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In this study we derive a single-particle equation of motion, from first-principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential.…

Statistical Mechanics · Physics 2015-05-14 Ludvig Lizana , Tobias Ambjornsson , Alessandro Taloni , Eli Barkai , Michael A. Lomholt

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

Data Analysis, Statistics and Probability · Physics 2009-11-11 D. Kleinhans , R. Friedrich , A. Nawroth , J. Peinke

In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

The Langevin equation accounts for unresolved bath degrees of freedom driving the system toward the bath temperature. Because of this, numerical solutions of the Langevin equation have a long history. Here, we recapitulate, combine, and…

Statistical Mechanics · Physics 2025-06-19 Shubham Agarwal , Sergey V. Sukhomlinov , Marc Honecker , Martin H. Müser

In this work we compare and characterize the behavior of Langevin and Dissipative Particle Dynamics (DPD) thermostats in a broad range of non-equilibrium simulations of polymeric systems. Polymer brushes in relative sliding motion,…

Soft Condensed Matter · Physics 2007-08-31 C. Pastorino , T. Kreer , M. Mueller , K. Binder

The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…

Soft Condensed Matter · Physics 2025-04-18 Balázs Németh , Ronojoy Adhikari

We propose a general Langevin equation describing the universal properties of synchronization transitions in extended systems. By means of theoretical arguments and numerical simulations we show that the proposed equation exhibits,…

Statistical Mechanics · Physics 2009-11-10 Miguel A. Munoz , Romualdo Pastor-Satorras

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

We study numerical methods for sampling probability measures in high dimension where the underlying model is only approximately identified with a gradient system. Extended stochastic dynamical methods are discussed which have application to…

Numerical Analysis · Mathematics 2016-03-08 Benedict Leimkuhler , Xiaocheng Shang

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

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

We develop a novel class of MCMC algorithms based on a stochastized Nesterov scheme. With an appropriate addition of noise, the result is a time-inhomogeneous underdamped Langevin equation, which we prove emits a specified target…

Computational Engineering, Finance, and Science · Computer Science 2023-11-29 Duy H. Thai , Alexander L. Young , David B. Dunson

Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we…

Statistical Mechanics · Physics 2023-02-01 De-Zhang Li , Jia-Rui Zeng , Wei-Jie Huang , Yao Yao , Xiao-Bao Yang

We study the Langevin dynamics of the standard random heteropolymer model by mapping the problem to a supersymmetric field theory using the Martin-Siggia-Rose formalism. The resulting model is solved non-perturbatively employing a Gaussian…

Statistical Mechanics · Physics 2009-11-07 Zoran Konkoli , John Hertz , Silvio Franz

This work builds on an existing model of discrete canonical evolution and applies it to the general case of a linear dynamical system, i.e., a finite-dimensional system with configuration space isomorphic to $ \mathbb{R}^{q} $ and linear…

Mathematical Physics · Physics 2021-06-30 Jakub Káninský

We study the kinetic mean field Langevin dynamics under the functional convexity assumption of the mean field energy functional. Using hypocoercivity, we first establish the exponential convergence of the mean field dynamics and then show…

Probability · Mathematics 2024-02-09 Fan Chen , Yiqing Lin , Zhenjie Ren , Songbo Wang

D-dimensional constrained systems are studied with stochastic Lagrangian and\break Hamiltonian. It is shown that stochastic consistency conditions are second class constraints and Lagrange multiplier fields can be determined in…

High Energy Physics - Theory · Physics 2017-02-01 R. Mochizuki , K. Yoshida

Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…

Machine Learning · Computer Science 2025-10-20 Shiqin Tang , Shuxin Zhuang , Rong Feng , Runsheng Yu , Hongzong Li , Youzhi Zhang

New sufficient conditions for the characterization of dwell-times for linear impulsive systems are proposed and shown to coincide with continuous decrease conditions of a certain class of looped-functionals, a recently introduced type of…

Optimization and Control · Mathematics 2012-06-05 Corentin Briat , Alexandre Seuret