We formulate a nonequilibrium thermodynamic description for open chemical reaction networks (CRNs) described by a chemical master equation. The topological properties of the CRN and its conservation laws are shown to play a crucial role. They are used to decompose the entropy production into a potential change and two work contributions, the first due to time dependent changes in the externally controlled chemostats concentrations and the second due to flows maintained across the system by nonconservative forces. These two works jointly satisfy a Jarzynski and Crooks fluctuation theorem. In the absence of work, the potential is minimized by the dynamics as the system relaxes to equilibrium and its equilibrium value coincides with the maximum entropy principle. A generalized Landauer’s principle also holds: the minimal work needed to create a nonequilibrium state is the relative entropy of that state to its equilibrium value reached in the absence of any work.
I. INTRODUCTION
Nonequilibrium thermodynamic descriptions of stochastic (bio-)chemical processes have long since been developed. Among the first, Hill and co-workers studied bio-catalysts as small fluctuating machines operating at steady-state. They introduced the concept of free energy transduction and analyzed how one form of chemical work can drive another one against its spontaneous direction.1 The importance of decomposing currents into network cycles (i.e., cyclic sets of transitions) was already emphasized. These results were, however, limited to steady-state systems described by linear chemical reaction networks (CRNs). The stochastic as well as the deterministic dynamics of these CRNs is described by the same linear rate equations for, respectively, probabilities or concentrations. They model, for instance, conformational changes of an enzyme or of a membrane transporter. Inspired by these seminal studies, Schnakenberg formulated steady-state thermodynamics for generic Markov jump processes and provided a systematic cycle decomposition for the entropy production (EP) rate.2 He considered, in particular, the stochastic description in terms of the Chemical Master Equation (CME)3,4 of nonlinear chemical reaction networks, i.e., CRNs described at the deterministic level by nonlinear rate equations for concentrations. The Brussels school and Ross and co-workers focused on the connection between the thermodynamic description resulting from the stochastic and the deterministic dynamics.5–8
With the advent of stochastic thermodynamics,9–12 the focus moved to the study of fluctuations, rather than focusing on the first two moments. Gaspard first showed that EP fluctuations in nonlinear CRNs at steady state satisfy a fluctuation theorem (FT).13 This result was later expressed in terms of currents along Schnakenberg cycles.14,15 Fluctuations in complex chemical dynamics such as bistability was analyzed, amongst others, by Qian and co-workers.16–18 A first formulation of stochastic thermodynamics for CRNs beyond steady state was done by Schmiedl and Seifert.19
Despite this long history, none of these descriptions made use of the specific topology of the CRN encoded in its stoichiometric matrix. Mathematicians know, however, that the CRN topology plays an important role in its deterministic20,21 as well as stochastic dynamics.22,23 But the question of how it affects the thermodynamic description was only studied recently: for deterministic dynamics in Refs. 24 and 25 and for stochastic dynamics at steady state in Ref. 26. In this paper, we address this question in full generality for CRNs whose dynamics is stochastic. We will do so by presenting a formulation of stochastic thermodynamics for CRNs which systematically makes use of the conservation laws. Doing so leads to a significantly more informative thermodynamic description. In particular, we decompose the EP into three fundamental dissipative contributions: a newly defined potential change, a driving work contribution due to time dependent changes in the externally controlled chemostats concentrations, and a nonconservative work contribution due to a minimal set of flows maintained across the system by nonconservative forces. In contrast to the traditional chemical work given by minus the free energy change in the chemostats, these two new work contributions are shown to jointly satisfy a finite-time detailed and integral FT when the CRN is initially prepared in an equilibrium state. In turn, the importance of the potential lies in the fact that it is minimized by the relaxation dynamics towards equilibrium in the absence of the first two work contributions, i.e., when the system is detailed-balanced. It can be seen as a Legendre transform with respect to those conservation laws that are broken by the chemostats. At equilibrium, it coincides with the potential obtained from maximizing entropy with broken conservation laws as constrains. We also discuss the connection of our findings to absolute irreversibility,27 to free energy transduction in nonlinear CRNs, and to cycle decompositions of the entropy production. Finally, we derive a nonequilibrium Landauer’s principle for the driving and nonconservative work which generalizes the previous ones to nondetailed-balanced dynamics.28,29
A. Outline
The paper is organized as follows. In Sec. II, we review the stochastic description of closed and open CRNs and introduce conservation laws and stoichiometric cycles. In Sec. III, the connection with thermodynamics is made. The stochastic reaction rates are expressed in terms of Gibbs potentials via the equilibrium distribution of the closed CRN. Enthalpy balance and entropy balance are defined along stochastic trajectories, and Jarzynski-like FTs for the chemical work are discussed. In Sec. IV, the EP is partitioned into its three contributions. In Sec. V, we analyze open detailed balanced CRNs; more specifically, their relaxation to equilibrium as chemostats are successively introduced. In Sec. VI, finite-time detailed FTs for the driving and nonconservative work are derived. In Sec. VII, the ensemble average description is presented and the nonequilibrium Landauer’s principle is derived. Finally in Sec. VIII, our results are applied on a simple model to show the importance of our formulation for free energy transduction. Throughout the paper, our formalism is illustrated using a simple enzymatic scheme, whereas some technical derivations are given in Appendixes A and B. We also provide a table which lists the symbols used throughout the paper, Table III.
II. STOCHASTIC DYNAMICS AND CRN TOPOLOGY
A. Chemical reaction networks
We consider a homogeneous, isobaric, and isothermal ideal dilute solution made of Nz chemical species, encoded in a vector z. Their integer-valued population n changes due to internal reactions which we label by {ρi} for ρi = ±1, …, ±Ni
In open CRNs, the population of a subset of species, named exchanged species and denoted by y where z ≡ (x, y), varies also due to exchanges with external chemostats denoted by Y. Their effect is modeled by exchange reactions, {ρe} for ρe = ±1, …, ±Ny (see Fig. 1)
The non-negative integer-valued vectors for ρ ∈ {ρi} ∪ {ρe} encode the stoichiometric coefficients of each reaction. Note that each entry of and is nonzero and equal to one only if it corresponds to the species exchanged by ρe. Note also that all reactions are assumed elementary and reversible. For any reaction ρ, −ρ denotes its backward counterpart and the sums over ρ includes both + and −. The different types of species are summarized in Table I.
Pictorial representation of an open CRN modeling an enzymatic scheme discussed in example 1.
Pictorial representation of an open CRN modeling an enzymatic scheme discussed in example 1.
In the second column, the symbols used for the various species are listed. The corresponding total number of entries and symbols used to denote their abundance is given in the third and fourth column, respectively. The first column summarizes the name used to refer to these species, while the last one lists the symbol used to collect the abundances of the internal species. Internal species, x and y, are characterized by low populations, n. The population of x can change only because of reactions, whereas that of y is also exchanged with chemostats, which are identified by Y, Eq. (1).
Species . | Symbol . | Number . | Abundance . | . | |
---|---|---|---|---|---|
Internal | x | Nx | nx | ||
y | Ny | ny | |||
Chemostatted | Y | Ny | [Y] |
Species . | Symbol . | Number . | Abundance . | . | |
---|---|---|---|---|---|
Internal | x | Nx | nx | ||
y | Ny | ny | |||
Chemostatted | Y | Ny | [Y] |
The topology of the CRN is encoded in its stoichiometric vectors
The former quantifies the change of the population induced by a given reaction ρ, whereas the latter quantifies the corresponding amount of chemostatted species that is exchanged. By definition, Sρ = −S−ρ and . Collecting the column vectors Sρ (respectively, ) corresponding to arbitrarily-chosen forward reactions defines the internal (respectively, external) stoichiometric matrix denoted by (respectively, ). It is not difficult to see that these can be decomposed as
and
In closed CRNs, all exchange reactions disappear and the stoichiometric matrix reduces to .
B. Chemical master equation
In our stochastic description, n is treated as a fluctuating variable and all reactions are regarded as stochastic events. The probability of finding the CRN in the state n at time t is denoted by pn ≡ pn(t) and its evolution is ruled by the CME3,4,31
where the stochastic generator reads
Since all reactions are assumed elementary, we consider mass-action stochastic reaction rates
where {kρ} denote the rate constants. The dependence on the volume V ensures the correct scaling when taking the large particle limit and guarantees that {kρ} are the same as in deterministic descriptions.32 The chemostat concentrations [Y] only appear in exchange reactions ρe and quantify the concentration of the exchanged species in the chemostats. Hence, they are real-valued, nonfluctuating, and unaffected by the occurrence of exchange reactions. We assume that [Y] can change over time and their value at each time t is encoded in the driving protocol πt. This may describe, for instance, the controlled injection of certain molecules across a cell membrane. In such situations, the CRN is said to be subjected to a “driving.” In the absence of driving, the CRNs is instead said to be autonomous.
Equilibrium probability distributions are of crucial importance for our discussion. They satisfy the detailed balance property
This means that the probability current of any reaction ρ occurring from any state n vanishes. Stochastic CRNs which admit a steady-state probability distribution satisfying Eq. (14) are referred to as detailed balanced. Their stochastic thermodynamics will be analyzed in Sec. V.
C. Stochastic trajectories
A stochastic trajectory of duration t, , is defined as a set of reactions {ρl} sequentially occurring at times {tl} starting from n0 at time t0. Such trajectories can be generated by a stochastic simulation algorithm.33 Given the initial state, a trajectory is completely characterized by
which encodes the reactions that occur ({ρl}), the states from which these occur (), and the reaction times ({tl}). The transition index l runs from l = 1 to the last transition prior to time t, Nt. The instantaneous reaction fluxes
quantify the instantaneous rate of occurrence of each reaction irrespective of the state from which it occurs. Additionally, we denote the population of the CRN at time τ ∈ [t0 = 0, t] by nτ.
The path probability of a trajectory reads
where is the final time of the trajectory. The first term accounts for the probability that the system spends {tl+1 − tl} time in the state , while the second term accounts for the probability of transitioning. When averaging Eq. (16) over all stochastic trajectories, we obtain the transition rates, Eq. (13),
Changes of generic observables along trajectories are written as
where denotes its change in time while the CRN dwells in the state n (it need not be an exact time derivative) and denotes its finite change along the reaction ρ occurring while in n. By contrast, the changes of state observables can be written as
where is the time derivative of and
is the difference of along reactions; see Fig. 2.
Pictorial representation of the change of a state variable observable along a trajectory. The orange dashed curves represent the changes due to the protocol—the first term in Eq. (21)—while the vertical blue lines represent changes due to reactions—the second term in Eq. (21).
D. Conservation laws
The topological properties of CRNs are encoded in the matrices and and can be identified via their cokernels and kernels. Conservation laws ℓ are defined as vectors in
They identify conserved quantities, called components34
Despite the fact that Ln depends on the stochastic variable n, the probability of observing any specific value L,
is constant over time, i.e., dtP(L) = 0. δ is a Kronecker delta. More generally, any observable of type does not fluctuate
as a direct consequence of the fact that . Clearly, P(L) can be deduced from the initial conditions pn(0) and only those states for which P(Ln, 0) is nonvanishing have a finite probability of being observed during the subsequent stochastic dynamics.
In closed CRNs, conservation laws (23) follow from
We denote a set of linearly independent conservation laws of the closed CRN by , and the corresponding components by , for . The choice of this set is not unique, and different choices have different physical meanings. This set is never empty since the total mass is always conserved. The latter corresponds to a ℓ whose entries are the masses of each species. Physically, the conservation laws of closed CRNs can always be chosen so as to correspond to moieties, which are parts of molecules exchanged between species along reactions or subject to isomerization.35
For open CRNs, the condition identifying conservation laws, Eq. (23), becomes
We now recall that for all ρe, there is one and only one exchanged species for which the corresponding entry of is different from zero. Hence, Eq. (28b) demands that = 0 and Eq. (28) become for all ρi.
Crucially, any set of independent conservation laws of the open CRN, Eq. (28), denoted by , for , can be regarded as a subset of the conservation laws of the closed CRN, , since they satisfy Eq. (27), too. In view of this, we call them unbroken conservation laws. The remaining independent conservation laws, labeled as and referred to as broken, satisfy Eq. (27) while not Eq. (28). They involve exchanged species, ; hence, and the probability distribution of any set ,
changes in time.
Summarizing, in open CRNs, the chemostatting breaks a subset of the conservation laws of the corresponding closed CRN, . Only the probability distribution of the unbroken components ,
is invariant and completely determined by the initial probability distribution pn(0). The state space identified by one particular set of values for is called stoichiometric compatibility class.
E. Stoichiometric cycles
We can now set the stage for the thermodynamic description based on a stoichiometric cycle decomposition. This section, as well as the other ones discussing cycles (Secs. IV D, VI A, and VII C), may be omitted at a first reading.
Additional information about the CRN topology is provided by the stoichiometric cycles c = {cρ} as they are vectors in . Equivalently, these satisfy
and at most one entry for each forward–backward transition pair is nonzero. Since is integer-valued, any c can always be chosen non-negative-integer-valued. In this way, its entries denote the number of times each transition occurs along a transformation which overall leaves the state n unchanged. Alternatively, a stoichiometric cycle can be seen as a set of reactions identifying a closed loop in the state space
where .
We now relate cycles of the closed and open CRNs as previously done for conservation laws. In the closed CRN, the stoichiometric cycles are given by
The entries corresponding to the exchange reactions are taken equal to 0: , for all ρe. Let us denote by {cα}, for , a set of independent stoichiometric cycles of the closed CRN.
In the open CRN, the condition identifying cycles, Eq. (32), reads
Since the cycles of the closed CRN satisfy Eq. (35), they can be regarded as a subset of an independent set of cycles for the open CRN, {cα, cη}. We refer to the additional cycles {cη}, for , as emergent. They are characterized by at least one nonzero entry for {ρe}, and the vectors
quantify the amount of exchanged species flowing in the system from the corresponding chemostats upon completion of cη. As the concentrations of the chemostats are unaffected by the exchange of particles with the system, the emergent stoichiometric cycles can be thought of as pathways transferring chemicals across chemostats while leaving the internal state of the CRN unchanged.
As first proved in Ref. 24, by applying the rank-nullity theorem to the stoichiometric matrices of the open and closed CRNs, one can show that
In words, for any exchanged species, either a conservation law is broken or an emergent cycle is created.
We can also check the validity of Eq. (37), as the number of chemostats, 2, equals the number of broken conservation laws, 1, see example 3, plus the number of emergent cycles, 1, Eq. (39).
Stoichiometric cycles must be distinguished from graph-theoretic cycles, also called loops; see, e.g., Ref. 2. To elucidate this point, we note that the network of transitions of a CRN can be regarded as a semi-infinite graph whose vertices are the accessible states n and whose directed edges are given by the reactions—which are encoded in the stoichiometric matrix . Hence, one can see that loops are the recursive appearance of stoichiometric cycles, as in Eq. (33). However, they may not be complete at the boundaries of the graph (low n) due to peculiar topological properties of the CRN; see, e.g., Ref. 26. These observations will be used later to relate different approaches for cycle decomposition of thermodynamic quantities.
III. STOCHASTIC THERMODYNAMICS
We now build a nonequilibrium thermodynamic description on top of the stochastic dynamics. We assume that the solvent acts as a thermal reservoir by keeping the temperature, T, and the pressure constant everywhere. Since particle numbers are low, we can assume that that the time scale in which molecules spatially homogenize is much faster than that of reactions. Therefore, if all reactions could be instantaneously shut down, we would observe an equilibrium mixture of inert species at all times. However, due to reactions, the populations of species and their probability distribution can be far from equilibrium. These hypotheses can be regarded as a special case of local equilibrium36 since temperature, pressure, and density are not only locally well defined, but also constant.
A. Equilibrium of closed CRNs
Equilibrium statistical mechanics requires that the equilibrium distribution of a closed CRN with given values of {Lλ} reads
where
is the Gibbs free energy of the state n derived in Appendix A. The first term quantifies the energetic contribution of each single molecule: μ° ≡ μ°(T) is the vector of standard-state chemical potentials (see Appendix A), whereas −1kBT ln ns is an entropic contribution—constant for all species—since ns is the population of the solvent. The last term is purely entropic and accounts for the indistinguishability of molecules of the same species. In Eq. (41),
is the partition function, while β = 1/(kBT). When taking into account an ensemble of components, P({Lλ}), Eq. (41) allows us to write
which can be regarded as a constrained equilibrium distribution. Hence, is the conditional probability of observing n given the stoichiometric compatibility class it identifies.
Equation (44) can also be written as
in terms of the equilibrium Gibbs potential of the CRN
It is worth emphasizing that Geq({Lλ}) is a function solely of the set of components and that needs to be understood as Geq evaluated in . Invoking the hypothesis of local equilibrium, we extend Geq to arbitrary probability distributions pn,
and we call it stochastic Gibbs potential, as it is the far-from-equilibrium fluctuating expression of Geq. In addition to the Gibbs free energy of the state n, gn, it accounts for the entropic contribution due to the uncertainty of pn: kBT ln pn can indeed be written as −T(−kB ln pn), where the term in parentheses is the self-information measured in kB units.37 For closed CRNs at equilibrium, using Eq. (44), G(n) reduces to Geq in Eq. (46). Also, its average value, the nonequilibrium Gibbs potential
takes its minimum value at equilibrium
In the first equality, we used the fact that the equilibrium Gibbs potential depends only on the components
In the last equality of Eq. (49), is the relative entropy of the transient probability distribution pn with respect to the equilibrium one . It is always positive and vanishes only when . We will see later (Sec. VII) that Eq. (49) quantifies exactly the average dissipation of the relaxation to equilibrium.
B. Local detailed balance
The zero-th law of thermodynamics for CRNs requires that closed CRNs relax to equilibrium. To ensure this, the dynamical requirement for detailed balance, Eq. (14), is combined with the equilibrium distribution, Eq. (44). As a result, the local detailed balance ensues
where is defined as in Eq. (22). In agreement with deterministic descriptions, see, e.g., Ref. 25, we recover the relation between the rate constants and the standard-state chemical potentials
in which [s] ≔ ns/V denotes the concentration of the solvent. The local detailed balance (51) should be regarded as a fundamental property of the stochastic reaction rates of elementary reactions valid beyond closed CRNs. This central concept is well known in stochastic thermodynamics because it provides the connection between stochastic dynamics and nonequilibrium thermodynamics.
In open CRNs,
generalizes Eq. (51), where
are the chemical potentials of the chemostats. The first contribution accounts for the Gibbs free energy change of the internal species, while the second one accounts for the Gibbs free energy exchanged with the chemostats.
We introduce the transition affinities which quantify the force acting along each transition
They measure the distance from detailed balance (14), where they all vanish. Using Eq. (53), they can be rewritten in terms of differences of stochastic Gibbs potential (47) as
This fundamental relation reveals the thermodynamic nature of the dynamical forces acting along reaction. Its early formulation for deterministic chemical kinetics is due to de Donder.38
C. Enthalpy and entropy balance
Starting from the stochastic Gibbs potential (47) and the local detailed balance (53), we now formulate the energy and entropy balance along stochastic trajectories.
The stochastic entropy of the CRNs follows from the derivative of the stochastic Gibbs potential (47) with respect to the temperature
Similar to G(n), S(n) is the far-from-equilibrium fluctuating expression of the entropy.39 The first term on the rhs is the self-information, while the second is the entropy of the state n
It accounts for both the entropic contribution carried by each species, i.e., the standard entropies of formation
and the entropic contribution due to the multiplicity of indistinguishable states. When averaged, we recover the Gibbs–Shannon entropy plus an internal entropy contribution
The enthalpy follows from
where
denotes the vector of standard enthalpies of formation, in agreement with traditional thermodynamics of ideal dilute solutions.34 Likewise, the chemical potentials of the chemostats, Eq. (54), will be decomposed in terms of enthalpic and entropic contributions
where hY = and .
To recover the enthalpy balance along stochastic trajectories, we write the change of enthalpy as the sum of its changes due to reactions
where
We used Eqs. (21), (62), and (63). The first two contributions, , account for the heat of reaction, i.e., the heat flowing from the thermal reservoir (the solvent). The third term characterizes the heat flowing from the chemostats, . The first three terms, Qρ, integrated along the trajectory quantify the total heat flow
where the instantaneous external currents
give the amount of exchanged species injected in the CRN at each time; see Eq. (17).
The last term in Eq. (65), , quantifies the Gibbs free energy exchanged with the chemostats. Once integrated, it gives the chemical work
From Eqs. (64)–(68), the enthalpy balance along a trajectory follows
This is the expression of the first law of thermodynamics for stochastic CRNs at the trajectory level (cf. Ref. 40, Eq. 2.10).
To recover the entropy balance along stochastic trajectories, we notice that since the entropy is a state function, its change along a trajectory reads
as seen in Eq. (21). The changes along transitions can be recast into
where we have used Eq. (61). As highlighted with underbraces, the first three terms are the heat flow along reactions, while the last three terms correspond to the affinity of transition, Eq. (56). When integrating over the whole trajectory, we recover the entropy balance
where the EP (times the temperature) reads
The second equality follows from the definition of affinity, Eq. (55), when integrating the changes of the probability distribution. Instead, the third one readily follows from the relationship between affinity and Gibbs potential, Eq. (56). It expresses the overall energy dissipated as the difference between the Gibbs free energy supplied by the chemostats and that changing internally.
Mindful of Eq. (18), the EP can be rewritten as the ratio of the probability of observing the trajectory under a forward dynamics driven by a protocol πt over the probability of observing the backward trajectory under a dynamics driven by the time-reversed protocol π† such that
This central result in stochastic thermodynamics11,39 was formulated for CRNs in Ref. 19 and clearly shows that the EP measures the statistical asymmetry of a trajectory under time reversal. It implies that the EP satisfies the following integral FT:
where the ensemble average runs over all trajectories. It represents a refinement of the second law of thermodynamics at the trajectory level. Using Jensen’s inequality, the second law ensues, .
We thus emphasize that, Wc, G(n), S(n), and Qchm are not uniquely defined, in contrast to Σ and Qthr. Despite that, once the gauge is fixed—i.e., the values of the standard-state quantities are chosen—they are useful concepts for characterizing the dissipation of the process. Further discussions on the gauge arising in the work-potential connection will be given in Sec. V C.
Rather than defining the heat as minus the entropy change in the environment times T, Eqs. (65) and (66), we could have defined it as minus the entropy change in the thermal reservoir times T, Qthr, thus leaving the chemical part aside. Clearly, this does not affect the EP, but its expression would lose the typical Kelvin–Clausius form, Eq. (72), as it would read . These two different but equivalent approaches are not new to nonequilibrium thermodynamics and have been discussed in Ref. 41, Chap. III, Sec. 3, for instance.
D. FT for the chemical work and comparison with previous results
When combining the EP FT (75) with Eq. (73c), we immediately obtain the integral FT for the chemical work
However, a Jarzynski-like integral FT42–45 for the chemical work—i.e., expressions such as —does not ensue. This relation would require that (i) the process starts and finishes at equilibrium in a closed network, ΔG = ΔGeq—the condition on the final state can be relaxed, though—and (ii) ΔGeq is a nonfluctuating quantity along the process so that its exponential can be moved out of the average. However, due to broken conservation laws, Geq fluctuates along any trajectory of open CRNs.
Let us consider a generic process in which the CRNs is initially closed and at equilibrium, Eq. (44), with a Gibbs free energy . The CRN is then open and driven according to some time-dependent protocol, πτ, for τ ∈ [0, t]. At time t, the CRN is closed again and let to relax to a new equilibrium distribution . Since the chemostatting procedure unavoidably breaks some conservation laws, the accessible state space suddenly increases. The final distribution of broken components, , will thus have a support broader than that of the initial distribution, ; see, e.g., Fig. 3. This process is akin to the free expansion of a gas that is initially at equilibrium in a constrained region of space. The crucial point is that the initial state is a constrained, or local, equilibrium with respect to the state space where the dynamics subsequently evolves.
Illustration of the evolution of the probability distribution of the broken components associated with Eq. (31b) in the CRNs in Fig. 1. As the CRN evolves, the state space enlarges as the stochastic dynamics explores states corresponding to different broken components, Lb. The four distributions are obtained by means of 106 trajectories simulated using the stochastic simulation algorithm. All rate constants are equal to 1, whereas the concentrations of the chemostatted species are [Ae] = 17 and [Be] = 10. The value of the enzyme moiety is LE = 5.
Illustration of the evolution of the probability distribution of the broken components associated with Eq. (31b) in the CRNs in Fig. 1. As the CRN evolves, the state space enlarges as the stochastic dynamics explores states corresponding to different broken components, Lb. The four distributions are obtained by means of 106 trajectories simulated using the stochastic simulation algorithm. All rate constants are equal to 1, whereas the concentrations of the chemostatted species are [Ae] = 17 and [Be] = 10. The value of the enzyme moiety is LE = 5.
The stochastic thermodynamics of these processes is characterized by absolute irreversibility.27 Namely, when the EP (74) is integrated over all trajectories to obtain the FT (75), there are some backward trajectories whose corresponding forward probability is vanishing. These are the trajectories leading to values of the broken components not in . Since the EP of these trajectories diverges negatively, see Eq. (74), the expression of the integral FTs (75), as well as (83), is invalidated but can be replaced by , where 0 ≤ λS ≤ 1 measures the probability of those backward trajectories whose forward one has zero probability.27
Hence, let us assume that spans all possible values of so that no absolute irreversibility occurs. By conditioning the average in Eq. (83) upon observation of specific initial and final components (), we obtain
However, this equation cannot be simplified further: since the Gibbs potential depends on the broken components, it fluctuates during the transient dynamics and an average over all components must be taken. As a result, no Jarzynski FT for the chemical work in the Gibbs ensemble can be derived.
In Ref. 19, a Jarzynski relation for the chemical work is derived using the grand canonical ensemble Ref. 19, Eq. (61). Translated into our notation, this result reads
where the initial and final equilibrium states are grand canonical
The grand potential is defined as
and μeq are implicitly defined by
[Ref. 19, Eq. (27)]. The absence of the exchange transition is due to a different form of chemostatting; see the remark in Sec. II A. The grand potential is naturally suited to describe CRNs in which all species are chemostatted and μeq are their chemical potentials. But for most CRNs, where only a subset of species are typically chemostatted, the grand potential is not the most convenient and intuitive potential to work with. The physical interpretation of the contribution −Δ(μeq·n) is, for instance, not transparent. In Secs. IV–VIII, we will make use of conservation laws to identify the potential which best describes CRNs where only a subset of species are chemostatted. New work contributions with a transparent physical interpretation will ensue.
IV. CRN-SPECIFIC STOCHASTIC THERMODYNAMICS
We now proceed with our main results. Making use of the conservation laws identified in Sec. II D, we decompose the EP into three fundamental contributions: a potential difference, a contribution due to time-dependent driving, and a minimal set of contributions due to nonconservative chemical forces. To do so, we first decompose the local detailed balance and then proceed with the EP.
A. Entropy production
We start our EP decomposition by partitioning the set of chemostatted species Y into two groups, denoted by Yp and Yf. Likewise, the corresponding exchanged species are denoted by yp and yf, respectively. The former group is composed by a minimal set of chemostatted species which—when starting from the closed CRN—break all broken conservation laws. In other words, each entry of Yp breaks exactly one distinct conservation law. The remaining chemostatted species form the latter group. For a given CRN, our partitioning is not unique, but the number of yp and yf is uniquely defined: and , respectively; see example 5.
We now notice that the linear independence of {} implies that the matrix whose rows are is nonsingular. We will denote by the column vectors of the inverse of the latter matrix. By making use of this important property, we can recast the identity
into
where
Mindful that and for all ρe, one can use Eq. (90) to rewrite the chemical work along reactions as
where
A reformulation of the local detailed balance Eq. (53) readily ensues
where
We now notice that the expression of the potential is reminiscent of a Legendre transform of gn with respect to , in which are the conjugated intensive fields. To reveal the physical meaning of , let us consider the case in which the broken conservation laws correspond to moieties, see Sec. II D, and hence each species can be thought of as a composition of these. Through yp, some combinations of these moieties are exchanged with the environment. The entries of quantify the total abundance of these combinations in state n, and hence we refer to as the moiety population vector. In view of this and the fact that (in general) not all moieties are exchanged, one can interpret as the semigrand Gibbs free energy of the state n.34 Note also that, from the definition of broken conservation law, Eq. (27), it follows that , for all ρi—viz., internal reactions never create or destroy moieties—whereas for ρe only we have that —viz., exchange reactions introduce or remove moieties. We also mention that an alternative interpretation of can be given once we rewrite it as
where
In this form, is reminiscent of a Legendre transform with respect to the broken components , in which are the conjugated intensive fields.
In the second term on the rhs of Eq. (94), identifies chemical potential gradients imposed by the chemostats on the CRN. Its entries, denoted by , for , are a maximal independent set of nonconservative chemical forces: if and only if , then the rhs of Eq. (94) is conservative. In this case, the CRN is detailed-balanced since the steady-state probability distribution defined by satisfies the detailed balance property, Eq. (14). Since make the CRN non-detailed balanced, we refer to them as fundamental nonconservative chemical forces. Equation (94) is our first major result.
where
, for , denote the entries of the instantaneous external currents corresponding to Yf, Eq. (67). We now recall that is a state function; hence,
where
where the first term is the difference of stochastic semigrand Gibbs potential
The EP decomposition in Eq. (102) is a major result of our paper. The first term on the rhs constitutes the conservative force contribution of the EP. It describes the dissipation due to overall changes of thermodynamic state variables: enthalpy, H(n), entropy, S(n), and chemical energy . The second term, Eq. (101), arises in the presence of time-dependent driving and accounts for the changes caused by manipulations of the chemical potentials . As it is a controlled way of changing the Gibbs free energy landscape of the CRN, we refer to it as driving chemical work. Finally, for each exchanged species Yf, a nonconservative force contribution (99) arises, . All together, they account for the chemical energy flowing between different chemostats across the CRN and we refer to them as nonconservative chemical work contributions. Equation (102) holds for an arbitrary CRN, yet it is CRN-specific, as it is derived using the topological properties of the CRN encoded in the conservation laws. To gain more intuition, we now focus on specific classes of CRNs, whose resulting decomposition is summarized in Table II. In Sec. IV B, we continue our discussion on the work contributions Wd and , whereas in example 5 and in Sec. VIII, we evaluate them for specific models. Finally, in Secs. VI and VII, we will further explore the implications of Eq. (102).
Entropy production for specific processes. “0” (respectively, “✓”) denotes a vanishing (respectively, a finite) contribution.
Dynamics . | . | Wd . | Wnc . |
---|---|---|---|
Autonomous detailed-balanced | ✓ | 0 | 0 |
Unconditionally detailed-balanced | ✓ | ✓ | 0 |
Autonomous | ✓ | 0 | ✓ |
Nonequilibrium steady state | 0 | 0 | ✓ |
Dynamics . | . | Wd . | Wnc . |
---|---|---|---|
Autonomous detailed-balanced | ✓ | 0 | 0 |
Unconditionally detailed-balanced | ✓ | ✓ | 0 |
Autonomous | ✓ | 0 | ✓ |
Nonequilibrium steady state | 0 | 0 | ✓ |
List of symbols used throughout the text. The physical quantity that they denote and the equation number in which they are defined are also reported.
Symbol . | Physical quantity . | Equations . |
---|---|---|
Sρ | Stoichiometric vectors | (3) |
Stoichiometric matrix | (4) and (5) | |
(n) | Stochastic reaction rates | (13) |
Jρ(τ) | Instantaneous reaction fluxes | (17) |
Conservation laws | (23) | |
Ln | Component | (24) |
c | Stoichiometric cycles | (32) |
Y | Chemostats chemical potential | (54) |
gn | Gibbs free energy of n | (42) |
G(n) | Stochastic Gibbs potential | (47) |
⟨G(n)⟩ | Nonequilibrium Gibbs potential | (48) |
Z | Closed-CRN partition function | (43) |
Aρ(n) | Reaction affinity | (56) |
sn | Entropy of n | (58) |
S(n) | Stochastic entropy | (57) |
⟨S(n)⟩ | Gibbs–Shannon entropy | (60) |
H(n) | Enthalpy | (61) and (166) |
Q () | Heat flow (rate) | (66) and (167) |
Wc (⟨⟩) | Chemical work (rate) | (68) and (170) |
IY | Instantaneous external currents | (67) |
Σ () | Entropy production (rate) | (74) and (171) |
Moiety population vector | (91) | |
Fundamental forces | (93) | |
Fundamental external currents | (79) | |
Semigrand Gibbs free energy of n | (95) | |
Stoch. semigrand Gibbs pot. | (103) | |
Noneq. semigrand Gibbs pot. | (173) | |
Open-CRN partition function | (119) | |
Wd (⟨⟩) | Driving chem. work (rate) | (101) and (174) |
() | Nonconservative chem. work (rate) | (99) and (175) |
Semigrand enthalpy | (115) and (177) | |
Stoichiometric cycle affinity | (126) | |
Stoichiometric cycle current | (135) | |
Γη | Nonconservative cycle chem. work | (133) and (179) |
Symbol . | Physical quantity . | Equations . |
---|---|---|
Sρ | Stoichiometric vectors | (3) |
Stoichiometric matrix | (4) and (5) | |
(n) | Stochastic reaction rates | (13) |
Jρ(τ) | Instantaneous reaction fluxes | (17) |
Conservation laws | (23) | |
Ln | Component | (24) |
c | Stoichiometric cycles | (32) |
Y | Chemostats chemical potential | (54) |
gn | Gibbs free energy of n | (42) |
G(n) | Stochastic Gibbs potential | (47) |
⟨G(n)⟩ | Nonequilibrium Gibbs potential | (48) |
Z | Closed-CRN partition function | (43) |
Aρ(n) | Reaction affinity | (56) |
sn | Entropy of n | (58) |
S(n) | Stochastic entropy | (57) |
⟨S(n)⟩ | Gibbs–Shannon entropy | (60) |
H(n) | Enthalpy | (61) and (166) |
Q () | Heat flow (rate) | (66) and (167) |
Wc (⟨⟩) | Chemical work (rate) | (68) and (170) |
IY | Instantaneous external currents | (67) |
Σ () | Entropy production (rate) | (74) and (171) |
Moiety population vector | (91) | |
Fundamental forces | (93) | |
Fundamental external currents | (79) | |
Semigrand Gibbs free energy of n | (95) | |
Stoch. semigrand Gibbs pot. | (103) | |
Noneq. semigrand Gibbs pot. | (173) | |
Open-CRN partition function | (119) | |
Wd (⟨⟩) | Driving chem. work (rate) | (101) and (174) |
() | Nonconservative chem. work (rate) | (99) and (175) |
Semigrand enthalpy | (115) and (177) | |
Stoichiometric cycle affinity | (126) | |
Stoichiometric cycle current | (135) | |
Γη | Nonconservative cycle chem. work | (133) and (179) |
1. Autonomous detailed-balanced CRNs
The CRN is autonomous and all fundamental forces vanish. The trajectory EP becomes minus a potential difference
2. Unconditionally detailed-balanced CRNs
The set of species Yf is empty—i.e., each exchanged species breaks a conservation law—and no fundamental force arises. Hence, these CRNs are detailed-balanced irrespective of the values of μY, but the time-dependent driving prevents them from reaching equilibrium, and their EP reads
3. Autonomous CRNs
The driving work vanishes and the forces are constant in time. Hence, the EP becomes
The nonconservative chemical work displays a typical current–force structure. In the long time limit, is typically subextensive in time, and we obtain the EP typical of nonequilibrium steady states
[see Eq. (79)]. In other words, is dominated by the dissipative flows of chemicals across the CRN.
For CRN with infinite number of species and reactions—e.g., aggregation–fragmentation and polymerization processes46–48—the CRN may undergo steady growth regimes in which is not subextensive in time and cannot be neglected in the long-time limit.
Our EP decomposition is not unique and different expressions for and correspond to different ways of partitioning Y into Yp and Yf.
Pictorial illustration of the work contributions. The driving one arises when the chemical potential of the chemostat Ae changes in time. The nonconservative chemical work, instead, characterizes the sustained conversion of A into B.
Pictorial illustration of the work contributions. The driving one arises when the chemical potential of the chemostat Ae changes in time. The nonconservative chemical work, instead, characterizes the sustained conversion of A into B.
B. Energy balance
In Eq. (102), the driving and nonconservative chemical work, Wd and , emerge as dissipative contributions. To strengthen their interpretation as work contributions, we now show that they can also be described as part of an energy balance. For this purpose, let us introduce the semigrand enthalpy49
This CRN-specific potential quantifies the portion of energy which is not attributed to volume (−pV, where p is the external pressure) and exchanged moieties, . It accounts for the energy stored in its internal chemical composition, i.e., the internal species x and the unbroken components . When combining its definition with the enthalpy and entropy balances, Eqs. (69), (72), and (102), we obtain
viz., the overall change of semigrand enthalpy is equal to the sum of heat flow, driving, and nonconservative chemicalwork. By analogy with Eq. (69), this can be interpreted as a CRNspecific formulation of the first law.
In Sec. III C, we introduced the chemical work as the Gibbs free energy exchanged with the chemostats, Eq. (68). By comparing Eqs. (61) and (116), we obtain its relationship with Wd and
We emphasize that in contrast to the chemical work, the driving one does not account for direct exchanges of Gibbs free energy, but it captures the instantaneous changes of the chemostats Gibbs free energy.
The driving work is reminiscent of the mechanical work as defined in stochastic thermodynamics. In this framework, describes internal energy changes due to external time-dependent control; see, e.g., Refs. 44 and 50. In CRNs, the time-dependent control is exerted via the chemostats, and indeed accounts for this fact.
C. Equilibrium of open CRNs
We have already seen that in the absence of fundamental forces, the rhs of the local detailed balance (94) becomes a state function difference. The steady-state probability distribution
satisfies the detailed balance property (53) and therefore characterizes the equilibrium of open CRNs. Not accidentally, the relationship between the partition function and that of closed CRNs, Eq. (43),
is akin to that between canonical and grand canonical partition functions; see, e.g., Ref. 51. With an ensemble of unbroken components, , the constrained equilibrium distribution reads
where is the probability distribution of observing the state n given its stoichiometric compatibility class. Equation (120) thus generalizes the equilibrium probability distribution (44) to open CRNs.
Importantly, the average semigrand Gibbs potential (103) takes its minimum value at , Eq. (120), where it reduces to the equilibrium semigrand Gibbs potential
averaged over . Indeed,
where
D. Dissipation balance along stoichiometric cycles
We can now formulate the EP decomposition in terms of stoichiometric cycle affinities. These are defined as the sum of the transition affinities along stoichiometric cycles
Using Eq. (56), and the fact that −ΔρG(n) vanishes when summed over the loop c, we obtain
Since , those evaluated along the stoichiometric cycles of the closed CRN, {cα}, always vanish. By contrast, those along the emergent cycles, {cη}, do not vanish in general
[see Eq. (36)]. These affinities can be thus understood as the chemical potential gradient imposed by the chemostats on the cycle.
To rewrite the EP (102) in terms , let us highlight their relationship with the fundamental forces
which is obtained when summing the local detailed balance (94) along {cη} as in Eq. (124). Since the matrix whose columns are is square and nonsingular—as it can be deduced from the linear independence of the set of emergent cycles—we can invert it and write
where denote the rows of the inverse matrix. This relation clarifies the one-to-one correspondence which lies between and . Inserting the last expression in the local detailed balance, Eq. (94), we obtain
where the coefficients
quantify how much each reaction contributes to the emergent cycles. Algebraically, the row vectors {ζη} are dual to the cycles, {cη}
As previously done for Eq. (102), when integrating the trajectory EP (73b) with the local detailed balance (129), we obtain
The stochastic semigrand Gibbs potential and the driving work read as in Eqs. (103) and (101), respectively. For each emergent stoichiometric cycle,
quantifies the chemical work spent to sustain the related cyclic flow of chemicals. For autonomous CRNs,
where
quantifies the integrated current along the cycle η. In the long-time limit, in which is negligible, we obtain
When all emergent cycle affinities vanish—as well as when no emergent cycle is created—the CRN becomes detailed-balanced, in agreement with the Kolmogorov–Wegscheider condition.52–54
We emphasize that the cycle chemical work contributions and currents, Eqs. (133) and (135), can be written as combinations of fundamental external currents, Eq. (67), via Eq. (130). The added value of Eq. (102) over (132) lies in the fact that each force is conjugated to the external current of only one external species.
An alternative approach that can be used for cycle EP decompositions is the graph-theoretic one based on the identification of the loops appearing in the network of transitions.2,55 Once these loops are identified, they can be sorted according to the chemostats they are coupled to, as these determine their affinity; see Eq. (124). Equivalently, loops are classified according to the stoichiometric cycle they correspond to. In Ref. 56, a graph-theoretic approach based on loop affinities led to the expression analogous to Eq. (136). By contrast, our cycle EP decomposition is based on a stoichiometric approach: emergent cycles are directly identified by the kernels of and .
This observation points out the redundancy which is intrinsic in bare graph-theoretic EP decompositions: many loops may be coupled to the same set of reservoirs and thus carry the same affinity, while many others may carry a vanishing affinity—for CRN, these latter are those corresponding to stoichiometric cycles of the closed network, {cα}. For generic networks, a systematic way of identifying these so-called symmetries was derived in Ref. 57, whereas in Ref. 58, they are used to formulate generic thermodynamic—rather than mere graph-theoretic—EP decompositions.
V. SEMIGRAND GIBBS POTENTIAL
Here we further elaborate on equilibrium distributions and semigrand Gibbs potentials by addressing three points: (i) the relationship between Eq. (120) and the equilibrium distributions as expressed in chemical reaction network theory; (ii) the role of conservation laws for characterizing the dissipation of CRNs subject to sequential introduction of exchanged species; (iii) the gauge freedom intrinsic to the definition of driving work. This section can be skipped at a first read.
A. Equilibrium distributions in chemical reaction network theory
where [z]eq is the equilibrium concentration distribution of the same CRN described by a set of deterministic rate equations. is again a normalizing factor. To highlight the relationship between this equation and Eqs. (120) and (86), we need to recall that, for deterministic CRNs, thermodynamic equilibrium is defined by the fact that chemical potential differences along all reactions vanish; see Eqs. (88) and (A8). As observed in Ref. 25, this entails that
where {fλ} are real coefficients depending on μY and . Those related to the broken components, , are indeed those appearing in Eq. (97). Using the expression of chemical potential valid in the thermodynamic limit, Eq. (A7), we therefore have
from which
B. Hierarchies of equilibriums
Here we show that when starting from a closed CRN, a sequential introduction of exchange reactions that keep the CRN detailed balanced drives it down in the semigrand Gibbs potential by equilibrating previously constrained degrees of freedom: the conservation laws; see Fig. 5. Let us imagine a closed CRN whose initial probability distribution is , where , i.e., different components are independently distributed. As it relaxes to equilibrium, P0({Lλ}) will not change, while p0(n|{Lλ}) will relax to Eq. (41). The average dissipation is
Pictorial representation of the hierarchy of equilibrium states and the semigrand Gibbs free energy drops following the relaxation to equilibrium when conservation laws are broken.
Pictorial representation of the hierarchy of equilibrium states and the semigrand Gibbs free energy drops following the relaxation to equilibrium when conservation laws are broken.
This expression is obtained when combining the properties of the Gibbs potential, Eq. (49), with the equilibrium distribution of closed CRNs, Eq. (44). It shows that the average drop of Gibbs free energy can be expressed as the weighted average of the drops of Gibbs free energy at given components, .
We now open the CRN by chemostatting one species. Hence, one conservation law is broken, e.g., the total mass , and the CRN relaxes to a new equilibrium, Eq. (120), whose partition function is denoted by , Eq. (119). Clearly, , for λ ≠ λ1, will not change during the relaxation, and we can rewrite the new equilibrium as
The first term is the equilibrium distribution of the closed CRN, while the second can be interpreted as the equilibrium distribution of the broken component for a given unbroken component. In other words, the final equilibrium can be understood as a closed CRN equilibrium with an equilibrium probability distribution over the broken component. Hence, the average amount of semigrand Gibbs free energy, , dissipated during the relaxation can be written as
upon application of Eq. (122) with the distributions (44) and (144). When rewriting this expression as a sum over all values of the components and performing the summation over the states of peq(n|{Lλ}), we finally obtain
In the first line, we recognize the relative entropy between the initial probability of the broken component, , and the equilibrium one, . It is equal to the difference of semigrand Gibbs free energy at a given component, as highlighted in the second line. We thus see that the dissipation following the relaxation from one equilibrium to the other is completely characterized by the equilibration of the initially constrained degrees of freedom.
This procedure can of course be repeated when a further species is chemostatted and it breaks another conservation law. The dissipation is quantified by a difference of semigrand Gibbs free energy, which accounts for the relaxation of the degree of freedom which has been released. When the chemostatting breaks all conservation laws without generating fundamental forces, the CRN finally reaches the global minimum of available semigrand Gibbs free energy, Fig. 5. In this case, the potential becomes the grand potential used in Ref. 19 and discussed in Sec. III D [cf. Eqs. (87), (96), (103), and (140)].
C. – gauge
The driving work and the stochastic semigrand Gibbs potential are defined up to a gauge—distinct from that involving G and Wc—which corresponds to the choice of the components. Let us consider a basis change in the space of conservation laws
with for all λu, λb so that the unbroken ones preserve their properties. Accordingly, the conjugated intensive variables transform as
[see Eq. (140)], where denotes the inverse of Ω. We now notice that when the sum involves only the broken conservation laws, such a bilinear form becomes
where
Therefore, the instantaneous driving work rate [the integrand of Eq. (101) rewritten with Eq. (97)] and the semigrand potential become
and
respectively. By contrast, the nonconservative forces—and thus the nonconservative work—is left invariant
since . Crucially, the gauge terms in Wd and cancel and the EP is unaltered. After all, the physical process is not modified. Notice also that since the gauge term is nonfluctuating, it vanishes for cyclic protocols when integrated over a period.
We thus conclude that driving work and semigrand Gibbs potential are not univocally defined as they are affected by a gauge freedom. The gauge affecting the potential–work connection in stochastic thermodynamics led to debates; see Ref. 60 and references therein. As observed in the latter reference, the problem is rooted in what can be experimentally measured as work, as different experimental setups entail different gauge choices. In our chemical framework, different choices of the broken components involve expressions of the work in which different species appear and whose abundances need to be measured to estimate the work.
VI. FLUCTUATION THEOREMS
We now proceed to show that the driving work and the nonconservative chemical work satisfy a finite-time detailed FT. The FT holds for any process, referred to as forward, if the open CRN is initially prepared at equilibrium, Eq. (120). For the sake of simplicity, and without loss of generality, we assume that the initial distribution of unbroken components is . Let π0 be the initial value of the protocol, which corresponds to equilibrium ruled by . At time 0, the driving is activated and the CRN evolves controlled by the protocol πτ, for τ ∈ [0, t]. The corresponding backward process is again initially prepared at the equilibrium—where —but the chemical potentials must have the same value they have at time t in the forward process. This guarantees that the equilibrium distribution is ruled by . The backward process is driven by the time-reversed protocol, , for τ ∈ [0, t] (Fig. 6).
Schematic representation of the forward and backward processes. The relaxation to the equilibrium obtained by shutting down the driving and turning off the forces at time t (respectively, 0) for the forward (respectively, backward) process merely relates the two processes, but it is irrelevant for the FT.
Schematic representation of the forward and backward processes. The relaxation to the equilibrium obtained by shutting down the driving and turning off the forces at time t (respectively, 0) for the forward (respectively, backward) process merely relates the two processes, but it is irrelevant for the FT.
The finite-time detailed FT establishes the relationship between the forward and backward process
where is the probability of observing Wd driving work and nonconservative contributions along the forward process, Eqs. (101) and (99). Instead, is the probability of observing −Wd driving work and nonconservative contributions along the backward process. Finally,
is the difference of the equilibrium semigrand Gibbs potential between the backward and forward initial equilibrium states. When integrating this expression over all possible values of Wd and , we recover a Jarzynski-like integral FT
We emphasize that in contrast to the FT for the chemical work discussed in the first part of Sec. III D, the driving and nonconservative work contributions require that the process starts from the equilibrium state ruled by , which is that of open CRNs. As a consequence, there is no break of conservation laws happening during the process and is nonfluctuating. The proof of the FT (158) is given in Appendix B and it hinges on the generating function techniques presented in Ref. 58.
We now discuss some special yet interesting cases of the FT (158). In unconditionally detailed-balance CRNs, the nonconservative work vanishes and we obtain
This is the analog of Crooks’ FT for CRNs50,61 since solely the work due to external manipulations is involved. By contrast, for autonomous processes, the driving chemical work vanishes and the FT can be formulated as
which evidences the symmetry that the fluctuations of the fundamental currents [see Eq. (79)] satisfy.
The FT in Eq. (158) is inspired by an analogous result derived in Refs. 58 and 62 in the context of generic Markov jump processes. It is a major result of this paper and its importance is manifold. It holds for processes of finite duration t and it is expressed in terms of measurable chemical quantities. Its only constraint is the initial state, which must be equilibrium. It reveals the most appropriate boundary conditions under which Jarzynski–Crooks-like FTs can be formulated for CRNs: equilibrium distribution of open CRNs. Most importantly, it evidences the merits of our stoichiometric approach based on the identification of conservation laws: it allowed us to characterize the potential describing the equilibrium distribution of open CRNs and to formulate the decomposition of the EP which supports our FTs, Eq. (102).
A physical interpretation of the argument of the exponential in Eq. (158) follows from the following observation: if, at time t, the driving is stopped and the fundamental forces (93) turned off—viz., set to zero by an appropriate choice of : —the CRN relaxes to the initial condition of the backward process. During the relaxation, neither Wd nor are performed and the related EP is . The argument of the exponential can thus be interpreted as the EP of the fictitious combined process “forward process + relaxation to the final equilibrium.”
A. FT along stoichiometric cycles
An alternative yet equivalent formulation of the FT (158) is that given in terms of nonconservative contributions along emergent stoichiometric cycles, Eq. (133),
where is the probability of observing Wd driving work and {Γη} nonconservative contributions along the forward process. We discuss its proof in Appendix B.
VII. ENSEMBLE AVERAGE RATES DESCRIPTION
We now summarize our main results for ensemble average rates and discuss the relaxation to equilibrium of detailed-balanced CRNs. We also highlight the difference between an approach that does and does not take into account the topology of the CRN. We do so by recapitulating the procedure to decompose the EP into its fundamental contributions. We end by formulating a nonequilibrium Landauer’s principle.
A. Traditional description
1. Enthalpy balance
The enthalpy balance follows from the time derivative of the average enthalpy, Eq. (61),
It characterizes the average rate of change of enthalpy in the same way Eq. (69) characterizes the enthalpy change along stochastic trajectories. The average heat flow rate is given by
The first term quantifies the average rate of heat of reaction
where ⟨Jρ⟩ = ∑n(n)pn is the average reaction current. The second term is the average heat flow in the chemostats
where are the average external currents, Eq. (19). Instead, the ensemble average chemical work rate
quantifies the average rate of exchange of Gibbs free energy with the chemostats.
2. Entropy production rate
At the ensemble average level, the second law of thermodynamics manifests itself in the non-negative average EP rate
where ⟨S⟩ = ∑npnS(n), Eq. (57). Using the expression for the transition affinity, Eq. (56), it can be recast into
B. CRN-specific description
1. Entropy production rate
We now summarize the procedure to recover the EP decomposition (102) at the ensemble average level. (i) Identify the broken and unbroken conservation laws, , Sec. II D. (ii) Identify a set of exchanged species, yp, for which the matrix whose rows are is nonsingular. The columns of its inverse are denoted by . Physically, each species yp breaks exactly one conservation law. The remaining exchanged species form the set denoted by yf. (iii) The nonequilibrium semigrand Gibbs potential follows from the average of Eq. (103)
It depends on the vector which describes the average population of the combination of moieties whose conservation is broken by the chemostats, Sec. II D and Eq. (91). (iv) The change in time of due to the time-dependent driving describes the average driving work rate, Eq. (101),
It quantifies the average amount of work spent to change the chemical potentials of the chemostats Yp. (v) The second group of exchanged species, yf, is used to identify the minimal set of fundamental nonconservative forces, , Eq. (93). The average nonconservative chemical work rate follows from the product of these forces and their corresponding instantaneous external currents, Eq. (67),
They quantify the average work per unit time spent to sustain a net current of species yf across the CRN. (vi) The average EP rate decomposed as in Eq. (102) finally follows from Eqs. (173)–(175)
Its three fundamental contributions appear: a conservative force contribution, a time-dependent driving contribution, a minimal set of nonconservative terms.
2. Enthalpy balance
By averaging Eq. (116), the CRN-specific average enthalpy balance also ensues
which strengthens the interpretation of ⟨⟩ and as average work rate contributions.
C. Average EP along stoichiometric cycles
The average EP decomposition expressed in terms of emergent cycle currents and affinities can be achieved through an analogous recipe. (i) Identify broken and unbroken conservation laws, , as well as stoichiometric and emergent stoichiometric cycles, {cα, cη} [Secs. II D and II E]. Follow steps (ii)–(iv) as above. (v) Identify the emergent stoichiometric cycles affinities, Eq. (126), as well as their corresponding average currents ∑ρζη,ρ⟨Jρ⟩, Eq. (130). (vi) The average EP rate follows from Eqs. (173) and (174) and the emergent stoichiometric cycles currents and affinities
where
D. Nonequilibrium Landauer’s principle
We can now formulate the nonequilibrium Landauer’s principle for the driving and nonconservative work. We have already seen that when the driving is stopped and all forces are turned off, the CRN relaxes to equilibrium by minimizing the nonequilibrium semigrand Gibbs potential. Equation (122) can be thus combined with Eq. (176), and by integrating over time, we obtain
This fundamental result shows that the minimal cost for transforming a CRN from an arbitrary nonequilibrium state to another is bounded by a relative entropy difference, as depicted in Fig. 7. This entropy is an information-theoretical measure of the dissimilarity between two probability distributions: the actual nonequilibrium one and its corresponding equilibrium, which is used as a reference. For processes starting at equilibrium, quantifies the minimal cost of producing the final nonequilibrium state. By contrast, for processes relaxing to equilibrium, quantifies the maximum amount of work that can be extracted from the initial nonequilibrium state. For transformations in the absence of nonconservative forces (), we obtain the chemical version of the result of Ref. 28. The original Landauer’s principle63 is recovered when considering erasure in a two state system (0 and 1) with identical energies. In this process, the initial equilibrium state (system equally likely to be found in 0 or 1) is transformed into a metastable nonequilibrium one (system found with probability one in 0) via a cyclic protocol. The difference of relative entropy is and thus ⟨Wd⟩ ≥ kBT ln 2. Finally, Kelvin’s formulation of the second law is recovered for transformation between equilibrium states in the absence of nonconservative forces, .
Pictorial representation of the transformation between two nonequilibrium probability distributions. The nonequilibrium transformation (blue line) is compared with the equilibrium one (green line). The latter is obtained by shutting down the driving and turning off the forces at each time (dashed gray lines).
Pictorial representation of the transformation between two nonequilibrium probability distributions. The nonequilibrium transformation (blue line) is compared with the equilibrium one (green line). The latter is obtained by shutting down the driving and turning off the forces at each time (dashed gray lines).
E. Connection with deterministic descriptions
For CRNs with very abundant populations of species, a deterministic dynamical description in terms of nonlinear rate equations is justified. The corresponding nonequilibrium thermodynamics was analyzed in Ref. 25, where the counterparts of Eqs. (166), (172), and (105) can be found. Following a procedure similar to that described in this paper, one can also formulate the deterministic analog of the EP decomposition (176).
One can also recover the deterministic thermodynamic description from the ensemble average one by performing the thermodynamic limit—n ≫ 1, V ≫ 1, with n/V = : [z] finite, see Appendix A—and assuming that pn ≃ δn,V[z], i.e., the distribution is very peaked around the population that is the solution of the rate equations, V[z].
We conclude with two remarks.
As briefly mentioned in Sec. II A, there is an alternative way of modeling open CRNs in which the exchanged species y are treated as particle reservoirs with very large population. All main results of our paper—i.e., the EP decomposition (102), the finite-time detailed FT (158), and the Landauer’s principle (180)—still hold. The only difference lies in the fact that the different definitions of stoichiometric matrices, Eq. (6), also entail slightly different definitions of broken conservation laws. Besides that, the procedure described in Sec. VII B can be followed in the same way.
VIII. APPLICATION
We now illustrate our EP decompositions (102) and (132) on a CRN displaying more than one fundamental force, which allows us to introduce the phenomenology of free energy transduction. We consider the following active catalytic mechanism:
It describes the T-driven catalysis of S into P, having D as a byproduct; see Fig. 8. All substrates and products are regarded as exchanged species
The stoichiometric matrices and read
in which the stoichiometric matrix of the closed CRN is highlighted, and
respectively.
Pictorial illustration of the open CRN in Eqs. (182) and (183), from which one can see the active catalytic mechanism more clearly.
We now follow the procedure described in Sec. VII and characterize all terms of Eq. (102). (i) The closed CRN has three independent conservation laws
The first corresponds to the enzyme moiety and it is unbroken in the open CRN. By contrast, the last two correspond to the moieties S–P and T–D, which are broken in the open CRN. (ii) We choose Se and Te as chemostatted species Yp since the entries of ℓS and ℓT corresponding to these species identify a nonsingular matrix—it is an identity matrix. (iii) The moiety population vector reads
from which the semigrand Gibbs potential follows, Eqs. (103) and (173). (iv) The driving work rate follows from the scalar product of the vector above and
Eqs. (101) and (174). (v) The chemostatted species Pe and De form the set Yf and determine the fundamental forces
Eq. (93). Together with the instantaneous external currents
they identify the nonconservative contributions, Eq. (99). The first one, , characterizes the work spent to convert S into P, while the second, , characterizes that due to the consumption of T. The sum of these terms and the driving work integrated over time contribute to the EP as in Eq. (102).
The similar EP decomposition written in terms of nonconservative contributions along stoichiometric cycles follows when these latter are identified. The kernel of stoichiometric matrix of the closed CRN is empty, while that of the open is spanned by
which are regarded as emergent stoichiometric cycles. Along the first, the enzyme converts one molecule of T into one of D, while for the second it processes T and S and produces D and P
At this point, we can proceed from step (v) and determine the affinities
as well as the related instantaneous currents
The nonconservative work follows from the products and and the decomposition in Eq. (132) can thus be expressed. The former characterizes the dissipation due to the futile consumption of T, since S is not converted into P. The latter, instead, is the work spent to convert T and S into D and P.
This system can be used to illustrate free energy transduction when one considers the autonomous regime where , , but . Namely, the external current of Pe flows towards the chemostat, (Pe produced), despite the fact that its force is positive, . This can happen thanks to the free energy provided by the conversion of Te into De, . In Fig. 9, we illustrate the behavior of the average external currents and work contributions as function of time when the transducer in Fig. 8 is smoothly switched from a nontransducing regime to a transduction one. At early times, , , and one observes only a consumption of Pe: and [respectively, orange and blue curves in Fig. 9(b)]. Consequently, the nonconservative work contributions are and [respectively, orange and blue curves in Fig. 9(b)]. By contrast, when the motive force is switched on (at large times), the current turns negative, whereas the motive current aligns itself with its corresponding force. We thus observe that . At intermediate times, driving work is extracted following the smooth increase of the motive force [green curve in Fig. 9(b)].
(a) Average external currents and (b) average work rates vs. time for the CRN in Fig. 8. The plots are obtained using 104 trajectories generated via the stochastic simulation algorithm. To simplify the illustration, all substrate and products are treated as chemostatted species. The concentrations of Se, Pe, and De are kept constant ([Se] = 10, [Pe] = 70, and [De] = 10), whereas that of Te increases according to a logistic function: (, κ = 20, t0 = 1.5). This mimics the process in which the force that sustains the active catalysis, , is switched on from 0 to a finite value after t0. The change of the chemical potential is plotted in red in the inset. The choice of the rate constants is as follows: k+1 = 103; k+2 = 103; k+3 = 103; k+4 = 103; k+5 = 102, whereas the backward rates are obtained by means of Eq. (52) using the following values for the standard-state chemical potentials: = 1; = 3; ; = 2; ; ; ; . Since reactions are unimolecular, the constant term −kBT1 ln[s] is ignored. Finally, kBT = 1 and the value of the enzyme moiety is LE = 10.
(a) Average external currents and (b) average work rates vs. time for the CRN in Fig. 8. The plots are obtained using 104 trajectories generated via the stochastic simulation algorithm. To simplify the illustration, all substrate and products are treated as chemostatted species. The concentrations of Se, Pe, and De are kept constant ([Se] = 10, [Pe] = 70, and [De] = 10), whereas that of Te increases according to a logistic function: (, κ = 20, t0 = 1.5). This mimics the process in which the force that sustains the active catalysis, , is switched on from 0 to a finite value after t0. The change of the chemical potential is plotted in red in the inset. The choice of the rate constants is as follows: k+1 = 103; k+2 = 103; k+3 = 103; k+4 = 103; k+5 = 102, whereas the backward rates are obtained by means of Eq. (52) using the following values for the standard-state chemical potentials: = 1; = 3; ; = 2; ; ; ; . Since reactions are unimolecular, the constant term −kBT1 ln[s] is ignored. Finally, kBT = 1 and the value of the enzyme moiety is LE = 10.
IX. CONCLUSIONS AND PERSPECTIVES
In this paper, we presented a thorough description of nonequilibrium thermodynamics of stochastic CRNs. The fundamental results of traditional irreversible chemical thermodynamics (viz., enthalpy and entropy balance) are formulated at the level of single trajectories, Eqs. (61) and (72). By making use of the CRN topology and by identifying conservation laws, we decompose the EP into two fundamental work contributions and a semigrand potential difference, Eqs. (102) and (176). The driving work describes the thermodynamic cost of manipulating the CRN by changing the chemical potentials of its chemostats. Instead, the nonconservative work quantifies the cost of sustaining chemical currents through the CRN. These currents prevent the CRN from reaching equilibrium, but when the related fundamental forces vanish (and the chemical potentials of the reservoirs are kept constant in time), the CRN relaxes to equilibrium by minimizing the semigrand Gibbs potential. We elucidate the relationship between this thermodynamic potential and the dynamical potentials used in chemical reaction network theory. Our EP decomposition written in terms of stoichiometric cycle affinities generalizes previous decompositions formulated for linear CRNs or steady-state dynamics.
Two detailed FTs follow from our EP decompositions, Eqs. (158) and (164). They are valid at any time and entirely expressed in terms of physical quantities. Hence, they offer the possibility of validating our findings experimentally and, from a wider perspective, of validating the foundations of stochastic thermodynamics beyond electronic devices or colloidal particles.66,67 Finally, we derive a nonequilibrium Landauer’s principle for the work contributions, Eq. (180), which quantifies the minimum thermodynamic cost involved in transformations between arbitrary nonequilibrium states. In contrast to early formulations of the latter principle, we consider not only the cost of external manipulations but also that related to sustained currents across the system.
Our EP decomposition identifies the fundamental dissipative contributions in CRNs of arbitrary complexity and thus it can be used to analyze free energy conversion in CRNs beyond single biocatalysts, molecular motors, or sensory systems, which are usually described by linear CRNs.68–71 The nonconservative work contributions capture Hill’s idea of free energy transduction and extend it to nonlinear CRNs with an arbitrary number of chemical forces. (As illustrated in Sec. VIII, transduction occurs whenever one contribution becomes negative, thus requiring the other ones to be positive and larger than the former in absolute value by virtue of the second law of thermodynamics.) In turn, the driving work contribution allows us to generalize transduction to CRNs with reservoirs externally controlled in time. Hence, our framework can be used to analyze pumping in CRNs,72,73 namely, mechanisms whose periodic external control sustains a chemical current against its spontaneous direction.
In biochemical information-handling systems48,70,74,75 and chemical computing,76 information is stored and processed at the molecular level. Conservation laws play a crucial role since they enable storing information in the form of nontrivial probability distributions77 [see, e.g., Eq. (120)]. Early applications of the nonequilibrium Landauer’s principle proved successful for characterizing the thermodynamic cost of information processing in simple mechanisms.78,79 Our generalization of this principle could thus be used to analyze biochemical information-handling systems of far greater complexity. This endeavor is important in the light of the current understanding that biological systems evolved by optimizing the gathering and representation of information.80,81
Noise is known to play an important role in many biochemical processes. Since a complete stochastic description remains both analytically and computationally demanding, developing hybrid stochastic–deterministic descriptions would be of great importance.25,82,83 Also, many of these processes are regulated by enzymes, thus extending the present theory beyond mass-action kinetics, as already done for deterministic CRNs,84 is also necessary.
ACKNOWLEDGMENTS
R.R. warmly thanks A. Wachtel, A. Lazarescu, and M. Polettini for valuable discussions. This work was funded by the National Research Fund of Luxembourg (AFR PhD Grant 2014-2, No. 9114110) and the European Research Council project NanoThermo (ERC-2015-CoG Agreement No. 681456).
APPENDIX A: THERMODYNAMIC POTENTIALS
Using equilibrium statistical mechanics, we derive the equilibrium Gibbs free energy of a CRN in a given state n. Our derivation is similar to that found in Ref. 85, Sec. 3.2, whereas for different approaches, we refer the reader to Refs. 86–89.
We regard the reacting species, labeled by σ = 1, …, Nz, as solutes of an ideal dilute solution in a closed vessel. Since the solvent, s, is much more abundant than the solutes, ns ≫ ∑σnσ. As in ideal solutions, interactions among solutes are negligible and the partition function of the whole solution can be written as the product of single species partition functions, q ≡ {qσ(T)} and qs. By idealizing the solution as a lattice gas, in which each site is occupied by one molecule, we obtain
The combinatoric term accounts for all possible permutations of molecules, in which the overcounting due to the indistinguishability of molecules of the same species is removed. We note that the fact that different molecules might occupy different volumes is neglected.
Since we deal with dilute solutions, q ≡ {qσ(T)} depends mainly on the temperature and the solutes–solvent interactions, whereas qs depends on the abundance of solvent as well as the external pressure (which we omit for brevity). Using Stirling’s formula and the high relative abundance of the solvent, the combinatoric term can be approximated as
Using Eq. (A1), the Gibbs free energy of a given state n is thus given by
where
can be identified as standard chemical potentials. Since the contribution that derives from the solvent, gs ≔ −kBT ln qs(ns), is constant, it can be set to zero without loss of generality. We emphasize that despite the idealizations that we introduced, Eq. (A3) is consistent with a rigorous approach based on mean-force potentials [cf. Ref. 87, Eq. F.44.a].
The Gibbs free energy changes along internal reactions read
1. Thermodynamic limit
For V ≫ 1, n ≫ 1, and finite [z] = n/V, the Gibbs potential (A3) becomes
where
are the chemical potentials of solutes in an ideal dilute solution and [s] = ns/V is the concentration of the solvent. We thus recover the Gibbs free energy density of ideal dilute solutions; see, e.g., Refs. 51 and 90.
When applying the same limit to the Gibbs free energy differences, Eq. (A5), we recover the Gibbs free energies of reaction
This result also justifies the form of the second term in the local detailed balance of exchange reactions, Eq. (53).
The chemical potentials of ideal dilute solutions obtained in Eq. (A7) are expressed in terms of the concentration of the solvent. By including this term in μ° and introducing a reference concentration for each species [z0], we recover the common expression for the potential of ideal dilute solutions , where the standard-state chemical potential is that measured at the reference concentration.
Summarizing, gn given in Eq. (A3) characterizes the free energy of each CRN state. In the thermodynamic limit, the traditional potentials of ideal dilute solutions are recovered.
APPENDIX B: PROOFS OF DETAILED FLUCTUATION THEOREMS
To prove the finite time detailed FTs (158), we use moment generating functions and change the notation in favor of one using brackets and operators.
Let be the joint probability of observing a trajectory ending in the state n along which the driving work is Wd while the nonconservative contributions are . These probabilities, one for each n, are stacked in the ket . The time evolution of their moment generating function,
is ruled by the biased stochastic dynamics
where the entries of the biased generator are given by
We denoted the entries of as . As a consequence of the local detailed balance (94), the stochastic generator satisfies the following symmetry:
where the entries of are given by
Introducing the partition function for the generic equilibrium state identified by the protocol at time τ, , the initial condition can be written as
The ket |1⟩ refers to the vector in the state space whose entries are all equal to one.
In order to proceed further, it is convenient to first prove a preliminary result. Let us consider the generic biased dynamics, e.g., Eq. (B2),
whose initial condition is Λ0(ξ)⟩ = |p(0)⟩. A formal solution of Eq. (B7) is , where the time-evolution operator reads , with being the time-ordering operator. We clearly have . Let us now consider the following transformed evolution operator:
with being a generic invertible operator. Its dynamics is ruled by the following biased stochastic dynamics:
which allows us to conclude that the transformed time-evolution operator is given by
From Eqs. (B8)–(B10), we deduce that
We can now come back to our specific biased stochastic dynamics (B2). The moment generating function of is given by
where is the time-evolution operator of the biased stochastic dynamics (B2). Note that is the equilibrium initial distribution of the backward process . Using the relation in Eq. (B11), the last term can be rewritten as
where is defined in Eq. (159). Since , the first term in the square bracket can be added to the diagonal entries of the second term, thus giving
The symmetry (B4) allow us to recast the latter into
The crucial step comes as we transform the integration variable from τ to τ† = t − τ. Accordingly, the time-ordering operator, , becomes an anti-time-ordering one , while the diagonal entries of the biased generator become
from which we conclude that
is the biased generator of the dynamics subject to the time-reversed protocol, π†, i.e., the dynamics of the backward process. Equation (B15) thus becomes
Upon a global transposition, we can write
where we also used the relationship between transposition and time-ordering
in which At is a generic operator. From the last expression, we readily obtain
where is the moment generating function of . Summarizing, we have the following symmetry:
whose inverse Laplace transform gives the FT in Eq. (158).
1. Fluctuation theorem for emergent stoichiometric cycles currents
The finite-time detailed FT for nonconservative contributions along fundamental cycles, Eq. (164), follows the same logic and mathematical steps described above. The moment generating function which now must be taken into account is
which is ruled by the biased generator whose entries are
The symmetry of the latter generator—on top of which the proof is constructed—is based on the expression of the local detailed balance given in Eq. (94)
where the entries of are given in Eq. (B5). Following the steps from Eq. (B12) to Eq. (B22), with the definitions and equations in Eqs. (B23)–(B25), proves the FT in Eq. (164).