What does the time average of an observable along a trajectory mean in the context of ergodicity?
Conditions
- The system is described by an ODE with trajectory .
- is a function of the state .
- The averaging interval starts at and has length .
- The limit is taken.
Reasoning, step by step
- Identify the underlying dynamics as an ODE , which generates the trajectory .
- Evaluate the observable along the state trajectory to get .
- Compute the average of over a finite time window of length : .
- Take the limit as the averaging window grows without bound: .
- Conclude that this limit is the infinitely long-time average of the observable .
Example
The speaker explains that the parenthesized expression is the average of over a finite time window of length , 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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Conditions: One considers an ensemble of trajectories rather than a single trajectory.; The ensemble is assumed to have a density.; The average of is taken over the ensemble after long-time evolution.
As the time span for a single trajectory and the evolution time for an ensemble increase, their resulting spatial distributions in the phase space converge to being identical. When these distributions become identical, the time average of any function is equal to its ensemble average.
Conditions: The system exhibits ergodicity.; The spatial distributions of the single trajectory and the ensemble are identical.
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