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We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

The thermal response of nonequilibrium systems requires the knowledge of concepts that go beyond entropy production. This is showed for systems obeying overdamped Langevin dynamics, either in steady states or going through a relaxation…

Statistical Mechanics · Physics 2016-08-31 Gianmaria Falasco , Marco Baiesi

Cooling methods and particle slowers as well as accelerators are basic tools for fundamental research and applications in different fields and systems. We put forward a generic mechanism to scale the momentum of a particle, regardless of…

Quantum Physics · Physics 2020-11-04 J. G. Muga , S. Martínez-Garaot , M. Pons , M. Palmero , A. Tobalina

We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…

Statistical Mechanics · Physics 2016-07-20 Stephane Redon , Gabriel Stoltz , Zofia Trstanova

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Bernd Lehle

Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

Data Analysis, Statistics and Probability · Physics 2026-03-03 Martin Heßler , Oliver Kamps

This work is devoted to quantifying how periodic perturbation can change the rate of metastable transition in stochastic mechanical systems with weak noises. A closed-form explicit expression for approximating the rate change is provided,…

Dynamical Systems · Mathematics 2021-09-30 Ying Chao , Molei Tao

In this letter we discuss how to add forces to the Langevin equation. We derive the exact generalized Langevin equation for the dynamics of one particle subject to an external force embedded in a system of many interacting particles. The…

Statistical Mechanics · Physics 2023-09-27 Fabian Koch , Jona Erle , Tanja Schilling

Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…

Statistical Mechanics · Physics 2018-06-06 A. Tamm , M. Caro , A. Caro , G. Samolyuk , M. Klintenberg , A. A. Correa

Reliable dynamical properties from molecular dynamics simulations require careful control of thermostatting artifacts. We systematically assess how NVE, deterministic thermostats, velocity-rescale dynamics, and stochastic Langevin-type…

Chemical Physics · Physics 2025-12-01 Frederick Heinz , Sascha Jähnigen , Joana-Lysiane Schäfer , Bettina G. Keller

We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

Probability · Mathematics 2026-05-28 Songbo Wang

We investigate the motion of a colloidal particle driven out of equilibrium by an external torque. We use the molecular dynamics simulation that is alternative to the numerical integration approach based on the Langevin equation and is…

Statistical Mechanics · Physics 2017-03-08 Donghwan Yoo , Youngkyun Jung , Chulan Kwon

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

A system-reservoir nonlinear coupling model has been proposed for a situation where the reservoir is nonlinearly driven by an external Gaussian stationary noise which exposes the system particles to a nonequilibrium environment. Apart from…

Statistical Mechanics · Physics 2015-06-05 Anindita Shit , Sudip Chattopadhyay , Suman Kumar Banik , Jyotipratim Ray Chaudhuri

Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…

Quantum Physics · Physics 2025-09-15 Mohammad Attrash , Roi Baer

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

There has been considerable efforts to understand the underlying complex dynamics in physiological time series. Methods originated from statistical physics revealed a non-Gaussian statistics and long range correlations in those signals.…

Neurons and Cognition · Quantitative Biology 2016-03-02 C. E. C. Galhardo , B. C. Coutinho , T. J. P. Penna , M. A. de Menezes , P. P. S. Soares

Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with…

Statistical Mechanics · Physics 2009-11-07 L. S. Tsimring , A. Pikovsky

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

Efficient Boltzmann-sampling using first-principles methods is challenging for extended systems due to the steep scaling of electronic structure methods with the system size. Stochastic approaches provide a gentler system-size dependency at…

Computational Physics · Physics 2020-05-20 Eitam Arnon , Eran Rabani , Daniel Neuhauser , Roi Baer