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Gouy-Stodola Theorem as a variational

principle for open systems.


Umberto Lucia
Dipartimento Energia, Politecnico di Torino,
Corso Duca degli Abruzzi 24, 10129 Torino, Italy
umberto.lucia@polito.it
Abstract
The recent researches in non equilibrium and far from equilibrium
systems have been proved to be useful for their applications in dier-
ent disciplines and many subjects. A general principle to approach
all these phenomena with a unique method of analysis is required in
science and engineering: a variational principle would have this fun-
damental role. Here, the Gouy-Stodola theorem is proposed to be
this general variational principle, both proving that it satises the
above requirements and relating it to a statistical results on entropy
production.
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1 Introduction
The variational methods are very important in mathematics, physics, science
and engineering because they allow to describe the natural systems by phys-
ical quantities independently from the frame of reference used [1]. Moreover,
Lagrangian formulation can be used in a variety of physical phenomena and
a structural analogy between dierent physical phenomena has been pointed
out [2]. The most important result of the variational principle consists in ob-
taining both local and global theories [3]: global theory allows us to obtain
information directly about the mean values of the physical quantities, while
the local one about their distribution [4].
Last, the notions of entropy and its production and generation are the
fundamentals of modern thermodynamics and a lot of variational approaches
has been proposed in thermodynamics [5]. Today, the researches in non equi-
librium and far from equilibrium systems have been proved to be useful for
their application in mathematical and theoretical biology, biotechnologies,
nanotechnologies, ecology, climate changes, energy optimization, thermo-
economy, phase separation, aging process, system theory and control, pat-
tern formation, cancer pharmacology, DNA medicine, metabolic engineering,
chaotic and dynamical systems, all summarized in non linear, dissipative and
open systems. A general principle to approach all these phenomena with a
unique method of analysis is required in science and engineering: a varia-
tional principle would have this fundamental role. But, a useful variational
principle out of the use of work has been proved not to be obtained [6] and,
for the open systems, the entropy production for the system and the reservoir
2
has been proved to be obtained if and only if only one heat bath [6] exists and
its temperature is constant [6]. The dierent variational principle have never
been related with these fundamental requirement for a general principle in
thermodynamics of open system, and often they are related only to closed or
isolated systems [5].
Last, in engineering thermodynamics the open systems are analysed using
entropy generation, but its statistical denition does not exist and this lack
does not allow to extend this powerful method to all the above discipline,
where statistical approach is required. On the other hand, the statistical
models are not so general to be used in any case with a unique approach;
consequently, no of them represents a general principle of investigation.
In this paper, the Gouy-Stodola theorem [7],[8],[9],[10] is proposed to be
this general variational principle, both proving that it satises the above
requirements and relating it to a statistical results on entropy production.
2 The open systems
In this Section the thermodynamic system is dened. To do so, the deni-
tion of system with perfect accessibility, which allows to dene both the
thermodynamic and the dynamical systems, must be considered.
An open N particles system is considered. Every ith element of this
system is located by a position vector x
i
R
3
, it has a velocity x
i
R
3
, a
mass m
i
R and a momentum p = m
i
x
i
, with i [1, N] and p R
3
[11].
3
The masses m
i
must satisfy the condition:
N

i=1
m
i
= m (1)
where m is the total mass which must be a conserved quantity, so it follows:
+ x
B
= 0 (2)
where = dm/dV is the total mass density, with V total volume of the
system and x
B
R
3
, dened as x
B
=

N
i=1
p
i
/m, velocity of the centre of
mass. The mass density must satisfy the following conservation law [4]:

i
+
i
x
i
= (3)
where
i
is the density of the ith elementary volume V
i
, with

N
i=1
V
i
= V ,
and is the source, generated by matter transfer, chemical reactions and
thermodynamic transformations. This open system can be mathematical
dened as follows.
Denition 1. [12] - A dynamical state of N particles can be specied by the
3N canonical coordinates q
i
R
3
, i [1, N] and their conjugate momenta
p
i
R
3
, i [1, N]. The 6Ndimensional space spanned by (p
i
, q
i
) , i [1, N]
is called the phase space . A point
i
= (p
i
, q
i
)
i[1,N]
in the phase space
:=
_

i
R
6N
:
i
= (p
i
, q
i
) , i [1, N]
_
represents a state of the entire
Nparticle system.
Denition 2. [11] - A system with perfect accessibility
PA
is a pair (, ),
with a set whose elements are called process generators, together with
4
two functions:
o (4)
_

(5)
where o is the state transformation induced by , whose domain T() and
range 1() are non-empty subset of . This assignment of transformation
to process generators is required to satisfy the following conditions of acces-
sibility:
1. := o : , T() = , : the set is called the
set of the states accessible from and, consequently, it is the entire
state space, the phase spase ;
2. if T(

)1(

) ,= 0 T(

) = o
1

(T(

)) and o

= o


T(

)
Denition 3. [11] - A process in
PA
is a pair (, ), with a state and
a process generator such that is in T(). The set of all processes of
PA
is denoted by:
= (, ) : , T() (6)
If (, ) is a process, then is called the initial state for (, ) and o is
called the nal state for (, ).
Denition 4. In an open system, there exists a characteristic time of any
process, called lifetime , which represents the time of evolution of the system
between two stationary states.
5
Any observation of the open irreversible system, in order to evaluate its
physical quantities related to stationary states, must be done only at the
initial time of the process and at its lifetime. During this time range the
system moves through a set of non-equilibrium states by uctuations on its
thermodynamic paths.
Denition 5. [4] - A thermodynamic system is a system with perfect acces-
sibility
PA
with two actions W (, ) R and H (, ) R, called work
done and heat gained by the system during the process (, ), respectively.
The set of all these stationary states of a system
PA
is called non-
equilibrium ensemble [11].
Denition 6. [11] - A thermodynamic path is an oriented piecewise con-
tinuously dierentiable curve in
PA
.
Denition 7. [11] - A cycle ( is a path whose endpoints coincide.
Denition 8. [13] - A smooth map o of a compact manifold /is a map with
the property that around each point it can be established a system of coordi-
nates based on smooth surfaces W
s

and W
u

, with s=stable and u=unstable,


of complementary positive dimension which is:
1. covariant: oW
i

= W
i
S
, i = u, s. This means that the tangent planes
oW
i

, i = u, s to the coordinates surface at are mapped over the


corresponding planes at o;
2. continuous: oW
i

, with i = u, s, depends continuously on ;


3. transitivity: there is a point in a subsistem of
PA
of zero Liouville
probability, called attractor, with a dense orbit.
6
A great number of systems satises also the hyperbolic condition: the
lenght of a tangent vector v is amplied by a factor C
k
for k > 0 under
the action of o
k
if W
s
k
with C > 0 and < 1. This means that if an
observer moves with the point it sees the nearby points moving around it
as if it was a hyperbolic xed point. But, in a general approach this
The experimental observation allows to obtain and measure the macro-
scopic quantities which are mathematically the consequence of a statistics

E
describing the asymptotic behaviour of almost all initial data in perfect
accessibility phase space
PA
such that, except for a volume zero set of initial
data , it will be:
lim
T
1
T
T1

j=1

_
o
j

_
=
_

E
(d) () (7)
for all continuous functions on
PA
and for every transformation
o
t
(). For hyperbolic systems the distribution
E
is the Sinai-Ruelle-Bowen
distribution, SRB-distribution or SRB-statistics. In particular, here, the
statistics is referred to a nite time process, as every real process is, so it
is considered a SRB-statistics for a nite time system, which exists even if it
is not so easy to be evaluated.
The notation
E
(d) expresses the possible fractal nature of the support
of the distribution
E
, and implies that the probability of nding the dynam-
ical system in the innitesimal volume d around may not be proportional
to d [11]. Consequently, it may not be written as
E
() d, but it needs
to be conventionally expressed as
E
(d). The fractal nature of the phase
space is an issue yet under debate [15], but there are a lot of evidence on it
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in the low dimensional systems [16]. Here this possibility is also considered.
Denition 9. [17] - The triple (
PA
, T,
E
) is a measure space, the Kol-
mogorov probability space, .
Denition 10. [11] - A dynamical law
d
is a group of meausure-preserving
automorphisms o :
PA

PA
of the probability space .
Denition 11. [11] - A dynamical system
d
= (
PA
, T,
E
,
d
) consists of
a dynamical law
d
on the probability space .
3 The Gouy-Stodola Theorem
Irreversibility occurs in all natural processes. In accordance with the second
law of thermodynamics, irreversibility is the phenomenon which prevents
from extracting the most possible work from various sources. Consequently,
it prevents from doing the complete conversion of heat or energy in work;
indeed, in all the natural processes a part of work, W

is lost due to ir-


reversibility. This work can be related to the entropy generation. In this
Section the entropy generation and its relation to the work lost due to irre-
versibility is developed for the open systems, introducing the Gouy-Stodola
Theorem.
Denition 12. [18] The work lost W

for irreversibility is dened as:


W

=
_

0
dt

W

(8)
8
where

W

is the power lost by irreversibility, dened as:

=

W
max


W (9)
with

W
max
maximum work transfer rate (maximum power transferred), which
exists only in the ideal limit of reversible operation, and

W the eective work
transfer rate (eective power transferred).
Denition 13. [18] The entropy of the whole system, composed by the open
system and the environment is dened as:
S =
_ _
Q
T
_
rev
= S
e
+S
g
(10)
where S
g
is the entropy generation, dened as:
S
g
=
_

0
dt

S
g
(11)
with

S
g
entropy generation rate dened as:

S
g
=
S
t
+

out
G
out
s
out

in
G
in
s
in

i=1

Q
i
T
i
(12)
while S
e
is dened as the entropy variation that would be obtained ex-
changing reversibly the same heat and mass uxes throughout the system
boundaries, G in the mass ow, the terms out and in means the summation
over all the inlet and outlet port, s is the specic entropy, S is the entropy,

Q
i
, i [1, N] is the heat power exchanged with the ith heat bath and T
i
its
temperature, is the lifetime of the process which occurs in the open system.
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Then the term due to irreversibility, the entropy generation S
g
, measures
how far the system is from the state that will be attained in a reversible way.
Theorem 1 (Gouy-Stodola Theorem). In any open system, the work lost
for irreversibility W

and the entropy generation S


g
are related each another
as:
W

= T
a
S
g
(13)
where T
a
is the ambient temperature.
Proof. Considering the First and Second Law of Thermodynamics for the
open systems, the maximum power transferred is:

W
max
=

in
G
in
_
h+
v
2
2
+g z+T
a
s
_
in

out
G
out
_
h+
v
2
2
+g z+T
a
s
_
out

d
dt
(ET
a

S)
(14)
while the eective power transferred results:

W =

in
G
in
_
h+
v
2
2
+g z+T
a
s
_
in

out
G
out
_
h+
v
2
2
+g z+T
a
s
_
out

d
dt
(ET
a

S)T
a

S
g
(15)
where h is the specic enthalpy, v the velocity, g the gravity constant, z the
height and E is the instantaneous system energy integrated over the control
volume.
Considering the denition of power lost,

W

, it follows that:

= T
a

S
g
(16)
form which, integrating over the range of lifetime of the process, the Gouy-
10
Stodola theorem is proven:
W

=
_

0
dt

W

= T
a
_

0
dt

S
g
= T
a
S
g
(17)
The Gouy-Stodola result on the entropy generation is expressed in a
global way, without any statistical approach and expression. In order to
extend the use the Gouy-Stodola theorem to any approach and context, a
statistical expression of entropy generation is required. To do so the following
denition can be introduced:
Denition 14. [19] The entropy production
prod
is dened as:

prod
=
N

i=1

Q
k
B
T
i
=
_

()
E
(d) (18)
with N number of heat baths, whose temperature is T
i
, i [1, N] in contact
with the system,

Q
i
, i [1, N] heat power exchanged with each ith heat bath,
k
B
Boltzmann constant, () phase space contraction and
E
SRB-statistics.
Theorem 2. In a stationary state, the entropy generation and the entropy
production are related one another by the relation:
S
g
= k
B
_

0
dt
prod
(19)
Proof. If the system is in a stationary state (S/t = 0) and if:
1. the system is closed:

out
G
out
s
out
= 0 and

in
G
in
s
in
, or
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2. the system is open, but

out
G
out
s
out

in
G
in
s
in
= 0
and considering the relations (12) and (18), then it follows:

S
g
= k
B

prod
(20)
from which, integrating the statement is obtained.
Theorem 3. The thermodynamic Lagrangian is:
/ = W

(21)
Proof. Considering the entropy density per unit time and temperature
S
,
the Lagrangian density per unit time and temperature
L
, the power density
per unit temperature

, and the dissipation function , the following relation


has been proven [20]:

L
=
S

(22)
and considering that
S

= 2, it follows [4] that:

L
= (23)
consequently [11],
/ =
_
t
dt
_
T
dT
_
V
L
dV =
_
t
dt
_
T
dT
_
V
L
dV = W

(24)
Theorem 4. At the stationary state, the work lost for irreversibility is an
12
extremum.
Proof. Considering the denition of action / it follows that:
/ =
_

0
dt / =
_

0
dt W

(25)
and considering the least action principle it follows:
/ 0 W

0 (26)
which allow to state that:
1. W

is minimum if the work lost is evaluated inside the system


2. W

is maximum if the work lost is evaluated outside the system, inside


the environment
in accordance with the thermodynamic sign convention.
Of course, this extremum is extended also the entropy generation, S
g
,
using the Gouy-Stodola Theorem W

= T
a
S
g
.
4 Conclusions
A general principle to approach the stability of the stationary states of the
open systems is required in science and engineering because it would repre-
sent a new approach to the analysis of these systems, with the result of im-
proving their applications in mathematical and theoretical biology, biotech-
nologies, nanotechnologies, ecology, climate changes, energy optimization,
13
thermo-economy, phase separation, aging process, system theory and con-
trol, pattern formation, cancer pharmacology, DNA medicine, metabolic en-
gineering, chaotic and dynamical systems, etc..
Here, the Gouy-Stodola theorem has been proved to be the searched
variational principle, which satises the two fundamental request:
1. to be a work principle, because a useful variational principle out of the
use of work has been proved not to be obtained [6]
2. to use only one temperature which remains constant (because the en-
vironmental temperature is always considered constant in the usual
applications), because for the open systems, the entropy production
for the system and the reservoir has been proved to be obtained if and
only if only one heat bath [6] exists and its temperature is constant [6].
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