To motivate that chemical processes are insufficiently treated by linear nonequilibrium thermodynamics, we consider a closed, isothermal box of volume
V at temperature
T containing two well-mixed ideal gases, namely species
\(N_1\) and
\(N_2\). For this setup, the (Helmholtz) free energy appropriately describes the approach to thermodynamic equilibrium. To be specific, we assume that the autocatalytic conversion reaction
$$\begin{aligned} 2N_1 + N_2 \rightleftharpoons 3N_1, \end{aligned}$$
(13)
takes place between the two chemical species. For mixtures of ideal gases, chemical reactions are appropriately described by mass action kinetics [
58]. The time evolution of the particle densities
\(n_1\) and
\(n_2\) of the two gases (particles per unit volume) inside the box is then given by
$$\begin{aligned} \frac{\text {d}n_1}{\text {d}t}&= r_\textrm{f} n_1^2 n_2 - r_\textrm{b} n_1^3, \end{aligned}$$
(14)
$$\begin{aligned} \frac{\text {d}n_2}{\text {d}t}&= -r_\textrm{f} n_1^2 n_2 + r_\textrm{b} n_1^3, \end{aligned}$$
(15)
where
\(r_\textrm{f}, r_\textrm{b} >0\) denote the reaction rates in the forward and backward direction. Thereby, the reaction
\(2N_1 + N_2 \rightarrow 3N_1\) is defined as the forward reaction. Note that
\(\text {d}(n_1+n_2)/\text {d}t=0\) and the total particle number
\(N = (n_1+n_2)V\) in the container is conserved. We consider the associated chemical potentials of ideal gases [
58]
$$\begin{aligned} \mu _\alpha = k_b T \ln \left( n_\alpha /n_{0,\alpha }\right) +\zeta _\alpha (T), \end{aligned}$$
(16)
where
\(n_{0,\alpha }\) are reference densities and
\(\zeta _\alpha (T)\) are general dependencies on the temperature
T. Note that
\(\zeta _\alpha \) represents the chemical potential of species
\(\alpha \) at the reference density
\(n_{0,\alpha }\). For simplicity, we set
\(\zeta _\alpha = 0\) in the following. Using Eq. (
16), we rewrite Eqs. (
14) and (
15) as
$$\begin{aligned} \frac{\text {d}n_1}{\text {d}t}&= r_\textrm{f} n^2_{0,1}n_{0,2} e^{\frac{2\mu _1+\mu _2}{k_b T}} - r_\textrm{b} n^3_{0,1} e^{\frac{3\mu _1}{k_b T}}, \end{aligned}$$
(17)
$$\begin{aligned} \frac{\text {d}n_2}{\text {d}t}&= -r_\textrm{f} n^2_{0,1}n_{0,2} e^{\frac{2\mu _1+\mu _2}{k_b T}} + r_\textrm{b} n^3_{0,1} e^{\frac{3\mu _1}{k_b T}}. \end{aligned}$$
(18)
We know that the gas mixture must approach thermodynamic equilibrium. For chemical reactions thermodynamic equilibrium is equivalent to the condition that the affinity
A vanishes [
58]. The affinity corresponds to the difference in total chemical energy between the reactants and the products of a reaction and represents the thermodynamic force that drives the reaction.
2 Specifically for reaction (
13) the affinity is given by
\(A=3\mu _1-(2\mu _1+\mu _2) = \mu _1-\mu _2\). Setting the right hand side of (
17)–(
18) to zero for
\(A=0\), one finds that this condition only holds if
\(r = r_\textrm{f} n^2_{0,1} n_{0,2} = r_\textrm{b} n^3_{0,1}\) is the rate for both the forward and the backward reaction. Only then (
17)–(
18) can be reformulated as
$$\begin{aligned} \frac{\text {d}n_1}{\text {d}t}&= r\left( e^{\frac{2\mu _1+\mu _2}{k_b T}} - e^{\frac{3\mu _1}{k_b T}}\right) , \end{aligned}$$
(19)
$$\begin{aligned} \frac{\text {d}n_2}{\text {d}t}&= -r\left( e^{\frac{2\mu _1+\mu _2}{k_b T}} - e^{\frac{3\mu _1}{k_b T}}\right) , \end{aligned}$$
(20)
with a common rate (function)
r.
3 Writing the reactive flux as
$$\begin{aligned} J = J^f-J^b = r\left( e^{\frac{2\mu _1+\mu _2}{k_b T}} - e^{\frac{3\mu _1}{k_b T}}\right) , \end{aligned}$$
(21)
at thermodynamic equilibrium we have equal fluxes in both reactive directions, i.e.,
$$\begin{aligned} J^f_{\text {eq}} = J^b_{\text {eq}}. \end{aligned}$$
(22)
Condition (
22) is the principle of detailed balance, which follows from microscopic reversibility [
84], and here corresponds to the common rate function
r for
both reactive directions. While (
22) seems rather trivial, as it is simply the steady state condition for one reaction, in systems with multiple reactions one may also find steady states for which the reactive fluxes do not vanish
separately, as discussed by Wegscheider [
85]. These states need to be distinguished from genuine thermodynamic equilibrium given by detailed balance (
22). We note that by introducing the free energy functional
$$\begin{aligned} F = \int _V\left( k_b T n_1\left[ \ln (n_1/n_{0,1})-1\right] +k_b T n_2\left[ \ln (n_2/n_{0,2})-1\right] \right) \text {d}V, \end{aligned}$$
(23)
we can express the chemical potentials (
16) as
\(\mu _\alpha = \frac{\delta F}{\delta n_\alpha }\) and therefore obtain as time evolution equations
$$\begin{aligned} \frac{\text {d}n_1}{\text {d}t}&= r\left[ \exp \left( \frac{2\frac{\delta F}{\delta n_1}+\frac{\delta F}{\delta n_2}}{k_b T}\right) - \exp \left( 3\frac{\frac{\delta F}{\delta n_1}}{k_b T}\right) \right] , \end{aligned}$$
(24)
$$\begin{aligned} \frac{\text {d}n_2}{\text {d}t}&= -r\left[ \exp \left( \frac{2\frac{\delta F}{\delta n_1}+\frac{\delta F}{\delta n_2}}{k_b T}\right) - \exp \left( 3\frac{\frac{\delta F}{\delta n_1}}{k_b T}\right) \right] . \end{aligned}$$
(25)
The more general form of (
24) and (
25) dates back to Marcelin [
61] and De Donder [
62,
86] and suggests applicability to nonideal systems and to more complicated energy functionals as well as heterogeneous spatially extended systems. While we have motivated the form (
24)–(
25) starting from simple mass action kinetics, we note that the same expression can be derived by considering chemical reactions as a diffusion process in the (continuous) configuration space of the reactive complex so that this form indeed remains valid for nonideal systems [
87‐
89]. Note that in general, the rate function
r need not be constant and may depend on, e.g., the local concentrations. We now show that detailed balanced mass action type kinetics such as Eqs. (
24)–(
25) is a gradient dynamics, i.e., that
F monotonically decreases. To this end, we treat a more general scenario and consider a heterogeneous spatially extended system comprising the components
\(N_1, \ldots , N_Q\) with the particle densities
\(n_1, \ldots , n_Q\) in a closed, thermostatted box of volume
V. For clarity of notation, we exclusively use Greek script for field variable indexing and Latin script for reaction indexing. Between the
Q components,
R chemical reactions may occur. Each reaction
j is characterized by its stoichiometric coefficients
\(\nu _{\beta j}^{f},\nu _{\beta j} ^{b}\ge 0\) for each component
\(\beta \) in the forward and backward directions, respectively. Each reaction
j can then be summarized as
$$\begin{aligned} \sum _{\beta =1}^{Q} \nu ^f_{\beta j} N_\beta \leftrightharpoons \sum _{\beta =1}^{Q} \nu ^b_{\beta j} N_\beta . \end{aligned}$$
(26)
Note that because chemical reactions conserve total mass, the stoichiometric coefficients must obey the condition
$$\begin{aligned} \sum _{\beta =1}^Q m_\beta \nu ^f_{\beta j} = \sum _{\beta =1}^Q m_\beta \nu ^b_{\beta j}, \end{aligned}$$
(27)
where
\(m_\beta \) is the mass per particle for component
\(\beta \). Equation (
27) states that the total mass of reactants and products must be identical. For instance, applying (
27) to the autocatalysis reaction (
13) implies that the molecular masses must be equal. In addition to conservation of the total mass
\(M = \int _V\left[ m_1 n_1+m_2 n_2\right] \text {d}V\) the total particle number
\(N = \int _V\left[ n_1+n_2\right] \text {d}V\) is then also conserved, as already observed from Eqs. (
14)–(
15). One should always take care that the particular choices of molecular masses (which may, e.g., explicitly appear in some transport coefficients) and of stoichiometric coefficients do not contradict mass conservation. In analogy to (
21), we associate with each reaction
j, specified by (
26), a detailed balanced mass action type kinetics
$$\begin{aligned} J_{j}=J_j^f-J_j^b = r_{j}\left[ \exp \left( \frac{\sum _{\beta =1}^Q\nu ^f_{\beta j}\frac{\delta F}{\delta n_\beta }}{k_b T}\right) -\exp \left( \frac{\sum _{\beta =1}^Q\nu ^b_{\beta j}\frac{\delta F}{\delta n_\beta }}{k_b T}\right) \right] , \end{aligned}$$
(28)
where
\(r_{j}>0\) is again the common rate function for both reaction directions and
F is the free energy (or any other appropriate thermodynamic functional). Note that (
28) can be expanded close to chemical equilibrium (
\(A=\sum _{\beta =1}^Q(\nu ^b_{\beta j}-\nu ^f_{\beta j})\frac{\delta F}{\delta n_\beta } \ll k_b T\)) to obtain a flux that is linear in the affinity
A [
58]. To demonstrate applicability to spatially heterogeneous extended systems, we additionally assume diffusive transport such that the total time evolution of the particle densities is given by
$$\begin{aligned} \frac{\partial n_\alpha }{\partial t} = \sum _{\beta =1}^Q \nabla \cdot \left( L_{\alpha \beta }\nabla \frac{\delta F}{\delta n_\beta }\right) -\sum _{j=1}^R (\nu ^f_{\alpha j}-\nu ^b_{\alpha j}) J_j, \end{aligned}$$
(29)
where the diffusive coefficients
\(L_{\alpha \beta }\) form a symmetric, positive (semi)-definite matrix and
\(\nabla = (\frac{\partial }{\partial x}, \frac{\partial }{\partial y}, \frac{\partial }{\partial z})^\text {T}\). Note that (
29) conserves the total mass
\(M = \int _V\left[ \sum _{\beta =1}^Q m_\beta n_\beta \right] \text {d}V\) due to (
27). In general, the total number of conserved quantities is determined as
\(Q-S\), where
S is the dimension of the stoichiometric subspace
\(\mathcal {S}\) that is spanned by the vectors
\(\varvec{\nu } _j=(\nu _{\alpha j})=(\nu ^{f} _{\alpha j}- \nu ^{b}_{\alpha j})\). Conserved quantities are then given as linear combinations
\(\sum _\alpha c_\alpha n_\alpha \), where
\({\textbf {c}}=(c_\alpha )\) are vectors in the orthogonal complement of
\(\mathcal {S}\), i.e.,
\({\textbf {c}}\cdot \varvec{\nu }_j=0\) for all
j [
90]. Since chemical reactions conserve mass, this implies that particular behavior described for reaction-diffusion systems with conservation laws [
91‐
99] is most likely a better representation of generic behavior than the more frequently investigated fully open reaction-diffusion systems without any conservation law.
We next show that (
29) constitutes a gradient dynamics. For the free energy
F we have
$$\begin{aligned} \frac{\text {d}F}{\text {d}t}&= \int _V \left[ \sum _{\beta =1}^Q \frac{\delta F}{\delta n_\beta }\frac{\partial n_\beta }{\partial t}\right] \text {d}^3 r \end{aligned}$$
(30)
$$\begin{aligned}&=\int _V \left[ \sum _{\alpha , \beta =1}^Q \frac{\delta F}{\delta n_\beta }\nabla \cdot \left( L_{\alpha \beta }\nabla \frac{\delta F}{\delta n_\alpha }\right) \right] \text {d}V - \sum _{j=1}^R \int _V \left[ \sum _{\beta =1}^Q \frac{\delta F}{\delta n_\beta }(\nu ^f_{\beta j}-\nu ^b_{\beta j}) J_j \right] \text {d}^3 r \end{aligned}$$
(31)
$$\begin{aligned}&=-\int _V \left[ \sum _{\alpha , \beta =1}^Q L_{\alpha \beta } \left( \nabla \frac{\delta F}{\delta n_\beta }\right) \cdot \left( \nabla \frac{\delta F}{\delta n_\alpha }\right) \right] \text {d}V - k_b T \sum _{j=1}^R \int _V \ln \left( J^f_j/J^b_j\right) J_j\,\text {d}^3 r \end{aligned}$$
(32)
$$\begin{aligned}&=-\int _V \left[ \sum _{\alpha , \beta =1}^Q L_{\alpha \beta } \left( \nabla \frac{\delta F}{\delta n_\beta }\right) \cdot \left( \nabla \frac{\delta F}{\delta n_\alpha }\right) \right] \text {d}V - k_b T \sum _{j=1}^R \int _V \ln \left( J^f_j/J^b_j\right) (J_j^f-J_j^b)\,\text {d}^3 r \end{aligned}$$
(33)
$$\begin{aligned}&\le 0. \end{aligned}$$
(34)
From (
30) to (
31) we have used the time evolution equations (
29). In (
32), partial integration was performed on the first term assuming, e.g., no-flux boundary conditions. The second term was re-expressed in (
32) and (
33) using Eq. (
28). We stress that the transformation from (
31) to (
32) requires a common rate function
\(r_j\) for each reaction
j and is therefore only possible for detailed balanced kinetics. The final inequality follows from the positive definiteness of the transport matrix
\(\mathbf {\underline{L}}= (L_{\alpha \beta })\) and from the inequality
\(\left[ f(b)-f(a)\right] \left[ b-a\right] \ge 0\) for any monotonic
f if
\(b\ge a\). We thus conclude that any bounded
F is a Lyapunov functional to the dynamics (
29) with its minimum corresponding to thermodynamic equilibrium.
4 There exist several ways to go beyond the described relaxational dynamics, i.e., to obtain sustained out-of-equilibrium dynamics (e.g., oscillatory dynamics), as found in many active systems. A common strategy consists of chemostatting one or several of the reactive components, i.e., keeping them at a constant chemical potential [
63,
101,
102]. This breaks detailed balance (
28) since, by rearranging the indices of the species, we can write the fluxes as
$$\begin{aligned} J_{j}&= r_{j}\left[ \exp \left( \frac{\sum _{\beta =1}^{Q'}\nu ^f_{\beta j}\frac{\delta F}{\delta n_\beta }+\sum _{{\beta =Q'+1}}^{{Q}}\nu ^f_{\beta j}\mu _{\beta ,0}}{k_b T}\right) \right. \nonumber \\&\quad \left. -\exp \left( \frac{\sum _{\beta =1}^{Q'}\nu ^b_{\beta j}\frac{\delta F}{\delta n_\beta }+\sum _{{\beta =Q'+1}}^{{Q}}\nu ^b_{\beta j}\mu _{\beta ,0}}{k_b T}\right) \right] \end{aligned}$$
(35)
$$\begin{aligned}&=\tilde{r}^f_{j}\exp \left( \frac{\sum _{\beta =1}^{Q'}\nu ^f_{\beta j}\frac{\delta F}{\delta n_\beta }}{k_b T}\right) -\tilde{r}^b_{j}\exp \left( \frac{\sum _{\beta =1}^{Q'}\nu ^b_{\beta j}\frac{\delta F}{\delta n_\beta }}{k_b T}\right) , \end{aligned}$$
(36)
where
\(Q'\) is the number of nonchemostatted species and
\(Q-Q'\) is the number of chemostatted species that are kept at the respective chemical potentials
\(\mu _{\beta ,0}\). The constant chemical potentials can be absorbed into the effective rates
$$\begin{aligned} \tilde{r}^f_{j}&= r_j\exp \left( \frac{\sum _{{\beta =Q'+1}}^{{Q}}\nu ^f_{\beta j}\mu _{\beta ,0}}{k_b T}\right) ,\end{aligned}$$
(37)
$$\begin{aligned} \tilde{r}^b_{j}&= r_j\exp \left( \frac{\sum _{{\beta =Q'+1}}^{{Q}}\nu ^b_{\beta j}\mu _{\beta ,0}}{k_b T}\right) , \end{aligned}$$
(38)
which are generally distinct such that the proof (
30)–(
34) breaks down. Alternatively, one may directly break detailed balance by introducing different rates
\(r^f_j, r^b_j\) in the forward and backward directions or by simply assuming irreversible reactions (
\(r^b_j = 0\) for some
j). This may be appropriate, e.g., when treating active protein and enzymatic reactions [
7,
103,
104] or in open systems if the reaction products are immediately removed. A combination of both strategies can be found in the construction of the Brusselator model [
105,
106], where the presence of irreversible reactions and assumed constant concentrations of certain reactants lead to chemical oscillations. Finally, we note that breaking the principle of detailed balance does not necessarily result in models that allow for ‘active dynamics’. Even for (well-mixed) open systems, there exist wide classes of mass action reaction networks with ‘complex balance’ that guarantees the existence of a Lyapunov-function and a unique equilibrium point which, however, does not coincide with thermodynamic equilibrium in general [
90,
107,
108].