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In physics and thermodynamics, the ergodic hypothesis says that, over long periods of time, the time spent by a particle in some region of the phase space of microstates with the same energy is proportional to the volume of this region.
The ergodic hypothesis is often assumed in statistical analysis.
Liouville's Theorem shows that, for conserved classical 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 total or convective time derivative is zero). Thus, if the microstates are uniformly distributed in phase space initially, they will remain so at all times. Liouville's theorem ensures that the notion of time average makes sense, but ergodicity does not follow from Liouville's theorem.
In macroscopic systems, the timescales over which a system can truly explore the entirety of its own phase space 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 systems, whereby below the Curie temperature 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.
However, complex disordered systems such as a spin glass 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. in millennia or eons, as liquids, or with two or more time scales and plateaux in between.
- Poincaré recurrence theorem
- Loschmidt's paradox
- Ergodic theory, a branch of mathematics concerned with a more general formulation of ergodicity
- Ergodic process
- Originally due to L. Boltzmann. See part 2 of Vorlesungen über Gastheorie. Leipzig: J. A. Barth. 1898. OCLC 01712811. ('Ergoden' on p.89 in the 1923 reprint.) It was used to prove equipartition of energy in the kinetic theory of gases
- The introduction of the practical aspect of ergodicity breaking by introducing a "non-ergodicity time scale" is due to Palmer, R. G. (1982). Advances in Physics 31: 669. Bibcode:1982AdPhy..31..669P. doi:10.1080/00018738200101438.. Also related to these time-scale phenomena are the properties of ageing and the Mode-Coupling theory of Götze, W. (2008). Dynamics of Glass Forming Liquids. Oxford Univ. Press.