ON SOME CONSERVATfQN

LAWS OF CONSERVATIVE
AND NQX-CONSERVATIVE
DYNAMIC SYSTEMS
A. %i. STRAUSS

8. VUJANOVX?,
Departtnm

of Mechanical and Materials Engheczin& Vsztderbrlt Gnivenity, NashviG, TN 37235.

U.S.A.

Deepactmmt of EngL?eet;m Mechanics.

3_kW8ity

of

Keatucky, Lexington. KY 40506, U.S.A.

Abstrmct-This s?udy is coacemed with the derivation of cansesvatior? laws of both conservasive
and non-consarrrvative dynamical systems with finite numbers of degrees of frcedcm. First, the
derivation of generators of the irhiteeircal trans%matima
of the grmerabd
coordinaxs and
tinre from Noethers basic identity is dismssad. In :he second part, a specia!. class oT conservation
laws of conservative dynamLal sys:cms which are called action integral conservation taws is
developed.
I. INTRODUCTION

cOfkSeE!~tiOf3 l%WS(Or first iRtt?gF%lS,

invariants, etc.), play a very important

CUFSSt%~tS Of ITlOtiOn, il%%ri%fitqU%IttitieS,gbbal

role in physics and engineering in both theoretical
and practical considerations. ft is generally accepted that conservation laws represent, in
some specific way, the physical mechanisms acting in the process in question, and at the
same time, they assist in the theoreticai 8nd mathematical analysis of the problem.
In this paper, the pro&m of finding the conservation laws of classical cor,servative and
non-conservative dynamical systems with finite ntrmbers of degrees of freedom is deal?
with.
In general, there are a variety of approaches to take in finding cor,servation laws.
Probably the best known and most popular m&hod for finding conservation laws is based
upon the study of the invariant properties of Hamiltons action. integral with respect to
t&e infinitesimal transFormations of the generaIized coordinates describing the systWrr;and
the time. This traditional approach is based on Noethers famous theorem which states:
For every infinitesimal transformation of the generalize& coordinates and time, which Ieaves
Hamiltons action integral absolute or gauge invariant, there exists a conservation law of
the dynamical system. (FOF a modern derivation of Noethers theorem and a rather
exfiaustive fist of the current literature see [I]).
Since the Noetherian approach is valid only For those dynamica.I systems whic& are
completely describabIc by means of a Lagrangian function of the system, (this class of
dynamical systems is referred to as conservative, regardless of the fact that the Lagrangian
function can depend explicitly oc the time), the inclusion of non-conservative dynamical
systems Into the theory is necessary.
Recently the study of corzservation laws of purely non-conservative dynamical systems
has hen accomplished by means of a special variational principle of Hamiltons type
suitabh for non-conservative dynamical systems (see [2]) and also by using DAIemberts
differential variational princ$e [3] and employing the general theory of multipliers. [41.
One of the objectives of this article is to devebp the mutual r&ations between the afore
mentioned appO&ChCS. ?articularly in the first p&rt, it i?$Shwn that the Eratthttian
approach
mnnains unchanged
if one considers the invarimt pro~rtias of Hamiltons
ekmcntary action (rather than the Hamiltons action integral) with respect to the
infintiesimal transformations of the pnerahd
coordinates and time. This tnabks one to
incoqorate, naturally, into the theory, DAlemberts diRerenrial variational principle and

+ On leave from the Ucivtfsity of Novi S8&21ooO Xovi Sad Yugoslavia

489

4%

B. VLr3AAMOYXet

&so the theory

of integrating
Bctors,

and

or.

to consicter,
in addition, the

mutual

rm~ections

between these three methocfs.

Let us consider a dzssicaf hohomic

described by the Langrangian Function

dy~amicrtl system

of the

whosebehavior

is

comnpietely

system

where the x P (x1,x2,...* x) are irrdependent generalized coordinates, 3 sz iI, 22l.. . ,Y)
are compr,mnts of the generalized velocity vector, I is the timean%
as over%ot
denotes
the timederivative.
Xn the subsequent text, we are interested in analyzing the invariantp:ope:tiesof :he
&%EeRtPry M&OR iR the SCRSdOf %&h3R:

sabject to a set

in the

of infini:eslmai

transFomations

of :he generakzed

coordinates

and

time

Fom

where 8 is casmalf ~omia~t pwameter,Ax %~d At BP v ddled

the generalized ~ariafions
of
generzdized coordinates aad timerespectivdy, and FQ, x, 2) and f(r, x,2) are called t6i.e
generators of the spatid and temporal infhitesim!
transFormrations. As indicated above

we suppose that the generators ob the infinitesimal transhmations

(2.3) %re dege>er.de:nt
on
time t, the genersfimd caordirra~es xd ar,d the generatized veiocieiw &.
By me%ns off23) it is straight forward to deli r,e the Cl%SSiC%~
variarions (or Lzngrangian
~varktiom) withotz: the time defmm&ora, i.e.

3 =

xi + 6Xi

i;=2 t

~2.4~

where the 8x art oft&e ordler 8. Note that the inffnitesin?%i Eransfmzakms
(2.4f imgiy the
co.mnnutativity between the operators d %r,d6, i.e. 64 - $8 = 0. Wmvever, it is easy to show
(see, for exampie, c3]) that the Mlowin~ relatioos between the gearraked and Langrangian
veriatiims exist:

Ax = c5xr+ 1Ai

an%the

gene:a%md

%re cocnecttd

vtiation OFthe

h the bibwisg

velccity

manner

and the v&city

(2.51

ot the generalized variations

Coaseruativ+ and non-ccascfvative dynamic systems

4?i

Parrimylarly, applying the operator A to Ham&ons eHeme~~ary action (22) and rquiri~g
up to 8 total differential Of a gauge fun&On fit, x, 2). yields

its invatiance

or
ALdt + t(Ar) ift p: epdt.

(2.10)

S~ZXX
k, = (aLjat)At
+ (aqadgdc (aLja2fjA;36,
(in this equation and thrOughout the text,
tfIe summation convention with respect to the repeated indices is employed), using (2.3)
and (2.6)),one Obtains

this egrration is called NoetMs

basic fndentity. it plays a basic role in the study of
conservation laws. For a giver, dynamical system (i.e. given L&x, 91, qqu8tiOn (2.1 t>
contains n + 2 unknown functions F, f and P. Note, that if f = 0 we say that the
infirritesimal transformation (2.3) leaves the elementary Iiamiitons action (2.2) absoIutely
fnirclrianr. As we shal show in the next section, the prOHem of finding the conservaticrr?
laws Of a dynamical system specified by a given Lagtangian function L&x, ii), whose
diRereati81 eqr;ations Of notiOn are

(d/dt@t/&l)

raLj,/axi)
= 0,

i = 1,2,...,n

i2.12)

isequivalent to finding the generators F, f and the gauge fun&On P for which NO&Ws
basic idenrtty is satisfied identically fOr every solution of the equations of motion (2.12).
3. NOETHERS
By means

THEOREM

of simpIe differential rules9 we carr transform &ethers

foRowing fOrm

basic identity into the

From this equation it foHows immediately that for each set of functions F, f, and f,
satisfying Noethers basic identity (2.1 I) the dynamical system whose diffet~tial equations
of mo?ion are given by (2.12) possess a conservation law of the form

under the condition that

which prOves Noethers theorem cited in the Wroduction,

7%~ fOlIowing remarks comzerning the factors F - &f are of interest. First, writing (3. I)
in the form

it is obvious that the terms f; - 3ff may be interpreted as the integrating factors of rhe
Euler-Langrange differential equations of motiofi (2.12). The cOnditiOrr fOr the existence
and the determination Of these factors are given by Noethers basic identity (2.1 I!. (For

At this point, it is easy to itatraduce intc coasideratios? the geneFaked no%conservali~e

forces Qi = Q&x,2), because the last yariiational statement
is equdl~
valid fcx F.SXIconservative dynamical systems:

As shown in [3], this form of the DAlemberts prkciple can be used as a starting point
foorthe study of conservariord laws of no:t-conservative dynamica! systems. Namely, adding
and subtracting the time derivative of a gauge ftnctior, Fr\9 x 9IIII we ttarsfixm (3.5) into
:he fobwing

form {for techaricaalde&ifs set C.33).

From this expmssion

it fdows
the infiniasima~ tr2nshm2tbn

under the condi:ion that. the pnerators F and f of

(2.3), and the gauge fxxtion P&x,$ satisfy the scaafar

hat

equa:ion

2nd
-

there
@L/ax)

e;xists
-

a conservation

Q, = 0, in the

law of t&e dif%erentiaIequations

Bquation (3.8) piays the role of the NoetIrars

systems. However,

of motion

@/dtj@%L/&i)

form:

differentiatkg

Basic identity for ~KX+COM~:V~~~Y~

(3.9) totally

with reqect

to time, 2nd

dycamicai

adding acd

subtracting tt;e terms @L/~x~F - ztff) and Qi(Fi - atq, we obtain.

From

&is

equation

conservation

that. the difkential equations

of motion
wilI admit a
(39, provided that aI! the f2cOors F - z?fale di%?renr kx%
basic identity /3.g) is satisfied identicaily ?or 2 scitabk
choice
of

it t^ollows

law of the form

zero,

and

Fiv J

and P.

th2. Mxeth&s

4. SOME REMARKS

ON FIFiDING

C@NSEAVAT!ON

LAWS

It is evident irom rke las; section that the 2bili:y to find the conservation laws of a given
dynamicaal system, depe:nds upon the pssi%Iity
of finding 2 set of n f 2 fuuncrions F, f

and P which identic&y satisfy :he fmcrional relaticn (3.8). To fnd these quantities from
a single fimctional relatiaa (S.g>is generally 2 very ditficult problem.
One of t&e most popular 2nd widely accepted
methods for makitng 2 systematic search
for hdir,g F, f and ? from Xoethers basic ideac~ity is the defecomposition method. XameIy,

Conservative

am?non-conservative
dynamicsystems

493

itissuggested by many authors (see for example C!-Q that Noethers basic identity (2.1 I),
or, ir? the non-conservative case f3.Q can be decomposed into a system ofpartial digereatial
equations
calkd the gcmrdized KWngs ~qunicns. These tquatiolvl are Iinear with respect
to the unknown functions r, f and f, and generally they form PP. overdetermined system.
3esides, the decomposition is not unique and depends on assumptions concerning the
strWture of F, f and P.
Namely, if we suppose in advance that the generators F and f and the gauge function
P depend soiely on the genera/i& coordinates xl sod the time f we form the corresponding
system of generalized KWngs equations by equating to zero terms with various degrees
of the generalized cOOrdin8teS 3. (For the ex8ct form of the generalized Killings equations
for the case of the absolute invariance of Wamiitons action, see f5j)
Hourever, if we suppose that the set Fi, f and F depends on t, x and 3 as indicated in
(2.3) and (2.91, then we obeait? the generalized Killings equations from Noethers basic
identity by demanding that the coefllcienrs of & have to vanish separately. Finally, we can
eiiminate the terms z? by the use of the differential equations of motion, which are assumed
to *besolvable for the _?. The equations thus obtained wher. considered identically zero in
the f variables, are said to be satisfied along the trajectory of the dynamical system.
It should be noted that all the afore mentioned supp0sitior.s abolrt t&c structtire of the
generators F and f and the gauge funcdor! P arenotmotivated by any physical reasocing,
and the choice is usually made by the intuition and experience of the researcher. The fact
that the order of the corresponding system of the generalized Killings equations is greater
than the number of unknown parametets, often makes the practical search f5r She
conservation laws rather flexible. By the term flexible, it is imptied that oEe particular
conservation law can be obtained in several different ways. (For example, the law of the
conservation of the total energy of a conservative dynamical system can be derived in a
variety of ways depending on the various suppositions of th,- -tructure
J
of the garage function
% and also F and f, as shown 03 p. I89 of [3).)
To sum up this discussion, one may deduce that generally the existence and the form
of a conservation iaw frequently depends OZIa fortunate choice of the struzfure of the
generators of the infinitesimal transformations and the gauge function.
5.

AN EXAMPLE:
THE ENERGY-TYPE
DAMPED
OSCILLATING
SYSTEM

CONSERVATION
LAW FOR A LINEARLY
WlTK TWO DEGREES
OF FREEDOM

As as %ustration of the previous considerations, we discuss the finding of a quadratic

conservation law with rtspect to the velocities of a IinearIydamped vibrating system with
two degrees of freedom with no restrictions 011the dissipative tensor.
The diRe:ential equations of motion are given by

.
Z=CU 2X-a,,x-ai2y
j; = -fiy

- a,,2 - at2j

where SO,fi2, and uU are @ven constant parameters.

The conservative part of the motion is described by the Langranglan
I, = (P/2) - (wx5/2) + b[(32/2) - (CPX2/2)]
and the nor.-conservative

f5.21

forces a:e

Qs= --bii~ + QUASI, #Zy= -Wd

+ a22PJ

f5.3)

where b is a constant undetermined invariant factor (the internal caBbration factor) which
motion:
di&rmdal
equations
of
does
not
effect
the
Eangrangian
fd/dt@t/L!&) - @L/&j - Q, = Cl,a&{d/d:)(LX/@) - (H#y) - Q, = 0. The consideratiocs
which follow are bzrsed on the supposition that the structure of the generators of the
infinitesimal transformations is

<3jjzQ~2 + ba,, - kAJ2 + Ata,,/

(iy):(--kC

+ AR - B -I-Ca,,

+ Aa,,/

- C/2 - Dj2 = 0

(5.11)

-t Fa,,)j2

= 0

$.X3)

(xjQ:(--kB -+ Ad - 3 + Da,, i E&,)/2

= 5

:5.14j

where the values of k are given by (5.20). As far as we know, this consc:vation
appeared in the literature.

6. A SPECIAL CLASS OF CONSERVATION

fn this section we consider a special dass of conservation

law has not

LAWS

laws of certain Conservative

dynamical systems, which are different from the conservation laws considered thus far.
The main characteristic of these first integrals is that they contain a Hamiltons action
integral

L(t,x,_?)dt, whose value is not known. Strict!y speaking, these types of the
Jf
conservation laws represent an integral relation between the parameters figuring in the
dynamical system rather than a true conservation iaw which is always expressed in a form
which does not have any integral terms.
However, it is our opinion that this formulation of the constants of motion can be
advantageously used in various practical situations, and especially in cases when we seek
an approximate solution of a boundary vahe problem by means of the direct methods of
vatiational calculus.
The type of the conservation laws introduced here, are new and have not p:eviously
been discussed in the literature.
Let us consider a conservative dynamical system (i.e. QI = 01, whose basic Noetherian
identity is given by

Instead of selecting F = F(t, x, @,f = f(t, x, 2) and P = Pft, x, i) to satisfy (6.f) identically,
we irdstead select F and j in such a way that the fast relation is reduced to
l&,x$)

P = 0.

WI

In other words, the generators FLand f are the solutions of the partial diflerential equation

We suppose, that F and f thus obtained do not contain a?ay integration constant.
Therefore, we can formulate the following theorem. For every so&Son Fyt,x,f) and
fit, x, @ which identicafiy sat&h Noethers basic identity (6.3), the gauge function ts of the

formP= IL{:,x, i)dt,and (on the basis

J

of3.2) we have

the foilowing conservation law

which we cali the action integral conservation law. Obviously, Z necessary, we can write
@A) in the form of the definite integral, namely

We will Qemonstratc by means of several exampies, that 2 dxr

bfoad ciass of
conserva%ive dynamicaf system, frequeztfy arising in physics and tngigiree+ing,admit acfion
integid conservation laws.
7. ILLUSTRATIVE

EXAMPLES

where a and k are given ixns+m~%p2samattm. (For the applications

astrophysics see [S],.
The Lagrangian function is of rhe form
& =

(x2/2#2A

(_t2/2j - .(PS/k

- 8) - a(~*+ It

of this equa%ion in

+- l)Cs-k

-/k f- Xj[A(4 + kj + B(2 - k)] - $ = 0.

(7.2)

(7.4:

Selecticg A and B scch thal

2A-B=i

A(9 f-kj + B{2 - kj = I.

(7.5)

PO the fmn L - pi = 0.
Solving (7.5) wi:h respect to A and B, we have F = (3 - kj/{?i - k)x, f = (1 - k#5 - k)z.
Therefore, equation (3.2) yieMs he fcdlowing action integral conservation law:

We reduce Noethers basic identity

Ix

__..

tg2 - ax6/3t3 -

cocst.

:7.7aj

fact irrdicates, that the difTer=entiaf equaticm 2 = -ax3ftq

possesses some singular
solution, the consequence of which is the singular integrd (7.72). ImkeC, as shown in @I
the siaguiar
fhera exists the 5iragdah solution x = glj- 12(aj- I-ytj2] which satisfies

This

and nuzbcom38rvstivedynamic syr:em

Conservative

497

hw
(7.7b) identicaliy.
(b) The Thmas-Fermi equations. As a special case of (7.1). kt LISconsider the ThomasFermi differential equation arising in atomic physics

conservation

+J$=x3l2/p2

C7.8)

for which (I = - I, k = 3/2. The action integral conservation

law (7.6) is of the form

3/7xi f t/7f(zZ2/2) - (2/5)(~~~/&)3 - I-(22/2) + (2/5)(xS/&)dr

J

= const.

(7.9)

For a netltral isolated atom we have boundary conditions of the form (see [7])
x0

= 1,

x(ai) = 0.

(7.10)

Writing (7.10) in the form of a definite integral we have

?a
J0

[(k2/2) c (2/5#~~/,jt)dt

= [(3/7)xx i (t/7)[(:(a2/2) + (2/5)(~~~/,/t)Jo.

(7.

I I)

ft was
shown in [73 (see the footnote on p. 291), that for large t the solution of(7.8) behaves
as x b const./t3. Therefore, for t + co the right-hand side of (7.1 I) is zero, hence

m
I0

&Z2/2) f (2/5)(xs2/,/t)dr

= -(3/7)2(O).

(7.12)

This result was obtained in 181 by using an ad hoc (and rather complicated) variational
procedure, and the authors were obviously unaware of the existence of the general relation.
(7.11). Note that by using Friedrkhs transformation, we can easily derive a~ inequality
givhg the rigorous spper and lower bounds of the initial slope x(O), which was doze ir,
PI*
Let us also consider the case of the ionized atom, for which the borandaty conditions
are
x(O) = 1,

xu) = 0,

0gtgi.

(7.13)

Changing the upper limit in (7.1 I) we find

relation, which gives the vaIue of Namltons action integral (along the exact solution)
as a rchtion between the initial and terminal slopes, can k of use in the numerical study
of this pro&m.
(c) R linearly damped oscilltmr. Let us consider a linearly damped oscillator whose

This

(7.15)
where k and COare given corutants. The Lagrangian function is
L = [(P/2! I - (w2x2/2)]e2ag
.
Noethers basic identity (2. I I) is given by
[a$ - 02xF -f[{i2/2)

+ (u2x2/2)3 f f&Z2 - fu2x2)]eiLr - P = 0

(7.16)

There!ore9 we Rave two actioniwegral

It

is interesting to

coaservaiim

note that a simple combination

produce the ckassica~ conservation

4aws

of these two coonstmtsof motionwill

law. Adding (7.i9) and (7.2Oj we hd

(a/2 c CA?/2

+ kxf)e-=

j= const.

This CQservatiQn Iaw is discussed in g-j.

(dj A eimiIa: situation
arisesin a dynamicai system whose Lagrmgian
L = 2.212i- a(xf/?) t

ca= ccnst.

we find the fobliowing two action lstegraX conszrvatioa

f7.2.a)

is
(7.22)

laws

(7.23:

Adding

we find B classical zx~arvation

law of (7.22) in the fcrm

x2/2 - 39/2 + ax/3 = const

Constrvative

and r.on-conscrvative dynamic syt:ems

It is interesting to note that the conserva:iofi law

ofthis

499

type for the purely conservztive

c2se k -90 does not exist.

Acknowledgements--The ~u:hors appreciate tke haxii
suppart from tkt U.S.-Yugoslav Joint Board on Scimtiffc
ad Tcchaologht!
Cooperarion NO. YOR82/062. Many dis~sions
ahi: the subjar of this paper wirk our

c&b~gues Prof. Dj. Djukic and Pact Atanlrckovic are vary muck ~ppciared.
Tke firs: author wishes to
asknowhzdge tke hospitality d tke Dapnrtmcrtt of Ncckti~l
and Materials Enginccdng Vandctbilt U!hzrsity,
during tka spring s%mesfet ta 1984.
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