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We develop a method to learn physical systems from data that employs feedforward neural networks and whose predictions comply with the first and second principles of thermodynamics. The method employs a minimum amount of data by enforcing…

Machine Learning · Computer Science 2020-11-16 Quercus Hernández , Alberto Badias , David Gonzalez , Francisco Chinesta , Elias Cueto

We present a numerical method to compute non-equilibrium memory kernels based on experimental data or molecular dynamics simulations. The procedure uses a recasting of the non-stationary generalized Langevin equation, in which we expand the…

Statistical Mechanics · Physics 2019-05-29 Hugues Meyer , Philipp Pelagejcev , Tanja Schilling

Purely data driven approaches for machine learning present difficulties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to…

Machine Learning · Statistics 2020-03-16 Mauricio A. Álvarez , David Luengo , Neil D. Lawrence

We develop interacting particle algorithms for learning latent variable models with energy-based priors. To do so, we leverage recent developments in particle-based methods for solving maximum marginal likelihood estimation (MMLE) problems.…

Machine Learning · Statistics 2025-10-15 Joanna Marks , Tim Y. J. Wang , O. Deniz Akyildiz

In this paper, we study a non-Markovian generalized relativistic Langevin equation (GRLE). We show that when the memory kernel is a sum of exponentials, the GRLE is equivalent to a Markovian system with added variables. We establish the…

Probability · Mathematics 2026-03-17 Ethan Baker , Manh Hong Duong , Hung Dang Nguyen

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

Embedding non-restrictive prior knowledge, such as energy conservation laws, into learning methods is a key motive to construct physically consistent dynamics models from limited data, relevant for, e.g., model-based control. Recent work…

Machine Learning · Computer Science 2026-04-16 Jan-Hendrik Ewering , Robin E. Herrmann , Niklas Wahlström , Thomas B. Schön , Thomas Seel

We propose in this paper, STANLEY, a STochastic gradient ANisotropic LangEvin dYnamics, for sampling high dimensional data. With the growing efficacy and potential of Energy-Based modeling, also known as non-normalized probabilistic…

Machine Learning · Statistics 2023-10-20 Belhal Karimi , Jianwen Xie , Ping Li

A data-driven ab initio generalized Langevin equation (AIGLE) approach is developed to learn and simulate high-dimensional, heterogeneous, coarse-grained conformational dynamics. Constrained by the fluctuation-dissipation theorem, the…

Biological Physics · Physics 2024-09-13 Pinchen Xie , Yunrui Qiu , Weinan E

We extract data-driven, intrinsic spatial coordinates from observations of the dynamics of large systems of coupled heterogeneous agents. These coordinates then serve as an emergent space in which to learn predictive models in the form of…

Adaptation and Self-Organizing Systems · Physics 2020-12-24 Felix P. Kemeth , Tom Bertalan , Thomas Thiem , Felix Dietrich , Sung Joon Moon , Carlo R. Laing , Ioannis G. Kevrekidis

The Generalised Langevin Equation (GLE) method, as developed in Ref. [Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used…

Statistical Mechanics · Physics 2015-01-06 H. Ness , L. Stella , C. D. Lorenz , L. Kantorovich

We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini

Data-driven methods for the identification of the governing equations of dynamical systems or the computation of reduced surrogate models play an increasingly important role in many application areas such as physics, chemistry, biology, and…

Dynamical Systems · Mathematics 2024-12-17 Stefan Klus , Hongyu Zhu

When the system is linear, why should learning be nonlinear? Linear dynamical systems, the analytical backbone of control theory, signal processing and circuit analysis, have exact closed-form solutions via the state transition matrix. Yet…

Machine Learning · Computer Science 2026-03-31 Shafayeth Jamil , Rehan Kapadia

We consider an operator-based latent Markov representation of a stochastic nonlinear dynamical system, where the stochastic evolution of the latent state embedded in a reproducing kernel Hilbert space is described with the corresponding…

Machine Learning · Computer Science 2026-05-08 Naichang Ke , Ryogo Tanaka , Yoshinobu Kawahara

We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…

Statistical Mechanics · Physics 2024-05-28 Matteo Colangeli , Manh Hong Duong , Adrian Muntean

We consider the setting where a collection of time series, modeled as random processes, evolve in a causal manner, and one is interested in learning the graph governing the relationships of these processes. A special case of wide interest…

Machine Learning · Computer Science 2016-08-30 Hossein Hosseini , Sreeram Kannan , Baosen Zhang , Radha Poovendran

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

Hamiltonian Learning (HL) is essential for validating quantum systems in quantum computing. Not all Hamiltonians can be uniquely recovered from a steady state. HL success depends on the Hamiltonian model and steady state. Here, we analyze…

Quantum Physics · Physics 2023-09-19 Jing Zhou , D. L. Zhou

The characterization of Hamiltonians and other components of open quantum dynamical systems plays a crucial role in quantum computing and other applications. Scientific machine learning techniques have been applied to this problem in a…

Quantum Physics · Physics 2026-04-07 Peter Sentz , Stanley Nicholson , Yujin Cho , Sohail Reddy , Brendan Keith , Stefanie Günther