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Dynamical systems and ergodic theory Definition

Ergodic hypothesis

Builds on Hamiltonian systemPhase spaceErgodic transformation

Definition

Let H ⁣:ℝ2n→ℝH \colon \R^{2n} \to \R be a smooth Hamiltonian and let φt\varphi_t be the flow of the Hamiltonian system of HH on the phase space ℝ2n\R^{2n}. Let EE be a regular value of HH such that the energy surface ΣE=H−1(E)\Sigma_E = H^{-1}(E) is compact. The flow preserves ΣE\Sigma_E and a finite measure μE\mu_E on it, the Liouville (microcanonical) measure μE=dσ/∥∇H∥\mu_E = d\sigma / \norm{\nabla H}, where σ\sigma is the surface measure. Normalise μE\mu_E to a probability measure. The system satisfies the ergodic hypothesis on ΣE\Sigma_E if for every g∈L1(ΣE,μE)g \in L^1(\Sigma_E, \mu_E) and for μE\mu_E-almost every x∈ΣEx \in \Sigma_E, lim⁡T→∞1T∫0Tg(φt(x)) dt=∫ΣEg dμE.\lim_{T \to \infty} \frac{1}{T} \int_0^T g(\varphi_t(x)) \, dt = \int_{\Sigma_E} g \, d\mu_E .

Remarks

By Birkhoff's ergodic theorem, this holds exactly when the flow on ΣE\Sigma_E is ergodic for μE\mu_E: every measurable invariant subset of ΣE\Sigma_E has measure 00 or 11. Example: for H(q,p)=12(p2+q2)H(q, p) = \tfrac12 (p^2 + q^2) on ℝ2\R^2 and E>0E > 0, the energy surface is a circle, the flow is a rotation at constant speed, and μE\mu_E is the normalised arc length. Every orbit runs once around the circle in time 2π2\pi, so time averages equal the circle average and the hypothesis holds. Non-example: for two uncoupled oscillators, H=12(p12+q12)+12(p22+q22)H = \tfrac12(p_1^2 + q_1^2) + \tfrac12(p_2^2 + q_2^2), each energy h1=12(p12+q12)h_1 = \tfrac12(p_1^2 + q_1^2) is conserved. The set where h1<E/2h_1 < E/2 is then an invariant subset of ΣE\Sigma_E of measure strictly between 00 and 11, so the hypothesis fails.

Reading path

To understand this page from the ground up, read these 4 pages in order. The foundations come first.

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  1. Ergodic transformation concept
  2. Hamiltonian system concept
  3. Phase space concept
  4. Ergodic hypothesis definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Ergodic_hypothesis
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MSC37A60, 82B03
DefinesErgodic hypothesis
UsesHamiltonian system, Phase space, Ergodic transformation

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