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In 1901, R. Wegscheider introduced the principle of detailed balance for chemical kinetics.<ref>[http://dx.doi.org/10.1007/BF01517498 Rud Wegscheider "Über simultane Gleichgewichte und die Beziehungen zwischen Thermodynamik und Reactionskinetik homogener Systeme", Monatshefte für Chemie '''22''' pp. 849-906 (1901)]</ref> In particular, he demonstrated that the irreversible cycles <math>A_1 \to A_2 \to ... \to A_n \to A_1</math> are impossible and found explicitly the relations between kinetic constants that follow from the principle of detailed balance. | In 1901, R. Wegscheider introduced the principle of detailed balance for chemical kinetics.<ref>[http://dx.doi.org/10.1007/BF01517498 Rud Wegscheider "Über simultane Gleichgewichte und die Beziehungen zwischen Thermodynamik und Reactionskinetik homogener Systeme", Monatshefte für Chemie '''22''' pp. 849-906 (1901)]</ref> In particular, he demonstrated that the irreversible cycles <math>A_1 \to A_2 \to ... \to A_n \to A_1</math> are impossible and found explicitly the relations between kinetic constants that follow from the principle of detailed balance. | ||
See also <ref name=vanKampen1992>van Kampen, N.G. "Stochastic Processes in Physics and Chemistry", Elsevier Science (1992).</ref><ref name=Yab1991>Yablonskii, G.S., Bykov, V.I., Gorban, A.N., Elokhin, V.I. (1991), Kinetic Models of Catalytic Reactions, Amsterdam, The Netherlands: Elsevier.</ref><ref>Lifshitz, E.M., Pitaevskii, L.P., Physical kinetics (1981)London: Pergamon. Vol. 10 of the Course of Theoretical Physics(3rd Ed).</ref> | |||
==Microscopic background== | ==Microscopic background== | ||
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:<math>\pi(s') P(s',s) = \pi(s) P(s,s')\,.</math> | :<math>\pi(s') P(s',s) = \pi(s) P(s,s')\,.</math> | ||
A Markov process that has detailed balance is said to be a ''reversible Markov process'' or ''reversible Markov chain'' <ref name=OHagan /> | A Markov process that has detailed balance is said to be a '''reversible Markov process''' or '''reversible Markov chain'''.<ref name=OHagan /> | ||
The detailed balance condition is stronger than that required merely for a stationary distribution; that is, there are Markov processes with stationary distributions that do not have detailed balance. Detailed balance implies that, around any closed cycle of states, there is no net flow of probability. For example, it implies that, for all ''a'', ''b'' and ''c'', | The detailed balance condition is stronger than that required merely for a stationary distribution; that is, there are Markov processes with stationary distributions that do not have detailed balance. Detailed balance implies that, around any closed cycle of states, there is no net flow of probability. For example, it implies that, for all ''a'', ''b'' and ''c'', | ||
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The ''stoichiometric matrix'' is <math>\boldsymbol{\Gamma}=(\gamma_{ri})</math>, <math>\gamma_{ri}=\beta_{ri}-\alpha_{ri}</math> (gain minus loss). The ''stoichiometric vector'' <math>\gamma_r</math> is the ''r''th row of <math>\boldsymbol{\Gamma}</math> with coordinates <math>\gamma_{ri}=\beta_{ri}-\alpha_{ri}</math>. | The ''stoichiometric matrix'' is <math>\boldsymbol{\Gamma}=(\gamma_{ri})</math>, <math>\gamma_{ri}=\beta_{ri}-\alpha_{ri}</math> (gain minus loss). The ''stoichiometric vector'' <math>\gamma_r</math> is the ''r''th row of <math>\boldsymbol{\Gamma}</math> with coordinates <math>\gamma_{ri}=\beta_{ri}-\alpha_{ri}</math>. | ||
According to the '' | According to the ''generalized mass action law'', the reaction rate for an elementary reaction is | ||
:<math>w_r=k_r \prod_{i=1}^n a_i^{\alpha_{ri}} \, ,</math> | :<math>w_r=k_r \prod_{i=1}^n a_i^{\alpha_{ri}} \, ,</math> | ||
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<math>\sum_i \gamma_{ri} x_i = \ln k_r^+-\ln k_r^-=\ln K_r </math> | <math>\sum_i \gamma_{ri} x_i = \ln k_r^+-\ln k_r^-=\ln K_r </math> | ||
is solvable (<math>x_i=\ln a_i^{\rm eq}</math>). The following classical result gives the necessary and sufficient conditions for the existence of the positive equilibrium <math>a_i^{\rm eq}>0</math> with detailed balance <ref name=Yab1991> | is solvable (<math>x_i=\ln a_i^{\rm eq}</math>). The following classical result gives the necessary and sufficient conditions for the existence of the positive equilibrium <math>a_i^{\rm eq}>0</math> with detailed balance (see, for example, the textbook<ref name=Yab1991/>). | ||
Two conditions are sufficient and necessary | Two conditions are sufficient and necessary for solvability of the system of detailed balance equations: | ||
# If <math>k_r^+>0</math> then <math>k_r^->0</math> (reversibility); | # If <math>k_r^+>0</math> then <math>k_r^->0</math> (reversibility); | ||
# For any solution <math>\boldsymbol{\lambda}=(\lambda_r)</math> of the system | # For any solution <math>\boldsymbol{\lambda}=(\lambda_r)</math> of the system | ||
:<math>\boldsymbol{\lambda \Gamma} =0 \;\; \left(\mbox{i.e.}\;\; \sum_r \lambda_r \gamma_{ri}=0\;\; \mbox{for all} \;\; i\right)</math> | :<math>\boldsymbol{\lambda \Gamma} =0 \;\; \left(\mbox{i.e.}\;\; \sum_r \lambda_r \gamma_{ri}=0\;\; \mbox{for all} \;\; i\right)</math> | ||
the Wegscheider's identity | the Wegscheider's identity<ref name=GorbanYablonsky2011>Gorban, A.N., Yablonsky, G.S. (2011) [http://arxiv.org/PS_cache/arxiv/pdf/1101/1101.5280v3.pdf Extended detailed balance for systems with irreversible reactions], Chemical Engineering Science 66, 5388–5399.</ref> holds: | ||
<ref name=GorbanYablonsky2011>[http:// | |||
holds: | |||
:<math>\prod_{r=1}^m (k_r^+)^{\lambda_r}=\prod_{r=1}^m (k_r^-)^{\lambda_r} \, .</math> | :<math>\prod_{r=1}^m (k_r^+)^{\lambda_r}=\prod_{r=1}^m (k_r^-)^{\lambda_r} \, .</math> | ||
''Remark.'' It is sufficient to use in the Wegscheider conditions a basis of solutions of the system <math>\boldsymbol{\lambda \Gamma} =0 </math>. | ''Remark.'' It is sufficient to use in the Wegscheider conditions a basis of solutions of the system <math>\boldsymbol{\lambda \Gamma} =0 </math>. | ||
In particular, for any cycle in the monomolecular (linear) reactions the product of the reaction rate constants in the clockwise direction is equal to the product of the reaction rate constants in the | In particular, for any cycle in the monomolecular (linear) reactions the product of the reaction rate constants in the clockwise direction is equal to the product of the reaction rate constants in the counterclockwise direction. The same condition is valid for the reversible Markov processes (it is equivalent to the "no net flow" condition). | ||
A simple | A simple nonlinear example gives us a linear cycle supplemented by one nonlinear step<ref name=GorbanYablonsky2011/>: | ||
# <math>A_1 \rightleftharpoons A_2</math> | # <math>A_1 \rightleftharpoons A_2</math> | ||
# <math>A_2 \rightleftharpoons A_3 </math> | # <math>A_2 \rightleftharpoons A_3 </math> | ||
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:<math>\gamma_1+\gamma_2+\gamma_3=0</math> and <math>\gamma_3+\gamma_4-\gamma_2=0</math>. | :<math>\gamma_1+\gamma_2+\gamma_3=0</math> and <math>\gamma_3+\gamma_4-\gamma_2=0</math>. | ||
The computational aspect of the Wegscheider conditions was studied by D. Colquhoun | The computational aspect of the Wegscheider conditions was studied by D. Colquhoun with co-authors.<ref>Colquhoun, D., Dowsland, K.A., Beato, M., and Plested, A.J.R. (2004) [http://www.ucl.ac.uk/Pharmacology/dc-bits/colquhoun-biophysj-04.pdf How to Impose Microscopic Reversibility in Complex Reaction Mechanisms], Biophysical 86, June 2004, 3510–3518</ref> | ||
<ref>[http:// | |||
The Wegscheider conditions demonstrate that | The Wegscheider conditions demonstrate that whereas the principle of detailed balance states a local property of equilibrium, it implies the relations between the kinetic constants that are valid for all states far from equilibrium. This is possible because a kinetic law is known and relations between the rates of the elementary processes at equilibrium can be transformed into relations between kinetic constants which are used globally. For the Wegscheider conditions this kinetic law is the law of mass action (or the generalized law of mass action). | ||
==Dissipation in systems with detailed balance== | ==Dissipation in systems with detailed balance== | ||
:<math>a_i = \exp\left (\frac{\mu_i - \mu^{\ | To describe dynamics of the systems that obey the generalized mass action law, one has to represent the activities as functions of the concentrations ''c<sub>j</sub>'' and temperature. For this purpose, let us the representation of the activity through the chemical potential: | ||
:<math>a_i = \exp\left (\frac{\mu_i - \mu^{\ominus}_i}{RT}\right )</math> | |||
where ''μ<sub>i</sub>'' is the chemical potential of the species under the conditions of interest, ''μ''<sup><s>o</s></sup><sub>''i''</sub> is the chemical potential of that species in the chosen standard state, ''R'' is the gas constant and ''T'' is the thermodynamic temperature. | |||
The chemical potential can be represented as a function of ''c'' and ''T'', where ''c'' is the vector of concentrations with components ''c<sub>j</sub>''. For the ideal systems, <math>\mu_i=RT\ln c_i+\mu^{\ominus}_i</math> and <math>a_j=c_j</math>: the activity is the concentration and the generalized mass action law is the usual law of mass action. | |||
Let us consider a system in isothermal (''T''=const) isochoric (the volume ''V''=const) condition. For these conditions, the Helmholtz free energy ''F(T,V,N)'' measures the “useful” work obtainable from a system. It is a functions of the temperature ''T'', the volume ''V'' and the amounts of chemical components ''N<sub>j</sub>'' (usually measured in moles), ''N'' is the vector with components ''N<sub>j</sub>''. For the ideal systems, <math>F=RT \sum_i N_i \left(\ln\left(\frac{N_i}{V}\right)-1+\frac{\mu^{\ominus}_i(T)}{RT}\right) </math> | |||
The chemical potential is a partial derivative: <math> \mu_i=\partial F(T,V,N)/\partial N_j</math>. | |||
The chemical potential is | |||
:<math> \mu_i= | |||
The chemical kinetic equations are | The chemical kinetic equations are | ||
:<math>\frac{d N_i}{d t}=V \sum_r \gamma_{ri}(w^+_r-w^-_r) .</math> | :<math>\frac{d N_i}{d t}=V \sum_r \gamma_{ri}(w^+_r-w^-_r) .</math> | ||
If the principle of detailed balance is valid | If the principle of detailed balance is valid then for any value of ''T'' there exists a positive point of detailed balance ''c''<sup>eq</sup>: | ||
:<math>w^+_r(c^{\rm eq},T)=w^-_r(c^{\rm eq},T)=w^{\rm eq}_r</math> | |||
:<math>w^+_r(c^{\ | Elementary algebra gives | ||
:<math>w^+_r=w^{\rm eq}_r \exp \left(\sum_i \frac{\alpha_{ri}(\mu_i-\mu^{\rm eq}_i)}{RT}\right); \;\; w^-_r=w^{\rm eq}_r \exp \left(\sum_i \frac{\beta_{ri}(\mu_i-\mu^{\rm eq}_i)}{RT}\right);</math> | :<math>w^+_r=w^{\rm eq}_r \exp \left(\sum_i \frac{\alpha_{ri}(\mu_i-\mu^{\rm eq}_i)}{RT}\right); \;\; w^-_r=w^{\rm eq}_r \exp \left(\sum_i \frac{\beta_{ri}(\mu_i-\mu^{\rm eq}_i)}{RT}\right);</math> | ||
where <math>\mu^{\rm eq}_i=\mu_i(c^{\rm eq},T)</math> | where <math>\mu^{\rm eq}_i=\mu_i(c^{\rm eq},T)</math> | ||
For the dissipation | For the dissipation we obtain from these formulas: | ||
:<math>\frac{d F}{d t}=\sum_i \frac{\partial F(T,V,N)}{\partial N_i} \frac{d N_i}{d t}=\sum_i \mu_i \frac{d N_i}{d t} = -VRT \sum_r (\ln w_r^+-\ln w_r^-) (w_r^+-w_r^-) \leq 0</math> | :<math>\frac{d F}{d t}=\sum_i \frac{\partial F(T,V,N)}{\partial N_i} \frac{d N_i}{d t}=\sum_i \mu_i \frac{d N_i}{d t} = -VRT \sum_r (\ln w_r^+-\ln w_r^-) (w_r^+-w_r^-) \leq 0</math> | ||
The inequality holds because ln is a monotone function and, hence, the expressions <math>\ln w_r^+-\ln w_r^-</math> and <math>w_r^+-w_r^-</math> have always the same sign. | |||
Similar inequalities<ref name=Yab1991/> are valid for other classical conditions for the closed systems and the corresponding characteristic functions: for isothermal isobaric conditions the Gibbs free energy decreases, for the isochoric systems with the constant internal energy (isolated systems) the entropy increases as well as for isobaric systems with the constant enthalpy. | |||
== Onsager reciprocal relations and detailed balance == | |||
Let the principle of detailed balance be valid. Then, in the linear approximation near equilibrium the reaction rates for the generalized mass action law are | Let the principle of detailed balance be valid. Then, in the linear approximation near equilibrium the reaction rates for the generalized mass action law are | ||
:<math>w^+_r=w^{\rm eq}_r \left(1+\sum_i \frac{\alpha_{ri}(\mu_i-\mu^{\rm eq}_i)}{RT}\right); \;\; w^-_r=w^{\rm eq}_r \left(1+ \sum_i \frac{\beta_{ri}(\mu_i-\mu^{\rm eq}_i)}{RT}\right);</math> | :<math>w^+_r=w^{\rm eq}_r \left(1+\sum_i \frac{\alpha_{ri}(\mu_i-\mu^{\rm eq}_i)}{RT}\right); \;\; w^-_r=w^{\rm eq}_r \left(1+ \sum_i \frac{\beta_{ri}(\mu_i-\mu^{\rm eq}_i)}{RT}\right);</math> | ||
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==Semi-detailed balance== | ==Semi-detailed balance== | ||
To formulate the principle of semi-detailed balance, it is convenient to count the direct and inverse elementary reactions separately. In this case, the kinetic equations have the form: | To formulate the principle of semi-detailed balance, it is convenient to count the direct and inverse elementary reactions separately. In this case, the kinetic equations have the form: | ||
:<math>\frac{d N_i}{d t}=V\sum_r \gamma_{ri} w_r=V\sum_r (\beta_{ri}-\alpha_{ri})w_r </math> | :<math>\frac{d N_i}{d t}=V\sum_r \gamma_{ri} w_r=V\sum_r (\beta_{ri}-\alpha_{ri})w_r </math> | ||
Let us use the notations <math>\alpha_r=\alpha_{ri}</math>, <math>\beta_r=\beta_{ri}</math> for the input and the output vectors of the stoichiometric coefficients of the ''r''th elementary reaction. Let <math>Y</math> be the set of all these vectors <math>\alpha_r, \beta_r</math>. | |||
For each <math>\nu \in Y</math>, let us define two sets of numbers: | For each <math>\nu \in Y</math>, let us define two sets of numbers: | ||
:<math>R_{\nu}^+=\{r|\alpha_r=\nu \}; \;\;\; R_{\nu}^-=\{r|\beta_r=\nu \}</math> | :<math>R_{\nu}^+=\{r|\alpha_r=\nu \}; \;\;\; R_{\nu}^-=\{r|\beta_r=\nu \}</math> | ||
<math>r \in R_{\nu}^+</math> if and only if <math>\nu</math> is the vector of the input stoichiometric coefficients <math>\alpha_r</math> for the ''r''th elementary reaction;<math>r \in R_{\nu}^-</math> if and only if <math>\nu</math> is the vector of the output stoichiometric coefficients <math>\beta_r</math> for the ''r''th elementary reaction. | <math>r \in R_{\nu}^+</math> if and only if <math>\nu</math> is the vector of the input stoichiometric coefficients <math>\alpha_r</math> for the ''r''th elementary reaction;<math>r \in R_{\nu}^-</math> if and only if <math>\nu</math> is the vector of the output stoichiometric coefficients <math>\beta_r</math> for the ''r''th elementary reaction. | ||
The principle of ''semi-detailed balance'' | The principle of '''semi-detailed balance''' means that in equilibrium the semi-detailed balance condition holds: for every <math>\nu \in Y</math> | ||
:<math>\sum_{r\in R_{\nu}^+}w_r=\sum_{r\in R_{\nu}^+}w_r</math> | :<math>\sum_{r\in R_{\nu}^+}w_r=\sum_{r\in R_{\nu}^+}w_r</math> | ||
The semi-detailded balance condition is sufficient for the stationarity: it implies that | The semi-detailded balance condition is sufficient for the stationarity: it implies that | ||
:<math>\frac{d N}{dt}=V \sum_r \gamma_r w_r=0 | :<math>\frac{d N}{dt}=V \sum_r \gamma_r w_r=0</math>. | ||
For the Markov kinetics the semi-detailed balance condition is | For the Markov kinetics the semi-detailed balance condition is just the elementary balance equation and holds for any steady state. For the nonlinear mass action law it is, in general, sufficient but not necessary condition for stationarity. | ||
The semi-detailed balance condition is weaker than the detailed balance one: if the principle of detailed balance holds then the condition of semi-detailed balance also holds. | |||
The microscopic backgrounds for the semi-detailed balance were found in the Markov | For systems that obey the generalized mass action law the semi-detailed balance condition is sufficient for the dissipation inequality <math>d F/ dt \geq 0</math> (for the Helmholtz free energy under isothermal isochoric conditions and for the dissipation inequalities under other classical conditions for the corresponding thermodynamic potentials). | ||
<ref> | |||
Under these microscopic assumptions, the semi-detailed balance condition | Boltzmann introduced the semi-detailed balance condition for collisions in 1887<ref name=Boltzmann1887 /> and proved that it guaranties the positivity of the entropy production. For chemical kinetics, this condition (as the ''complex balance'' condition) was inroduced by Horn and Jackson in 1972.<ref name="HornJackson1972">''Horn, F., Jackson, R.'' (1972) General mass action kinetics. Arch. Ration. Mech. Anal. 47, 87-116.</ref> | ||
The microscopic backgrounds for the semi-detailed balance were found in the Markov microkinetics of the intermediate compounds that are present in small amounts and whose concentrations are in quasiequilibrium with the main components.<ref>''Stueckelberg, E.C.G.'' (1952) Theoreme ''H'' et unitarite de ''S''. Helv. Phys. Acta 25, 577-580</ref> Under these microscopic assumptions, the semi-detailed balance condition is just the balance equation for the Markov microkinetics according to the '''Michaelis-Menten-Stueckelberg theorem.<ref name="GorbanShahzad2011">''Gorban, A.N., Shahzad, M.'' (2011) [http://arxiv.org/pdf/1008.3296v3 The Michaelis-Menten-Stueckelberg Theorem.] Entropy 13, no. 5, 966-1019.</ref> | |||
== Dissipation in systems with semi-detailed balance == | == Dissipation in systems with semi-detailed balance == | ||
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== Detailed balance for systems with irreversible reactions == | == Detailed balance for systems with irreversible reactions == | ||
Detailed balance states that in equilibrium each elementary process is equilibrated by its reverse process and required reversibility of all elementary processes. For many real physico-chemical complex systems (e.g. homogeneous combustion, heterogeneous catalytic oxidation, most enzyme reactions etc), detailed mechanisms include both reversible and irreversible reactions. If one represents irreversible reactions as limits of reversible steps, then it become obvious that not all reaction mechanisms with irreversible reactions can be obtained as limits of systems or reversible reactions with detailed balance. For example, the irreversible cycle <math>A_1 \to A_2 \to A_3 \to A_1</math> cannot be obtained as such a limit but the reaction mechanism <math>A_1 \to A_2 \to A_3 \leftarrow A_1</math> can <ref> | Detailed balance states that in equilibrium each elementary process is equilibrated by its reverse process and required reversibility of all elementary processes. For many real physico-chemical complex systems (e.g. homogeneous combustion, heterogeneous catalytic oxidation, most enzyme reactions etc), detailed mechanisms include both reversible and irreversible reactions. If one represents irreversible reactions as limits of reversible steps, then it become obvious that not all reaction mechanisms with irreversible reactions can be obtained as limits of systems or reversible reactions with detailed balance. For example, the irreversible cycle <math>A_1 \to A_2 \to A_3 \to A_1</math> cannot be obtained as such a limit but the reaction mechanism <math>A_1 \to A_2 \to A_3 \leftarrow A_1</math> can.<ref>Chu, Ch. (1971), Gas absorption accompanied by a system of first-order reactions, Chem. Eng. Sci. 26(3), 305-312.</ref> | ||
''A system of reactions with some irreversible reactions is a limit of systems with detailed balance when some constants tend to zero if and only if (i) the reversible part of this system satisfies the principle of detailed balance and (ii) the convex hull of the stoichiometric vectors of the irreversible reactions has empty intersection with the linear span of the stoichiometric vectors of the reversible reactions.''<ref name=GorbanYablonsky2011/> Physically, the last condition means that the irreversible reactions cannot be included in oriented cyclic pathways. | ''A system of reactions with some irreversible reactions is a limit of systems with detailed balance when some constants tend to zero if and only if (i) the reversible part of this system satisfies the principle of detailed balance and (ii) the convex hull of the stoichiometric vectors of the irreversible reactions has empty intersection with the linear span of the stoichiometric vectors of the reversible reactions.''<ref name=GorbanYablonsky2011/> Physically, the last condition means that the irreversible reactions cannot be included in oriented cyclic pathways. | ||
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==References== | ==References== | ||
<references/> | <references/> | ||
'''Related reading''' | |||
*[http://en.wikipedia.org/wiki/Detailed_balance Detailed balance] in Wikipedia | |||
*[http://dx.doi.org/10.1063/1.477973 Vasilios I. Manousiouthakis and Michael W. Deem "Strict detailed balance is unnecessary in Monte Carlo simulation", Journal of Chemical Physics '''110''' pp. 2753- (1999)] | *[http://dx.doi.org/10.1063/1.477973 Vasilios I. Manousiouthakis and Michael W. Deem "Strict detailed balance is unnecessary in Monte Carlo simulation", Journal of Chemical Physics '''110''' pp. 2753- (1999)] | ||
[[category: statistical mechanics]] | [[category: statistical mechanics]] | ||
[[category: Non-equilibrium thermodynamics]] | [[category: Non-equilibrium thermodynamics]] |