We find a general formula for the distribution of time averaged observables for weakly non-ergodic systems. Such type of ergodicity breaking is known to describe certain systems which exhibit anomalous fluctuations, e.g. blinking quantum dots and the sub-diffusive continuous time random walk model. When the fluctuations become normal we recover usual ergodic statistical mechanics. Examples of a particle undergoing fractional dynamics in a binding force field are worked out in detail. We briefly discuss possible physical applications in single particle experiments.
It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple arrangements, easy for experimental realization, are discussed in detail. Proposed measurements will enable also the observation of transitions from ergodic to weakly non-ergodic and from normal to anomalous diffusion. New effects are predicted: (i) zero-mean oscillations of $T(t)$ accelerate BM (pumping effect), (ii) the combination of temporal and spatial…
A fluctuation relation for aging systems is introduced, and verified by extensive numerical simulations. It is based on the hypothesis of partial equilibration over phase space regions in a scenario of entropy-driven relaxation. The relation provides a simple alternative method, amenable of experimental implementation, to measure replica symmetry breaking parameters in aging systems. The connection with the effective temperatures obtained from the fluctuation-dissipation theorem is discussed.
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic fluctuations with a given distribution $ψ(τ)$ of residence times in each velocity state. We obtain analytical solutions for the diffusion process in a generic external potential and for a generic statistics of residence times, including the non-ergodic regime in which the mean residence time diverges. We show that these analytical solutions are in agreement with …
The dynamics of the Hamiltonian mean field model is studied in the context of continuous time random walks. We show that the sojourn times in cells in the momentum space are well described by a Lévy truncated distribution. Consequently the system in weakly non-ergodic for long times that diverge with the number of particles. For a finite number of particles ergodicity is only attained for very long times both at thermodynamical equilibrium and at quasi-stationary out of equilibrium states.
A view on the physical meaning of the so called ergodic hypothesis: its role on the foundations of equilibrium statistical mechanics in mid '800, its interpretations and hints at its relevance for modern nonequilibrium statistical mechanics. Followed by appendices with detailed comments on the original papers.
We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and Boltzmann's statistics, while for the anomalous subdiffusive case a weakly non-ergodic statistical mechanical framework is constructed, which is based on Lévy's generalized central limit theorem. As an example we calculate the distribution of $\bar{X}$: the time average of the position of the particle, for unbiased and uniformly biased particles, and show that $\b…
Random walk models, such as the trap model, continuous time random walks, and comb models exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is: what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this manuscript a non-ergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point, approaches U or W shaped distributions related…
The concept of weak ergodicity breaking is defined and studied in the context of deterministic dynamics. We show that weak ergodicity breaking describes a weakly chaotic dynamical system: a nonlinear map which generates subdiffusion deterministically. In the non-ergodic phase non-trivial distribution of the fraction of occupation times is obtained. The visitation fraction remains uniform even in the non-ergodic phase. In this sense the non-ergodicity is quantified, leading to a statistical mechanical description of the system even though it is not ergodic.
We present an extension of the ergodic, mixing and Bernoulli levels of the ergodic hierarchy in dynamical systems, the information geometric ergodic hierarchy (IGEH), making use of statistical models on curved manifolds in the context of information geometry. We discuss the $2\times 2$ Gaussian Orthogonal Ensembles (GOE) within a $2D$ correlated model. For $r$ vanishingly small, we find that GOE belong to the information geometric (IG) mixing level having a maximum negative value of scalar curvature. Moreover, we propose a measure of distinguishability for the family of distributions of the $2…
The continuous time random walk (CTRW) model exhibits a non-ergodic phase when the average waiting time diverges. Using an analytical approach for the non-biased and the uniformly biased CTRWs, and numerical simulations for the CTRW in a potential field, we obtain the non-ergodic properties of the random walk which show strong deviations from Boltzmann--Gibbs theory. We derive the distribution function of occupation times in a bounded region of space which, in the ergodic phase recovers the Boltzmann--Gibbs theory, while in the non-ergodic phase yields a generalized non-ergodic statistical law…
With subrecoil-laser-cooled atoms one may reach nano-Kelvin temperatures while the ergodic properties of these systems do not follow usual statistical laws. Instead, due to an ingenious trapping mechanism in momentum space, power-law-distributed sojourn times are found for the cooled particles. Here, we show how this gives rise to a statistical-mechanical framework based on infinite ergodic theory, which replaces ordinary ergodic statistical physics of a thermal gas of atoms. In particular, the energy of the system exhibits a sharp discontinuous transition in its ergodic properties. Physically…
We define and study in detail \emph{utraslow scaled Brownian motion (USBM)\/} characterised by a time dependent diffusion coefficient of the form $D(t)\simeq 1/t$. For unconfined motion the mean squared displacement (MSD) of USBM exhibits an ultraslow, logarithmic growth as function of time, in contrast to the conventional scaled Brownian motion. In an harmonic potential the MSD of USBM does not saturate but asymptotically decays inverse-proportionally to time, reflecting the highly non-stationary character of the process. We show that the process is weakly non-ergodic in the sense that the ti…
We compare ergodic properties of the kinetic energy for three stochastic models of subrecoil-laser-cooled gases. One model is based on a heterogeneous random walk (HRW), another is an HRW with long-range jumps (the exponential model), and the other is a mean-field-like approximation of the exponential model (the deterministic model). All the models show an accumulation of the momentum at zero in the long-time limit, and a formal steady state cannot be normalized, i.e., there exists an infinite invariant density. We obtain the exact form of the infinite invariant density and the scaling functio…
The large-deviation method allows to characterize an ergodic counting process in terms of a thermodynamic frame where a free energy function determines the asymptotic non-stationary statistical properties of its fluctuations. Here, we study this formalism through a statistical mechanics approach, i.e., with an auxiliary counting process that maximizes an entropy function associated to the thermodynamic potential. We show that the realizations of this auxiliary process can be obtained after applying a conditional measurement scheme to the original ones, providing is this way an alternative meas…
A better grasp of the physical foundations of life is necessary before we can understand the processes occurring inside a living cell. In his physical theory of the cell, American physiologist Gilbert Ling introduced an important notion of the resting state of the cell. He describes this state as an independent stable thermodynamic state of a living substance in which it has stored all the energy it needs to perform all kinds of biological work. This state is characterised by lower entropy of the system than in an active state. However, Ling's approach is primarily qualitative in terms of ther…
We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent results presented in the literature. For the case where sojourn times are identically distributed independent random variables, our results shed some light on the recently proposed transitions between ergodic and weakly nonergodic regimes. On the other hand, for the case of non-identical trapping time densities over the lattice points, the distribution of time-a…
In this talk we present some studies in the approach to equilibrium of the classical lambda phi^4 theory on the lattice, giving particular emphasis to its pedagogical usefulness in the context of classical statistical field theory (such as both the analytical and numerical evaluation of correlation functions), as well as in the context of statistical mechanics (such as the equivalence of ensembles in the thermodynamic limit). Since the quartic term could be regarded as a smooth perturbation to the (integrable) gaussian theory, we also discuss the connection of our results with the KAM theorem,…
Even simply-defined, finite-state generators produce stochastic processes that require tracking an uncountable infinity of probabilistic features for optimal prediction. For processes generated by hidden Markov chains the consequences are dramatic. Their predictive models are generically infinite-state. And, until recently, one could determine neither their intrinsic randomness nor structural complexity. The prequel, though, introduced methods to accurately calculate the Shannon entropy rate (randomness) and to constructively determine their minimal (though, infinite) set of predictive feature…
It is well known that Gibbs' statistical mechanics is not justified for systems presenting long-range interactions, such as plasmas or galaxies. In a previous work we considered a realistic FPU-like model of an ionic crystal (and thus with long-range interactions), and showed that it reproduces the experimental infrared spectra from 1000 K down to 7 K, provided one abandons the Gibbs identification of temperature in terms of specific kinetic energy, at low temperatures. Here we investigate such a model in connection with its ergodicity properties. The conclusion we reach is that at low tempera…
