Spatial correlation functions for non-ergodic stochastic processes of macroscopic system

Abstract

Focusing on non-ergodic macroscopic systems we reconsider the variances of time averages time-series. The total variance (direct average over all time-series) is known to be the sum of an internal variance (fluctuations within the meta-basins) and an external variance (fluctuations between meta-basins). It is shown that whenever the time-averaged observable can be expressed as a volume average of a local field the three variances can be written as volume averages of correlation functions with the total correlation function being the sum of an internal and an external correlation function. The dependences of the the different variancescan thus be traced back to the internal and the external correlation function. Various relations are illustrated using lattice spring models with spatially correlated spring constants.

arXiv comment15 pages, 14 figures

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Cited by in corpus (2)

• Correlations of tensor field components in isotropic systems with an application to stress correlations in elastic bodies
• Strain correlation functions in isotropic elastic bodies: Large wavelength limit for two-dimensional systems