arXiv · 2111.11115
Simple models for strictly non-ergodic stochastic processes of macroscopic systems
Abstract
We investigate simple models for strictly non-ergodic stochastic processes $x_t$ ($t$ being the discrete time step) focusing on the expectation value $v$ and the standard deviation $\delta v$ of the empirical variance $v[x]$ of finite time series $x$. $x_t$ is averaged over a fluctuating field $\sigma_{r}$ ($r$ being the microcell position) characterized by a quenched spatially correlated Gaussian field. Due to the quenched field $\delta v(\Delta t)$ becomes a finite constant, $\Delta_{ne} > 0$, for large sampling times $\Delta t$. The volume dependence of the non-ergodicity parameter $\Delta_{ne}$ is investigated for different spatial correlations. Models with marginally long-ranged $\fr$-correlations are successfully mapped on shear-stress data from simulated amorphous glasses of polydisperse beads.
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G. George, L. Klochko, A. N. Semenov, J. Baschnagel, J. P. Wittmer. 2021-11-22. Simple models for strictly non-ergodic stochastic processes of macroscopic systems. https://doi.org/10.1140/epje%2Fs10189-021-00129-3
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