Variational representation of the projection dynamics

and random motion of highly dissipative systems

V. V. Gafiychuk
Institute for Applied Problems of Mechanics and Mathematics,
Ukrainian Academy of Sciences, 3b, Naukova strz L’viv, 290601, Ukraine
I. A. Lubashevskii
Institute of General Physics, Academy of Science of Russian Federation,
Vavilovo St,: 46~92, Moscow 117333, Russia
(Received 21 July 1994; accepted for publication 4 May 1995)
We propose the method of investigation of highly dissipative systems, which are
based on the approximation of the attractor by some manifold. The projection
dynamic equations for the general form of such manifold of the dissipative dynamic
system are obtained. Variational principles for the projection dynamics are consid-
ered. On the basis of the projection dynamic equations we investigate the influence
of the random forces on the behaviour of the system. 0 I995 American Institute of
Physics.

I. INTRODUCTION
Evolution of dissipative distributed systems is conventionally described in terms of the fol-
lowing nonlinear equations (see, e.g., Refs. 1 and 2):

(l.la)

or in the vector form

g=F{$,A}.

Here i= 1,2,3 , . . . , N where N is a given integer number, { Gli(r,t)} are certain fields specifying a
state of this system and are regarded as real functions of the time f and the spatial coordinates
r, {Fi} are the components of a nonlinear evolution operator F which depends on both the fields
{ +i} and the external parameters A = (A t ,...,AM) (M is also an integer number). Due to dissipa-
tion, the system tends to a certain state in the space 1I’ of the functions {pi} as t-w. This state
is conventionally treated as a certain set CX* called the attractor of dissipative system. Therefore
one of the main problems in the description of dissipative systems is analysis of the attractor
geometry and the system motion in the vicinity of the corresponding attractor. In the following we
shall confine ourselves to this problem.
For certain systems there are a large number of experimental data and results obtained by
numerical modeling that allow one to approximately imagine the general form of the attractors
beforehand. In more exact terms, these results show the general form of the fields { fii( r,t)} being
the asymptotic solution of equations (l.la) as t -+m and, thereby, enable one to construct some
manifold n in the space ‘I’ that characterizes such solutions. Therefore, for this system we can
specify its attractor by paths in the space T that go in a small neighborhood of the manifold
R. The given manifold may be described symbolically in terms of

~={$=4(w)l, (1.2)

0022-24a8/95/36( 10)15735/18/$6.00
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5736 V. V. Gafiychuk and 1. A. Lubashevskii: Variational representation of the projection dynamics

where +=(a I,..., @N)T. Here @i(r,ut ,..., uP,ul(r ) ,...,uJr )) are certain functions of the spa-
tial coordinates r, the collection of real variables (u , ,..., up) and real functions ut(r ) ,..., uq(r );
o are the generalized coordinates of the manifold a.
The basic idea of the approach to be developed in the present paper is to reduce the system of
equations (l.la) to some evolution equations that contain solely the variables (U t ,...,u,) and may
be ui(r ),..., u4( r ), whose time dependence characterizes the motion of the system along the
attractor. For some systems solving such evolution equations can be found to be more simple than
solving the system of equations (l.la). In describing the evolution of a quasiconservative system
a similar idea has already been considered (see, e.g., Ref. 3).
The plan of the article is as follows. Section II presents the main idea of the method proposed
in this article and is called the projection dynamics. In Sec. III we develop a regular procedure that
allows one to obtain the equations, governing the motion of the parameters characterizing approxi-
mate forms of the attractors, to a given accuracy. Section IV is devoted to various variational
representations of the projection dynamics equations. In Sec. V we also consider the motion of the
system under random forces in terms of the projection dynamics.
Although in Sets. III-V we use the formal operator language, we omit mathematical rigor and
obtain a result at physical rigorous level.

II. ESSENTIALS
In the following we shall consider high dissipative systems. The characteristic feature of such
systems is that a high dissipative system for a small time reaches a small neighborhood of its
attractor fix and then slowly goes along it. According to the assumption adopted in Sec. I the
attractor O* is localized in the vicinity of the manifold CI. In other words, the motion of the
dissipative system along the attractor O*, i.e., the asymptotic solution of equation (l.lb) may be
represented as

(2.1)
where A(t)=(Ar(r,t),...,AN(r,t)) r is practically constant on temporal scales during which the
system travels along the attractor CI*. Thus on such temporal scales

where c$: is the Frechet derivative of the operator 4.

For a high dissipative system the evolution operator F practically involves two different
terms. The first one describes the fast motion towards the attractor R* and determines its geom-
etry or the geometry of the manifold CI whose small neighborhood contains the attractor. The
second one causes the slow motion of the system along the attractor a*. Therefore if we could
calculate the values of the functionals { Fi} at the attractor and project the obtained vector onto the
attractor then we would be able to represent the system dynamics in terms of its local motion in
the plane tangent to the manifold a. Thereby we would be able to reduce the system of equations
(l.lb) to evolution equation for the generalized coordinates w. In fact the rigorous attractor
position in the space q is unknown, and we may solely suppose that the value A is small and can
calculate the functionals {Fi} at the manifold fl only. However expressions (2.1), (2.2) enable us
to linearize equations (1. lb) with respect to A in the vicinity of the manifold a. In this way we
obtain

(2.3)

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 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics 5737

Here F&l Jr=+ is the Frechet derivative of the operator F with respect to $ at #= 4. We assume
that there exists the operator G inverse to the Frechet derivative Fb at every point 4 of the
manifold n defined as G( J&F;= - 1. In the following this operator will be called the Green
operator and its kernel will be called the Green function. The operator G allows us to rewrite
equation (2.3) as

G & -FIti=+
1=-A. (2.4)

In formula (2.1) the vector A has not been uniquely determined because in the general form A can
be practically represented as the sum

A=An+r, (2.5)

where A,, is the vector normal to the manifold fl at the point 4 under consideration and T is vector
lying in the plane tangent to the manifold fl at the same point 4. Let us demand that the vector
Al,=+ be normal to the manifold, i.e. T=O. Since the collection of the vectors { $:6w}, where
6w is an arbitrary whatever small increment of the generalized coordinates o, gives the plane
tangent to the manifold fl at the point $= 4(w) this requirement is equivalent to the following
condition

(&&lA)=O. (2.6)

Here the symbol (.**I***) denotes the scalar product in the space ‘?, i.e.,

0.7)

Substituting (2.4) into (2.6) we get

I)=o.

It should be pointed out that expression (2.8) contains solely variables defined at the manifold
a, i.e., it depends on w and dwldt only. Thereby the set of equations (2.8) associated with
possible different values of SW forms the desired evolution equations of the point 4 on the
manifold R. Condition (2.6) or, what is the same, equation (2.8) makes up the evolution equations
for the projection (i.e., for the point 4) of the dissipative system onto the manifold a. We note
that the latter has motivated the title of the present paper.
In particuIar, when the manifold n is of finite dimension, i.e., w= (ut ,. ..,u,) from (2.8) we
can obtain p ordinary differential equations which give (ti i , . . . , tip) as function of u t , . . . , up and in
these terms the attractor is described by the time dependencies u i( t),. . .,u,(t). If the manifold
fi is of infinite dimension, i.e., the generalized coordinates contain certain functions
v,(r,t),..., u,(r,t) from (2.8) we get a set of partial differential equations.
It should be noted that expression (2.8) can be rewritten in the form

4-P _ 4-j
--- (~-FIGI~-F)~~=~=O, (2.9)
&h Sh
where D and w are treated as pairwise independent variables, and a,-, I&J is the functional
derivative with respect to & which acts solely on the left term in brackets (2.9). When the Green
operator G and consequently the Frechet derivative are Hermitian operators in equation (2.9) the

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5738 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics

derivative SC.-,/S&J may be replaced by the conventional functional derivative S/S&J with respect
to &. Thereby in this case equation (2.9) amounts to the extreme condition of the functional

D=++i-FIGI&-F)I,++ (2.10)

with respect to the variable ci,. Thus for dissipative systems where the Frechet derivative of their
evolution operators is Hermitian one may make use of the generalized variational Gauss principle
whose kernel coincides with the corresponding Green function.
It should be noted that from the general point of view the finite dimensional manifold R can
be treated as an approximate manifold and the reduction of equations (1 . la),( 1. lb) to the approxi-
mate equations (2.8) is actually a version of the nonlinear Gale&in methods (see Refs. 4-6 and
reference therein). Nevertheless, there is discrepancy between the procedure proposed in the
present article and the methods based on the concept of approximate inertial manifold in that form
as it has already been developed. This issue is discussed in detail in Sec. III.
Concluding the given section of the article we note that the procedure developed above allows
us to construct a regular method for obtaining the projection evolution equations to a given
accuracy. This method is based on expanding the evolution operator F into a power series of
A, and sequential iteration of equation (l.lb). Besides, in some case it is possible to simplify
equation (1.1 b) by replacement of the Green operator by an operator being more simple in struc-
ture. In particular, the latter can match the part of the evolution operator that causes the fast motion
of the system towards the attractor R* rather than the whole evolution operator. The next section
of the paper is devoted to these problems.

III. PERTURBATION TECHNIQUE

Let us analyze the motion of a dissipative system where the evolution operator
F=(F , ,...,FN)T involves two parts. The first one (F,) determines the fast motion towards a
manifold R and the second one ( EFJ gives rise to the slow motion along the manifold R. In
mathematical terms the motion of this system is described by the equation

g=Fo{$}+EF&~ (3.1)

where E is a small parameter and the operator Fo{ #} becomes zero at the manifold Q, i.e.,

FdJI)I~=~=O (3.2)

for any point I,& 4 of the manifold 0. The manifold !J is supposed to be specified by the
expression (1.2) in the space 9.
Following Sec. II we represent the solution of equation (3.1) as the sum
e(t) = +( w( t)) + A(t) [see (2.1)], where the first term on the right-hand side describes the motion
along the manifold a. The second one is the small deviation of the system from the manifold
R. This expression enables us to expand the operators Fo{ Ijl), and FP{ Icl) into the Taylor series of
A:

and

(3.4)

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 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics 5739

Here the term F(“)(c$J)(A,A ,...,A) denoted also as F(“){c$IA} ts

’ th e n-th order differential opera-
tor which is a homogeneous operator of degree n with respect to A. It should be pointed out that
the term F”‘( 4) is a linear operator with respect to A and conventionally represented as

F(‘)(+)A=L(+)A, (3.5)

where L( 4) is the Frechet derivative of the operator F{ $} at the point += 4. The term F(‘)
X ( 4) (A, A) is a symmetrical bilinear operator with respect to A.
The Frechet derivative La{ 4} = dFo ld+I += + of the operator Fo{ +}, given at the manifold
a, plays an important role in the perturbation technique. We assume that for any point 4 E fi the
eigenvectors { fii( 4)) of the Frechet derivative LO{ c$} form a complete system of linearly inde-
pendent vectors in the space 1Ir. In other words, any vector of the space T, in particular, A can be
expended relative to the basis { &,( 4));

A(f)=? -4(+)h(4). (3.6)

As follows from expansion (3.6) in the case under consideration the motion of the system can
be represented as the motion of the point C$(the shadow) on the manifold R and the time variation
of the coefficients .A,, . At the present stage the motion of the shadow is not uniquely determined
because the motion along the manifold fi is independently described by the motion of the point
C$and the time variations of the coefficients h$,(t),+ Since the evolution operator F,,{t,b} has no
effect on the system motion along the manifold 0 in the general case the coefficients
JA,(t) I h =c may increase beyond all bounds. In order to analyze the system dynamics in terms of
the shadow motion, the distance between the point $, showing the real system position in the
space q, and the point #I must be small. Therefore, it is reasonable to specify the shadow motion
in such way that at every instant of time all the coefficients fm,(t) IhCO be equal to zero. This
procedure is equivalent to eliminating singular terms in the evolution equation for the coefficients
J& , obtained by perturbation technique. Keeping the latter in mind we note that the procedure
developed in the present work, the perturbation technique for ordinary differential equations,7 the
Bogolubov-Metropolskii method of averages* as well as the perturbation technique for nonlinear
waves proposed in Ref. 9 are similar in eliminating singular terms.
We now proceed to formal construction of the perturbation technique. Substituting (3.3),(3.4)
and (3.6) into (3.1) we get

(3.7)

Here

d&do and deA ldw are the corresponding Frechet derivatives. Equation (3.7) is completed by
the conditions

&lh=O=O. (3.9)

In order to find the explicit expansion of the vector P relative to the basis { $*( 4)) we introduce
the linear operator G~(c$} defined by the formula

G~Wd4~-E~)= -E, (3.10)

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5740 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics

where the regularization parameter 6-+ + 0 and E is the unit operator. The operator G6 possesses
the same set of the eigenvectors { Gx} and its eigenvalues are { - l/(X - s>} respectively. The
second type of operators that we need are the projection operator

.9= lim G$ (3.11)

&-++o

and the operator, called the Green operator

[ 1
1
F’= 61rno Gg- y. (3.12)

The operators Yand *Tenable us to divide equation (3.7) in two parts governing the motion of the
system towards and along the manifold s2.

5’; A=-A+FP(A),

d+
-&- kil+y A&$ W=PP. (3.14)

Here the prime on the sums indicates that the terms matching the zero eigenvalue are omitted and
A = X ‘.A$ &( 4). We consider such systems called the highly dissipative systems for which the
transient term in equation (3.13) can be treated as a small perturbation.” Physically, this means
that from the view-point of the fast motion towards the manifold fi the system motion along it
may be regarded as quasistationary. In this case equation (3.13) describing evolution of the vector
A can be reduced to the explicit relationship determining the vector A in terms of projection
dynamics, viz.

x[ 3% -g(rP)]+sj ti -g-J”P)]+....

In mathematical terms the highly dissipative systems are characterized by the convergence of the
latter series. In order to verify whether a given system belongs to this class one should analyze in
detail the spectrum of the Frechet operator. In particular, if there is a finite gap separating the zero
eigenvalue (X =O> from other ones (Re X-CO for Cl) then for an arbitrary 1/1the vector %$4 will be
finite. In this case due to the system motion along the manifold fl being caused by the perturbation
operator eFp the time derivative dAldt according to (3.15) may be estimated as (dAldt)- EA
and, thus the transient term in (3.13) is small in comparison with the first one on the right-hand
side. Therefore such a system can be classified as a highly dissipative system.
Finding the derivatives of the operators .Y’and F along the manifold as functions of this
operator determined on the manifold,” and taking into account expression (3.19, condition
SF@,,= 0 (X # 0) and identity .EF’= 0 we get the projection dynamics equation (3.14) in the form

where

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 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics 5741

F=,zYA+P (3.17)

is the generalized evolution operator for the system motion along the manifold R. The explicit
expressions for P and A as functionals of q5 can be obtained by successive iteration of equations
(3.8), (3.15), (3.16), and at lower order in E from (3.8) and (3.15) we get

@I)= P(l)= E&{(6), (3.18)

A(l)=~p(l)s~~F (4) (3.19)

P

and, thus the shadow motion equation at first order in E takes the form

(3.20)

To the next order in E from (3.8) and (3.16) we find

(3.2 1)

and

(3.22)

Substituting (3.19) and (3.20) into (3.21) and (3.22) we obtain the shadow motion equation to
second order in E

(3.23)

where

s’2’=~Fp{~}+~2F~)(~)(~~p{~}~+~2~F~2)(~)(~~p{~};
FFp{+))
+ ~2F62’WWFp~~h @FP{41). (3.24)

In obtaining equation (3.23) we have taken into account the relation

dLo
;dWYA=Fg)(c+$YA) '

and substituted (3.20) into the latter equality. It should be noted that the term of second order in
tz can play an essential part when the operator Fp is degenerate at the manifold 0 and the first
order approximation is inadequate to give the right results.
Equation (3.16) is actually of the vector form whose components are specified by the coordi-
nate system, given initially in the space q. Therefore the formal dimension of equation (3.16)
coincides with the dimension of the space q. However, in actual truth, the amount of the inde-
pendent equations as well as the independent variables is determined by the dimension of the
manifold R <andcan be substantially less than the dimension of the space P. So concluding
present section we also obtain a possible form of such independent equations of the shadow
motion.

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5742 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics

The plane T+ tangent to the manifold R at the point +!r= 4(w) can be specified by the set of
vectors {(d&do). SW}, where the vector 6w runs all the possible values. Let the collection of
vectors {e,} form a basis in the space {SW}, and, thus, the vector system {(d+ldo)e,} be a basis
of the plane T+ in the space !P.
Since equation (3.16) contains solely the vectors lying in the plane T+ it can be equivalently
represented as the system of equations

(3.25)

The convenience of the given equation system is that it contains the complete collection of
independent equations explicitly describing the system motion in terms of time variations of the
parameters w only.
As has been mentioned in Sec. II the manifold R may be regarded as an approximate inertial
manifold, at least, because the attractor CI* is located in its small neighborhood. Nevertheless, the
particular technique with which we reduce the full problem (1.1) to the approximate equations
(3.16),(3.25) of the “shadow” motion differs essentially from the classical methods widely used in
obtaining the inertial forms of dissipative system dynamics.
Indeed, (see, e.g., Refs. 6 and 11 and references therein) in the context of the approximate
inertial governing equations of the dissipative manifold theory system are also represented in the
form (3.1) where, however, the operator Fo{ $} = -A $ is a linear one. The operator i is assumed
to be dissipative, and its eigenvectors {qi} meet the conditions imposed on their eigenvalues
{Xi}:O<Re X,<Re AZ,..., and Re Xi+00 as i-00. Fixing a sufficiently great integer N an
approximate manifold R whose small neighborhood the dissipative system reaches after some
time passed is sought in the form CI = { +: +I= l+ B( 5)) where 5 - is a point of the span of the first
N eigenvectors (5 E span{ $i , . . . , $N}) and %‘( 5) is a certain function of 5. Within the framework
of the approach proposed in the present article we base it on the span of zero eigenvectors
{ z++~+~}of the Frechet operator F’{ +} taken at the manifold R = { JI= 4: Fo{ q!~}= 0). Since the
eigenvectors { I++~=~}vary as the system shadow 4 moves along the manifold 0 we have had to
find evolution equations for the projection operator 9 in order to complete the equations govem-
ing the shadow motion.
In the following section we shall consider a possible different form of variational representa-
tion of equation (3.16).

IV. VARIATIONAL PRINCIPALS FOR THE PROJECTION DYNAMICS

As has been mentioned in Sec. II, when the manifold C! can describe the approximate solution
of equation (3.1) in sufficient detail it is possible to confine the consideration to lower order in the
small parameter E and make use of equation (3.20) to specify the shadow motion along the
manifold iR. The specific form of this motion equation depends explicitly on the parameterization
of the manifold a. In the present section we shall consider different possible general representa-
tions of equation (3.20), which do not depend on the specific manifold parameterization.
A. The generalized variational Gauss principle
Let us introduce the following functional determined at the manifold fi

D{~,~)=~~-~~)EF~(~)~~-L_~~(~)EF~(~)), (4.1)

where the vector 4 = (d #ldw) ci, describes an arbitrary possible motion along the manifold s1. In
mechanics such a motion is conventionally called virtual motion. In the general case the vector
B can be represented as & = C e av a where {V a} are real independent variables. The minimum
conditions of functional (4.1) with respect to the variables {u,} at a given point C$

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 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics 5743

dDldv,=O (4.2a)

directly lead to equations (3.20). In the symbolical form the system of equations (4.2) may be
rewritten as

dDla$=O. (4.2b)

In other worlds, the real motion of the system shadow on the manifold 0 matches such a rate
& at which functional (4.1) attains the minimum with respect to 4 at given point 4. Following the
conventionally used nomenclature we call this property of functional (4.1) the generalized varia-
tional Gauss principle.‘2-‘5
It should be noted that the specific form of the functional D{$J,~} is of little importance
because solely the equations governing the system motion make physical sense. Therefore, all
functionals that lead to the same equations can be regarded as identical. In particular, if in
following Sec. II we make use of the left-hand side functional derivative a((-) /S(i, with respect to
4, then equations (3.20) result from the condition

+,
-D*{4,&=0, (4.3)
84
where

D*{~,~}=(~l~-~cb>~F~(~)). (4.4)

By virtue of (3.2) in the latter expression EFJ Cp) may be reduced by the total evolution operator
F= Fo( 4) + EFJ 4). If we consider the system motion along the manifold fi approximating the
manifold R rather that along the manifold 0 itself this replacement will be also justified and the
equations for the shadow motion on the manifold d can be obtained from the corresponding
extremum conditions for the functional

D*{&$}=($~~c$-F). (4.5)

Indeed, when the function 4 differs by a small value A+ from (b we may set
F{&= ~Fp{4+W~ and, thus 9F{ +} = &‘Fp{ $} because of 9L0 = 0.
Recalling the definition of the projection operator 9 [see formula (3.1 l)] it is reasonable to
replace 9 in expression (4.5) by the whole Green operator G6 for S # 0 when we deal with a
certain manifold d approximating fi rather than the manifold n itself. In this way we establish
the correspondence between the results obtained in Sec. II and the present section.
When the Frechet derivative Lo(+) is Hermitian and, thereby, the projection operator is
Hermitian too, in expression (4.5) we may replace P’ by the unit operator. Indeed, in this case

Clearly, for the given functional D*{qb,c$} equation (4.3) is equivalent to the equation (4.2b)
where D{ q5,4} = DC{ I,&,Icl) is of the form

(4.6)

In literature the latter functional is known as the minimal constraint functional of the conventional
variational Gauss principle.12-I5
It should be pointed out that for non-Hermitian systems functional (4.6) also may be applied
in cases where the manifold R closely approximates the geometry of the attractor !J*.14*15 The

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5744 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics

latter follows from the fact that at such a manifold s1: Falo= 0 and the operator F, must
practically lie in the plane T, tangent to the manifold a. This allows us to set $‘Fp= Fp and then
replace Fp by F.
Summarizing the results obtained in this section we note that the possibility of using suffi-
ciently simple variational principles, for example, the conventional Gauss principle, depends on
the specific properties of a dissipative system (the attractor geometry or geometry of the manifold
R, the Frechet derivative, etc). Besides, such simple variational principles practically allow one to
obtain the evolution equations being valid solely at lower order in the small parameter E. When
the evolution operator eFp is degenerate at the manifold it is necessary to use directly evolution
equations (3.25). In dealing with a nondegenerate Hermitian dissipative system, i.e., such a system
where the Frechet derivative Lo{ $} is Hermitian and the evolution operator eFp is nondegenerate
at the manifold a, it is convenient to use the functional (4.6) rather than equations (3.20) directly
because the former is sufficiently simple in structure and contains $ and F{ @} only.
Given some additional restrictions, the conventional Gauss principle can be represented in
other equivalent forms. By way of example, let us consider Hermitian fields with weak interaction.
By definition, for such fields { ei} the evolution operator F,{ Icl) is of the form { Foi{ s,bi}} where the
ith component Foi{ qi} depends on the function rcrionly and the derivative dFoi ld *i is Hermitian.
In this case the manifold Cl can be specified as { +;= ~i( Wi)} and the total set of its generalized
coordinates w = { wi} involves N different collections of generalized coordinates wi , each been
associated with the corresponding function only. Under these conditions equation (4.2a) can be
rewritten as

(4.7)

where F;( $)= Fio{ @i} + EF~{ (cl)= eFp{ 1/1).If we introduce the functionals ci{JI) for which

(4.8)

then equation (4.7) may be represented in terms of

(4.9)

We note that the motion equations similar to (4.9) has been formulated in Ref. 16 for investigation
of reaction-diffusion systems.

B. The Whitham type variational principle for high dissipative thermodynamical

systems
In essence, evolution of high dissipative systems being near thermodynamic equilibrium is
conventionally described in terms of the projection dynamics. Indeed, typically in such systems
there are two types of state variables that are distinguished by temporal scales of time variations.
The first type variable conventionally called fast ones, characterize attaining a local quasi equi-
librium state by the system within a short time TV. The second type variables, called slow ones,
describe evolution of the system as a whole, for a long time rs% rf. Thus on time scales of order
TV magnitudes of the fast variables can be treated as functions of the slow variables and, thereby
evolution of the system in time can be described by the motion of the slow variables.
In view of the fact that equations governing the system motion are given in a microscopic
form which contains both the slow and fast variables the problem is to obtain complete motion
equations for the slow variables.

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 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics 5745

In terms of the microscopic variables ~={~l(u,t),~2(v,t)~~~} evolution of a high dissipative

thermodynamical system can be described by the equationsI

S.% SH
s(i;+ sll;=O’ (4.10)

where the functional H{ fi} is the free energy of the system, and the positive-definite quadratic
form 3

is the Rayleigh dissipative functional operator. We note that the form of equation (4.10) is invari-
ant under one-to-one transformations of variables.
Let us convert functional (4.11) to diagonal form

-WI=; T U4A2 (4.12)

by transition from the variables { ei} to new variables {qr}. Here {A,} are the eigenvalues of the
linear operator A and the sum runs over all the variables {qr}.
The set of eigenvalues {A,} is assumed to involve two types of eigenvalues. The first type
eigenvalues { Xrf} corresponding to the fast variables {q!} are of order one. The second type
eigenvalues {X,,} matching the slow variables (4:) contains the cofactor l/e, i.e.,
X,,=X,*,( l/e), where A,*,- 1 and E= rf/rS@ 1. In terms of {qr} equations (4.10) take the form

1 SH
if=-;n;;a (4.13a)

(4.13b)

In this way we have reduced equations (4.10) to the equations of form (l.la) or (l.lb).
Following the developed procedure we rewrite equations (4.13a), (4.13b) as

3 qf
= Fo-!cI} + ~Fpbzh (4.14)
Ff I/ 4s I

SH
-P s4p
Fo{d = (4.15)
0

0
CM = (4.16)
-x,--. SH ’
&I,
and

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5746 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics

qf= 4: ; qs= 4: 7

... 0 ... 0
xf= A rf &,= A,*,
0 ... 0 ...

During the short time rf the system reaches a small neighborhood of the manifold
fi = (4 = g( w)} determined by the equation:

Fo{g}=O. (4.17)

By virtue of (4.13a), (4.13b) the solution of (4.17) can be represented in terms of

qf’dqs) (4.18)

and, thereby, qs may be regarded as the generalized coordinates o of the manifold a, i.e.,
o=q,. In addition, in the vicinity of the manifold fl the free energy H(q) takes the form

H{q)=Hdq,>+ ~qf-g(q8)lA(q,)lqf-g(q,)). (4.19)

Here H~{q,}=H{q, ,gf=g(q,)}, the second term is a quadratic form positive-definite with re-
gard to the vector qf-g(q,) and A(q,) is a linear operator acting in the space {q,}. The positive-
definiteness of the given quadratic form follows from the condition that the all eigenvalues of the
Frechet derivative dFo ldq I o must be negative except for the zero eigenvalue associated with the
plane, tangent to the manifold fi at the point (qs ,qf=g(q,)).
As follows from (4.15) and (4.19) the Frechet derivative of the evolution operator F. at the
point (q8 ,qf=g(q,)) of the manifold 0 is at the form

-+A(q,) +W$
dFo
-= s (4.20)
4
0 0

From (3.11)-(3.12) for the given Frechet derivative we obtain

(4.2 1)

and

yz l~A-‘(OU.)~f ,“II, (4.22)

where E is the unit operator. According to (3.18) at lower order in E the vector PC’)= ~F,lo and
due to (4.16), (4.19) P’Pp”‘=O. Thus by virtue of (3.21) to the second order in E f12)=eFplo
also. Substituting (4.16), (4.18), (4.21) into (3.23) to the second order in E we get

J. Math. Phys., Vol. 36, No. 10, October 1995

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 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics 5747

dg . dg A-‘E
dqs qs =E dqs *s &?s
(4.23)
$H ’
4s -x*ssq,

The system of equations (4.23) can be rewritten as follows

x,4,+ H=o (4.24a)

&s
or in the equivalent form

;Mdh,llJ+ g s=o. (4.24b)

s
The first term in equation (4.24b) can be replaced by the total dissipative functional given at the
manifold Cl, i.e., by the sum

q:(Wdq,)%hfl$ 4s
s

Indeed, the first term in the latter expression is small by virtue of EG 1 and, thus, can be ignored.
By this way we reduce (4.24b) to the equation of form (4.10) where

(4.25)

(4.26)

are the dissipative functional and the free energy given at the manifold Ck. Due to the form of
equation (4.10) being invariant under one-to-one transformations of the generalized coordinates, in
the general case the equations governing the shadow motion along the manifold R is also of the
form

(4.27)

The given equation is actually the content of the Whitham type variational principle for high
dissipative systems. We note that the procedure of transition to the slow variables for the distrib-
uted Hamiltonian type systems has been developed first by Whitham.‘8-20 The latter causes the
name of the variational principle under consideration. It should pointed out that equation (4.27)
can be also represented as

AD{ o,O}=O,
where

(4.29)

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5748 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics

V. RANDOM MOTION ON THE MANIFOLD t-l

When the dimension of the manifold 0 is large enough the characteristics of the evolution
operator Fp{ +} can cause the existence of several attractors lying on the manifold a. In this case
it is reasonable to study possible transitions between the attractors under random forces. Random
forces are inherent in every physical system owing to dissipative processes being random in nature
at microscopic levels. So in this section we shall describe the influence of random forces on the
system motion along the manifold a. In addition we shall assume that the evolution operator
F,,{ $} is nondegenerated at the manifold a. The latter allows us to confine our consideration to
the first order evolution equation (3.20) for projection dynamics.
Let us consider a high dissipative system { +( r,r)} evolving according to the stochastic equa-
tion:

(5.1)

Here the mean properties of the random field f are specified by the conditions

f=o, (5.2)

fi(r,t)fi,(r',l')=rii'(r,r'l~}~(r-r'), (5.3)
t
where the symbol (:) denotes averaging over all possible realizations, S( - t ‘) is the S - function
and

dr dr’&(r)I’iit(r,r’)+/i,(r’)

is a positive-definite quadratic form. Besides the field f is assumed to be Gaussian, and in the
following will be treated as a small operator. The latter allows us to ignore possible random force
induced renormalization of the regular operators.2’ In this case for the random field f the prob-
ability of a given realization f i( r, t) is

pGf}=C exp ,

where C is such a constant that the path integral

WMf~= 13 (5.5)
I
where gu} is the integral path measure. In particular, for these random field at a given instant of
time the mean value of the generating function21

(5.6)
We note that expressions (5.5) and (5.6) are equivalent representations of the Gaussian nature for
the random fieldf.
As follows from Sec. III [see formulae (3.20)] under the random field f the motion of the
system along the manifold R is described by the equation

(5.7)

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 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics 5749

Averaging the function exp{i($@f)dt} f or an arbitrary vector $ over all the possible realizations
of the random field f we find

where .3@ is the adjoined operator to the projection operator 9 at the given point 4. Comparing
(5.6) and (5.8) we obtain that the random field Pf might be treated as a conventional Gaussian
random field if the projection operator 9 were nondegenerate. In order to make use of the
properties of Gaussian random field we replace the operator @’by the regularized projection
operator

Pa= P+ SE (5.9)

and in the final formula we shall tend S-t + 0. The operators P’ and L?‘~possess the same collec-
tion of eigenvectors { qA( 4)) and the corresponding eigenvalues are 1 for A = 0,O for A < 0 and
1 + 6 for A = 0, and S for As 0, respectively.
In this way we may describe the random field w by the following distribution function

T
dt(9’fl(~1)+I’-1~1j@)dr

Expressing Pf from (5.7) as a function of o and ti, and substituting the obtained result in (5.10)
we obtain the probability of the system going along a path w(r) on the manifold R:

p{o(t)l= C6 exp [ - j-oTdtZd 0, h)i (5.11)

Here the functional

The vector (d&do) ci,-P@‘) belongs to the plane T+ tangent to the manifold R at the point
4, and, thus, is an eigenvector of the operator PJ. So in expression (5.12) we may replace the
operator .P* by l/( 1 + S))E and setting S= + 0 we get

z(~,~}=(~-~~l)lr-*~~-~~l)) (5..13)

and the probability of the system going along the path w(t) takes the form

~bW=C6=+0 exp (-; foTdf ZW$)J (5.14)

According to (5.14) the probability density of finding the system at the point 4 at time t provided
at initial time to it was at the point +. is represented in terms of the path integral

(5.15)

where all the path {4(r)} on the manifold originate at the point $. and terminate at the point
4. Formula (S.15) is the desired expression that characterizes the motion of the system along the
manifold fl under the random field f.

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5750 V. V. Gafiychuk and 1. A. Lubashevskii: Variational representation of the projection dynamics

In particular expression (5.15) enables us to obtain the Fokker-Plank equation for the random
motion of the system along the manifold a. By way of example, let us consider the case where the
manifold fi is of finite dimension n. In other words, its generalized coordinates consist of the
collection of real variables o = { w 1, * * *, tin}.
The vectors {el=d~ldw,;e2=a~law,;... ;e, = &$l&+} form the basis of the plane T,
tangent to the manifold fi at the point C$and for the vector 4 we get

(5.16)

Due to the vector p#‘) lying in the plane T+ we also can expand it relative to the basis {ei} and
in this way find

9?H1)= E eiPi. (5.17)

i=l

where the coefficients

(5.18)

and the matrix

U=IIUij’(eilej)ll. (5.19)

The substitution of (5.16) and (5.17) into (5.13) yields

Z{~,O}=C (~j-Pj)T,,,l(~i,-Pil), ( (5.20)

ii’

where rij’=(eilI’-‘lej). To find the matrix f*=llrc/l inverse to the matrix IlrlT’ll we make
use of the regularization procedure described above in this section. As follows from (5.10) and
formula (5.17), (5.18) determining the vector expansion relative to the basis {ei} in the limit
S-t+0 the matrix lp-yl coincides with the correlation matrix of the random variables {pi} being
the coefficients of the expansion Y’= Z&ei.

r;,=x U~‘U~~,(ejlPf)(ejtIFf)
ij’
and by virtue of (5.8) we find the desired expression

r;,=s Ug~‘U~f,(f?~19TPlC?j). (5.21)

ii’
In this case the Fokker-Plank equation describing the motion of the system along the manifold
n under random forces takes the form

$h=$$
II, *(r”:ltr&Pr)- T & (PiPA. (5.22)

In particular when the system under consideration is Hermitian, i.e., the Frechet derivative
L,{ 4} and, consequently, the projection operator .Y are Hermitian, and the correlation operator is

J. Math. Phys., Vol. 36, No. IO, October 1995

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 V. V. Gafiychuk and I. A. Lubashevskii: Variational representation of the projection dynamics 5751

proportional to the unit operator: r = 2DE where D is a constant, the expressions for the coeffi-
cients Pi, ri, may be simplified. Indeed, in this case, from (5.18) and (5.21) we get

(5.23)

and

where Fn is the total evolution operator given at the manifold 0,. Besides, under such conditions
the functional Z{ $,4} [ see expression (5.13)] describing the system motion in terms of random
paths on this manifold may be represented as

We note that the first term on the right-hand side of (5.25) coincides with the conventional Gauss
functional.

ACKNOWLEDGMENTS
The research described in this publication was made possible in part by support from Ukrai-
nian Committee of Science and Technology and by Grant No. Ul 1000 from the International
Science Foundation.

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