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What does the time average of an observable along a trajectory mean in the context of ergodicity?

The time average of an observable JJ along a trajectory u(t)u(t) is defined as the limit of the average of JJ over a finite time window of length TT as TT approaches infinity. It represents the long-run average behavior of the observable.

Conditions

  • The system is described by an ODE with trajectory u(t)u(t).
  • JJ is a function of the state uu.
  • The averaging interval starts at t=0t=0 and has length TT.
  • The limit T→∞T\to\infty is taken.

Reasoning, step by step

  1. Identify the underlying dynamics as an ODE dudt=f(u)\frac{du}{dt}=f(u), which generates the trajectory u(t)u(t).
  2. Evaluate the observable JJ along the state trajectory to get J(u(t))J(u(t)).
  3. Compute the average of JJ over a finite time window of length TT: 1T∫0TJ(u(t)) dt\frac{1}{T}\int_0^T J(u(t))\,dt.
  4. Take the limit as the averaging window grows without bound: lim⁡T→∞(1T∫0TJ(u(t)) dt)\lim_{T\to\infty}\left(\frac{1}{T}\int_0^T J(u(t))\,dt\right).
  5. Conclude that this limit is the infinitely long-time average of the observable JJ.

Example

The speaker explains that the parenthesized expression is the average of JJ over a finite time window of length TT, and adding the outer limit turns this into the infinitely long-time average.

Common misconceptions

  • Treating the time average as a purely formal expression rather than a statistical quantity.
  • Assuming the time average is defined over a fixed, finite time window without taking the limit.

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