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We present a data-driven method to learn stochastic reduced models of complex systems that retain a state-dependent memory beyond the standard generalized Langevin equation (GLE) with a homogeneous kernel. The constructed model naturally…

Computational Physics · Physics 2023-10-31 Pei Ge , Zhongqiang Zhang , Huan Lei

One important problem in constructing the reduced dynamics of molecular systems is the accurate modeling of the non-Markovian behavior arising from the dynamics of unresolved variables. The main complication emerges from the lack of scale…

Computational Physics · Physics 2023-02-01 Zhiyuan She , Pei Ge , Huan Lei

Modeling a high-dimensional Hamiltonian system in reduced dimensions with respect to coarse-grained (CG) variables can greatly reduce computational cost and enable efficient bottom-up prediction of main features of the system for many…

Computational Engineering, Finance, and Science · Computer Science 2021-04-09 Shu Wang , Zhan Ma , Wenxiao Pan

We introduce a new method to accurately and efficiently estimate the effective dynamics of collective variables in molecular simulations. Such reduced dynamics play an essential role in the study of a broad class of processes, ranging from…

Statistical Mechanics · Physics 2022-03-28 Hadrien Vroylandt , Ludovic Goudenège , Pierre Monmarché , Fabio Pietrucci , Benjamin Rotenberg

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

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

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

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

We propose a system identification method, Non-Markovian Optimization-based Modeling for Approximate Dynamics with Spatially-homogeneous memory (NOMADS), for identifying linear dynamical systems from a set of multi-dimensional time-series…

Optimization and Control · Mathematics 2026-01-27 Ryoji Anzaki , Kazuhiro Sato

This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…

Dynamical Systems · Mathematics 2024-12-16 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

We propose and study a neural operator framework for learning memory- and material microstructure-dependent constitutive laws for heterogeneous materials. We work in the two-scale setting where homogenization theory provides a systematic…

Numerical Analysis · Mathematics 2025-05-07 Kaushik Bhattacharya , Lianghao Cao , George Stepaniants , Andrew Stuart , Margaret Trautner

This work introduces a method for learning low-dimensional models from data of high-dimensional black-box dynamical systems. The novelty is that the learned models are exactly the reduced models that are traditionally constructed with model…

Numerical Analysis · Mathematics 2019-08-30 Benjamin Peherstorfer

In this paper, we consider modeling missing dynamics with a nonparametric non-Markovian model, constructed using the theory of kernel embedding of conditional distributions on appropriate Reproducing Kernel Hilbert Spaces (RKHS), equipped…

Methodology · Statistics 2020-07-10 Shixiao W. Jiang , John Harlim

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

Dropout represents a typical issue to be addressed when dealing with longitudinal studies. If the mechanism leading to missing information is non-ignorable, inference based on the observed data only may be severely biased. A frequent…

Methodology · Statistics 2018-03-23 Maria Francesca Marino , Marco Alfo'

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Given nonstationary data from molecular dynamics simulations, a Markovian Langevin model is constructed that aims to reproduce the time evolution of the underlying process. While at equilibrium the free energy landscape is sampled,…

Computational Physics · Physics 2021-07-20 Benjamin Lickert , Steffen Wolf , Gerhard Stock

Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…

Machine Learning · Statistics 2021-11-01 Mikhail Genkin , Owen Hughes , Tatiana A. Engel

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

Numerical Analysis · Mathematics 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

The generalized Langevin equation is a model for the motion of coarse-grained particles where dissipative forces are represented by a memory term. The numerical realization of such a model requires the implementation of a stochastic…

Soft Condensed Matter · Physics 2021-05-26 Niklas Bockius , Jeanine Shea , Gerhard Jung , Friederike Schmid , Martin Hanke
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