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We present some estimates for the memory kernel function in the generalized Langevin equation, derived using the Mori-Zwanzig formalism from a one-dimensional lattice model, in which the particles interactions are through nearest and second…

Numerical Analysis · Mathematics 2018-01-17 Weiqi Chu , Xiantao Li

We consider the fractional Langevin equation far from equilibrium (FLEFE) to describe stochastic dynamics which do not obey the fluctuation-dissipation theorem, unlike the conventional fractional Langevin equation (FLE). The solution of…

Statistical Mechanics · Physics 2024-12-17 Qing Wei , Wei Wang , Yifa Tang , Ralf Metzler , Aleksei Chechkin

We investigate the Brownian motion of a charged particle in a magnetic field. We study this in the high temperature classical and low temperature quantum domains. In both domains, we observe a transition of the mean square displacement from…

Quantum Physics · Physics 2018-06-13 Urbashi Satpathi , Supurna Sinha

The dissipative dynamics of a vortex line in a superfluid is investigated within the frame of a non-Markovian quantal Brownian motion model. Our starting point is a recently proposed interaction Hamiltonian between the vortex and the…

Statistical Mechanics · Physics 2009-11-10 H. M. Cataldo , D. M. Jezek

We investigate non-Markovian barrier-crossing kinetics of a massive particle in one dimension in the presence of a memory function that is the sum of two exponentials with different memory times $\tau_1$ and $\tau_2$. Our Langevin…

Chemical Physics · Physics 2020-05-22 Julian Kappler , Victor B. Hinrichsen , Roland R. Netz

We present a unified framework for the data-driven construction of stochastic reduced models with state-dependent memory for high-dimensional Hamiltonian systems. The method addresses two key challenges: (\rmnum{1}) accurately modeling…

Computational Physics · Physics 2025-09-10 Zhiyuan She , Liyao Lyu , Bryan Ronain Smith , Huan Lei

The time-dependent barrier passage of an anomalous damping system is studied via the generalized Langevin equation (GLE) with non-Ohmic memory damping friction tensor and corresponding thermal colored noise tensor describing a particle…

Statistical Mechanics · Physics 2015-05-13 Chun-Yang Wang

How physical networks of neurons, bound by spatio-temporal locality constraints, can perform efficient credit assignment, remains, to a large extent, an open question. In machine learning, the answer is almost universally given by the error…

Neurons and Cognition · Quantitative Biology 2026-01-13 Benjamin Ellenberger , Paul Haider , Jakob Jordan , Kevin Max , Ismael Jaras , Laura Kriener , Federico Benitez , Mihai A. Petrovici

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

Statistical Mechanics · Physics 2025-07-15 Denis Boyer , Satya N. Majumdar

Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…

Statistical Mechanics · Physics 2022-01-19 Xudong Wang , Yao Chen

The generalized Langevin equation (GLE) constitutes a fundamental model for describing nonequilibrium dynamics with memory effects. To overcome the numerical challenges arising from superquadratically growing potentials and degenerate…

Numerical Analysis · Mathematics 2026-04-29 Xinjie Dai , Xingyu Liu , Diancong Jin , Liying Sun

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

In the field of machine learning coarse-grained potentials in molecular dynamics, many propagators require that the effective Hamiltonian is quadratic in momentum, thus limiting the family of coarse-graining functions. In this paper, we…

Chemical Physics · Physics 2025-12-10 Andy Bruce , Alexander Aghili , Razvan Marinescu , Daniel Sabo

We study the effect of confinement on the mean perimeter of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory. We use a minimal model where an infinite reflecting wall confines the…

Statistical Mechanics · Physics 2016-02-18 M. Chupeau , O. Bénichou , S. N. Majumdar

We experimentally study the motion of light-activated colloidal microswimmers in a viscoelastic fluid. We find that, in such a non-Newtonian environment, the active colloids undergo an unexpected transition from enhanced angular diffusion…

Soft Condensed Matter · Physics 2018-08-21 N Narinder , Clemens Bechinger , Juan Ruben Gomez-Solano

Memory effects emerge as a fundamental consequence of dimensionality reduction when low-dimensional observables are used to describe the dynamics of complex many-body systems. In the context of molecular dynamics (MD) data analysis,…

Data Analysis, Statistics and Probability · Physics 2024-05-01 Lucas Tepper , Benjamin Dalton , Roland R. Netz

We study the motion of colloidal particles driven by a constant force over a periodic optical potential energy landscape. Firstly, the average particle velocity is found as a function of the driving velocity and the wavelength of the…

Soft Condensed Matter · Physics 2016-01-27 Michael P. N. Juniper , Arthur V. Straube , Dirk G. A. L. Aarts , Roel P. A. Dullens

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

We study the effects of stochastic resetting on geometric Brownian motion (GBM), a canonical stochastic multiplicative process for non-stationary and non-ergodic dynamics. Resetting is a sudden interruption of a process, which consecutively…

Risk Management · Quantitative Finance 2021-08-24 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner
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