MARCH 1963 EDWARD N. LORENZ 131

equations again, although a far simpler set than the one which governs individual molecular motions.
   In any real hydrodynamical system, viscous dissipation is always occurring, unless the system is moving as a solid, and thermal dissipation is always occurring, unless the system is at constant temperature. For certain purposes many systems may be treated as conservative systems, in which the total energy, or some other quantity, does not vary with time. In seeking the ultimate behavior of a system, the use of conservative equations is unsatisfactory, since the ultimate value of any conservative quantity would then have to equal the arbitrarily chosen initial value. This difficulty may be obviated by including the dissipative processes, thereby making the equations nonconservative, and also including external mechanical or thermal forcing, thus preventing the system from ultimately reaching a state of rest. If the system is to be deterministic, the forcing functions, if not constant with time, must themselves vary according to some deterministic role.
   In this work, then, we shall deal specifically with finite systems of deterministic ordinary differential equations, designed to represent forced dissipative hydrodynamical systems. We shall study the properties of nonperiodic solutions of these equations.
   It is not obvious that such solutions can exist at all. Indeed, in dissipative systems governed by finite sets of linear equations, a constant forcing leads ultimately to a constant response, while a periodic forcing leads to a periodic response. Hence, nonperiodic flow has sometimes been regarded as the result of nonperiodic or random forcing.
   The reasoning leading to these conclusions is not applicable when the governing equations are nonlinear. If the equations contain terms representing advection - the transport of some property of a fluid by the motion of the fluid itself-a constant forcing can lead to a variable response. In the rotating-basin experiments already mentioned, both periodic and nonperiodic flow result from thermal forcing which, within the limits of experimental control, is constant. Exact periodic solutions of simplified systems of equations, representing dissipative flow with constant thermal forcing, have been obtained analytically by the writer (1962a). The writer (1962b) has also found nonperiodic solutions of similar systems of equations by numerical means.

2. Phase space

   Consider a system whose state may be described by M variables X1... XM. Let the system be governed by the set of equations

where time t is the single independent variable, and the functions Fi possess continuous first partial derivatives. Such a system may be studied by means of phase space

an M-dimensional Euclidean space Γ hose coordinates are X1, … , XM . Each point in phase space represents a possible instantaneous state of the system. A state which is varying in accordance with (1) is represented by a moving particle in phase space, traveling along a trajectory in phase space. For completeness, the position of a stationary particle, representing a steady state, is included as a trajectory.


   Phase space has been a useful concept in treating finite systems, and has been used by such mathema­ticians as Gibbs (1902) in his development of statistical mechanics, Poincaré (1881) in his treatment of the solutions of differential equations, and Birkhoff (1927) in his treatise on dynamical systems. From the theory of differential equations (e, g., Ford 1933, ch. 6), it follows, since the partial derivatives ∂Fi/∂X1 are continuous, that if t0 is any time, and if X10, …,XM0 is any point in Γ, equations (1) possess a unique solution

valid throughout some time interval containing t0 , and satisfying the condition

The functions fi are continuous in X10,…, XM0 and t. Hence there is a unique trajectory through each point of Γ. Two or more trajectories mar, however, approach the same point or the same curve asymptotically as t→ ∞ or as t→ -∞.  Moreover, since the functions fi are continuous, the passage of time defines a continuous deformation of any region of r into another region.
   In the familiar case of a conservative system, where some positive definite quantity Q, which mar represent some form of energy, is invariant with time, each tra­jectory is confined to one or another of the surfaces of constant Q. These surfaces mar take the form of closed concentric shells.


   If, on the other hand, there is dissipation and forcing, and if, whenever Q equals or exceeds some fixed value Q1, the dissipation acts to diminish Q more rapidly then the forcing can increase Q, then (-dQ/dt) has a positive lower bound where Q ≥ Ql, and each trajectory must ultimately become trapped in the region where Q < Ql. Trajectories representing forced dissipative flow mar therefore differ considerably from those representing conservative flow. Forced dissipative systems of this sort are typified by the system

where ∑aijkXiXjXk vanishes identically, ∑bijkXiXj is positive definite, and c1,…, cM are constants. If

 
     
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