Deficiency, kinetic invertibility, and catalysis in stochastic chemical reaction networks.

Stochastic chemical processes are described by the chemical master equation satisfying the law of mass-action. We first ask whether the dual master equation, which has the same steady state as the chemical master equation, but with inverted reaction currents, satisfies the law of mass-action and, hence, still describes a chemical process. We prove that the answer depends on the topological property of the underlying chemical reaction network known as deficiency. The answer is yes only for deficiency-zero networks. It is no for all other networks, implying that their steady-state currents cannot be inverted by controlling the kinetic constants of the reactions. Hence, the network deficiency imposes a form of non-invertibility to the chemical dynamics. We then ask whether catalytic chemical networks are deficiency-zero. We prove that the answer is no when they are driven out of equilibrium due to the exchange of some species with the environment.

Effective Thermodynamics for a Marginal Observer.

Thermodynamics is usually formulated on the presumption that the observer has complete information about the system he or she deals with: no parasitic current, exact evaluation of the forces that drive the system. For example, the acclaimed fluctuation relation (FR), relating the probability of time-forward and time-reversed trajectories, assumes that the measurable transitions suffice to characterize the process as Markovian (in our case, a continuous-time jump process). However, most often the observer only measures a marginal current. We show that he or she will nonetheless produce an effective description that does not dispense with the fundamentals of thermodynamics, including the FR and the 2nd law. Our results stand on the mathematical construction of a hidden time reversal of the dynamics, and on the physical requirement that the observed current only accounts for a single transition in the configuration space of the system. We employ a simple abstract example to illustrate our results and to discuss the feasibility of generalizations.

Fluctuation-Dissipation Relations Far from Equilibrium.

Near equilibrium, where all currents of a system vanish on average, the fluctuation-dissipation relation (FDR) connects a current's spontaneous fluctuations with its response to perturbations of the conjugate thermodynamic force. Out of equilibrium, fluctuation-response relations generally involve additional nondissipative contributions. Here, in the framework of stochastic thermodynamics, we show that an equilibriumlike FDR holds for internally equilibrated currents, if the perturbing conjugate force only affects the microscopic transitions that contribute to the current. We discuss the physical requirements for the validity of our result and apply it to nanosized electronic devices.

Irreversible thermodynamics of open chemical networks. I. Emergent cycles and broken conservation laws.

In this paper and Paper II, we outline a general framework for the thermodynamic description of open chemical reaction networks, with special regard to metabolic networks regulating cellular physiology and biochemical functions. We first introduce closed networks "in a box", whose thermodynamics is subjected to strict physical constraints: the mass-action law, elementarity of processes, and detailed balance. We further digress on the role of solvents and on the seemingly unacknowledged property of network independence of free energy landscapes. We then open the system by assuming that the concentrations of certain substrate species (the chemostats) are fixed, whether because promptly regulated by the environment via contact with reservoirs, or because nearly constant in a time window. As a result, the system is driven out of equilibrium. A rich algebraic and topological structure ensues in the network of internal species: Emergent irreversible cycles are associated with nonvanishing affinities, whose symmetries are dictated by the breakage of conservation laws. These central results are resumed in the relation a + b = s(Y) between the number of fundamental affinities a, that of broken conservation laws b and the number of chemostats s(Y). We decompose the steady state entropy production rate in terms of fundamental fluxes and affinities in the spirit of Schnakenberg's theory of network thermodynamics, paving the way for the forthcoming treatment of the linear regime, of efficiency and tight coupling, of free energy transduction, and of thermodynamic constraints for network reconstruction.

Multicyclic Norias: A First-Transition Approach to Extreme Values of the Currents.

For continuous-time Markov chains we prove that, depending on the notion of effective affinity F, the probability of an edge current to ever become negative is either 1 if F<0 else ∼exp-F. The result generalizes a "noria" formula to multicyclic networks. We give operational insights on the effective affinity and compare several estimators, arguing that stopping problems may be more accurate in assessing the nonequilibrium nature of a system according to a local observer. Finally we elaborate on the similarity with the Boltzmann formula. The results are based on a constructive first-transition approach.

Beat of a current.

The fluctuation relation, a milestone of modern thermodynamics, is only established when a set of fundamental currents can be measured. Here we prove that it also holds for systems with hidden transitions if observations are carried "at their own beat," that is, by stopping the experiment after a fixed number of visible transitions, rather than the elapse of an external clock time. This suggests that thermodynamic symmetries are more resistant to the loss of information when described in the space of transitions.

Tight uncertainty relations for cycle currents.

Several recent inequalities bound the precision of a current, i.e., a counter of the net number of transitions in a system, by a thermodynamic measure of dissipation. However, while currents may be defined locally, dissipation is a global property. Inspired by the fact that, ever since Carnot, cycles are the unit elements of thermodynamic processes, we prove similar bounds tailored to cycle currents, counting net cycle completions, in terms of their conjugate affinities. We show that these inequalities are stricter than previous ones, even far from equilibrium, and that they allow us to tighten those on transition currents. We illustrate our results with a simple model and discuss some technical and conceptual issues related to shifting attention from transition to cycle observables.

Tightening the uncertainty principle for stochastic currents.

We connect two recent advances in the stochastic analysis of nonequilibrium systems: the (loose) uncertainty principle for the currents, which states that statistical errors are bounded by thermodynamic dissipation, and the analysis of thermodynamic consistency of the currents in the light of symmetries. Employing the large deviation techniques presented by Gingrich et al. [Phys. Rev. Lett. 116, 120601 (2016)PRLTAO0031-900710.1103/PhysRevLett.116.120601] and Pietzonka, Barato, and Seifert [Phys. Rev. E 93, 052145 (2016)2470-004510.1103/PhysRevE.93.052145], we provide a short proof of the loose uncertainty principle, and prove a tighter uncertainty relation for a class of thermodynamically consistent currents J. Our bound involves a measure of partial entropy production, that we interpret as the least amount of entropy that a system sustaining current J can possibly produce, at a given steady state. We provide a complete mathematical discussion of quadratic bounds which allows one to determine which are optimal, and finally we argue that the relationship for the Fano factor of the entropy production rate varσ/meanσ≥2 is the most significant realization of the loose bound. We base our analysis both on the formalism of diffusions, and of Markov jump processes in the light of Schnakenberg's cycle analysis.

Conservation laws and symmetries in stochastic thermodynamics.

Phenomenological nonequilibrium thermodynamics describes how fluxes of conserved quantities, such as matter, energy, and charge, flow from outer reservoirs across a system and how they irreversibly degrade from one form to another. Stochastic thermodynamics is formulated in terms of probability fluxes circulating in the system's configuration space. The consistency of the two frameworks is granted by the condition of local detailed balance, which specifies the amount of physical quantities exchanged with the reservoirs during single transitions between configurations. We demonstrate that the topology of the configuration space crucially determines the number of independent thermodynamic affinities (forces) that the reservoirs generate across the system and provides a general algorithm that produces the fundamental affinities and their conjugate currents contributing to the total dissipation, based on the interplay between macroscopic conservations laws for the currents and microscopic symmetries of the affinities.

Nonconvexity of the relative entropy for Markov dynamics: a Fisher information approach.

We show via counterexamples that relative entropy between the solution of a Markovian master equation and the steady state is not a convex function of time. We thus disprove the hypotheses that a general evolution principle of thermodynamics based on the decrease of the nonadiabatic entropy production could hold. However, we argue that a large separation of typical decay times is necessary for nonconvex solutions to occur, making concave transients extremely short lived with respect to the main relaxation modes. We describe a general method based on the Fisher information matrix to discriminate between generators that admit nonconvex solutions and those that do not. While initial conditions leading to concave transients are shown to be extremely fine-tuned, by our method we are able to select nonconvex initial conditions that are arbitrarily close to the steady state. Convexity does occur when the system is close to satisfying detailed balance or, more generally, when certain normality conditions of the decay modes are satisfied. Our results circumscribe the range of validity of a conjecture by Maes et al. [Phys. Rev. Lett. 107, 010601 (2011)] regarding monotonicity of the large deviation rate functional for the occupation probability, showing that while the conjecture might hold in the long-time limit, the conditions for Lyapunov's second criterion for stability are not met.

Macroscopic constraints for the minimum entropy production principle.

In an essential and quite general setup, based on networks, we identify Schnakenberg's observables as the constraints that prevent a system from relaxing to equilibrium, showing that, in the linear regime, steady states satisfy a minimum entropy production principle. The result is applied to master equation systems, opening a new path to a well-known version of the principle regarding invariant states. Moreover, with the aid of a simple example, the principle is shown to conform to Prigogine's original formulation. Finally, we discuss analogies and differences with a recently proposed maximum entropy production principle.