In systems with weak ergodicity breaking, the equivalence of time averages and ensemble averages is known to be broken. We study here the computation of the power spectrum from realizations of a specific process exhibiting 1/f^beta noise, the Rebenshtok-Barkai model. We show that even the binned power spectrum does not converge in the limit of infinite time, but that instead the resulting value is a random variable stemming from a distribution with finite variance. However, due to the strong correlations in neighboring frequency bins of the spectrum, the exponent beta can be safely estimated by time averages of this type. Analytical calculations are illustrated by numerical simulations.
Two canonical models of statistical mechanics, the fully-connected voter and Glauber-Ising models, are modified to incorporate growth via the addition or replication of spins. The resulting behaviour is examined in a regime where the timescale of expansion cannot be separated from that of the internal dynamics. Depending on the model specification, growth radically alters the long-time dynamical behaviour by breaking or unbreaking ergodicity.
We study the phenomenon of weak ergodicity breaking for a class of globally correlated random walk dynamics defined over a finite set of states. The persistence in a given state or the transition to another one depends on the whole previous temporal history of the system. A set of waiting time distributions, associated to each state, set the random times between consecutive steps. Their mean value is finite for all states. The probability density of time-averaged observables is obtained for different memory mechanisms. This statistical object explicitly shows departures between time and ensemb…
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.
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments in living cells, such as ergodicity breaking, p-variation and aging. In particular, this approach recapitulates characteristic features previously described in part by the fractional Brownian motion and in part by the continuous-time random walk. Moreover, for a proper distribution of the length scale, a single parameter controls the ergodic-to-nonergodic t…
We directly detect the ergodicity breaking in a lattice glass model by a numerical simulation. The obtained results nicely agree with those by the cavity method that the model on a regular random graph exhibits a dynamical transition with the ergodicity breaking at an occupation density. The present method invented for a numerical detection of the ergodicity breaking is applicable to glassy systems in finite dimensions.
The Berezinskii-Kosterlitz-Thouless (BKT) phase transition drives the unbinding of topological defects in many two-dimensional systems. In the two-dimensional Coulomb gas, it corresponds to an insulator-conductor transition driven by charge deconfinement. We investigate the global topological properties of this transition, both analytically and by numerical simulation, using a lattice-field description of the two-dimensional Coulomb gas on a torus. The BKT transition is shown to be an ergodicity breaking between the topological sectors of the electric field, which implies a definition of topol…
We study the ergodic properties of superdiffusive, spatiotemporally coupled Levy walk processes. For trajectories of finite duration, we reveal a distinct scatter of the scaling exponents of the time averaged mean squared displacement delta**2 around the ensemble value 3-alpha (1<alpha<2) ranging from ballistic motion to subdiffusion, in strong contrast to the behavior of subdiffusive processes. In addition we find a significant dependence of the trajectory-to-trajectory average of delta**2 as function of the finite measurement time. This so-called finite-time amplitude depression and the scat…
We have studied needle shaped three-dimensional classical spin systems with purely dipolar interactions in the microcanonical ensemble, using both numerical simulations and analytical approximations. We have observed spontaneous magnetization for different finite cubic lattices. The transition from the paramagnetic to the ferromagnetic phase is shown to be first-order. For two lattice types we have observed magnetization flips in the phase transition region. In some cases, gaps in the accessible values of magnetization appear, a signature of the ergodicity breaking found for systems with long-…
Eigenstate Thermalization Hypothesis(ETH) has played a pivotal role in understanding ergodicity and its breaking in isolated quantum many-body systems. Recent experiment on 51-atom Rydberg quantum simulator and subsequent theoretical analysis have shown that hardcore kinetic constraint can lead to weak ergodicity breaking. In this work, we demonstrate, using 1d spin-1 PXP chains, that miscellaneous type of ergodicity can be realized by adjusting the hardcore constraints between different components of nearest neighbor spins. This includes ETH violation due to emergent shattering of Hilbert spa…
We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form $D(x)\sim D_0|x|^α$ in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the exponent $α$ in time and space. In the case of annealed disorder, for which effectively $α=α(t)$ we show how the long time scaling of the ensemble mean squared displacement (MSD) and the amplitude variation of individual realizations of the time averaged MSD are affected by the disorder strength. For the case of quenched disorder, the long time behavior becomes …
We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and the fluctuations of the time-averaged position of the particle for large but finite times. We characterize the occurrence of aging and nonergodic behavior as a function of the depth of the potential, and support our predictions with extensive Langevin simulations. While the Boltzmann measure is used to obtain stationary correlation functions, we show how the n…
We explore the mechanism responsible for the ergodicity breaking in systems with long-range forces. In thermodynamic limit such systems do not evolve to the Boltzmann-Gibbs equilibrium, but become trapped in an out-of-equilibrium quasi-stationary-state. Nevertheless, we show that if the initial distribution satisfies a specific constraint - a generalized virial condition - the quasi- stationary-state is very close to ergodic and can be described by Lynden-Bell statistics. On the other hand if the generalized virial condition is violated, parametric resonances are excited, leading to chaos and …
Tuning ergodicity breaking: Anomalous diffusion under asymptotic power-law forcing
Instituto Latino-Americano de Ciências da Vida e da Natureza, Universidade Federal da Integração Latino-Americana（拉丁美洲生命与自然科学研究所，拉丁美洲联邦大学）；Instituto de Ciencias, Universidad Nacional de General Sarmiento（科学与综合学院，圣马丁国立大学）；National Scientific and Technical Research Council（国家科学技术研究委员会）
We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^α$, this process yield anomalous diffusion of the form $\ < x^2(t)\ > \simeq t^{2/(2-α)}$. Interestingly, in both the sub- and superdiffusive regimes we observe weak ergodicity breaking: the scaling of the time averaged mean squared displacement $\{δ^2}$ remains \emph{linear} and thus differs from the corresponding ensemble average $\ <x^2(t)\ >$. We analyze the non-ergodic behavior of this process in terms of the ergodicity breakin…
The ergodicity breaking parameter is a measure for the heterogeneity among different trajectories of one ensemble. In this report this parameter is calculated for fractional Brownian motion with a random change of time scale, often called "subordination". We proceed to show that this quantity is the same as the known CTRW case.
We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in the context of stable processes, we here extend its range of applicability to random-parameter and diffusing-diffusivity models which are important in contemporary physics, biology and financial engineering. We prove that the codifference detects forms of dependence and ergodicity breaking which are not visible from analysing the covariance and correlation functions. W…
The emergence of self-sustained clusters and their role in ergodicity breaking is investigated in fully connected Ising and Sherrington-Kirkpatick (SK) models. The analysis reveals a clustering behavior at various parameter regimes, as well as yet unobserved phenomena such as the absence of non-trivial clusters in the Ising ferromagnetic and paramagnetic regimes, the formation of restricted spin clusters in SK spin glass and a first order phase transition in cluster sizes in the SK ferromagnet. The method could be adapted to investigate other spin models.
A growing body of empirical evidence suggests that the dynamics of wealth within a population tends to be non-ergodic, even after rescaling the individual wealth with the population average. Despite these discoveries, the way in which non-ergodicity manifests itself in models of economic interactions remains an open issue. Here, we shed valuable insight on these properties by studying the non-ergodicity of the population average wealth in a simple model for wealth dynamics in a growing and reallocating economy called Reallocating geometric Brownian motion (RGBM). When the effective wealth real…
We show that the Olami-Feder-Christensen model exhibits an effective ergodicity breaking transition as the noise is varied. Above the critical noise, the average stress on each site converges to the global average. Below the critical noise, the stress on individual sites becomes trapped in different limit cycles. We use ideas from the study of dynamical systems and compute recurrence plots and the recurrence rate. We identify the order parameter as the recurrence rate averaged over all sites and find numerical evidence that the transition can be characterized by exponents that are consistent w…
We study generalised anomalous diffusion processes whose diffusion coefficient $D(x,t)\sim D_0|x|^αt^β$ depends on both the position $x$ of the test particle and the process time $t$. This process thus combines the features of scaled Brownian motion and heterogeneous diffusion parent processes. We compute the ensemble and time averaged mean squared displacements of this generalised diffusion process. The scaling exponent of the ensemble averaged mean squared displacement is shown to be the product of the critical exponents of the parent processes, and describes both subdiffusive and superdiffu…
It is of great current interest to establish toy models of ergodicity breaking transitions in quantum many-body systems. Here we study a model that is expected to exhibit an ergodic to nonergodic transition in the thermodynamic limit upon tuning the coupling between an ergodic quantum dot and distant particles with spin-1/2. The model is effectively zero dimensional, however, a variant of the model was proposed by De Roeck and Huveneers to describe the avalanche mechanism of ergodicity breaking transition in one-dimensional disordered spin chains. We show that exact numerical results based on …
We present here for the first time a unifying perspective for the lack of equipartition in non-linear ordered systems and the low temperature phase-space fragmentation in disordered systems. We demonstrate that they are just two manifestation of the same underlying phenomenon: ergodicity breaking. Inspired by recent experiments, suggesting that lasing in optically active disordered media is related to an ergodicity-breaking transition, we studied numerically a statistical mechanics model for the nonlinearly coupled light modes in a disordered medium under external pumping. Their collective beh…
Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.
We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic function is calculated in an exact way, which allows us to demonstrate that the ensemble of realizations is ballistic. Asymptotically each realization is equivalent to that of a biased Markovian diffusion process with transition rates that strongly differs from one trajectory to another. Using this "inhomogeneous diffusion" feature the ergodic properties of…
We study the breaking of ergodicity measured in terms of return probability in the evolution of a quantum state of a spin chain. In the non ergodic phase a quantum state evolves in a much smaller fraction of the Hilbert space than would be allowed by the conservation of extensive observables. By the anomalous scaling of the participation ratios with system size we are led to consider the distribution of the wave function coefficients, a standard observable in modern studies of Anderson localization. We finally present a criterion for the identification of the ergodicity breaking (many-body loc…
We study disorder-induced ergodicity breaking transition in high-energy eigenstates of interacting spin-1/2 chains. Using exact diagonalization we introduce a cost function approach to quantitatively compare different scenarios for the eigenstate transition. We study ergodicity indicators such as the eigenstate entanglement entropy and the spectral level spacing ratio, and we consistently find that an (infinite-order) Kosterlitz-Thouless transition yields a lower cost function when compared to a finite-order transition. Interestingly, we observe that the transition point in finite systems exhi…
Quantifying and comparing patterns of dynamical ecological systems require averaging over measurable quantities. For example, to infer variation in movement and behavior, metrics such as step length and velocity are averaged over large ensembles. Yet, in nonergodic systems such averaging is inconsistent; thus, identifying ergodicity breaking is essential in ecology. Using rich high-resolution movement datasets ($>\! 7 \times 10^7$ localizations) from 70 individuals and continuous-time random walk modeling, we find subdiffusive behavior and ergodicity breaking in the localized movement of three…
We study the joint action of the non-Poisson renewal events (NPR) yielding Continuous Time Random Walk (CTRW) with index alpha < 1 and two different generators of Hurst coefficient H not equal to 0.5, one generating fractional Brownian motion (FBM) and another scaled Brownian motion (SBM). We discuss the ergodicity breaking emerging from these joint actions and we find that in both cases the adoption of time averages leads to localization. In the case of the joint action of NPR and SBM, localization occurs when SBM would produce sub-diffusion. The joint action of NPR and FBM, on the contrary, …
Graph-theory measures capture weak ergodicity breaking on large quantum systems
Georg-August-Universität Göttingen（哥廷根大学）；Max-Planck-Institut für Quantenoptik（马克斯·普朗克量子光学研究所）；Munich Center for Quantum Science and Technology (MCQST)（慕尼黑量子科学与工程中心）
The dissipative curve-crossing problem provides a paradigm for electron-transfer (ET) processes in condensed media. It establishes the simplest conceptual test bed to study the influence of the medium's dynamics on ET kinetics both on the ensemble level, and on the level of single particles. Single electron description is particularly important for nanoscale systems. Slow medium's dynamics is capable to enslave ET and bring it on the ensemble level from a quantum regime of non-adiabatic tunneling to the classical adiabatic regime, where electrons just follow the nuclei rearrangements. This cla…
We study the quantum dynamics of Josephson junction arrays. We find isolated groups of low-entanglement eigenstates, that persist even when the Josephson interaction is strong enough to destroy the organization of the spectrum in multiplets, and a perturbative description is no longer possible. These eigenstates provide a weak ergodicity breaking, and are reminiscent of the quantum scars. Due to the presence of these eigenstates, initializing with a charge-density-wave state, the system does not thermalize and the charge-density-wave order persists for long times. Considering global ergodicity…
Fading ergodicity and quantum dynamics in random matrix ensembles
Georg-August-Universität Göttingen（哥廷根大学）；J. Stefan Institute（约韦·斯特凡研究所）；University of Ljubljana（卢布尔雅那大学）；Wrocław University of Science and Technology（弗罗茨瓦夫科技大学）
Multistability, i.e. the coexistence of several attractors for a given set of system parameters is one of the most important phenomena occurring in dynamical systems. We consider it in velocity dynamics of a Brownian particle driven by thermal fluctuations and moving in a biased periodic potential. In doing so we focus on the impact of ergodicity - a concept which lies at the core of statistical mechanics. The latter implies that a single trajectory of the system is representative for the whole ensemble and as a consequence the initial conditions of the dynamics are fully forgotten. The ergodi…
Recent studies of interacting systems of quantum spins, ultracold atoms and correlated fermions have shed a new light on how isolated many-body systems can avoid rapid equilibration to their thermal state. It has been shown that many such systems can "weakly" break ergodicity: they possess a small number of non-thermalising eigenstates and/or display slow relaxation from certain initial conditions, while majority of other initial states equilibrate fast, like in conventional thermalising systems. In this chapter, we provide a pedagogical introduction to weak ergodicity breaking phenomena, incl…
Genuine and spurious (non-)ergodicity in single particle tracking
University of Potsdam（波茨坦大学）；LSEC, ICMSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院计算数学与科学工程计算研究所）；Max-Planck-Institut für Physik komplexer Systeme（马克斯·普朗克复杂系统物理研究所）；Institut für Physik, Humboldt-Universität zu Berlin（柏林洪堡大学物理研究所）；Asia Pacific Centre for Theoretical Physics（亚太理论物理中心）；Max Planck Institute of Microstructure Physics（马克斯·普朗克微观结构物理研究所）；Faculty of Pure and Applied Mathematics, Hugo Steinhaus Center, Wrocław University of Science and Technology（弗罗茨瓦夫科技大学纯与应用数学学院）；Akhiezer Institute for Theoretical Physics, National Science Center, Kharkiv Institute of Physics and Technology（哈尔科夫物理与技术国家科学中心阿赫谢泽理论物理研究所）
Recent discovery of persistent revivals in quantum simulators based on Rydberg atoms have pointed to the existence of a new type of dynamical behavior that challenged the conventional paradigms of integrability and thermalization. This novel collective effect has been named quantum many-body scars by analogy with weak ergodicity breaking of a single particle inside a stadium billiard. In this overview, we provide a pedagogical introduction to quantum many-body scars and highlight the newly emerged connections with the semiclassical quantization of many-body systems. We discuss the relation bet…
Probing the ergodicity breaking transition via violations of random matrix theoretic predictions for local observables
Center for Quantum Technologies, Department of Physics, St. Kliment Ohridski University of Sofia（索非亚圣克利门特奥赫里德斯基大学量子技术中心和物理系）；Institute of Fundamental Physics IFF-CSIC（CSIC基础物理研究所）；Department of Physics and Astronomy, University of Exeter（埃克塞特大学物理与天文学系）
