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The principle of detailed balance can be used in kinetic systems which are decomposed into elementary processes (collisions, or steps, or elementary reactions). It states that at
equilibrium Equilibrium may refer to: Film and television * ''Equilibrium'' (film), a 2002 science fiction film * '' The Story of Three Loves'', also known as ''Equilibrium'', a 1953 romantic anthology film * "Equilibrium" (''seaQuest 2032'') * ''Equilibr ...
, each elementary process is in equilibrium with its reverse process.


History

The principle of detailed balance was explicitly introduced for collisions by
Ludwig Boltzmann Ludwig Eduard Boltzmann ( ; ; 20 February 1844 – 5 September 1906) was an Austrian mathematician and Theoretical physics, theoretical physicist. His greatest achievements were the development of statistical mechanics and the statistical ex ...
. In 1872, he proved his
H-theorem In classical statistical mechanics, the ''H''-theorem, introduced by Ludwig Boltzmann in 1872, describes the tendency of the quantity ''H'' (defined below) to decrease in a nearly-ideal gas of molecules.L. Boltzmann,Weitere Studien über das Wär ...
using this principle.Boltzmann, L. (1964), Lectures on gas theory, Berkeley, CA, USA: U. of California Press. The arguments in favor of this property are founded upon
microscopic reversibility The principle of microscopic reversibility in physics and chemistry is twofold: * First, it states that the microscopic detailed dynamics of particles and fields is time-reversible because the microscopic equations of motion are symmetric with respe ...
. Tolman, R. C. (1938). ''The Principles of Statistical Mechanics''. Oxford University Press, London, UK. Five years before Boltzmann,
James Clerk Maxwell James Clerk Maxwell (13 June 1831 – 5 November 1879) was a Scottish physicist and mathematician who was responsible for the classical theory of electromagnetic radiation, which was the first theory to describe electricity, magnetism an ...
used the principle of detailed balance for gas kinetics with the reference to the
principle of sufficient reason The principle of sufficient reason states that everything must have a Reason (argument), reason or a cause. The principle was articulated and made prominent by Gottfried Wilhelm Leibniz, with many antecedents, and was further used and developed by ...
. He compared the idea of detailed balance with other types of balancing (like cyclic balance) and found that "Now it is impossible to assign a reason" why detailed balance should be rejected (p. 64). In 1901, Rudolf Wegscheider introduced the principle of detailed balance for
chemical kinetics Chemical kinetics, also known as reaction kinetics, is the branch of physical chemistry that is concerned with understanding the rates of chemical reactions. It is different from chemical thermodynamics, which deals with the direction in which a ...
. In particular, he demonstrated that the irreversible cycles A1 -> A2 -> \cdots -> A_\mathit -> A1 are impossible and found explicitly the relations between kinetic constants that follow from the principle of detailed balance. In 1931,
Lars Onsager Lars Onsager (November 27, 1903 – October 5, 1976) was a Norwegian American physical chemist and theoretical physicist. He held the Gibbs Professorship of Theoretical Chemistry at Yale University. He was awarded the Nobel Prize in Chemist ...
used these relations in his works,Onsager, L. (1931)
Reciprocal relations in irreversible processes. I
, Phys. Rev. 37, 405–426;
II
, 38, 2265–2279.
for which he was awarded the 1968
Nobel Prize in Chemistry The Nobel Prize in Chemistry () is awarded annually by the Royal Swedish Academy of Sciences to scientists in the various fields of chemistry. It is one of the five Nobel Prizes established by the will of Alfred Nobel in 1895, awarded for outst ...
. The principle of detailed balance has been used in
Markov chain Monte Carlo In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that ...
methods since their invention in 1953. In particular, in the
Metropolis–Hastings algorithm In statistics and statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. New sample ...
and in its important particular case,
Gibbs sampling In statistics, Gibbs sampling or a Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm for sampling from a specified multivariate distribution, multivariate probability distribution when direct sampling from the joint distribution is dif ...
, it is used as a simple and reliable condition to provide the desirable equilibrium state. Now, the principle of detailed balance is a standard part of the university courses in statistical mechanics,
physical chemistry Physical chemistry is the study of macroscopic and microscopic phenomena in chemical systems in terms of the principles, practices, and concepts of physics such as motion, energy, force, time, thermodynamics, quantum chemistry, statistical mech ...
, chemical and physical kinetics.van Kampen, N. G. "Stochastic Processes in Physics and Chemistry", Elsevier Science (1992).Yablonskii, G. S., Bykov, V. I., Gorban, A. N., Elokhin, V. I. (1991), Kinetic Models of Catalytic Reactions, Amsterdam, the Netherlands: Elsevier.


Microscopic background

The microscopic "reversing of time" turns at the kinetic level into the "reversing of arrows": the elementary processes transform into their reverse processes. For example, the reaction :\sum_i \alpha_i \ce A_i \ce \sum_j \beta_j \ce B_j transforms into \sum_j \beta_j \ce B_j \ce \sum_i \alpha_i \ce A_i and conversely. (Here, \ce A_i, \ce B_j are symbols of components or states, \alpha_i, \beta_j \geq 0 are coefficients). The equilibrium ensemble should be invariant with respect to this transformation because of microreversibility and the uniqueness of thermodynamic equilibrium. This leads us immediately to the concept of detailed balance: each process is equilibrated by its reverse process. This reasoning is based on three assumptions: # \ce A_i does not change under time reversal; # Equilibrium is invariant under time reversal; # The macroscopic elementary processes are microscopically distinguishable. That is, they represent disjoint sets of microscopic events. Any of these assumptions may be violated.Gorban, A.N. (2014
Detailed balance in micro- and macrokinetics and micro-distinguishability of macro-processes
Results in Physics 4, 142–147
For example, Boltzmann's collision can be represented as where \ce A_v is a particle with velocity ''v''. Under time reversal \ce A_v transforms into \ce A_. Therefore, the collision is transformed into the reverse collision by the ''PT'' transformation, where ''P'' is the space inversion and ''T'' is the time reversal. Detailed balance for Boltzmann's equation requires ''PT''-invariance of collisions' dynamics, not just ''T''-invariance. Indeed, after the time reversal the collision transforms into For the detailed balance we need transformation into For this purpose, we need to apply additionally the space reversal ''P''. Therefore, for the detailed balance in Boltzmann's equation not ''T''-invariance but ''PT''-invariance is needed. Equilibrium may be not ''T''- or ''PT''-invariant even if the laws of motion are invariant. This non-invariance may be caused by the
spontaneous symmetry breaking Spontaneous symmetry breaking is a spontaneous process of symmetry breaking, by which a physical system in a symmetric state spontaneously ends up in an asymmetric state. In particular, it can describe systems where the equations of motion o ...
. There exist ''nonreciprocal media'' (for example, some bi-isotropic materials) without ''T'' and ''PT'' invariance. If different macroscopic processes are sampled from the same elementary microscopic events then macroscopic detailed balance may be violated even when microscopic detailed balance holds. Now, after almost 150 years of development, the scope of validity and the violations of detailed balance in kinetics seem to be clear.


Detailed balance


Reversibility

A
Markov process In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, ...
is called a ''reversible Markov process'' or '' reversible Markov chain'' if there exists a positive stationary distribution π that satisfies the detailed balance equations\pi_ P_ = \pi_ P_\,,where ''P''''ij'' is the Markov transition probability from state ''i'' to state ''j'', i.e. , and π''i'' and π''j'' are the equilibrium probabilities of being in states ''i'' and ''j'', respectively. When for all ''i'', this is equivalent to the joint probability matrix, being symmetric in ''i'' and ''j''; or symmetric in and ''t''. The definition carries over straightforwardly to continuous variables, where π becomes a probability density, and a transition kernel probability density from state ''s''′ to state ''s'':\pi(s') P(s',s) = \pi(s) P(s,s')\,.The detailed balance condition is stronger than that required merely for a
stationary distribution Stationary distribution may refer to: * and , a special distribution for a Markov chain such that if the chain starts with its stationary distribution, the marginal distribution of all states at any time will always be the stationary distribution. ...
, because there are Markov processes with stationary distributions that do not have detailed balance. Transition matrices that are symmetric or always have detailed balance. In these cases, a uniform distribution over the states is an equilibrium distribution.


Kolmogorov's criterion

Reversibility is equivalent to
Kolmogorov's criterion In probability theory, Kolmogorov's criterion, named after Andrey Kolmogorov, is a theorem giving a necessary and sufficient condition for a Markov chain or continuous-time Markov chain to be stochastically identical to its time-reversed version. ...
: the product of transition rates over any closed loop of states is the same in both directions. For example, it implies that, for all ''a'', ''b'' and ''c'',P(a,b) P(b,c) P(c,a) = P(a,c) P(c,b) P(b,a)\,.For example, if we have a Markov chain with three states such that only these transitions are possible: A \to B, B \to C, C \to A, B \to A, then they violate Kolmogorov's criterion.


Closest reversible Markov chain

For continuous systems with detailed balance, it may be possible to continuously transform the coordinates until the equilibrium distribution is uniform, with a transition kernel which then is symmetric. In the case of discrete states, it may be possible to achieve something similar by breaking the Markov states into appropriately-sized degenerate sub-states. For a Markov transition matrix and a stationary distribution, the detailed balance equations may not be valid. However, it can be shown that a unique Markov transition matrix exists which is closest according to the stationary distribution and a given norm. The closest Matrix can be computed by solving a quadratic-convex optimization problem.


Detailed balance and entropy increase

For many systems of physical and chemical kinetics, detailed balance provides ''sufficient conditions'' for the strict increase of entropy in isolated systems. For example, the famous Boltzmann
H-theorem In classical statistical mechanics, the ''H''-theorem, introduced by Ludwig Boltzmann in 1872, describes the tendency of the quantity ''H'' (defined below) to decrease in a nearly-ideal gas of molecules.L. Boltzmann,Weitere Studien über das Wär ...
states that, according to the Boltzmann equation, the principle of detailed balance implies positivity of entropy production. The Boltzmann formula (1872) for entropy production in rarefied gas kinetics with detailed balance served as a prototype of many similar formulas for dissipation in mass action kinetics and generalized mass action kinetics with detailed balance. Nevertheless, the principle of detailed balance is not necessary for entropy growth. For example, in the linear irreversible cycle A1 -> A2 -> A3 -> A1, entropy production is positive but the principle of detailed balance does not hold. Thus, the principle of detailed balance is a sufficient but not necessary condition for entropy increase in Boltzmann kinetics. These relations between the principle of detailed balance and the
second law of thermodynamics The second law of thermodynamics is a physical law based on Universal (metaphysics), universal empirical observation concerning heat and Energy transformation, energy interconversions. A simple statement of the law is that heat always flows spont ...
were clarified in 1887 when
Hendrik Lorentz Hendrik Antoon Lorentz ( ; ; 18 July 1853 – 4 February 1928) was a Dutch theoretical physicist who shared the 1902 Nobel Prize in Physics with Pieter Zeeman for their discovery and theoretical explanation of the Zeeman effect. He derive ...
objected to the Boltzmann H-theorem for polyatomic gases. Lorentz stated that the principle of detailed balance is not applicable to collisions of polyatomic molecules. Boltzmann immediately invented a new, more general condition sufficient for entropy growth.Boltzmann L. (1887) Neuer Beweis zweier Sätze über das Wärmegleichgewicht unter mehratomigen Gasmolekülen. Sitzungsberichte der Kaiserlichen Akademie der Wissenschaften in Wien. 95 (2), 153–164. Boltzmann's condition holds for all Markov processes, irrespective of time-reversibility. Later, entropy increase was proved for all Markov processes by a direct method.
Hugh Everett Hugh Everett III (; November 11, 1930 – July 19, 1982) was an American physicist who proposed the relative state interpretation of quantum mechanics. This influential approach later became the basis of the many-worlds interpretation (MWI). Ev ...
br>Theory of the Universal Wavefunction
Thesis, Princeton University, (1956, 1973), Appendix I, pp 121 ff. In his thesis, Everett used the term "detailed balance" unconventionally, instead of
balance equation In probability theory, a balance equation is an equation that describes the probability flux associated with a Markov chain In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence ...
These theorems may be considered as simplifications of the Boltzmann result. Later, this condition was referred to as the "cyclic balance" condition (because it holds for irreversible cycles) or the "semi-detailed balance" or the "complex balance". In 1981, Carlo Cercignani and Maria Lampis proved that the Lorentz arguments were wrong and the principle of detailed balance is valid for polyatomic molecules. Nevertheless, the extended semi-detailed balance conditions invented by Boltzmann in this discussion remain the remarkable generalization of the detailed balance.


Wegscheider's conditions for the generalized mass action law

In
chemical kinetics Chemical kinetics, also known as reaction kinetics, is the branch of physical chemistry that is concerned with understanding the rates of chemical reactions. It is different from chemical thermodynamics, which deals with the direction in which a ...
, the
elementary reaction An elementary reaction is a chemical reaction in which one or more chemical species react directly to form Product (chemistry), products in a single reaction step and with a single transition state. In practice, a reaction is assumed to be element ...
s are represented by the stoichiometric equations \sum_i \alpha_ \ce A_i \ce \sum_j \beta_ \ce A_j \;\; (r=1, \ldots, m) \, , where \ce A_i are the components and \alpha_, \beta_\geq 0 are the stoichiometric coefficients. Here, the reverse reactions with positive constants are included in the list separately. We need this separation of direct and reverse reactions to apply later the general formalism to the systems with some irreversible reactions. The system of stoichiometric equations of elementary reactions is the ''reaction mechanism''. The '' stoichiometric matrix'' is \boldsymbol=(\gamma_), \gamma_=\beta_-\alpha_ (gain minus loss). This matrix need not be square. The ''stoichiometric vector'' \gamma_r is the ''r''th row of \boldsymbol with coordinates \gamma_=\beta_-\alpha_. According to the ''generalized mass action law'', the
reaction rate The reaction rate or rate of reaction is the speed at which a chemical reaction takes place, defined as proportional to the increase in the concentration of a product per unit time and to the decrease in the concentration of a reactant per u ...
for an elementary reaction is w_r=k_r \prod_^n a_i^ \, , where a_i\geq 0 is the activity (the "effective concentration") of A_i. The reaction mechanism includes reactions with the
reaction rate constant In chemical kinetics, a reaction rate constant or reaction rate coefficient () is a proportionality constant which quantifies the rate and direction of a chemical reaction by relating it with the concentration of reactants. For a reaction between ...
s k_r>0. For each ''r'' the following notations are used: k_r^+=k_r; w_r^+=w_r; k_r^- is the reaction rate constant for the reverse reaction if it is in the reaction mechanism and 0 if it is not; w_r^- is the reaction rate for the reverse reaction if it is in the reaction mechanism and 0 if it is not. For a reversible reaction, K_r=k_r^+/k_r^- is the
equilibrium constant The equilibrium constant of a chemical reaction is the value of its reaction quotient at chemical equilibrium, a state approached by a dynamic chemical system after sufficient time has elapsed at which its composition has no measurable tendency ...
. The principle of detailed balance for the generalized mass action law is: For given values k_r there exists a positive equilibrium a_i^>0 that satisfies detailed balance, that is, w_r^+=w_r^-. This means that the system of ''linear'' detailed balance equations \sum_i \gamma_ x_i = \ln k_r^+-\ln k_r^-=\ln K_r is solvable (x_i=\ln a_i^). The following classical result gives the necessary and sufficient conditions for the existence of a positive equilibrium a_i^>0 with detailed balance (see, for example, the textbook). Two conditions are sufficient and necessary for solvability of the system of detailed balance equations: # If k_r^+>0 then k_r^->0 and, conversely, if k_r^->0 then k_r^+>0 (reversibility); # For any solution \boldsymbol=(\lambda_r) of the system \boldsymbol =0 \;\; \left(\mbox\;\; \sum_r \lambda_r \gamma_=0\;\; \mbox \;\; i\right) the Wegscheider's identity Gorban, A.N, Yablonsky, G.S. (2011
Extended detailed balance for systems with irreversible reactionsChemical Engineering Science 66, 5388–5399
holds: \prod_^m (k_r^+)^=\prod_^m (k_r^-)^ \, . ''Remark.'' It is sufficient to use in the Wegscheider conditions a basis of solutions of the system \boldsymbol =0 . 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 nonlinear example gives us a linear cycle supplemented by one nonlinear step: # A1 <=> A2 # A2 <=> A3 # A3 <=> A1 # +A2 <=> 2A3 There are two nontrivial independent Wegscheider's identities for this system: k_1^+k_2^+k_3^+=k_1^-k_2^-k_3^- and k_3^+k_4^+/k_2^+=k_3^-k_4^-/k_2^- They correspond to the following linear relations between the stoichiometric vectors: \gamma_1 + \gamma_2 + \gamma_3 = 0 and \gamma_3 + \gamma_4 - \gamma_2 = 0. The computational aspect of the Wegscheider conditions was studied by D. Colquhoun with co-authors. 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

To describe dynamics of the systems that obey the generalized mass action law, one has to represent the activities as functions of the
concentration In chemistry, concentration is the abundance of a constituent divided by the total volume of a mixture. Several types of mathematical description can be distinguished: '' mass concentration'', '' molar concentration'', '' number concentration'', ...
s ''cj'' and
temperature Temperature is a physical quantity that quantitatively expresses the attribute of hotness or coldness. Temperature is measurement, measured with a thermometer. It reflects the average kinetic energy of the vibrating and colliding atoms making ...
. For this purpose, use the representation of the activity through the chemical potential: a_i = \exp\left (\frac\right ) where ''μi'' is the
chemical potential In thermodynamics, the chemical potential of a Chemical specie, species is the energy that can be absorbed or released due to a change of the particle number of the given species, e.g. in a chemical reaction or phase transition. The chemical potent ...
of the species under the conditions of interest, is the chemical potential of that species in the chosen
standard state The standard state of a material (pure substance, mixture or solution) is a reference point used to calculate its properties under different conditions. A degree sign (°) or a superscript ⦵ symbol (⦵) is used to designate a thermodynamic q ...
, ''R'' is the
gas constant The molar gas constant (also known as the gas constant, universal gas constant, or ideal gas constant) is denoted by the symbol or . It is the molar equivalent to the Boltzmann constant, expressed in units of energy per temperature increment p ...
and ''T'' is the
thermodynamic temperature Thermodynamic temperature, also known as absolute temperature, is a physical quantity which measures temperature starting from absolute zero, the point at which particles have minimal thermal motion. Thermodynamic temperature is typically expres ...
. The chemical potential can be represented as a function of ''c'' and ''T'', where ''c'' is the vector of concentrations with components ''cj''. For the ideal systems, \mu_i = RT\ln c_i + \mu^_i and a_j = c_j: the activity is the concentration and the generalized mass action law is the usual
law of mass action In chemistry, the law of mass action is the proposition that the rate of a chemical reaction is directly proportional to the product of the activities or concentrations of the reactants. It explains and predicts behaviors of solutions in dy ...
. Consider a system in
isothermal An isothermal process is a type of thermodynamic process in which the temperature ''T'' of a system remains constant: Δ''T'' = 0. This typically occurs when a system is in contact with an outside thermal reservoir, and a change in the sys ...
(''T''=const) isochoric (the volume ''V''=const) condition. For these conditions, the
Helmholtz free energy In thermodynamics, the Helmholtz free energy (or Helmholtz energy) is a thermodynamic potential that measures the useful work obtainable from a closed thermodynamic system at a constant temperature ( isothermal). The change in the Helmholtz ene ...
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 ''Nj'' (usually measured in moles), ''N'' is the vector with components ''Nj''. For the ideal systems, F=RT \sum_i N_i \left(\ln\left(\frac\right)-1+\frac\right) . The chemical potential is a partial derivative: \mu_i=\partial F(T,V,N)/\partial N_i. The chemical kinetic equations are \frac=V \sum_r \gamma_(w^+_r-w^-_r) . If the principle of detailed balance is valid then for any value of ''T'' there exists a positive point of detailed balance ''c''eq: w^+_r(c^,T)=w^-_r(c^,T)=w^_r Elementary algebra gives w^+_r=w^_r \exp \left(\sum_i \frac\right); \;\; w^-_r=w^_r \exp \left(\sum_i \frac\right); where \mu^_i=\mu_i(c^,T) For the dissipation we obtain from these formulas: \frac=\sum_i \frac \frac=\sum_i \mu_i \frac = -VRT \sum_r (\ln w_r^+-\ln w_r^-) (w_r^+-w_r^-) \leq 0 The inequality holds because ln is a monotone function and, hence, the expressions \ln w_r^+-\ln w_r^- and w_r^+-w_r^- have always the same sign. Similar inequalities are valid for other classical conditions for the closed systems and the corresponding characteristic functions: for isothermal isobaric conditions the
Gibbs free energy In thermodynamics, the Gibbs free energy (or Gibbs energy as the recommended name; symbol is a thermodynamic potential that can be used to calculate the maximum amount of Work (thermodynamics), work, other than Work (thermodynamics)#Pressure–v ...
decreases, for the isochoric systems with the constant
internal energy The internal energy of a thermodynamic system is the energy of the system as a state function, measured as the quantity of energy necessary to bring the system from its standard internal state to its present internal state of interest, accoun ...
(
isolated system In physical science, an isolated system is either of the following: # a physical system so far removed from other systems that it does not interact with them. # a thermodynamic system enclosed by rigid immovable walls through which neither ...
s) the
entropy Entropy is a scientific concept, most commonly associated with states of disorder, randomness, or uncertainty. The term and the concept are used in diverse fields, from classical thermodynamics, where it was first recognized, to the micros ...
increases as well as for isobaric systems with the constant
enthalpy Enthalpy () is the sum of a thermodynamic system's internal energy and the product of its pressure and volume. It is a state function in thermodynamics used in many measurements in chemical, biological, and physical systems at a constant extern ...
.


Onsager reciprocal relations and detailed balance

Let the principle of detailed balance be valid. Then, for small deviations from equilibrium, the kinetic response of the system can be approximated as linearly related to its deviation from chemical equilibrium, giving the reaction rates for the generalized mass action law as: w^+_r=w^_r \left(1+\sum_i \frac\right); \;\; w^-_r=w^_r \left(1+ \sum_i \frac\right); Therefore, again in the linear response regime near equilibrium, the kinetic equations are (\gamma_=\beta_-\alpha_): \frac=-V \sum_j \left sum_r w^_r \gamma_\gamma_\right\frac. This is exactly the Onsager form: following the original work of Onsager, we should introduce the thermodynamic forces X_j and the matrix of coefficients L_ in the form X_j = \frac; \;\; \frac=\sum_j L_X_j The coefficient matrix L_ is symmetric: L_=-\frac\sum_r w^_r \gamma_\gamma_ These symmetry relations, L_=L_, are exactly the
Onsager reciprocal relations In thermodynamics, the Onsager reciprocal relations express the equality of certain ratios between flows and forces in thermodynamic systems out of equilibrium, but where a notion of local equilibrium exists. "Reciprocal relations" occur betw ...
. The coefficient matrix L is non-positive. It is negative on the
linear span In mathematics, the linear span (also called the linear hull or just span) of a set S of elements of a vector space V is the smallest linear subspace of V that contains S. It is the set of all finite linear combinations of the elements of , and ...
of the stoichiometric vectors \gamma_. So, the Onsager relations follow from the principle of detailed balance in the linear approximation near equilibrium.


Local detailed balance

Local detailed balance is an extension of detailed balance for modeling open systems that are coupled to various mutually separate mechanical, chemical or thermal baths. It gives a physically motivated way and interpretation for constructing stochastic dynamical models for nonequilibrium processes. That question was already explicitly discussed by Bergmann and Lebowitz (1955) where they proposed it for a description of irreversible processes. It gets discussed in The point is to get sensible ways for effectively taking into account the presence of reservoirs, where the change in the reservoir is a function of the system trajectories. It naturally leads to stochastic energetics and the developments in stochastic thermodynamics. In that sense, the condition of local detailed balance stands crucially at the beginning of nonequilibrium statistical mechanics (directly) for stationary open systems, driven by the coupling with different spacetime-well-separated equilibrium baths. Central to local detailed balance is the idea that each transition of the system state is accompanied by an exchange of energy or particles with a specific equilibrium reservoir, and that the corresponding updating follows the condition of detailed balance using the intensive variables of that reservoir. There need not be a (global) detailed balance as reservoirs can have different temperatures, chemical potentials, etc. In mathematical terms, the condition of local detailed balance assures that the logarithmic ratio of the probability of a trajectory to the probability of the time-reversed trajectory equals the entropy flux per ''k''B to the system environment. It is important here that the environment consists of mutually separated thermodynamic equilibrium baths. In particular, local detailed balance allows identification of currents and entropy flows, and is directly related to the so-called fluctuation theorems for entropy fluxes. As shown in a series of publications, local detailed balance implies detailed, integrated, local, steady-state or transient fluctuation theorems for the entropy flux satisfying a Gallavotti–Cohen-like symmetry. Discussions and derivations of local detailed balance are found in. Not all models that are commonly used in nonequilibrium statistical mechanics satisfy local detailed balance, which makes it less evident how to associate heat and entropy fluxes to the proposed dynamics.


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: \frac=V\sum_r \gamma_ w_r=V\sum_r (\beta_-\alpha_)w_r Let us use the notations \alpha_r=\alpha_, \beta_r=\beta_ for the input and the output vectors of the stoichiometric coefficients of the ''r''th elementary reaction. Let Y be the set of all these vectors \alpha_r, \beta_r. For each \nu \in Y, let us define two sets of numbers: R_^+=\; \;\;\; R_^-=\ r \in R_^+ if and only if \nu is the vector of the input stoichiometric coefficients \alpha_r for the ''r''th elementary reaction;r \in R_^- if and only if \nu is the vector of the output stoichiometric coefficients \beta_r for the ''r''th elementary reaction. The principle of semi-detailed balance means that in equilibrium the semi-detailed balance condition holds: for every \nu \in Y \sum_w_r=\sum_w_r The semi-detailed balance condition is sufficient for the stationarity: it implies that \frac=V \sum_r \gamma_r w_r=0. For the Markov kinetics the semi-detailed balance condition is just the elementary
balance equation In probability theory, a balance equation is an equation that describes the probability flux associated with a Markov chain In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence ...
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. For systems that obey the generalized mass action law the semi-detailed balance condition is sufficient for the dissipation inequality d F/ dt \geq 0 (for the Helmholtz free energy under isothermal isochoric conditions and for the dissipation inequalities under other classical conditions for the corresponding thermodynamic potentials). Boltzmann introduced the semi-detailed balance condition for collisions in 1887 and proved that it guaranties the positivity of the entropy production. For chemical kinetics, this condition (as the ''complex balance'' condition) was introduced by Horn and Jackson in 1972.''Horn, F., Jackson, R.'' (1972) General mass action kinetics. Arch. Ration. Mech. Anal. 47, 87–116. 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. Under these microscopic assumptions, the semi-detailed balance condition is just the
balance equation In probability theory, a balance equation is an equation that describes the probability flux associated with a Markov chain In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence ...
for the Markov microkinetics according to the MichaelisMentenStueckelberg theorem.''Gorban, A.N., Shahzad, M.'' (2011
The Michaelis–Menten–Stueckelberg Theorem.
Entropy 13, no. 5, 966–1019.


Dissipation in systems with semi-detailed balance

Let us represent the generalized mass action law in the equivalent form: the rate of the elementary process \sum_i \alpha_ \ce A_i \ce \sum_i \beta_ \ce A_i is w_r=\varphi_r \exp\left(\sum_i\frac\right) where \mu_i=\partial F(T,V,N)/ \partial N_i is the chemical potential and F(T,V,N) is the
Helmholtz free energy In thermodynamics, the Helmholtz free energy (or Helmholtz energy) is a thermodynamic potential that measures the useful work obtainable from a closed thermodynamic system at a constant temperature ( isothermal). The change in the Helmholtz ene ...
. The exponential term is called the ''Boltzmann factor'' and the multiplier \varphi_r \geq 0 is the kinetic factor. Let us count the direct and reverse reaction in the kinetic equation separately: \frac=V\sum_r \gamma_ w_r An auxiliary function \theta(\lambda) of one variable \lambda\in ,1/math> is convenient for the representation of dissipation for the mass action law \theta(\lambda)=\sum_\varphi_\exp\left(\sum_i\frac\right) This function \theta(\lambda) may be considered as the sum of the reaction rates for ''deformed'' input stoichiometric coefficients \tilde_(\lambda)=\lambda \alpha_+(1-\lambda)\beta_. For \lambda=1 it is just the sum of the reaction rates. The function \theta(\lambda) is convex because \theta''(\lambda) \geq 0. Direct calculation gives that according to the kinetic equations \frac=-VRT \left.\frac\_ This is ''the general dissipation formula for the generalized mass action law''. Convexity of \theta(\lambda) gives the sufficient and necessary conditions for the proper dissipation inequality: \frac <0 \text \theta(\lambda) < \theta(1) \text\lambda <1; \frac\leq0 \text \theta(\lambda)\leq \theta(1) \text\lambda <1. The semi-detailed balance condition can be transformed into identity \theta(0)\equiv \theta(1). Therefore, for the systems with semi-detailed balance /\leq 0.


Cone theorem and local equivalence of detailed and complex balance

For any reaction mechanism and a given positive equilibrium a ''cone of possible velocities'' for the systems with detailed balance is defined for any non-equilibrium state ''N'' \mathbf_(N)=\, where cone stands for the conical hull and the piecewise-constant functions (w_r^+(N)-w_r^-(N)) do not depend on (positive) values of equilibrium reaction rates w_r^ and are defined by thermodynamic quantities under assumption of detailed balance. The cone theorem states that for the given reaction mechanism and given positive equilibrium, the velocity (''dN/dt'') at a state ''N'' for a system with complex balance belongs to the cone \mathbf_(N). That is, there exists a system with detailed balance, the same reaction mechanism, the same positive equilibrium, that gives the same velocity at state ''N''. According to cone theorem, for a given state ''N'', the set of velocities of the semidetailed balance systems coincides with the set of velocities of the detailed balance systems if their reaction mechanisms and equilibria coincide. This means ''local equivalence of detailed and complex balance.''


Detailed balance for systems with irreversible reactions

Detailed balance states that in equilibrium each elementary process is equilibrated by its reverse process and requires 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 becomes 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 A1 -> A2 -> A3 -> A1 cannot be obtained as such a limit but the reaction mechanism A1 -> A2 -> A3 <- A1 can.Chu, Ch. (1971), Gas absorption accompanied by a system of first-order reactions, Chem. Eng. Sci. 26(3), 305–312. GorbanYablonsky theorem. ''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 In geometry, the convex hull, convex envelope or convex closure of a shape is the smallest convex set that contains it. The convex hull may be defined either as the intersection of all convex sets containing a given subset of a Euclidean space, ...
of the stoichiometric vectors of the irreversible reactions has empty intersection with the
linear span In mathematics, the linear span (also called the linear hull or just span) of a set S of elements of a vector space V is the smallest linear subspace of V that contains S. It is the set of all finite linear combinations of the elements of , and ...
of the stoichiometric vectors of the reversible reactions.'' Physically, the last condition means that the irreversible reactions cannot be included in oriented cyclic pathways.


See also

*
T-symmetry T-symmetry or time reversal symmetry is the theoretical symmetry of physical laws under the transformation of time reversal, : T: t \mapsto -t. Since the second law of thermodynamics states that entropy increases as time flows toward the futur ...
* Frenesy *
Microscopic reversibility The principle of microscopic reversibility in physics and chemistry is twofold: * First, it states that the microscopic detailed dynamics of particles and fields is time-reversible because the microscopic equations of motion are symmetric with respe ...
*
Master equation In physics, chemistry, and related fields, master equations are used to describe the time evolution of a system that can be modeled as being in a probabilistic combination of states at any given time, and the switching between states is determi ...
*
Balance equation In probability theory, a balance equation is an equation that describes the probability flux associated with a Markov chain In probability theory and statistics, a Markov chain or Markov process is a stochastic process describing a sequence ...
*
Gibbs sampling In statistics, Gibbs sampling or a Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm for sampling from a specified multivariate distribution, multivariate probability distribution when direct sampling from the joint distribution is dif ...
*
Metropolis–Hastings algorithm In statistics and statistical physics, the Metropolis–Hastings algorithm is a Markov chain Monte Carlo (MCMC) method for obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. New sample ...
*
Atomic spectral line Spectroscopy is the field of study that measures and interprets electromagnetic spectra. In narrower contexts, spectroscopy is the precise study of color as generalized from visible light to all bands of the electromagnetic spectrum. Spectrosc ...
(deduction of the Einstein coefficients) * Random walks on graphs


References

{{Reflist Non-equilibrium thermodynamics Statistical mechanics Markov models Chemical kinetics