networks. In particular, the derivations of the GLEs are conducted without employing normal modes, resulting in two distinct representations in terms of…

Soft Condensed Matter · Physics 2024-10-23 Soya Shinkai , Shuichi Onami , Tomoshige Miyaguchi

We study the statistically invariant structures of the nonlinear generalized Langevin equation (GLE) with a power-law memory kernel. For a broad class of memory kernels, including those in the subdiffusive regime, we construct solutions of…

Probability · Mathematics 2023-01-10 David P. Herzog , Jonathan C. Mattingly , Hung D. Nguyen

The generalized Langevin equation (GLE) is a stochastic integro-differential equation that has been used to describe the velocity of microparticles in viscoelastic fluids. In this work, we consider the large-time asymptotic properties of a…

Probability · Mathematics 2020-01-30 Nathan Glatt-Holtz , David Herzog , Scott McKinley , Hung Nguyen

Fluctuation-dissipation relations or "theorems" (FDTs) are fundamental for statistical physics and can be rigorously derived for equilibrium systems. Their applicability to non-equilibrium systems is, however, debated. Here, we simulate an…

Statistical Mechanics · Physics 2021-09-15 Gerhard Jung , Friederike Schmid
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