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