Macroscopic fluxes and local reciprocal relation in second-order stochastic processes far from equilibrium

Stochastic process is an essential tool for the investigation of the physical and life sciences at nanoscale. In the first-order stochastic processes widely used in chemistry and biology, only the flux of mass rather than that of heat can be well defined. Here we investigate the two macroscopic fluxes in second-order stochastic processes driven by position-dependent forces and temperature gradient. We prove that the thermodynamic equilibrium defined through the vanishing of macroscopic fluxes is equivalent to that defined via time reversibility at mesoscopic scale. In the small noise limit, we find that the entropy production rate, which has previously been defined by the mesoscopic irreversible fluxes on the phase space, matches the classic macroscopic expression as the sum of the products of macroscopic fluxes and their associated thermodynamic forces. Further we show that the two pairs of forces and fluxes in such a limit follow a linear phenomenonical relation and the associated scalar coefficients always satisfy the reciprocal relation for both transient and steady states. The scalar coefficient is proportional to the square of local temperature divided by the local frictional coefficient and originated from the second moment of velocity distribution along each dimension. This result suggests the very close connection between Soret effect (thermal diffusion) and Dufour effect at nano scale even far from equilibrium

Mesoscopic Biochemical Basis of Isogenetic Inheritance and Canalization: Stochasticity, Nonlinearity, and Emergent Landscape

Biochemical reaction systems in mesoscopic volume, under sustained environmental chemical gradient(s), can have multiple stochastic attractors. Two distinct mechanisms are known for their origins: ($a$) Stochastic single-molecule events, such as gene expression, with slow gene on-off dynamics; and ($b$) nonlinear networks with feedbacks. These two mechanisms yield different volume dependence for the sojourn time of an attractor. As in the classic Arrhenius theory for temperature dependent transition rates, a landscape perspective provides a natural framework for the system's behavior. However, due to the nonequilibrium nature of the open chemical systems, the landscape, and the attractors it represents, are all themselves {\em emergent properties} of complex, mesoscopic dynamics. In terms of the landscape, we show a generalization of Kramers' approach is possible to provide a rate theory. The emergence of attractors is a form of self-organization in the mesoscopic system; stochastic attractors in biochemical systems such as gene regulation and cellular signaling are naturally inheritable via cell division. Delbr\"{u}ck-Gillespie's mesoscopic reaction system theory, therefore, provides a biochemical basis for spontaneous isogenetic switching and canalization.Comment: 24 pages, 6 figure

Mesoscopic Kinetic Basis of Macroscopic Chemical Thermodynamics: A Mathematical Theory

From a mathematical model that describes a complex chemical kinetic system of $N$ species and $M$ elementrary reactions in a rapidly stirred vessel of size $V$ as a Markov process, we show that a macroscopic chemical thermodynamics emerges as $V\rightarrow\infty$. The theory is applicable to linear and nonlinear reactions, closed systems reaching chemical equilibrium, or open, driven systems approaching to nonequilibrium steady states. A generalized mesoscopic free energy gives rise to a macroscopic chemical energy function \varphi^{ss}(\vx) where \vx=(x_1,\cdots,x_N) are the concentrations of the $N$ chemical species. The macroscopic chemical dynamics \vx(t) satisfies two emergent laws: (1) (\rd/\rd t)\varphi^{ss}[\vx(t)]\le 0, and (2)(\rd/\rd t)\varphi^{ss}[\vx(t)]=\text{cmf}(\vx)-\sigma(\vx) where entropy production rate $\sigma\ge 0$ represents the sink for the chemical energy, and chemical motive force $\text{cmf}\ge 0$ is non-zero if the system is driven under a sustained nonequilibrium chemostat. For systems with detailed balance $\text{cmf}=0$, and if one assumes the law of mass action,\varphi^{ss}(\vx) is precisely the Gibbs' function $\sum_{i=1}^N x_i\big[\mu_i^o+\ln x_i\big]$ for ideal solutions. For a class of kinetic systems called complex balanced, which include many nonlinear systems as well as many simple open, driven chemical systems, the \varphi^{ss}(\vx), with global minimum at \vx^*, has the generic form $\sum_{i=1}^N x_i\big[\ln(x_i/x_i^*)-x_i+x_i^*\big]$,which has been known in chemical kinetic literature.Macroscopic emergent "laws" are independent of the details of the underlying kinetics. This theory provides a concrete example from chemistry showing how a dynamic macroscopic law can emerge from the kinetics at a level below.Comment: 8 page

Quantized VCG Mechanisms for Polymatroid Environments

Many network resource allocation problems can be viewed as allocating a divisible resource, where the allocations are constrained to lie in a polymatroid. We consider market-based mechanisms for such problems. Though the Vickrey-Clarke-Groves (VCG) mechanism can provide the efficient allocation with strong incentive properties (namely dominant strategy incentive compatibility), its well-known high communication requirements can prevent it from being used. There have been a number of approaches for reducing the communication costs of VCG by weakening its incentive properties. Here, instead we take a different approach of reducing communication costs via quantization while maintaining VCG's dominant strategy incentive properties. The cost for this approach is a loss in efficiency which we characterize. We first consider quantizing the resource allocations so that agents need only submit a finite number of bids instead of full utility function. We subsequently consider quantizing the agent's bids

Landscapes of Non-gradient Dynamics Without Detailed Balance: Stable Limit Cycles and Multiple Attractors

Landscape is one of the key notions in literature on biological processes and physics of complex systems with both deterministic and stochastic dynamics. The large deviation theory (LDT) provides a possible mathematical basis for the scientists' intuition. In terms of Freidlin-Wentzell's LDT, we discuss explicitly two issues in singularly perturbed stationary diffusion processes arisen from nonlinear differential equations: (1) For a process whose corresponding ordinary differential equation has a stable limit cycle, the stationary solution exhibits a clear separation of time scales: an exponential terms and an algebraic prefactor. The large deviation rate function attains its minimum zero on the entire stable limit cycle, while the leading term of the prefactor is inversely proportional to the velocity of the non-uniform periodic oscillation on the cycle. (2) For dynamics with multiple stable fixed points and saddles, there is in general a breakdown of detailed balance among the corresponding attractors. Two landscapes, a local and a global, arise in LDT, and a Markov jumping process with cycle flux emerges in the low-noise limit. A local landscape is pertinent to the transition rates between neighboring stable fixed points; and the global landscape defines a nonequilibrium steady state. There would be nondifferentiable points in the latter for a stationary dynamics with cycle flux. LDT serving as the mathematical foundation for emergent landscapes deserves further investigations.Comment: 4 figur

Sensitivity Amplification in the Phosphorylation-Dephosphorylation Cycle: Nonequilibrium steady states, chemical master equation and temporal cooperativity

A new type of cooperativity termed temporal cooperativity [Biophys. Chem. 105 585-593 (2003), Annu. Rev. Phys. Chem. 58 113-142 (2007)], emerges in the signal transduction module of phosphorylation-dephosphorylation cycle (PdPC). It utilizes multiple kinetic cycles in time, in contrast to allosteric cooperativity that utilizes multiple subunits in a protein. In the present paper, we thoroughly investigate both the deterministic (microscopic) and stochastic (mesoscopic) models, and focus on the identification of the source of temporal cooperativity via comparing with allosteric cooperativity. A thermodynamic analysis confirms again the claim that the chemical equilibrium state exists if and only if the phosphorylation potential $\triangle G=0$, in which case the amplification of sensitivity is completely abolished. Then we provide comprehensive theoretical and numerical analysis with the first-order and zero-order assumptions in phosphorylation-dephosphorylation cycle respectively. Furthermore, it is interestingly found that the underlying mathematics of temporal cooperativity and allosteric cooperativity are equivalent, and both of them can be expressed by "dissociation constants", which also characterizes the essential differences between the simple and ultrasensitive PdPC switches. Nevertheless, the degree of allosteric cooperativity is restricted by the total number of sites in a single enzyme molecule which can not be freely regulated, while temporal cooperativity is only restricted by the total number of molecules of the target protein which can be regulated in a wide range and gives rise to the ultrasensitivity phenomenon.Comment: 42 pages, 13 figure