Last month, word of the impending dissolution of the marriage of Chris Martin, frontman of Coldplay, and Gwyneth Paltrow arrived with an emphatic thud on her website, Goop.com. “It is with hearts full of sadness that we have decided to separate,” the brief statement began. The post was credited to “Gwyneth & Chris,” but it did not have the feel of a shared reveal. It ended with a plea: “We have always conducted our relationship privately, and we hope that as we consciously uncouple and coparent, we will be able to continue in the same manner.”

That’s not how privacy works, exactly. And while Ms. Paltrow may have benefited from first-mover advantage, doubtless she had an idea of what was coming: “Ghost Stories” (Parlophone/Atlantic), the sixth studio album by Coldplay and the one on which Mr. Martin quite nakedly wrestles with the crumbling of his marriage, and in so doing, forcibly steers his band into new territory — a man, and by extension a band, deflated.

For almost 15 years, Coldplay has been one of the most sonically ambitious groups in pop, concerned deeply with the way its music echoes off a wall in a huge arena, about how it fills all the available space in headphones. Its rock is neutered and edgeless, but at its best, Coldplay makes total immersion music. At its worst, too. This is a band that has excelled at scale, if not at all the moving parts underneath.

What happens when those parts are shoved to the fore is evident on several songs from “Ghost Stories” and was also clear Monday night at the Beacon Theater, where Coldplay performed its only scheduled New York concert of the year, playing several of the new songs, one for the first time anywhere.