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physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which r ...
and
thermodynamics Thermodynamics is a branch of physics that deals with heat, work, and temperature, and their relation to energy, entropy, and the physical properties of matter and radiation. The behavior of these quantities is governed by the four laws of the ...
, the ergodic hypothesis says that, over long periods of time, the time spent by a system in some region of the
phase space In dynamical system theory, a phase space is a space in which all possible states of a system are represented, with each possible state corresponding to one unique point in the phase space. For mechanical systems, the phase space usually ...
of
microstates A microstate or ministate is a sovereign state having a very small population or very small land area, usually both. However, the meanings of "state" and "very small" are not well-defined in international law.Warrington, E. (1994). "Lilliputs ...
with the same energy is proportional to the volume of this region, i.e., that all accessible microstates are
equiprobable Equiprobability is a property for a collection of events that each have the same probability of occurring. In statistics and probability theory it is applied in the discrete uniform distribution and the equidistribution theorem for rational numb ...
over a long period of time. Liouville's theorem states that, for
Hamiltonian Hamiltonian may refer to: * Hamiltonian mechanics, a function that represents the total energy of a system * Hamiltonian (quantum mechanics), an operator corresponding to the total energy of that system ** Dyall Hamiltonian, a modified Hamiltonian ...
systems, the local density of microstates following a particle path through phase space is constant as viewed by an observer moving with the ensemble (i.e., the convective time derivative is zero). Thus, if the microstates are uniformly distributed in
phase space In dynamical system theory, a phase space is a space in which all possible states of a system are represented, with each possible state corresponding to one unique point in the phase space. For mechanical systems, the phase space usually ...
initially, they will remain so at all times. But Liouville's theorem does ''not'' imply that the ergodic hypothesis holds for all Hamiltonian systems. The ergodic hypothesis is often assumed in the
statistical analysis Statistical inference is the process of using data analysis to infer properties of an underlying distribution of probability.Upton, G., Cook, I. (2008) ''Oxford Dictionary of Statistics'', OUP. . Inferential statistical analysis infers propertie ...
of
computational physics Computational physics is the study and implementation of numerical analysis to solve problems in physics for which a quantitative theory already exists. Historically, computational physics was the first application of modern computers in science, ...
. The analyst would assume that the
average In ordinary language, an average is a single number taken as representative of a list of numbers, usually the sum of the numbers divided by how many numbers are in the list (the arithmetic mean). For example, the average of the numbers 2, 3, 4, 7, ...
of a process parameter over
time Time is the continued sequence of existence and events that occurs in an apparently irreversible succession from the past, through the present, into the future. It is a component quantity of various measurements used to sequence events, to ...
and the average over the
statistical ensemble In physics, specifically statistical mechanics, an ensemble (also statistical ensemble) is an idealization consisting of a large number of virtual copies (sometimes infinitely many) of a system, considered all at once, each of which represents a ...
are the same. This assumption—that it is as good to simulate a system over a long time as it is to make many independent realizations of the same system—is not always correct. (See, for example, the Fermi–Pasta–Ulam–Tsingou experiment of 1953.) Assumption of the ergodic hypothesis allows proof that certain types of perpetual motion machines of the second kind are impossible. Systems that are ergodic are said to have the property of
ergodicity In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies th ...
; a broad range of systems in
geometry Geometry (; ) is, with arithmetic, one of the oldest branches of mathematics. It is concerned with properties of space such as the distance, shape, size, and relative position of figures. A mathematician who works in the field of geometry is c ...
,
physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which r ...
and stochastic probability theory are ergodic. Ergodic systems are studied in
ergodic theory Ergodic theory (Greek: ' "work", ' "way") is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, statistical properties means properties which are expres ...
.


Phenomenology

In macroscopic systems, the timescales over which a system can truly explore the entirety of its own
phase space In dynamical system theory, a phase space is a space in which all possible states of a system are represented, with each possible state corresponding to one unique point in the phase space. For mechanical systems, the phase space usually ...
can be sufficiently large that the thermodynamic equilibrium state exhibits some form of ergodicity breaking. A common example is that of spontaneous magnetisation in
ferromagnetic Ferromagnetism is a property of certain materials (such as iron) which results in a large observed magnetic permeability, and in many cases a large magnetic coercivity allowing the material to form a permanent magnet. Ferromagnetic materials ...
systems, whereby below the
Curie temperature In physics and materials science, the Curie temperature (''T''C), or Curie point, is the temperature above which certain materials lose their permanent magnetic properties, which can (in most cases) be replaced by induced magnetism. The Cur ...
the system preferentially adopts a non-zero magnetisation even though the ergodic hypothesis would imply that no net magnetisation should exist by virtue of the system exploring all states whose time-averaged magnetisation should be zero. The fact that macroscopic systems often violate the literal form of the ergodic hypothesis is an example of
spontaneous symmetry breaking Spontaneous symmetry breaking is a spontaneous process of symmetry breaking, by which a physical system in a symmetric state spontaneously ends up in an asymmetric state. In particular, it can describe systems where the equations of motion or the ...
. However, complex disordered systems such as a
spin glass In condensed matter physics, a spin glass is a magnetic state characterized by randomness, besides cooperative behavior in freezing of spins at a temperature called 'freezing temperature' ''Tf''. In ferromagnetic solids, component atoms' magne ...
show an even more complicated form of ergodicity breaking where the properties of the thermodynamic equilibrium state seen in practice are much more difficult to predict purely by symmetry arguments. Also conventional glasses (e.g. window glasses) violate ergodicity in a complicated manner. In practice this means that on sufficiently short time scales (e.g. those of parts of seconds, minutes, or a few hours) the systems may behave as ''solids'', i.e. with a positive shear modulus, but on extremely long scales, e.g. over millennia or eons, as ''liquids'', or with two or more time scales and ''plateaux'' in between.The introduction of the practical aspect of ergodicity breaking by introducing a "non-ergodicity time scale" is due to . Also related to these time-scale phenomena are the properties of
ageing Ageing ( BE) or aging ( AE) is the process of becoming older. The term refers mainly to humans, many other animals, and fungi, whereas for example, bacteria, perennial plants and some simple animals are potentially biologically immortal. In ...
and the Mode-Coupling theory of


See also

*
Ergodic process In physics, statistics, econometrics and signal processing, a stochastic process is said to be in an ergodic regime if an observable's ensemble average equals the time average. In this regime, any collection of random samples from a process must ...
*
Ergodic theory Ergodic theory (Greek: ' "work", ' "way") is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, statistical properties means properties which are expres ...
, a branch of mathematics concerned with a more general formulation of ergodicity *
Ergodicity In mathematics, ergodicity expresses the idea that a point of a moving system, either a dynamical system or a stochastic process, will eventually visit all parts of the space that the system moves in, in a uniform and random sense. This implies th ...
*
Loschmidt's paradox Loschmidt's paradox, also known as the reversibility paradox, irreversibility paradox or ', is the objection that it should not be possible to deduce an irreversible process from time-symmetric dynamics. This puts the time reversal symmetry of (al ...
* Poincaré recurrence theorem


References

{{DEFAULTSORT:Ergodic Hypothesis Ergodic theory Hypotheses Statistical mechanics Philosophy of thermal and statistical physics Concepts in physics