Memory corrections to Markovian Langevin dynamics
Mateusz Wi\'sniewski, Jerzy {\L}uczka, Jakub Spiechowicz

TL;DR
This paper develops a Markovian embedding approach to approximate non-Markovian Langevin dynamics with memory corrections, enabling more accurate modeling of correlated thermal fluctuations in Brownian systems.
Contribution
It introduces a method to derive higher order memory corrections to Markovian Langevin dynamics using the embedding technique and Prony series representation.
Findings
First and second order memory corrections calculated
Second order correction further reduces effective mass
Method improves approximation accuracy for non-Markovian systems
Abstract
Analysis of non-Markovian systems and memory induced phenomena poses an everlasting challenge for physics. As a paradigmatic example we consider a classical Brownian particle of mass subjected to an external force and exposed to correlated thermal fluctuations. We show that the recently developed approach to this system, in which its non-Markovian dynamics given by the Generalized Langevin Equation is approximated by its memoryless counterpart but with the effective particle mass , can be derived within the Markovian embedding technique. Using this method we calculate the first and the second order memory correction to Markovian dynamics of the Brownian particle for the memory kernel represented as the Prony series. The second one lowers the effective mass of the system further and improves precision of the approximation. Our work opens the door for the derivation of higher…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsNeural dynamics and brain function · Markov Chains and Monte Carlo Methods · Theoretical and Computational Physics
