IL NUOVO CIMENTO

VOL. 110 B, N. 10

Ottobre 1995

Mathematical Consequences of Gyarmati's Principle

in Rational Thermodynamics.
U. LUCIA(*)
Dipartimento di Energetica - 1-50139 Firenze, Italy

(ricevuto il 22 Marzo 1995; approvato il 17 Luglio 1995)

S u m m a r y . -- The calculus of variations can be applied in thermodynamics obtaining

both local and global analysis for the therraodynamical systems. Gyarmati's
principle is demonstrated to be the mathematical fundamental of the theorem of
maximum for the entropy of the open systems. This last theorem is demonstrated
for a general thermodynamieal transformation, and also when chemical reactions
can occur.

PACS 02.30.Wd - Calculus of variation and optimal control.

PACS 03.40 - Classical mechanics of continuous media: general mathematical
aspects.
PACS 05.70 - Thermodynamics.
PACS 05.70.Ln - Nonequflibrium thermodynamics, irreversible processes.

1. - I n t r o d u c t i o n .

In thermodynamics the maximum of the entropy of the isolated systems was

demonstrated and this principle represents the condition of stability for the isolated
systems themselves. For the open systems the principle of stability is represented by
the theorem of minimum for the entropy production, but this principle has been
demonstrated only for linear phenomena. Moreover, this principle can be applied only
in local analysis. From a theoretical analysis of thermodynamical principles it follows
that, for the open systems, a general principle of stability does not exist[I,2].
Moreover, the basic role of the entropy has been demonstrated in the global
analysis [1,3-6] and in the studies of the stability also for the open systems [1,2],
but up to date we had no information about the behaviour of the entropy of the open
systems at equilibrium [1, 2, 4, 5].
Moreover, Truesdell [5], Lavenda [4] and Gyarmati [6] remark that it is possible
to obtain important goals in the thermodynamical description of the systems by the
calculus of variations.
(*) Permanent address: via S. G. Bosco, 43, 1-15100 A]essandria, Italy.

1228

u.

LUCIA

In this paper we want to use the variational calculus, and, in particular, the
definition of the Lagrangian, to give both the mathematical-physical fundamentals of
a general theorem for the analysis of the thermodynamical stability of the opensystems equilibrium, and its demonstration for any thermodynamical transformation,
also when chemical reactions can occur.
2. - C o n s i d e r a t i o n s

about the calculus of variations.

The method, by which the formulation of the Euler-Lagrange equations is

deduced [3,5, 7,8], is an integral principle. It is possible to extend a mathematical
principle of this kind to the description of the natural systems, by considering the
global motion of the system between two time positions tl and t2 and small virtual
variations of the total motion, starting from the real one [3, 5,8]. The state of the
system develops in time and its position varies in the configurations space, describing
the trajectory representative of the motion of the system.
The variational method is a very important mathematical method in theoretical
physics because it allows us to describe the systems by physical quantities
independently of the frame of reference used [3] and, moreover, because the
Lagrangian formulation can be generalized to the non-mechanical phenomena as nuclear
and elementary-particle physics, field theory, electromagnetism, the mechanics of fluids,
the theory of continuum and thermodynamics: this shows a structural analogy
between different physical phenomena [5, 7, 8].
The goal of the variational principles consists of the formulation both of local
theories by the definition of the specific Lagrangian [4] or of the density of the
Lagrangian [6], and of global ones by the definition of the Lagrangian of the
system [5]. The global theory allows us to obtain information directly about the mean
value of the physical quantities [4, 6], while the local one to obtain information about
their distribution functions [5].
The thermodynamical description can be developed by referring to the following
generalized coordinates:

(1)

Ii

i,

with i = 1, ..., n ,

where
(2)

~i = a i - a~ ~

with a i the extensive thermodynamical quantities and a~ ~ their values at the stable
state [4, 5].
3. - T h e t h e r m o d y n a m i c a l

open systems.

In the thermodynamical analysis of the open stationary systems some theories

with some specific criterion of analysis of their stability exist [4,9-14], but their
boundary conditions represent a considerable limitation for a general thermodynamical analysis [2, 4, 5]. Here we want to demonstrate a general thermodynamical

MATHEMATICAL CONSEQUENCES OF GYARMATI'S PRINCIPLE ETC.

1229

theorem of analysis of the equilibrium stability for the open systems: this is the result
of the mathematical development of Gyarmati's principle.
Following Lavenda [4] and Gyarmati [6], let us consider an open continuum or
discrete stationary system: every element of the system is located by a vector, x~, it
has a velocity d x i / d t and a mass mi; it must be
(3)

~ m~ = m ,
i

where m is the total mass of the system. The velocity of the centre of mass is defined
by the relation

(4)

dXB _ 1 ~ mi dx~ ,
dt
m i
dt

while the mean motion velocity, called diffusion velocity, is defined by the relation
(5)

ui =

dxi

dxB

dt

dt

The total mass of the system must be a conserved quantity so it must be

(6)

d____~_~+ QV. dx___._~B= O,

dt
dt

with e the total density; the same property must be verified also by partial specific
density, so
(7)

de~ + Q~V- dx~

- dt
dt

Q~i,

where Qi is the density of the i-th elementary volume and 5i is the source, generated
by matter transfer, by chemical reactions and by thermodynamical transformations.
The equation of the entropy balance is [4,6, 11,12]:
d8

(8)

Q dt + V.Js

~,

where the flux of the entropy vector is made by two components, one for the heat and
the other for the diffusion:

Q
(9)

,Is = -~ + ~'i Qisiui.

The analysis here developed is a global analysis of the system because we know
the initial and the fmal states and the system has a response time v after which it goes
from a defined equilibrium state [4,6,13], the initial one, to another equilibrium
state, the final one[4,6,11-13]: from the just done description of the considered
thermodynamical system it follows that the state functions satisfy the conditions of
the variational calculus [5-8,11].

1230

u. LUCIA

4. - The least-entropy production principle for the open systems.

In the analysis of the stability of the thermodynamical systems the theorem of the
,least-entropy production-, consequence of the Onsager [4, 14-16] relations, has an
important role: this principle is verified only for small deviations from the
equilibrium state.
To derive this principle we consider the usual analysis made on the variation of the
entropy in its component of exchange with the external deS and of the inner origin
diS [4,14-16]:
(10)

dS = deS + diS.

This equation represents the entropy balance for an open ,,infinitesimal, stationary
system; in fact, by comparing (10) with the Gibbs equation [4,11]
(11)

d S = --1 d E + _1 P d V - X . d a
T
T

in which the first law of the thermodynamics is used in the following analytical form:
(12)

d E = 5Q - P dV,

the following definitions can be obtained:

(13)

deS

T1 5Q

diS =

-X.da.

If we divide the second of (13) by the time dt and the total mass mtot, we obtain the
expression of the production of the specific entropy ~ by the isothermal process:

(14)

1
~ =

da

- - X

mtot

X.t.

dt

If we use the fact that the vectors yelocity per unit of mass t are connected to the
variables of state by a relation as ~k = AkjZ j , that is [4]
(15)

t = ~(a)

and we consider small variations about a stationary state, around which they are
linearized, then by introducing the variation of the thermodynamical force X, by a
linear equation of state, the set of the linear phenomenological equations is
obtained [4]:
(16)

Z = - I]A]I "t,

where the values of the velocity are chosen so as the stationary ones t(~ are zero.
If the linearization is made around the equilibrium state, the Onsager relation,
Aik = Akj [4,14], imposes that the matrix of the differential coefficients is simmetric,
that is
(17)

IIAI[ = IIAIIT .

In this context Glansdorff and Prigogine introduced a ,,universal criterion of

1231

MATHEMATICAL CONSEQUENCES OF GYARMATI'S PRINCIPLE ETC.

evolution-. To do so they considered the differential of the entropy production (14),

that is
(18)

di = - X" dt - dX.

t .

Now we must consider two different situations:

1) the linear one in which the Onsager relations are verified, so the variations of
the velocity and of the forces are connected to the phenomenological relations (16)
which we put in (18) obtaining the condition
(19)

di =

2Aijt i dt j

= 2(-X'dt)

<~ O,

where in the linear case we can use the relation X = because the stationary value of
the force is zero at the equilibrium;
2) the non-linear one in which the Onsager relations are not valid; in this case
the sign of the differential component X. dt cannot be defined in a general way, while
the sign of the other differential component can be deduced mathematically. In fact
the thermodynamical force is defined as a vector whose components are given by the
relation [4, 6]:
dS
Xi = - - - ,
dai

(20)

where the ai represent the variations of the extensive variables [4]. Because we
consider a stationary system in which all the extensive quantities are conserved, they
have their first derivative zero and it follows that

(21)

dt

dt

3ai

"t

and if a connection between the velocity and the variables of state does not exist, that
is [4]
(22)

t ~ ~a),

then we can write

dt

(I IJ~
3a----7

which, as a consequence of the assumption of local equilibrium mathematically

expressed by the condition of convessity for the entropy surface, allows us to
obtain
(24)

dX
--.t ~< 0.
dt

Formulae (19) and (24) give the general criterion of evolution, for which the entropy
production is minimum.

1232

u. LUCIA

5. - The thermodynamical Lagrangian.

Now we must def'me the thermodynamical Lagrangian ~W. Following
Gyarmati [6] we examine a continuum general system and we make a partition in its
subsystems with mass dm and volume d V = d m / ~ .
For every subsystem we can define the density of the thermodynamical
Lagrangian per unit of time and temperature ~ ' as
d-~'T
-~" -- - - ,
dV dT dt

(25)
whose expression is [6]
(26)

~' -

dV

~,

where [6]

(27)

dS _ ~ , L i j ~ i ~ j +
Lijk~i~j~k
dV
~j
2 '

and ~, the non-linear dissipative potential density, is [6]

(28)

ij

-6 ""

Now we can obtain the thermodynamical Lagrangian from the relation (25) by
integrating it on the total volume V, on temperature and on time:
(29)

: f dt f dT f dV. ' .

6. - Gyarmati's integral principle.

The thermodynamical Lagrangian density (26) is a function of the thermodynamical quantities ai and Vai because it is a function only of the quantities ~i [6],
since in the thermodynamic Lagrangian density the time derivatives are not new independent variables due to the balance equations and variational prescription[6].
By integrating the Lagrangian density, as defined by (26), over the volume of the
continuum [6], we can obtain the global Lagrangian function per unit of time and
temperature:

(30)

JeT _ f d V . ~ , ,

dY -t

Now we can define the thermodynamical action as [4-8]

(31)

~r = r dt ~ .
J

MATHEMATICAL CONSEQUENCES OF GYARMATI'S PRINCIPLE ETC.

1233

The Hamiltonian principle is represented by the integral principle

(32)

fdtZ'=6fdtfdV.

'=fdtfdV(

')--O.

In his work, Gyarmati states [6] that:

1) the Lagrangian density of thermodynamics does not explicitly depend on time,
whereas in the case of the Hamilton principle there is no restriction in this respect;
2) the integral principle of thermodynamics refers to the stationary (extremum)
value of a volume integral, whereas the Hamilton principle refers to a definite time
integral,
and from (32) he demonstrates that the density of the Lagrangian is maximum [6].
7. - M a x i m u m for t h e e n t r o p y o f t h e o p e n s y s t e m s .

In the non-linear theory the Gyarmati [6] integral principle (32) reveals itself to be
very important because it states that the thermodynamical Lagrangian, defined as
the integral of the density of the thermodynamical Lagrangian (11), on the total
volume of the system, is maximum, that is
(33)

~W = f -F' dV = max,

where .Y' is the thermodynamical Lagrangian density (26).

Here we want to study the consequences of this principle in rational thermodynamics.
First we apply the Legendre transformation to (28), obtaining
(34)

H = -1 ~ Lij~i~j +
2

ij

1 E Lij~i~j~k.

-3 ""

This is also the analytical expression of the density of the Lagrangian (26), as it is
easy to obtain from (26), (27) and (28); so we can obtain that
(35)

~'=/7.

Now we want to obtain the expression for the thermodynamical Lagrangian, so we

have to integrate the thermodynamical Lagrangian density on the total volume of the
system, obtaining

(36)

d2-~T
-rT - f H d V = I ~ d V "

This integral represents the global effect of the dissipative function which consists of
the global power per unit of temperature (d/~lost/dT) lost by the system because of
the presence of the irreversibility, so we can obtain
(37)

f
| ~dV)

dLlost
dT

1234

u. LUCIA

Now we can apply the Gouy-Stodola theorem [10] to (37) obtaining the relation
(38)

d2~T _ dS~
dT dt
dt '

where S ~ is the variation of the entropy due to the irreversibility. To obtain the
thermodynamical Lagrangian we must integrate this one on time and temperature,
obtaining

~f~=fdt~dS~rdT~

(39)

= f AS~r dT

dt

and, for the integral principle (33) it follows that

(40)

5(AS~r) = 0.

In this way we have obtained the required principle of stability for the open
systems' equilibrium states when non-linear thermodynamical transformations occur.
This principle can be expressed as: ,,in non-linear thermodynamics, the condition of
stability for the open systems' equilibrium states consists of the maximum for the
variation in the entropy due to irreversibility,.
8. -

Conclusions.

The calculus of variations is an important mathematical method in thermodynamics, as first Landau [8], Truesdell [5] and then Gyarmati [6] and Lavenda [4] have
poited out. We have used it in a global analysis for the open thermodynamical systems
obtaining the non-linear expression for the thermodynamical Lagrangian.
Starting from the Gyarmati results in rational thermodynamics we have deduced a
general formulation of the principle of stability for the equilibrium states of the open
systems. This consists of the maximum for the variation in the entropy, due to the
irreversibility. It is the extension of the maximum-entropy principle, up to date
known only for the isolated systems, to the open ones.
This principle states that: ,,in a general non-linear thermodynamical transformation, the condition of the stability for the open systems' equilibrium states consists
of the maximum for the variation in the entropy due to irreversibility,.
This statement represents an important result in thermodynamics and in
statistical mechanics because it gives us a global theoretical principle for the analysis
of the stability of the open systems' states. Its importance will be pointed out when
this principle will be applied in the physical analysis of the phase transition, of the
hydrodynamic cavitation, of the behaviour of the materials with ,,memory- and other
physical and engineering problems [17, 18].

REFERENCES

[1] DUNBAR W. R., GAGGIOLI R. A. and LIOR N., Thermodynamical reference datums
for nuclear reactions, in ECOS '92, ASME (American Society of Mechanical Engineers),

MATHEMATICAL CONSEQUENCES OF GYARMATI'SPRINCIPLE ETC.

1235

Zaragoza~ Spain, June 15-18, 1992 (ASME, United Engineering Center, New York,
N.Y.) 1992, pp. 49-59.
[2] OL~I K., The entropy production: new aspects, in Second Law Analysis of Energy Systems:
towards the 21st Century, Workshop, Rome, July 5-7, 1995 (Circus, Roma), 1995, pp. 165-179.
[3] OzISIK M. N., Heat Conduction (John Wiley & Sons, New York, N.Y.) 1980.
[4] LAVENDA B. H., Thermodynamics of Irreversible Processes (Macmillan Press, London)
1978.
[5] TRUSDELL C., Rational Thermodynamics (Springer-Verlag, Berlin) 1984.
[6] GYARMATII., Non-Equilibrium Thermodynamics (Springer-Verlag, Berlin) 1970.
[7] GOLDSTEINH., Classical Mechanics (Addison-Wesley, New York, N.Y.) 1970.
[8] LANDAUL. D. and LIFSHITZ E. M., Mechanics (Pergamon Press, Oxford) 1986).
[9] ECKERT E. R. G. and DRAKE R. M., Analysis of Heat and Mass Transfer (McGraw-Hill
Book Company, New York, N.Y.) 1972.
[10] BEJAN A., Advanced Engineering Thermodynamics (John Wiley & Sons, New York, N.Y.)
1988.
[11] LANDAUL. D. and LIFSHITZ E. M., Statistical Physics, Part 1 (Pergamon Press, Oxford)
1980.
[12] SERTORIO L., Thermodynamics of Complex Systems (World Scientific, London) 1991.
[13] CALLEN H., Thermodynamics (John Wiley & Sons, New York, N.Y.) 1960.
[14] DE GROOT S. R. and MAZUR P., Non-Equilibrium Thermodynamics (North-Holland
Pubblishing Company, Amsterdam) 1962.
[15] GLANSDORFFP. and PRIGOGINE I., Physica, 30 (1964) 351.
[16] GLANSDORFF P. and PRIGOGINE I., Thermodynamic Theory of Structure, Stability and
Fluctuations (John Wiley & Sons, New York, N.Y.) 1971.
[17] HARUMI E., J. Acoust. Soc. Am., 95 (1994) 2409.
[18] VAN STRALEN S. and COLE R., Boiling Phenomena (McGraw-Hill, New York, N.Y.) 1979.