Watching Andy Murray go down in straight sets to his friend Novak Djokovic in Melbourne, it was impossible to avoid speculating about the Scot's future morale.

What is it like to lose a first, and then a second, and then a third Grand Slam final? Some great players know.

Here, for instance, are the reflections of a man who has just completed a second Grand Slam final without winning, beaten in New York by Pete Sampras, a player whom he had dismissed so decisively in their previous meeting that he had gone into the match feeling almost sorry about what he was going to do to him:

"...a different Pete showed up," he writes. "A Pete who doesn't ever miss...He's reaching everything, hitting everything, bounding back and forth like a gazelle...I'm helpless. I'm angry. I'm telling myself: This is not happening. Yes, this is happening..."

A few hours after the final, having slept briefly, our loser wakes up and imagines for a second that his defeat to Sampras has been no more than a dream. "But no," he goes on. "It's real. It happened. I watch the room grow slowly lighter, and my mind and spirit grow palpably darker."

As his autobiography, Open (Harper Collins, £8.99)  relates, Andre Agassi lost his third consecutive Grand Prix final, against his teenage rival Jim Courier, in France.

"I drop the tenth and decisive game of the fifth set, and congratulate Courier," he writes. "Friends tell me it's the most desolate look they've ever seen on my face. Afterwards I don't scold myself. I coolly explain it to myself this way: You don't have what it takes to get over the line."

Such was the interior monologue of the man who went on in 1999 to become only the fifth male player - after Rod Laver, Fred Perry, Roy Emerson and Donald Budge - to win all four grand slam singles titles.

The first of those triumphs came in his fourth big final, Wimbledon 1992, against Goran Ivanisevic. After the Croat has stormed through the fourth set to draw level, Agassi is at the tipping point.

"I tell myself one thing," he writes. "You want this. You do not want to lose, not this time. The problem in the last three slams was that you didn't want them enough, and therefore you didn't bring it, but this one you want, so this time you need to let Ivanisevic and everyone else in this joint know you want it."

What is it like to lose a first, and then a second, and then a third Grand Slam final? Some very good players know.

Ivanisevic went on to finish runner-up twice more at Wimbledon, to Sampras in 1994 and 1998, before returning in 2001 for his improbable triumph as a wild card entrant.

And so Murray's internal monologue will rage on, with thoughts of Djokovic, and his tormentor in his previous two finals, Roger Federer, arriving unbidden.

If Murray is to earn the prize he so patently desires, then, as with Agassi and Ivanisevic before him, something needs to shift in his head.

The effort to get the mind right is something that holds all elite performers in thrall, and the intensity of that effort is often almost palpable.

Speaking recently to another Scot, judo player Euan Burton, who earlier this month added a bronze medal from the World Masters event in Baku, Azerbaijan, to the two world and three European bronzes he has already won, the familiar striving was patently evident.

Although he had been beaten in his 81kg category semi-final by the home favourite Elnur Mammadli - 2008 Olympic champion in the 73kg division - Burton clearly returned from Baku in a winning frame of mind.

Mammadli sent the crowd into wild celebration as he secured victory by ippon. But Burton, and his coach Billy Cusack, maintain that the Azerbaijani should have lost because he employed an illegal leg grab.

"He did that at the point where he threw me for ippon," Burton said. "He should really have been disqualified, but that wasn't going to happen in front of all those home supporters!"

Having felt like an away team appealing for a penalty at Old Trafford, however, Burton has drawn strong comfort from his recollection of the bout. In short, he's convinced he's the better man.

"Right from the start, I felt very much as if I was in charge," he said. "Basically, I knew I had him. You don't always get that feeling. With some opponents you wonder how you are ever going to find a way.

"But even though I lost, I know how to beat Mammadli next time.

"I notice most medallists are competing in their second or third Games, so I hope the same thing happens for me. I fell out in the quarter-finals in Bejing. I would probably swap all the medals I've won for a gold in London."

Different arenas. Same struggle. Compared to the mental efforts required from elite performers, all the physical wear and tear must feel as nothing.

Mike Rowbottom, one of Britain's most talented sportswriters, has covered the last five Summer and four Winter Olympics for The Independent. Previously he has worked for the Daily Mail, The Times, The Observer, the Sunday Correspondent and The Guardian. He is now chief feature writer for insidethegames