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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 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

In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of…

Statistical Mechanics · Physics 2018-01-17 Hugues Meyer , Thomas Voigtmann , Tanja Schilling

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

We derive a $c-$number Generalised Langevin Equation (GLE) describing the evolution of the expectation values $\left\langle x_{i}\right\rangle_{t}$ of the atomic position operators $x_{i}$ of an open system. The latter is coupled linearly…

Statistical Mechanics · Physics 2016-11-15 L. Kantorovich , H. Ness , L. Stella , C. Lorenz

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

The phenomenon of ergodicity breaking of stochastic dynamics governed by Generalized Langevin Equations (GLE) in the presence of well-behaved exponentially decaying dissipative memory kernels, recently investigated by many authors (Phys.…

Statistical Mechanics · Physics 2024-03-11 Giuseppe Procopio , Chiara Pezzotti , Massimiliano Giona

A diffusive trajectory drawn by the generalized Langevin equation (GLE) for a colloidal particle evokes a random fractal of a static polymer configuration. This article proposes a static GLE-like description that enables the generation of a…

Soft Condensed Matter · Physics 2023-04-05 Takuya Saito

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

In this work, we investigate the active dynamics and ergodicity breaking of a nonequilibrium fractional Langevin equation (FLE) with a power-law memory kernel of the form $K(t)\sim t^{-(2-2H)}$, where $1/2<H<1$ represents the Hurst…

Statistical Mechanics · Physics 2023-09-11 Sungmin Joo , Jae-Hyung Jeon

Climate science employs a hierarchy of models, trading the tractability of simplified energy balance models (EBMs) against the detail of Global Circulation Models. Since the pioneering work of Hasselmann, stochastic EBMs have allowed…

Statistical Mechanics · Physics 2020-12-07 Nicholas Watkins , Sandra Chapman , Aleksei Chechkin , Ian Ford , Rainer Klages , David Stainforth

The Generalized Elastic Model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, growing interfaces. On the other hand a probe (\emph{tracer})…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

Coarse-graining complex molecular systems to lower-dimensional reaction coordinates is a powerful approach for capturing their effective dynamics. The generalized Langevin equation (GLE) provides an exact framework for modeling…

Chemical Physics · Physics 2025-06-09 Henrik Kiefer , Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz

Based on a Hamiltonian that incorporates the elastic coupling between a tracer and active particles, we derive a generalized Langevin model for the non-equilibrium mechanical response of active viscoelastic biomatter. Our model accounts for…

Soft Condensed Matter · Physics 2022-07-26 Amir Abbasi , Roland R. Netz , Ali Naji

Energy dissipation in a nonequilibrium steady state is studied in driven quantum Langevin systems. We study energy dissipation flow to thermal environment, and obtain a general formula for the average rate of energy dissipation using an…

Statistical Mechanics · Physics 2009-11-13 Keiji Saito

Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian…

Statistical Mechanics · Physics 2022-12-01 Joydip Das , Mousumi Biswas , Bidhan Chandra Bag

The Generalized Langevin Equation (GLE) is a Stochastic Integro-Differential Equation that is commonly used to describe the velocity of microparticles that move randomly in viscoelastic fluids. Such particles commonly exhibit what is known…

Probability · Mathematics 2017-11-03 Scott A McKinley , Hung D Nguyen

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

The friction coefficient of fluids may become a function of the velocity at increased external driving. This non-Newtonian behavior is of general theoretical interest as well as of great practical importance, e.g., for the design of…

Soft Condensed Matter · Physics 2022-05-03 Matthias Post , Steffen Wolf , Gerhard Stock

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