Nonequilibrium Thermodynamics of Chemical Reaction Networks: Wisdom from Stochastic Thermodynamics
Riccardo Rao and Massimiliano Esposito Complex Systems and Statistical Mechanics, Physics and Materials Science Research Unit, University of Luxembourg, L-1511 Luxembourg, Luxembourg (Dated: January 13, 2017. Published in Phys. Rev. X, DOI: 10.1103/PhysRevX.6.041064) We build a rigorous nonequilibrium thermodynamic description for open chemical reaction networks of elementary reactions (CRNs). Their dynamics is described by deterministic rate equations with mass action kinetics. Our most general framework considers open networks driven by time-dependent chemostats. The energy and entropy balances are established and a nonequilibrium Gibbs free energy is introduced. The difference between this latter and its equilibrium form represents the minimal work done by the chemostats to bring the network to its nonequilibrium state. It is minimized in nondriven detailed-balanced networks (i.e. networks which relax to equilibrium states) and has an interesting information-theoretic interpretation. We further show that the entropy production of complex balanced networks (i.e. networks which relax to special kinds of nonequilibrium steady states) splits into two non-negative contributions: one characterizing the dissipation of the nonequilibrium steady state and the other the transients due to relaxation and driving. Our theory lays the path to study time-dependent energy and information transduction in biochemical networks.
PACS numbers: 05.70.Ln, 87.16.Yc
I. INTRODUCTION so surprising since living systems are the paramount ex- ample of nonequilibrium processes and they are powered Thermodynamics of chemical reactions has a long his- by chemical reactions. The fact that metabolic processes tory. The second half of the 19th century witnessed the involve thousands of coupled reactions also emphasized dawn of the modern studies on thermodynamics of chem- the importance of a network description [25–27]. While ical mixtures. It is indeed at that time that J. W. Gibbs complex dynamical behaviors such as oscillations were introduced the concept of chemical potential and used it analyzed in small CRNs [28, 29], most studies on large bio- to define the thermodynamic potentials of non-interacting chemical networks focused on the steady-state dynamics. mixtures [1]. Several decades later, this enabled T. de Don- Very few studies considered the thermodynamic properties der to approach the study of chemical reacting mixtures of CRNs [30–33]. One of the first nonequilibrium thermo- from a thermodynamic standpoint. He proposed the dynamic description of open biochemical networks was concept of affinity to characterize the chemical force ir- proposed in Ref. [34]. However, it did not take advantage reversibly driving chemical reactions and related it to of Chemical Reaction Network Theory which connects the the thermodynamic properties of mixtures established by network topology to its dynamical behavior and which Gibbs [2]. I. Prigogine, who perpetuated the Brussels was extensively studied by mathematicians during the School founded by de Donder, introduced the assumption seventies [35–37] (this theory was also later extended to of local equilibrium to describe irreversible processes in stochastic dynamics [38–41]). As far as we know, the terms of equilibrium quantities [3, 4]. In doing so, he first and single study that related the nonequilibrium pioneered the connections between thermodynamics and thermodynamics of CRNs to their topology is Ref. [22], kinetics of chemical reacting mixtures [5]. still restricting itself to steady states. During the second half of the 20th century, part of the In this paper, we consider the most general setting attention moved to systems with small particle numbers for the study of CRNs, namely open networks driven which are ill-described by “deterministic” rate equations. by chemostatted concentrations which may change over The Brussels School, as well as other groups, produced time. To the best of our knowledge, this was never con- various studies on the nonequilibrium thermodynamics sidered before. In this way, steady-state properties as of chemical systems [6–11] using a stochastic description well as transient ones are captured. Hence, in the same based on the (Chemical) Master Equation [12, 13]. These way that Stochastic Thermodynamics is built on top of studies played an important role during the first decade stochastic dynamics, we systematically build a nonequi- of the 21st century for the development of Stochastic librium thermodynamic description of CRNs on top of Thermodynamics, a theory that systematically establishes deterministic chemical rate equations. In doing so, we a nonequilibrium thermodynamic description for systems establish the energy and entropy balance and introduce arXiv:1602.07257v3 [cond-mat.stat-mech] 11 Jan 2017 obeying stochastic dynamics [14–17], including chemical the nonequilibrium entropy of the CRN as well as its reaction networks (CRNs) [18–22]. nonequilibrium Gibbs free energy. We show this latter Another significant part of the attention moved to the to bear an information-theoretical interpretation similar thermodynamic description of biochemical reactions in to that of Stochastic Thermodynamics [42–45] and to be terms of deterministic rate equations [23, 24]. This is not related to the dynamical potentials derived by mathemati- 2 cians. We also show the relation between the minimal environment chemical work necessary to manipulate the CRNs far system from equilibrium and the nonequilibrium Gibbs free en- ergy. Our theory embeds both the Prigoginian approach k+1 to thermodynamics of irreversible processes [5] and the Xa 2Xb + Xc thermodynamics of biochemical reactions [23]. Making k-1 full use of the mathematical Chemical Reaction Network
Theory, we further analyze the thermodynamic behav- +2 ior of two important classes of CRNs: detailed-balanced k Xc + Xd Xe networks and complex-balanced networks. In absence of k-2 time-dependent driving, the former converges to thermo- dynamic equilibrium by minimizing their nonequilibrium Gibbs free energy. In contrast, the latter converges to a specific class of nonequilibrium steady states and always FIG. 1: Representation of a closed CRN. The chemical allow for an adiabatic–nonadiabatic separation of their species are {Xa, ··· , Xe}. The two reaction pathways are labeled by 1 and 2. The nonzero stoichiometric coefficients entropy production, which is analogous to that found in a b c are −∇+1 = −1, ∇−1 = 2 and ∇−1 = 1 for the first Stochastic Thermodynamics [46–50]. We note that while c d forward reaction and −∇+2 = −1, −∇+2 = −1 and finalizing this paper, a result similar to the latter was e ∇−2 = 1 for the second one. Since the network is closed, independently found in Ref. [51]. no chemical species is exchanged with the environment.
Outline and Notation integer-valued stoichiometric matrix
The paper is organized as follows. After introducing ∇ ≡ ∇− − ∇+ . (2) the necessary concepts in chemical kinetics and Chemical Reaction Network Theory, sec.II, the nonequilibrium The reason for the choice of the symbol “∇” will become thermodynamic description is established, sec.III. As in clear later. Stochastic Thermodynamics, we build it on top of the Example 1. The stoichiometric matrix of the CRN de- dynamics and formulate the entropy and energy balance, picted in fig.1 is §IIID and §IIIE. Chemical work and nonequilibrium Gibbs free energy are also defined and the information- −1 0 theoretic content of the latter is discussed. The special 2 0 properties of detailed-balance and of complex-balanced ∇ = 1 −1 . (3) networks are considered in sec.V andIV, respectively. 0 −1 Conclusions and perspectives are drawn in sec.VI, while 0 1 some technical derivations are detailed in the appendices. We now proceed by fixing the notation. We consider a system composed of reacting chemical species Xσ, each of which is identified by an index σ ∈ S, where S is the Physical quantities associated to species and reactions set of all indices/species. The species populations change are represented in upper–lower indices vectorial nota- due to elementary reactions, i.e. all reacting species and tion. Upper and lower indexed quantities have the same i reactions must be resolved (none can be hidden), and all physical values, e.g. Z = Zi, ∀ i. We use the Einstein reactions must be reversible, i.e. each forward reaction +ρ summation notation: repeated upper–lower indices im- has a corresponding backward reaction −ρ. Each pair of plies the summation over all the allowed values for those forward–backward reactions is a reaction pathway denoted indices—e.g. σ ∈ S for species and ρ ∈ R for reactions. by ρ ∈ R. The orientation of the set of reaction pathways Given two arbitrary vectorial quantities a = {ai} and R is arbitrary. Hence, a generic CRN is represented as b = {bi}, the following notation will be used
+ρ ibi Y ibi X σ k X σ a ≡ a . ∇+ρ Xσ ∇−ρ Xσ . (1) k−ρ i σ σ i The constants k+ρ (k−ρ) are the rate constants of the Finally, given the matrix C, whose elements are {Cj}, the T j forward (backward) reactions. The stoichiometric coeffi- elements of the transposed matrix C are {Ci }. cients −∇σ and ∇σ identify the number of molecules The time derivative of a physical quantity A is denoted +ρ −ρ ¯ of Xσ involved in each forward reaction +ρ (the stoi- by dtA, its steady state value by an overbar, A, and its eq chiometric coefficients of the backward reactions have equilibrium value by Aeq or A . We reserve the overdot, opposite signs). Once stacked into two non-negative ma- A˙, to denote the rate of change of quantities which are σ σ trices ∇+ = {∇+ρ} and ∇− = {∇−ρ}, they define the not exact time derivatives. 3
II. DYNAMICS OF CRNS environment system In this section, we formulate the mathematical descrip- tion of CRNs [52, 53] in a suitable way for a thermo- k+1 dynamic analysis. We introduce closed and open CRNs Ya 2Xb + Xc -1 and show how to drive these latter in a time-dependent k way. We then define conservation laws and cycles and re- view the dynamical properties of two important classes of k+2 CRNs: detailed-balanced networks and complex-balanced Xc + Xd Ye networks. k-2 We consider a chemical system in which the reacting species {Xσ} are part of a homogeneous and ideal di- lute solution: the reactions proceed slowly compared to FIG. 2: Representation of an open CRN. With respect to diffusion and the solvent is much more abundant than the CRN in fig.1, the species Xa and Xe are chemostatted, the reacting species. Temperature T and pressure p are hence represented as Ya and Ye. The green boxes aside kept constant. Since the volume of the solution V is represent the reservoirs of chemostatted species. overwhelmingly dominated by the solvent, it is assumed constant. The species abundances are large enough so that the molecules discreteness can be neglected. Thus, B. Driven CRNs at any time t, the system state is well-described by the molar concentration distribution {Zσ ≡ N σ/V }, where σ In open CRNs, matter is exchanged with the environ- N is the molarity of the species Xσ. ment via reservoirs which control the concentrations of The reaction kinetics is controlled by the reaction rate some specific species, fig.2. These externally controlled ±ρ σ functions J {Z } , which measure the rate of occur- species are said to be chemostatted, while the reservoirs rence of reactions and satisfy the mass action kinetics controlling them are called chemostats. The chemostat- [52, 54, 55] ting procedure may mimic various types of controls by the environment. For instance, a direct control could be ±ρ ±ρ σ ±ρ σ∇±ρ J ≡ J {Z } = k Z σ . (4) implemented via external reactions (not belonging to the CRN) or via abundant species whose concentrations are The net concentration current along a reaction pathway negligibly affected by the CRN reactions within relevant ρ is thus given by time scales. An indirect control may be achieved via semipermeable membranes or by controlled injection of ∇+ρ ∇−ρ J ρ ≡ J +ρ − J −ρ = k+ρZσ σ − k−ρZσ σ . (5) chemicals in continuous stirred-tank reactors. Among the chemical species, the chemostatted ones are Example 2. For the CRN in fig.1 the currents are denoted by the indices σy ∈ Sy, and the internal ones by σx ∈ Sx (S ≡ Sx∪Sy). Also, the part of the stoichiometric J 1 = k+1Za − k−1(Zb)2Zc matrix related to the internal (resp. chemostatted) species σ (6) is denoted by ∇X = ∇σx (resp. ∇Y = ∇ y ). J 2 = k+2ZcZd − k−2Ze . ρ ρ Example 3. When chemostatting the CRN in fig.1 as in fig.2 the stoichiometric matrix (3) splits into
2 0 −1 0 ∇X = 1 −1 , ∇Y = . (8) A. Closed CRNs 0 1 0 −1 A closed CRN does not exchange any chemical species with the environment. Hence, the species concentrations vary solely due to chemical reactions and satisfy the rate In nondriven open CRNs the chemostatted species have equations σy constant concentrations, i.e. {dtZ = 0}. In driven open CRNs the chemostatted concentrations change over σ σ ρ dtZ = ∇ρ J , ∀ σ ∈ S . (7) time according to some time-dependent protocol π(t): {Zσy ≡ Zσy (π(t))}. The changes of the internal species Since rate equations are nonlinear, complex dynamical are solely due to reactions and satisfy the rate equations behaviors may emerge [29]. The fact that the rate equa- tions (7) can be thought of as a continuity equation for σx σx ρ dtZ = ∇ρ J , ∀ σx ∈ Sx . (9) the concentration, where the stoichiometric matrix ∇ (2) σy acts as a discrete differential operator, explains the choice Instead, the changes of chemostatted species {dtZ } are σy ρ of the symbol “∇” for the stoichiometric matrix [56]. not only given by the species formation rates {∇ρ J } 4 but must in addition contain the external currents {Iσy }, environment which quantify the rate at which chemostatted species system enter into the CRN (negative if chemostatted species leave the CRN), k+1 H2O 2H + O σy σy ρ σy -1 dtZ = ∇ρ J + I , ∀ σy ∈ Sy . (10) k This latter equation is not a differential equation since the chemostatted concentrations {Zσy } are not dynam- k+2 O + C CO ical variables. It shows that the external control of the -2 chemostatted concentration is not necessarily direct, via k the chemostatted concentrations, but can also be indi- rectly controlled via the external currents. We note that (10) is the dynamical expression of the decomposition of FIG. 3: Specific implementation of the CRN in fig.2. changes of species populations in internal–external intro- duced by de Donder (see [57, §§ 4.1 and 15.2]). A steady-state distribution {Z¯σx }, if it exists, must where the first term is nonvanishing for at least one ρ ∈ R. satisfy λb λb σ The broken components {L ≡ `σ Z } are no longer constant over time. On the other hand, the unbroken σx ¯ρ ∇ρ J = 0 , ∀ σx ∈ Sx , (11a) conservation laws are characterized by σy ¯ρ ¯σy ∇ρ J + I = 0 , ∀ σy ∈ Sy , (11b) `λu ∇σx +`λu ∇σy = 0 , ∀ ρ ∈ R , (15) σx ρ σy ρ for given chemostatted concentrations {Zσy }. | {z } = 0 where the first term vanishes for all ρ ∈ R. Therefore, the C. Conservation Laws λu λu σ unbroken components {L ≡ `σ Z } remain constant over time. Without loss of generality, we choose the set In a closed CRN, a conservation law ` = {`σ} is a left {`λ} such that the entries related to the chemostatted null eigenvector of the stoichiometric matrix ∇ [23, 25] species vanish, `λu = 0, ∀λ , σ . σy u y σ `σ ∇ρ = 0 , ∀ ρ ∈ R . (12) Example 4. For the CRN in fig.1, an independent set of conservation laws is Conservation laws identify conserved quantities L ≡ σ `σ Z , called components [23, 25], which satisfy `1 = 2 1 0 0 0 , σ 2 dtL = `σ dtZ = 0 . (13) ` = 0 0 0 1 1 and (16) `3 = 0 1 −1 1 0 . We denote a set of independent conservation laws of 2 the closed network by `λ and the corresponding com- When chemostatting as in fig.2, the first two conservation λ λ σ ponents by L ≡ `σ Z . The choice of this set is not laws break while the last one remains unbroken. We unique, and different choices have different physical mean- also note that this set is chosen so that the unbroken ings. This set is never empty since the total mass is 3 3 conservation law satisfies `a = `e = 0. When considering always conserved. Physically, conservation laws are often the specific implementation in fig.3 of the CRN in fig.2, related to parts of molecules, called moieties [58], which we see that the first two conservation laws in (16) represent are exchanged between different species and/or subject the conservation of the concentrations of the moiety H to isomerization (see example4). and C, respectively. Instead, the third conservation law σ In an open CRN, since only {Z x } are dynamical vari- in (16) does not have a straightforward interpretation. It ables, the conservation laws become the left null eigenvec- is related to the fact that when the species H or C are tors of the stoichiometric matrix of the internal species produced also O must be produced and vice versa. ∇X. Stated differently, when starting from the closed CRN, the chemostatting procedure may break a subset of the conservation laws of the closed network {`λ} [56]. E.g. when the first chemostat is introduced the total mass D. Detailed-Balanced Networks conservation law is always broken. Within the set `λ , we label the broken ones by λ and the unbroken ones by b A steady state (11) is said to be an equilibrium state, λu. The broken conservation laws are characterized by σ {Zeq}, if it satisfies the detailed balance property [57, § 9.4], `λb ∇σx +`λb ∇σy = 0 , ∀ ρ ∈ R , (14) i.e. all concentration currents (5) vanish, σx ρ σy ρ | {z } ρ ρ σ 6= 0 Jeq ≡ J {Zeq} = 0, ∀ ρ ∈ R . (17) 5
σy ρ For open networks, this means that the external currents, their prior values due to the injection of −∇ρ c molecules eq. (11b), must also vanish {Iσy = 0}. By virtue of mass of X performed by the chemostats. Emergent cycles are eq σy action kinetics, eq. (4), the detailed balance property (17) thus pathways transferring chemicals across chemostats can be rewritten as while leaving the internal state of the CRN unchanged.
+ρ We denote by {cε} a set of linearly independent emergent k ρ σ ∇σ cycles. = Zeq , ∀ ρ ∈ R . (18) k−ρ When chemostatting an initially closed CRN, for each A CRN is said to be detailed-balanced if, for given species which is chemostatted, either a conservation law breaks—as mentioned in §IIC—or an independent emer- kinetics {k±ρ} and chemostatting {Zσy }, its dynamics exhibits an equilibrium steady state (17). For each set gent cycle arises [56]. This follows from the rank nul- lity theorem for the stoichiometric matrices ∇ and ∇X, of unbroken components {Lλu }—which are given by the initial condition and constrain the space where the dynam- which ensures that the number of chemostatted species ics dwells—the equilibrium distribution is globally stable |Sy| equals the number of broken conservation laws |λb| [59]. Equivalently, detailed-balanced networks always re- plus the number of independent emergent cycles |ε|: lax to an equilibrium state, which for a given kinetics and |Sy| = |λb| + |ε|. Importantly, the rise of emergent cycles chemostatting is unique and depends on the unbroken is a topological feature: it depends on the species which components only, see also sec.V. are chemostatted, but not on the chemostatted concentra- Closed CRNs must be detailed-balanced. This state- tions. We also note that emergent cycles are modeled as ment can be seen as the zeroth law for CRNs. Conse- “flux modes” in the context of metabolic networks [60–62]. quently, rather than considering eq. (18) as a property Example 5. To illustrate the concepts of cycles and of the equilibrium distribution, we impose it as a prop- emergent cycles, we use the following CRN [56] erty that the rate constants must satisfy and call it local detailed-balance property. It is a universal property of k+1 Y + X X elementary reactions which holds regardless of the net- 1 a 1 b work state. Indeed, while the equilibrium distribution k− +4 2 depends on the components, the r.h.s. of eq. (18) does k k− not. This point will become explicit after introducing the 4 +2 k− k thermodynamic structure, eq. (88) in sec.V. The local 3 k− X Y + X detailed-balance property will be rewritten in a thermo- c +3 2 a dynamic form in §IIIB, eq. (50). k (21) In open nondriven CRNs, the chemostatting procedure may prevent the system from reaching an equilibrium whose Y1 and Y2 species are chemostatted. The stoichio- state. To express this scenario algebraically we now in- metric matrix decomposes as troduce the concepts of emergent cycle and cycle affinity. ρ −1 1 −1 1 A cycle ˜c = {c˜ } is a right null eigenvector of the −1 0 0 1 ∇X = 1 −1 0 0 ∇Y = . stoichiometric matrix [56], namely 0 1 −1 0 0 0 1 −1 σ ρ ∇ρ c˜ = 0 , ∀ σ ∈ S . (19) (22)
Since ∇ is integer-valued, ˜c can always be rescaled to The set of linearly independent cycles (19) consists of only only contain integer coefficients. In this representation, one cycle, which can be written as its entries denote the number of times each reaction occurs T (negative signs identify reactions occurring in backward c˜ = 1 1 1 1 . (23) direction) along a transformation which overall leaves the σ concentration distributions {Z } unchanged, see example As the CRN is chemostatted one linearly independent 5. We denote by {˜cα} a set of linearly independent cycles. emergent cycle (20) arises An emergent cycle c = {cρ} is defined algebraically as [56] T c = 1 1 −1 −1 . (24)
( σx ρ ∇ c = 0 , ∀ σx ∈ Sx ρ (20) We now see that if each reaction occurs a number of times σy ρ ∇ρ c 6= 0 , for at least one σy ∈ Sy . given by the entry of the cycle (23), the CRN goes back to the initial state, no matter which one it is. On the other In its integer-valued representation, the entries of c de- hand, when the emergent cycle (24) is performed, the note the number of times each reaction occurs along a state of the internal species does not change, while two transformation which overall leaves the concentrations of molecules of Y1 are annihilated and two of Y2 are created. the internal species {Zσx } unchanged while changing the However, since the chemostats restore their initial values, concentrations of the chemostatted species by an amount the overall result of c is to transfer two Y1, transformed σy ρ ∇ρ c . These latter are however immediately restored to in Y2, from the first to the second chemostat. 6
The closed version of this CRN has two independent Finally, a tacit assumption in the above discussion is conservation laws, that the network involves a finite number of species and reactions, i.e. the CRN is finite-dimensional. Infinite- 1 ` = 0 1 1 1 1 dimensional CRNs can exhibits long-time behaviors differ- (25) `2 = 1 1 1 0 0 ent from equilibrium even in absence of emergent cycles [63]. the first of which, `1, is broken following the chemostatting of any of the two species Y1 or Y2. The other chemostat- ted species, instead, gives rise to the emergent cycle (24), E. Complex-Balanced Networks so that the relationship |Sy| = |λb| + |ε| is satisfied. To discuss complex-balanced networks and complex- Any cycle ˜c and emergent cycle c bears a cycle affinity α ε balanced distributions, we first introduce the notion of [56] complex in open CRNs. J A complex is a group of species which combines in a A˜ =c ˜ρ RT ln +ρ , (26) α α J reaction as products or as reactants. Each side of eq. (1) −ρ defines a complex but different reactions might involve J ρ +ρ the same complex. We label complexes by γ ∈ C, where Aε = cε RT ln . (27) J−ρ C is the set of complexes. From the definition of cycle (19) and current (5), and Example 7. Let us consider the following CRN [64] the local detailed balance (18), it follows that the cycle +1 affinities along the cycles (19) vanish, {A˜α = 0}, and that k Xa )−−−−−−* Xb the cycle affinities along the emergent cycles only depend −1 k . (29) on the chemostatted concentrations k+2 k+3 Xa + Xb )−−−−−−* 2 Xb )−−−−−−* Xc σy k−2 k−3 ρ k+ρ −∇ρ Aε = cε RT ln Zσy . (28) k−ρ The set of complexes is C = {Xa, Xb, Xa + Xb, 2Xb, Xc}, Since emergent cycles are pathways connecting different and the complex 2Xb is involved in both the second and chemostats, the emergent affinities quantify the chemical third reaction. forces acting along the cycles. This point will become The notion of complex allows us to decompose the clearer later, when the thermodynamic expressions of the stoichiometric matrix ∇ as emergent cycle affinities {Aε} will be given, eq. (49). σ σ γ A CRN is detailed-balanced if and only if all the emer- ∇ρ = Γγ ∂ρ . (30) gent cycle affinities {Aε} vanish. This condition is equiv- σ alent to the Wegscheider’s condition [59]. This happens We call Γ = {Γγ } the composition matrix [35, 37]. Its σ when the chemostatted concentrations fit an equilibrium entries Γγ are the stoichiometric number of species Xσ distribution. As a special case, unconditionally detailed- in the complex γ. The composition matrix encodes the balanced networks are open CRNs with no emergent cycle. structure of each complex in terms of species, see example γ Therefore, they are detailed-balanced for any choice of the 8. The matrix ∂ = {∂ρ } denotes the incidence matrix of chemostatted concentrations. Consequently, even when a the CRN, whose entries are given by time-dependent driving acts on such a CRN and prevents it from reaching an equilibrium state, a well-defined equi- 1 if γ is the product complex of +ρ , librium state exists at any time: the equilibrium state to γ ∂ρ = −1 if γ is the reactant complex of +ρ , which the CRN would relax if the time-dependent driving 0 otherwise. were stopped. (31) Example 6. Any CRN with one chemostatted species only (|Sy| = 1) is unconditionally detailed-balanced. In- The incidence matrix encodes the structure of the network deed, as mentioned in §IIC, the first chemostatted species at the level of complexes, i.e. how complexes are con- always breaks the mass conservation law, |λb| = 1 and nected by reactions. If we think of complexes as network thus no emergent cycle arises, |ε| = |Sy| − |λb| = 0. nodes, the incidence matrix associates an edge to each The open CRN in fig.2 is an example of unconditionally reaction pathway and the resulting topological structure detailed-balanced network with two chemostatted species, is a reaction graph, e.g. fig.1 and eqs. (21) and (29). The since the chemostatting breaks two conservation laws, stoichiometric matrix instead encodes the structure of the see example4. Indeed, a nonequilibrium steady state network at the level of species. If we think of species as would require a continuous injection of Ya and ejection of the network nodes, the stoichiometric matrix does not Ye (or vice versa). But this would necessary result in a define a graph since reaction connects more than a pair of continuous production of Xb and consumption of Xd which species, in general. The structure originating is rather a is in contradiction with the steady state assumption. hyper-graph [56, 65], or equivalently a Petri net [66, 67]. 7
Example 8. The composition matrix and the incidence A steady-state distribution {Z¯σx } (11) is said to be matrix of the CRN in (29) are complex-balanced if the net current flowing in each group ρ of complexes Cj vanishes, i.e. if the currents {J¯ } satisfy −1 0 0 X 1 0 1 0 0 1 0 0 ∂jJ¯ρ ≡ ∂γ J¯ρ = 0 , ∀j . (37) Γ = 0 1 1 2 0 , ∂ = 0 −1 0 , ρ ρ γ∈C 0 0 0 0 1 0 1 −1 j 0 0 1 Complex-balance steady states are therefore a subclass of (32) steady states (11a) which include equilibrium ones (17) as a special case where the complexes are ordered as in example7. The corresponding reaction hyper-graph is σ Γ x ∂j J¯ρ . (38) j ρ |{z} k+1 = 0 iff DB | {z } k+3 = 0 iff CB Xa Xb Xc | {z } = 0 for generic SS
k+2 (33) While for generic steady states only the internal species formation rates vanish, for complex-balanced ones the where only the forward reactions are depicted. complex formation rates also vanish. ±ρ In an open CRN, we regroup all complexes γ ∈ C of For a fixed kinetics ({k }) and chemostatting (Sy and the closed CRN which have the same stoichiometry for {Zσy }), a CRN is complex-balanced if its dynamics ex- the internal species (i.e. all complexes with the same hibits a complex-balanced steady state (37) [35, 36]. The X internal part of the composition matrix Γγ regardless complex-balanced distribution (37) depends on the unbro- Y ken components {Lλu }, which can be inferred from the of the chemostatted part Γγ ) in sets denoted by Cj, for j = 1, 2,... . Complexes of the closed network made solely initial conditions, and is always globally stable [68]. Hence, of chemostatted species in the open CRN are all regrouped complex-balanced networks always relax to a—complex- balanced—steady state. Detailed-balanced networks are in the same complex C0. This allows to decompose the internal species stoichiometric matrix as a subclass of complex-balanced networks. Whether or not a CRN is complex-balanced depends on σx σx j ∇ρ = Γj ∂ρ . (34) the network topology (∇), the kinetics ({k±ρ}) and the σy σx σx chemostatting (Sy and {Z }). For any given network where {Γj ≡ Γγ , for γ ∈ Cj} are the entries of the composition matrix corresponding to the internal species, topology and set of chemostatted species Sy, one can ∇±ρ and {∂j ≡ P ∂γ } are the entries of the incidence always find a set of effective rate constants {k±ρZσy σy } ρ γ∈Cj ρ matrix describing the network of regrouped complexes. which makes that CRN complex-balanced [37]. However, This regrouping corresponds to the—equivalent—CRN for some CRNs, this set coincides with the one which only made of internal species with effective rate constant makes the CRN detailed-balanced [69]. A characterization ∇±ρ {k±ρZσy σy } ruling each reaction. of the set of effective rate constants which make a CRN complex balanced is reported in Refs. [37, 69]. Example 9. Let us consider the CRN (29) where the Deficiency-zero CRNs are a class of CRN which is species Xa and Xc are chemostatted. The five complexes complex-balanced irrespective of the effective kinetics of the closed network, see example7, are regrouped as ∇±ρ {k±ρZσy σy } [35–37]. The network deficiency is a topo- C = {X , X }, C = {X , X + X } and C = {2 X }. 0 a c 1 b b a 2 b logical property of the CRN which we briefly discuss in In terms of these groups of complexes, the composition app.D, see Refs. [ 22, 52, 53] for more details. Conse- matrix and incidence matrix are quently, regardless of the way in which a deficiency-zero −1 0 1 CRN is driven in time, it will always remain complex- X C Γ = 0 1 2 , ∂ = 1 −1 0 , (35) balanced. Throughout the paper, we will refer to these 0 1 −1 CRNs as unconditionally complex-balanced, as in the sem- which corresponds to the effective representation inal work [35]. Example 10. The open CRN (36) has a single steady C0 state Z¯b for any given set of rate constants and chemostat- k +3 k +1 a c k − ted concentrations Z and Z [64], defined by (11a) c 1 Z a 3 Z − k 2 ¯b ¯1 ¯2 ¯3 k− dtZ = J + J − 2J 2Xb Xb k+2Za (36) = k+1Za − k−1Z¯b + k+2ZaZ¯b − k−2(Z¯b)2+ + 2k−3Zc − 2k+3(Z¯b)2 = 0 . 8
(39) III. THERMODYNAMICS OF CHEMICAL NETWORKS If the stronger condition (37) holds
3 1 Using local equilibrium, we here build the connection J¯ − J¯ = 0 , (group C0) , between the dynamics and the nonequilibrium thermo- ¯1 ¯2 J − J = 0 , (group C1) , (40) dynamics for arbitrary CRNs. In the spirit of Stochastic 2 3 J¯ − J¯ = 0 , (group C2) , Thermodynamics, we derive an energy and entropy bal- ance, and express the dissipation of the CRN as the which is equivalent to difference between the chemical work done by the reser- voirs on the CRN and its change in nonequilibrium free +1 a −1 ¯b +2 a ¯b −2 ¯b 2 k Z − k Z = k Z Z − k (Z ) energy. We finally discuss the information-theoretical = k+3(Z¯b)2 − k−3Zc , (41) content of the nonequilibrium free energy and its relation to the dynamical potentials used in Chemical Reaction the steady state is complex-balanced. Yet, if the steady- Network Theory. state currents are all independently vanishing, J¯1 = J¯2 = J¯3 = 0 , (42) A. Local Equilibrium i.e., eq. (41) is equal to zero, then the steady state is detailed-balanced. Since we consider homogeneous reaction mixtures in When, for simplicity, all rate constants are taken as ideal dilute solutions, the assumption of local equilibrium 1, the complex-balanced set of quadratic equations (41) [57, § 15.1] [70] means that the equilibration following ¯b a c admits a positive√ solution Z only if Z = 2 − Z (0 < any reaction event is much faster than any reaction time Zc < 2) or Za = Zc. The former case corresponds to scale. Thus, what is assumed is that the nonequilibrium a genuine complex-balanced state, Z¯b = 1 with currents nature of the thermodynamic description is solely due ¯1 ¯2 ¯3 c J = J = J = 1 −√Z , while the second to a detailed- to the reaction mechanisms. If all reactions could be balance state Z¯b = Zc with vanishing currents. When, instantaneously shut down, the state of the whole CRN for example, Za = 1 and Zc = 4, neither of the two would immediately become an equilibrated ideal mixture previous√ conditions holds: the nonequilibrium√ steady state√ of species. As a result, all the intensive thermodynamic is Z¯b = 3 with currents J¯1 = 1 − 3, J¯2 = −3 + 3, variables are well-defined and equal everywhere in the and J¯3 = −1. system. The temperature T is set by the solvent, which acts as a thermal bath, while the pressure p is set by the Example 11. Let us now consider the following open environment the solution is exposed to. As a result, each CRN [22] chemical species is characterized by a chemical potential k+1 k+2 k+3 [23, § 3.1] Ya )−−−−−−* Xb )−−−−−−* Xc + Xd −−−)−−−* Ye (43) k−1 k−2 k−3 ◦ Zσ µσ = µσ + RT ln , ∀ σ ∈ S , (45) where the species Ya and Ye are chemostatted. Out of Ztot the four complexes of the closed network, {Ya, Xb, Xc + ◦ ◦ Xd, Ye}, two are grouped into C0 = {Ya, Ye} and the where R denotes the gas constant and {µσ ≡ µσ(T )} other two remain C1 = {Xb} and C2 = {Xc + Xd}. The are the standard-state chemical potentials, which depend effective representation of this open CRN is on the temperature and on the nature of the solvent. The total concentration of the solution is denoted by Z = P Zσ + Z0, where Z0 is the concentration of the C0 tot σ +3 k +1 solvent. We assume for simplicity that the solvent does k k −1 e Z a not react with the solutes. In case it does, our results 3 Z − still hold provided one treats the solvent as a nondriven k 2 k− chemostatted species, as discussed in app.A. Since the Xc + Xd Xb k+2 (44) solvent is much more abundant than the solutes, the total concentration is almost equal to that of the solvent which This network is deficiency-zero and hence unconditionally is a constant, Ztot ' Z0. Without loss of generality, the 0 complex-balanced [22]. Therefore, given any set of rate constant term −RT ln Ztot ' −RT ln Z in eq. (45) is constants k±1, k±2, and k±3, and the chemostatted con- absorbed in the standard-state chemical potentials. Con- centrations Za and Ze, the steady state of this CRN is sequently, many equations appear with non-matching complex-balanced, i.e. the steady state always satisfies a dimensions. We also emphasize that standard state quan- set of condition like those in eq. (40). Indeed, contrary to tities, denoted with “◦”, are defined as those measured example 10, steady state currents {J¯1, J¯2, J¯3} different in ideal conditions, at standard pressure (p◦ = 100 kPa) from each other cannot exist since they would induce a ◦ 3 and molar concentration (Zσ = 1 mol/dm ), but not at a growth or decrease of some concentrations. standard temperature [71, p. 61]. 9
Due to the assumption of local equilibrium and homo- C. Enthalpies and Entropies of Reaction geneous reaction mixture, the densities of all extensive thermodynamic quantities are well-defined and equal ev- To identify the heat produced by the CRN, we need erywhere in the system. With a slight abuse of notation, to distinguish the enthalpic change produced by each we use the same symbol and name for densities as for their reaction from the entropic one. We consider the decompo- corresponding extensive quantity. E.g. S is the molar sition of the standard state chemical potentials [23, § 3.2]: entropy divided by the volume of the solution, but we denote it as entropy. We apply the same logic to rates of ◦ ◦ ◦ change. E.g. we call entropy production rate the molar µσ = hσ − T sσ . (51) entropy production density rate. ◦ The standard enthalpies of formation {hσ} take into ac- count the enthalpic contributions carried by each species B. Affinities, Emergent Affinities and [23, § 3.2] [72, § 10.4.2]. Enthalpy changes caused by Local Detailed Balance reactions give the enthalpies of reaction [23, § 3.2] [57, § 2.4] The thermodynamic forces driving reactions are given σ ◦ by differences of chemical potential (45) ∆rHρ = ∇ρ hσ , (52)
σ ∆rGρ ≡ ∇ρ µσ , (46) which at constant pressure measure the heat of reaction. This is the content of the Hess’ Law (see e.g. [72, § 10.4.1]). also called Gibbs free energies of reaction [57, § 9.3] ◦ The standard entropies of formation {sσ} take into ac- [23, § 3.2]. Since these must all vanish at equilibrium, count the internal entropic contribution carried by each σ eq ∇ρ µσ = 0, ∀ρ, we have species under standard-state conditions [23, § 3.2]. Using (51), the chemical potentials (45) can be rewritten as σ Zσ ∆rGρ = −RT ∇ρ ln eq . (47) Zσ ◦ ◦ µσ = hσ − T (sσ − R ln Zσ) . (53) | {z } The local detailed-balance (18) allows us to express these ≡ sσ thermodynamic forces in terms of reaction affinities, ◦ The entropies of formation {sσ ≡ sσ − R ln Zσ} account J+ρ Aρ ≡ RT ln = −∆rGρ (48) for the entropic contribution of each species in the CRN J−ρ [23, § 3.2]. Entropy changes along reactions are given by which quantify the kinetic force acting along each reaction ∆ S = ∇σ s , (54) pathway [57, § 4.1.3]. r ρ ρ σ The change of Gibbs free energy along emergent cycles, called entropies of reaction [23, § 3.2].
A = −cρ ∆ G = −cρ ∇σy µ , (49) ε ε r ρ ε ρ σy D. Entropy Balance gives the external thermodynamic forces the network is coupled to, as we shall see in eq. (61), and thus provide 1. Entropy Production Rate a thermodynamic meaning to the cycle affinities (28). Combining the detailed-balance property (18) and the The entropy production rate is a non-negative measure eq equilibrium condition on the affinities Aρ = 0 (46), we of the break of detailed balance in each chemical reaction. can relate the Gibbs free energies of reaction to the rate Its typical form is given by [57, § 9.5] [8] constants +ρ ◦ J+ρ k ∆rGρ T S˙ ≡ RT (J − J ) ln ≥ 0 , (55) = exp − , (50) i +ρ −ρ J k−ρ RT −ρ ◦ σ ◦ because where ∆rGρ ≡ ∇ρ µσ. This relation is the thermody- namic counterpart of the local detailed balance (18). It 1. It is non-negative and vanishes only at equilibrium, plays the same role as in Stochastic Thermodynamics, i.e. when the detailed balance property (17) is namely connecting the thermodynamic description to the satisfied; stochastic dynamics. We emphasize that the local detailed balance property as well as the local equilibrium assump- 2. It vanishes to first order around equilibrium, thus tion by no mean imply that the CRN operates close to allowing for quasi-static reversible transformations. equilibrium. Their importance is to assign well defined Indeed, defining equilibrium potentials to the states of the CRN, which σ σ are then connected by the nonequilibrium mechanisms, Z − Zeq σ σ σ = , | | 1 , ∀ σ ∈ S , (56) i.e. reactions. Zeq 10
we find that 3. System Entropy
˙ σ σ0 3 Si = Eσ0 σ + O , (57) The entropy of the ideal dilute solution constituting the CRN is given by (see app.A) σ where E ≡ {E 0 } is a positive semidefinite symmet- σ σ S ric matrix. S = Z sσ + RZ + S0 . (63)
Furthermore it can be rewritten in a thermodynamically The total concentration term appealing way using (48): X ZS ≡ Zσ (64)
ρ σ∈S T S˙i = −J ∆rGρ . (58) and the constant S0 together represent the entropic con- It can be further expressed as the sum of two distinct tribution of the solvent. S0 may also account for the contributions [56]: entropy of chemical species not involved in the reactions. We also prove in app.B that the entropy (63) can be ˙ σx σy σy obtained as a large particle limit of the stochastic entropy T Si = −µσx dtZ −µσy (dtZ − I ) . (59) | {z } | {z } of CRNs. ˙ ≡ T Sx ≡ T S˙y S would be an equilibrium entropy if the reactions could be all shut down. But in presence of reactions, it The first term is due to changes in the internal species becomes the nonequilibrium entropy of the CRN. Indeed, and thus vanishes at steady state. The second term is using eqs. (53), (58) and (62), we find that its change due to the chemostats. It takes into account both the can be expressed as exchange of chemostatted species and the time-dependent σ σ S driving of their concentration. If the system reaches a dtS = sσ dtZ + Z dtsσ + R dtZ σ σ nonequilibrium steady state, the external currents {I¯ y } = sσ dtZ (65) do not vanish and the entropy production reads ρ σy = J ∆rSρ + I sσy
= S˙i + S˙e . ¯˙ ¯σy T Si = I µσy . (60) This relation is the nonequilibrium formulation of the This expression can be rewritten as a bilinear form of Second Law of Thermodynamics for CRNs. It demon- emergent cycle affinities {Aε} (49) and currents along strates that the non-negative entropy production (55) ¯ε ε ¯ρ emergent cycle {J ≡ cρJ } [56] measures the entropy changes in the system plus those in the reservoirs (thermal and chemostats) [57]. ¯ ε T S˙i = J¯ Aε , (61) E. Energy Balance which clearly emphasizes the crucial role of emergent cycles in steady state dissipation. 1. First Law of Thermodynamics
Since the CRN is kept at constant pressure p, its en- 2. Entropy Flow Rate thalpy
σ ◦ The entropy flow rate measures the reversible entropy H = Z hσ + H0 (66) changes in the environment due to exchange processes is equal to the CRN internal energy, up to a constant. with the system [57]. Using the expressions for the en- Indeed, the enthalpy H is a density which, when written in thalpy of reaction (52) and entropy of formation (53), we terms of the internal energy (density) U, reads H = U +p. express the entropy flow rate as Using the rate equations (9) and (10), the enthalpy rate of change can be expressed as the sum of the heat flow T S˙ ≡ J ρ ∆ H +Iσy T s . (62) e r ρ σy rate, defined in eq. (62), and the enthalpy of formation | {z } ≡ Q˙ exchange rate
◦ σ σy ◦ dtH = h dtZ = Q˙ + I h . (67) The first contribution is the heat flow rate (positive if heat σ σy is absorbed by the system). When divided by temperature, Equivalently, it can be rewritten in terms of the entropy it measures minus the entropy changes in the thermal flow rate (62) as [57, § 4.1.2] bath. The second contribution accounts for minus the ˙ σy entropy change in the chemostats. dtH = T Se + I µσy . (68) 11
The last term on the r.h.s. of eq. (68) is the free energy free energy G of the generic distribution {Zσ} defined exchanged with the chemostats. It represents the chemical above is related to Geq (73) by work rate performed by the chemostats on the CRN [21, σ σ 23] G = Geq + RT L {Z }|{Zeq} , (74) where we introduced the relative entropy for non- W˙ ≡ Iσy µ . (69) c σy normalized concentration distributions, also called Shear Either eq. (67) or (68) may be considered as the nonequi- Lyapunov Function, or pseudo-Helmholtz function [35, 73, librium formulation of the First Law of Thermodynamics 74] for CRNs. The former has the advantage to solely focus σ 0σ σ Zσ S 0S on energy exchanges. The latter contains entropic contri- L ({Z }|{Z }) ≡ Z ln − Z − Z ≥ 0 . (75) Z0 butions but is appealing because it involves the chemical σ work (69). This quantity is a natural generalization of the relative entropy, or Kullback–Leibler divergence, used to com- pare two normalized probability distributions [75]. For 2. Nonequilibrium Gibbs Free Energy simplicity, we still refer to it as relative entropy. It quan- tifies the distance between two distributions: it is always We are now in the position to introduce the thermody- positive and vanishes only if the two distributions are σ 0σ namic potential regulating CRNs. The Gibbs free energy identical, {Z } = {Z }. Hence, eq. (74) proves that the of ideal dilute solutions reads nonequilibrium Gibbs free energy of a closed CRN is al- ways greater or equal than its corresponding equilibrium σ S G ≡ H − TS = Z µσ − RTZ + G0 . (70) form, G ≥ Geq. We now proceed to show that the nonequilibrium Gibbs As for entropy, the total concentration term −RTZS and free energy is minimized by the dynamics in closed CRNs, σ σ the constant G0 represent the contribution of the solvent viz. G—or equivalently L {Z }|{Zeq} [59, 76]—acts as (see app.A). Furthermore, in presence of reactions, G a Lyapunov function in closed CRNs. Indeed, the time becomes the nonequilibrium Gibbs free energy of CRNs. derivative of G (70) always reads We will now show that the nonequilibrium Gibbs free σ σ S energy of a closed CRN is always greater or equal than dtG = µσ dtZ + Z dtµσ + R dtZ σ (76) its corresponding equilibrium form. A generic nonequi- = µσ dtZ . librium concentration distribution {Zσ} is characterized by the set of components {Lλ = `λ Zσ}. Let {Zσ } be When using the rate equation for closed CRNs (7) we σ eq ρ σ the corresponding equilibrium distribution defined by the find that dtG = −J ∇ρ µσ. Using eq. (74) together with detailed-balance property (18) and characterized by the eqs. (46) and (58), we get same set of components {Lλ} (a formal expression for d G = RT d L {Zσ}|{Zσ } = −T S˙ ≤ 0 , (77) the equilibrium distribution will be given in eq. (88)). At t t eq i equilibrium, the Gibbs free energy (70) reads which proves the aforementioned result.
σ eq S Geq = Zeq µσ − RTZeq + G0 . (71) 3. Chemical Work As discussed in §IIIB, the equilibrium chemical potentials must satisfy ∇σ µeq = 0. We deduce that µeq must be a ρ σ σ In arbitrary CRNs, the rate of change of nonequilibrium linear combination of the closed system conservation laws Gibbs free energy (76) can be related to the entropy (12) production rate (59) using the rate equations of open eq λ CRN (9) and (10) and the chemical work rate (69), µσ = fλ `σ , (72) T S˙i = W˙ c − dtG ≥ 0 . (78) where {fλ} are real coefficients. Thus, we can write the equilibrium Gibbs free energy as This important results shows that the positivity of the entropy production sets an intrinsic limit on the chemical λ S Geq = fλ L − RTZeq + G0 . (73) work that the chemostats must perform on the CRN to change its concentration distribution. The equality sign In this form, the first term of the Gibbs free energy is achieved for quasi-static transformations (S˙ ' 0). λ i appears as a bilinear form of components {L } and con- If we now integrate eq. (78) along a transformation jugated generalized forces {fλ} [23, § 3.3], which can generated by an arbitrary time dependent protocol π(t), be thought of as chemical potentials of the components. which drives the CRN from an initial concentration dis- From eq. (72) and the properties of components (13), the tribution {Zσ} to a final one {Zσ}, we find σ eq σ eq i f equality Zeq µσ = Z µσ follows. Hence, using the defini- tion of chemical potential (45), the nonequilibrium Gibbs T ∆iS = Wc − ∆G ≥ 0 , (79) 12 where ∆G = Gf − Gi is the difference of nonequilibrium Gibbs free energies between the final and the initial state. Let us also consider the equilibrium state {Zσ } (resp. {Zσ} eqi i {Zσ }) obtained from {Zσ} (resp. {Zσ}) if one closes eqf i f σ the network (i.e. interrupt the chemostatting procedure) {Zf } and let it relax to equilibrium, as illustrated in fig.4. The Gibbs free energy difference between these two equilibrium non-equilibrium driving distributions, ∆Geq = Geqf − Geqi, is related to ∆G via the difference of relative entropies, eq. (74), relaxation* ∆G = ∆Geq + RT ∆L , (80) relaxation* where equilibrium driving