The End 2016 Mathematics A To Z: Ergodic

This essay follows up on distributions, mentioned back on Wednesday. This is only one of the ideas which distributions serve. Do you have a word you’d like to request? I figure to close ‘F’ on Saturday afternoon, and ‘G’ is already taken. But give me a request for a free letter soon and I may be able to work it in.


There comes a time a physics major, or a mathematics major paying attention to one of the field’s best non-finance customers, first works on a statistical mechanics problem. Instead of keeping track of the positions and momentums of one or two or four particles she’s given the task of tracking millions of particles. It’s listed as a distribution of all the possible values they can have. But she still knows what it really is. And she looks at how to describe the way this distribution changes in time. If she’s the slightest bit like me, or anyone I knew, she freezes up this. Calculate the development of millions of particles? Impossible! She tries working out what happens to just one, instead, and hopes that gives some useful results.

And then it does.

It’s a bit much to call this luck. But it is because the student starts off with some simple problems. Particles of gas in a strong box, typically. They don’t interact chemically. Maybe they bounce off each other, but she’s never asked about that. She’s asked about how they bounce off the walls. She can find the relationship between the volume of the box and the internal gas pressure on the interior and the temperature of the gas. And it comes out right.

She goes on to some other problems and it suddenly fails. Eventually she re-reads the descriptions of how to do this sort of problem. And she does them again and again and it doesn’t feel useful. With luck there’s a moment, possibly while showering, that the universe suddenly changes. And the next time the problem works out. She’s working on distributions instead of toy little single-particle problems.

But the problem remains: why did it ever work, even for that toy little problem?

It’s because some systems of things are ergodic. It’s a property that some physics (or mathematics) problems have. Not all. It’s a bit hard to describe clearly. Part of what motivated me to take this topic is that I want to see if I can explain it clearly.

Every part of some system has a set of possible values it might have. A particle of gas can be in any spot inside the box holding it. A person could be in any of the buildings of her city. A pool ball could be travelling in any direction on the pool table. Sometimes that will change. Gas particles move. People go to the store. Pool balls bounce off the edges of the table.

These values will have some kind of distribution. Look at where the gas particle is now. And a second from now. And a second after that. And so on, to the limits of human knowledge. Or to when the box breaks open. Maybe the particle will be more often in some areas than in others. Maybe it won’t. Doesn’t matter. It has some distribution. Over time we can say how often we expect to find the gas particle in each of its possible places.

The same with whatever our system is. People in buildings. Balls on pool tables. Whatever.

Now instead of looking at one particle (person, ball, whatever) we have a lot of them. Millions of particle in the box. Tens of thousands of people in the city. A pool table that somehow supports ten thousand balls. Imagine they’re all settled to wherever they happen to be.

So where are they? The gas particle one is easy to imagine. At least for a mathematics major. If you’re stuck on it I’m sorry. I didn’t know. I’ve thought about boxes full of gas particles for decades now and it’s hard to remember that isn’t normal. Let me know if you’re stuck, and where you are. I’d like to know where the conceptual traps are.

But back to the gas particles in a box. Some fraction of them are in each possible place in the box. There’s a distribution here of how likely you are to find a particle in each spot.

How does that distribution, the one you get from lots of particles at once, compare to the first, the one you got from one particle given plenty of time? If they agree the system is ergodic. And that’s why my hypothetical physics major got the right answers from the wrong work. (If you are about to write me to complain I’m leaving out important qualifiers let me say I know. Please pretend those qualifiers are in place. If you don’t see what someone might complain about thank you, but it wouldn’t hurt to think of something I might be leaving out here. Try taking a shower.)

The person in a building is almost certainly not an ergodic system. There’s buildings any one person will never ever go into, however possible it might be. But nearly all buildings have some people who will go into them. The one-person-with-time distribution won’t be the same as the many-people-at-once distribution. Maybe there’s a way to qualify things so that it becomes ergodic. I doubt it.

The pool table, now, that’s trickier to say. For a real pool table no, of course not. An actual ball on an actual table rolls to a stop pretty soon, either from the table felt’s friction or because it drops into a pocket. Tens of thousands of balls would form an immobile heap on the table that would be pretty funny to see, now that I think of it. Well, maybe those are the same. But they’re a pretty boring same.

Anyway when we talk about “pool tables” in this context we don’t mean anything so sordid as something a person could play pool on. We mean something where the table surface hasn’t any friction. That makes the physics easier to model. It also makes the game unplayable, which leaves the mathematical physicist strangely unmoved. In this context anyway. We also mean a pool table that hasn’t got any pockets. This makes the game even more unplayable, but the physics even easier. (It makes it, really, like a gas particle in a box. Only without that difficult third dimension to deal with.)

And that makes it clear. The one ball on a frictionless, pocketless table bouncing around forever maybe we can imagine. A huge number of balls on that frictionless, pocketless table? Possibly trouble. As long as we’re doing imaginary impossible unplayable pool we could pretend the balls don’t collide with each other. Then the distributions of what ways the balls are moving could be equal. If they do bounce off each other, or if they get so numerous they can’t squeeze past one another, well, that’s different.

An ergodic system lets you do this neat, useful trick. You can look at a single example for a long time. Or you can look at a lot of examples at one time. And they’ll agree in their typical behavior. If one is easier to study than the other, good! Use the one that you can work with. Mathematicians like to do this sort of swapping between equivalent problems a lot.

The problem is it’s hard to find ergodic systems. We may have a lot of things that look ergodic, that feel like they should be ergodic. But proved ergodic, with a logic that we can’t shake? That’s harder to do. Often in practice we will include a note up top that we are assuming the system to be ergodic. With that “ergodic hypothesis” in mind we carry on with our work. It gives us a handle on a lot of problems that otherwise would be beyond us.