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We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…

Statistical Mechanics · Physics 2008-02-13 Francis N. C. Paraan , Mikhail P. Solon , J. P. Esguerra

The generalized Langevin equation (GLE) is a universal model for particle velocity in a viscoelastic medium. In this paper, we consider the GLE family with fractional memory kernels. We show that, in the critical regime where the memory…

Probability · Mathematics 2021-03-10 Gustavo Didier , Hung D. Nguyen

Recent pioneering experiments on non-Markovian dynamics done e.g. for active matter have demonstrated that our theoretical understanding of this challenging yet hot topic is rather incomplete and there is a wealth of phenomena still…

Statistical Mechanics · Physics 2024-02-27 M. Wiśniewski , J. Łuczka , J. Spiechowicz

Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…

Statistical Mechanics · Physics 2023-03-13 Elodie Millan , Maxime Lavaud , Yacine Amarouchene , Thomas Salez

We examine the behavior of a colloidal particle immersed in a viscoelastic bath undergoing stochastic resetting at a rate $r$. Microscopic probes suspended in viscoelastic environment do not follow the classical theory of Brownian motion.…

Statistical Mechanics · Physics 2024-12-13 Arup Biswas , Johan L. A. Dubbeldam , Trifce Sandev , Arnab Pal

By now active Brownian motion is a well-established model to describe the motion of mesoscopic self-propelled particles in a Newtonian fluid. On the basis of the generalized Langevin equation, we present an analytic framework for active…

Soft Condensed Matter · Physics 2022-04-13 Alexander R. Sprenger , Christian Bair , Hartmut Löwen

We consider the effects of memory on the stationary behavior of a two-dimensional Langevin dynamics in a confining potential. The system is treated in an overdamped approximation and the degrees of freedom are under the influence of…

Statistical Mechanics · Physics 2020-01-29 Eduardo dos S. Nascimento , Welles A. M. Morgado

Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…

Statistical Mechanics · Physics 2016-09-08 Jae-Hyung Jeon , Ralf Metzler

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

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

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 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

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

We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

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

The effective dynamics of a colloidal particle immersed in a complex medium is often described in terms of an overdamped linear Langevin equation for its velocity with a memory kernel which determines the effective (time-dependent) friction…

Statistical Mechanics · Physics 2022-10-05 U. Basu , V. Démery , A. Gambassi

We introduce the spatial disorder-generalized Langevin equation (SD-GLE), a data-driven method for constructing coarse-grained (CG) dynamics in heterogeneous systems. Unlike conventional CG approaches that rely on a mean-field potential,…

Computational Physics · Physics 2026-04-21 Chuyi Liu , Yifeng Guan , Jingyuan Li , Mao Su

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

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

When the density of the fluid surrounding suspended Brownian particles is appreciable, in addition to the forces appearing in the traditional Ornstein and Uhlenbeck theory of Brownian motion, additional forces emerge as the displaced fluid…

Soft Condensed Matter · Physics 2021-08-19 Nicos Makris
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