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We consider the Langevin dynamics of a many-body system of interacting particles in $d$ dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled particles, and glassy aging dynamics. The pair interaction potential is generic, and can be chosen to model colloids, atomic liquids, and granular materials. In the limit ${dtoinfty}$, we show that the dynamics can be exactly reduced to a single one-dimensional effective stochastic equation, with an effective thermal bath described by kernels that have to be determined self-consistently. We present two complementary derivations, via a dynamical cavity method and via a path-integral approach. From the effective stochastic equation, one can compute dynamical observables such as pressure, shear stress, particle mean-square displacement, and the associated response function. As an application of our results, we derive dynamically the `state-following equations that describe the response of a glass to quasistatic perturbations, thus bypassing the use of replicas. The article is written in a modular way, that allows the reader to skip the details of the derivations and focus on the physical setting and the main results.
As an extension of the isotropic setting presented in the companion paper [J. Phys. A 52, 144002 (2019)], we consider the Langevin dynamics of a many-body system of pairwise interacting particles in $d$ dimensions, submitted to an external shear stra
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