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We introduce a novel approach for learning memory kernels in Generalized Langevin Equations. This approach initially utilizes a regularized Prony method to estimate correlation functions from trajectory data, followed by regression over a…

Machine Learning · Statistics 2025-05-22 Quanjun Lang , Jianfeng Lu

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

Memory effects are ubiquitous in a wide variety of complex physical phenomena, ranging from glassy dynamics and metamaterials to climate models. The Generalised Langevin Equation (GLE) provides a rigorous way to describe memory effects via…

Disordered Systems and Neural Networks · Physics 2023-06-29 Max Kerr Winter , Ilian Pihlajamaa , Vincent E. Debets , Liesbeth M. C. Janssen

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

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) 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

The complexity of molecular dynamics simulations necessitates dimension reduction and coarse-graining techniques to enable tractable computation. The generalized Langevin equation (GLE) describes coarse-grained dynamics in reduced…

Computational Physics · Physics 2020-06-08 Francesca Grogan , Huan Lei , Xiantao Li , Nathan A. Baker

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

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

Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived…

Statistical Mechanics · Physics 2022-07-07 Hadrien Vroylandt , Pierre Monmarché

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

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

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

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 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

By exact projection in phase space we derive the generalized Langevin equation (GLE) for time-filtered observables. We employ a general convolution filter that directly acts on arbitrary phase-space observables and can involve low-pass,…

Statistical Mechanics · Physics 2024-09-20 Roland R. Netz

Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive…

Computational Physics · Physics 2013-07-25 Andrew D. Baczewski , Stephen D. Bond

Generalized Langevin equations (GLEs) provide a powerful framework for describing slow dynamics in soft-matter systems, but deriving an exact homogeneous GLE (hGLE) for a reaction coordinate from an underlying many-body system remains…

Soft Condensed Matter · Physics 2026-04-13 Shunsuke Ando , Tomoya Urashita , Soya Shinkai , Tomoshige Miyaguchi

We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocity. By comparison with the free particle situation in which…

Probability · Mathematics 2023-08-02 Gustavo Didier , Hung D. Nguyen

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
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