A UGUST 15, 1031 PHYSICAL REVIEW VOLUME 3h'

ON DISSIPATIVE SYSTEMS AND RELATED

VARIATIONAL PRINCIPLES
BY H. BATEMAN
CALIFORNIA INSTITUTE OF TECHNOLOGY

(Received June 17, 1931)

ABSTRACT

A given set of differential equations is always included in a set derivable from a

variational principle. In the case of a set of equations representing a dissipative physi-
cal system the complementary set of equations may represent a second physical sys-
tem which absorbs the energy dissipated by the first. This is illustrated by an ex-
ample in which the total kinetic energy is never negative only when the initial con-
ditions for the second system are related to those for the first.

' 'N A recent paper P. S. Bauer stat d that a linear dissipative set of diffe-
r ential equations with constant coefficients cannot be derived from a varia-
~

tional principle. ' This is only true if the variational principle is required to
give no additional equations. Now a dissipative system is physically incom-
plete and so additional equations are to be expected when an attempt is made
to derive the defining equations from a variational principle. We must look,
then, for a complementary set of equations.
One method of finding a complementary set is illustrated by the following
example. Consider for simplicity a single equation
x" + 2kx'+ n'x = 0
in which primes denote differentiations with respect to t and the coefficients k
and n are constants. This equation is evidently derivable from the variational
principle

y x" + 2kx'+ n&x d~ = 0

in which both x and y are to be varied. This principle gives, moreover, the
complementary equation
y" 2ky' + n'y = 0.
Since the Eulerian equations of a variational problem are unaltered by adding
an exact differential to the integrand, the variational principle may be re-
placed by the simpler principle

' P. S. Bauer, Proc. Nat. Acad. Sci. 1'7, 311 (1931).The theorem is derived as a corrollary
from a more general theorem to which I have no objection. The general theorem II
is as fol-
lows: "The equations of motion of a dissipative linear dynamical system are given by a varia-
tional principle if and only if the dissipation coefficients are identically equal to the rates of
change of the corresponding masses. " In this enunciation the variational principle must be
understood to be one which does not give rise to any additional differential equations.

815
816

= 8 J[ [ y'x' + 2kyx' + e'yx]dt =
8
JI Idt 0

in which I. may be regarded as a Lagrangian function or kinetic potential.

There is now an associated energy equation
BL BL
E=x +y L = constant
Bs By
and the kinetic energy may be defined by the equation
2T = Z+ L = 2x'(ky y'). (6)
It will be noticed that the kinetic energy is not represented by a definite quad-
ratic form, nevertheless it may never be negative if the initial conditions for
the complementary system are suitably related to those for the first. Indeed,
if m'=n' k', the quantity T is never negative if
x' = ae "' sin
(mt + e), tty y' = be"' sin (mt + e)
where a and b have the same sign and e is real. These expressions give
x" = ae ' [m cos (mt + e) b sin (mt + e) ]
n'x = ae ,
' [m cos (mt + e) + k sin (mt + e) ]
ky' y" = be" [m cos (mt + e) + b sin (mt + e) ]
m'y = be"'[m cos (mt + e) ]
and so we have initially for f = 0
x = asine 'sx = (amocse+ kslne)
nz'y = bm cos e, ky y' = b sine
y'
ky
= tane =kx' nzx' e2x
my +
It should be noticed that these relations do not impose any restrictions on the
end conditions which are to be satisFied by the quantity x.
The expression for the kinetic energy may look rather strange but if we
write y= M'(s x) we have
',

(10)
and the first term in T is then of the familiar type. The kinetic energy is then
composed of two non-negative parts if -,'Ma' and ab -,'3fa' are both positive.
The foregoing method is readily extended to systems of equations with
constant or variable coefficients, to non-linear equations and to partial dif-
ferential equations. In general the equations which must be added to the ori-
ginal set are the equations adjoint to the perturbational equations arising
from the original set. In some cases a set of solutions of the complementary
equations can be expressed in terms of the solutions of the original equations
and then with the aid of these relations the Lagrangian function can be ex-
 DISSIPA TIVE S YSTEMS 817

pressed in terms of the dependent variables in the original set of equations.

For example, the Eq. (3) is satisfied by y =xe'~' where x is the general solu-
tion of (1). With this value of y the function L becoines e'"'(N'x' x") and it
is easy to verify that with this Langrangian function the variational principle
hfLdt =0 gives rise to the diA'erential equation
e'"( x" + 2kx'+ N'x) = 0
which gives either (1) or the equation e"'=0. In this case, then, Bauer's
corollary is untrue if (1) and (1') are regarded as equivalent. It should be
noticed that Bauer's theorem II is true for (1'). Again, in the case of the dis-
sipative set
x" + 2kx'+ e'y = 0, y" + 2ky'+ e'x = 0
the associated variational principle

8
JI [N(x" + 2kx' + e'y) + u(y" + 2ky' + 6'x) ]dt = 0
when reduced to the form

I Ldh =b [ [e'x' + 2klx' + n'Ny s'y' + 2kvy' + e'sx]dt = 0

gives rise to the complementary set
~" 2s~'+ e&& = 0, ~" 2u&'+ ~&N =0
in addition to the original set. Now the complementary set of equations may
be solved by writing u =xe'~', v =ye'~', where x and y are general solutions of
the original equations. Substituting these values in t. we obtain a Lagrangian
function such that the variational principle

Ldf = 6 e'~' 2n'xy x" y" dt

gives rise to the differential equations

e~~'(x" + 2kx'+ e'y) = 0, e'~'(y" + 2ky'+ e'x) = 0.
In this case also Bauer's corollary is untrue. But his theorem II is perfectly
correct.
As a matter of history it may be mentioned that in 1922 3, Professor R.
C. Tolman raised the question whether one would really state anything of im-
portance merely by saying that an equation (or set of equations) could be de-
rived from a variational principle without also giving the specific formulation.
He suggested the possibility that perhaps any equations of motion of the
second order could be thrown into the Lagrangian form, and hence made de-
rivable from Hamilton's variational principle, by a suitable choice for the
dependence of the Lagrangian function L on the coordinates gI, q~, g and
~

velocities gI', g~', g' and attention was later called to this possibility in
818

his book on statistical mechanics. ' The present author pondered over this
question for some time, noting in particular the work that had already been
done by Hirsch' but did not arrive at any definite answer.
In 1923, in answer to a letter from Dr. Tolman concerning the problem,
Professor E. T. Whittaker suggested the following pair of equations as suita-
ble for a definite test,
x" x=0, y" x'=0
and expressed the belief that no function I. would exist which would make the
above equations equivalent to the equations

(12)

This view was supported by some preliminary work by the present author
on the compatibility of the two partial differential equations
O'L O'L O'L O'L O'L
x -+x
Bx" Bx'By'
+x BxBx'
+y + Bx'Bt
= 0
Bx'By
B2L B2L B'L O'L O'L BL
x + x By" + x +y' + = 0
Bx'By' BxBy ByBy By B5

which must have a common solution when the two sets (11) and (12) are
exactly equivalent. It was subsequently shown by Benedict Cassen that a
partial equivalence of Eqs. (12) and (11) could be obtained by using a Lag-
rangian function I.
of the form
L = gy" xy' x". -',

The Eqs. (12) are then

x" + y' = 0, Il I 0
and are equivalent to (11) only when the equation y" =x' is regarded as
equivalent to y'=x. What Cassen's example really shows is that a set of
equations compatible with the set (11) is derivable from a variational prin-
ciple and it suggests the general problem of finding a set of equations equal
in number to a given set, compatible with it and derivable from a variational
principle.
If we apply our method to Whittaker's equations (11) we obtain the com-
plementary equations
I" +e'=I, e"=0.
' R. C. Tolman, "Statistical Mechanics, " Chemical Catolog Co. New York, 1927. See
$$ 10 and 11.
A. Hirsch, "Ueber cine charakteristische Eigenschaft der Differentialgleichungen der
Variationsrechnung" Math. Ann. 49, 49 (1897); "Die Existenzbedingungen der verallgemein-
ten kinetische Potentials" Math. Ann. 50, 429 (1898).
 DISSIPA TIUE S YSTEMS 819

The general solution of these equations is

I = I'+ Ee'+ Se ' s = Pt+ Q
where I', Q, R and S are arbitrary constants. The general solution of Whitta-
ker's equations is, however,
z = Ae'+ Be '
y = Ae' Be '+C&+ D
where A, 8, C and D are arbitrary constants and it does not seem possible to
express u and u in terms of x and y by a proper choice of I', Q, R and S. In
this case, then, the method for the reduction of the number of variables in I.
is not applicable. * When the original equations are not linear it often happens
that solutions of the complementary equations cannot be expressed in terms
of the general solutions of the original equations and so a reduction of I. by
this simple method is not possible. This must be the reason why a reduction
of L has not yet been found in the case of the equations of motion of a viscous
Huid. The researches of Clark Millikan' showed, indeed, that there was no
prosf)ect of the discovery of a function L depending only on the quantities
occurring in the equations of motion and the equation of continuity.

APPENDIX
Further literature on theinverse problem of the calculus of variations.
C. G. J. JAcoBI. "On the theory of the calculus of variations and differential equations. " J. fiir
Math. (Crelle) 1'7, 68 (1837). Ges. Werke 4, 39 55. Ostwaid's Klassiker No. 14; 87.
G. DaRBovx. Theoric des surfaces. Vol. 3. $604.
V. VoLTERRA. Sulle equazioni differenziali che provengono da questioni di calcolo delle varia-
sioni. Rend. Lincei (4) 6, 43 (1890). [On the diA'erentiai equations which arise in the cai-
cuius of variations. j
J. KCRscHAK. On a characteristic property of the differential equations of the calculus of
variations. Math. Ann. 60, 157 (1905).
E. KAsNER. Systems of extremals in the calculus of variations. Bull. Am. Math. Soc. 13, 289
(1906-7).
F. PAULUs. Hamilton's partial differential equation as the starting point for the inversion of the
variation problem and its use for the integration of the general partial differential equation
of the first order. Math. Z. 25, 348 (1926).
T. H. RAwLEs. The invariant integral and the inverse problem of the calculus of variations.
trans. Am. Math. Soc. 30, 765 (1928).
D. R. DAvIs. The inverse problem of the calculus of variations in higher space. Trans. Am.
Math. Soc. 30, 710 (1928).
L. LA. PAz. An inverse problem in the calculus of variations for multiple integrals. Trans. Am.
Math. Soc. 32, 509 (1930).

~ It should be noticed also that Whittaker's equations do not satisfy the requirements

mentioned in Bauer's Theorem II even when we multiply both equations by e '.

~
C. B. Millikan, Phil. Mag, (7) 7, 641 (1929).