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Accurate curve forecasting is of vital importance for policy planning, decision making and resource allocation in many engineering and industrial applications. In this paper we establish a theoretical foundation for the optimal short-term…

Methodology · Statistics 2023-07-19 Yan Cui , Zhou Zhou

Two different versions of relativistic Langevin equation in curved spacetime background are constructed, both are manifestly general covariant. It is argued that, from the observer's point of view, the version which takes the proper time of…

Statistical Mechanics · Physics 2023-11-28 Yifan Cai , Tao Wang , Liu Zhao

We examine the structural and dynamic properties of confined binary hard-sphere mixtures designed to mimic realizable colloidal thin films. Using computer simulations, governed by either Newtonian or overdamped Langevin dynamics, together…

Soft Condensed Matter · Physics 2015-05-01 Jonathan A. Bollinger , Avni Jain , James Carmer , Thomas M. Truskett

We study the equilibration times $T_\text{eq}$ of local observables in quantum chaotic systems by considering their auto-correlation functions. Based on the recursion method, we suggest a scheme to estimate $T_\text{eq}$ from the…

Statistical Mechanics · Physics 2026-03-04 Jiaozi Wang , Merlin Füllgraf , Jochen Gemmer

We use computer simulation results for a dense Lennard-Jones fluid for a range of temperatures to test the accuracy of various binary collision approximations for the memory function for density fluctuations in liquids. The approximations…

Statistical Mechanics · Physics 2009-11-11 Joyce E. Noah-Vanhoucke , Hans C. Andersen

We consider the increase of the spatial variance of some inhomogeneous, non-equilibrium density (particles, energy, etc.) in a periodic quantum system of condensed matter-type. This is done for a certain class of initial quantum states…

Statistical Mechanics · Physics 2009-10-23 Robin Steinigeweg , Hannu Wichterich , Jochen Gemmer

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

We propose a path for making quantitative analyses of mean-square displacement curves of polymer chains in the melt or in solution. The approach invokes a general functional form that accurately describes $g(t) \equiv \langle (\Delta…

Soft Condensed Matter · Physics 2025-02-19 George D. J. Phillies

The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…

Statistical Mechanics · Physics 2016-02-23 Xavier Durang , Jean-Yves Fortin , Malte Henkel

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

Statistical Mechanics · Physics 2024-07-02 Adrian Pacheco-Pozo , Diego Krapf

By now active Brownian motion is a well-established model to describe the motion of mesoscopic self-propelled particles in a Newtonian fluid. On the basis of the generalized Langevin equation, we present an analytic framework for active…

Soft Condensed Matter · Physics 2022-04-13 Alexander R. Sprenger , Christian Bair , Hartmut Löwen

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

Using the generalized Langevin equation formalism and the process of contraction of the description we derive a general memory function equation for the thermal fluctuations of the local density of a simple atomic liquid. From the analysis…

In this work we define a spatial concordance coefficient for second-order stationary processes. This problem has been widely addressed in a non-spatial context, but here we consider a coefficient that for a fixed spatial lag allows one to…

Methodology · Statistics 2019-05-14 Ronny Vallejos , Javier Pérez , Aaron M. Ellison , Andrew D. Richardson

The mean square displacement per collision of a molecule immersed in a gas at equilibrium is given by its mean square displacement between two consecutive collisions (mean square free path) corrected by a prefactor in the form of a series.…

Soft Condensed Matter · Physics 2024-07-03 Santos Bravo Yuste , Rubén Gómez González , Vicente Garzó

Cell crawling is critical to biological development, homeostasis and disease. In many cases, cell trajectories are quasi-random-walk. In vitro assays on flat surfaces often described such quasi-random-walk cell trajectories as…

We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…

Probability · Mathematics 2024-07-02 Keunwoo Lim , Molei Tao

The influence of the noise on the long-time ageing dynamics of a quenched ferromagnetic spin system with a non-conserved order parameter and described through a Langevin equation with a thermal noise term and a disordered initial state is…

Statistical Mechanics · Physics 2007-05-23 Alan Picone , Malte Henkel

We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…

Statistical Mechanics · Physics 2019-12-04 Alexander Jurisch

In the first part of these short lecture notes, we will present an introduction on (auto-)correlation functions and linear-response functions in the language of a physicist. In particular, the fluctuation-dissipation theorem in classical…

Statistical Mechanics · Physics 2026-04-01 Thomas Franosch