0691085323MathemChemical PDF

NONLINEAR SCIENCE THEORY AND APPLICATIONS
Numerical experiments over the last thirty years have revealed that simple
nonlinear systems can have surprising and complicated behaviours. Non-
linear phenomena include waves that behave as particles, deterministic
equations having irregular, unpredictable solutions, and the formation of
spatial structures from an isotropic medium.
The applied mathematics of nonlinear phenomena has provided meta-
phors and models for a variety of physical processes: solitons have been
described in biological macromolecules as well as in hydrodynamic systems;
irregular activity that has been identified with chaos has been observed in
continuously stirred chemical flow reactors as well as in convecting fluids:
nonlinear reaction diffusion systems have been used to account for the
formation of spatial patterns in homogeneous chemical systems as well as
biological morphogenesis; and discrete-time and discrete-space nonlinear
systems (cellular automata) provide metaphors for processes ranging from
the microworld of particle physics to patterned activity in computing neural
and self-replicating genetic systems.
Nonlinear Science: Theory and Applications will deal with all areas of
nonlinear science - its mathematics, methods and applications in the
biological, chemical, engineering and physical sciences.
Nonlinear science: theory and applications
Series editor: Arun V. Holden, Reader in General Physiology,
Centre for Nonlinear Studies, The University, Leeds LS2 9NQ, UK
Editors: S. I. Amari (Tokyo), P. L. Christiansen (Lyngby),
D. G. Crighton (Cambridge), R. H. G. Heileman (Houston),
D. Rand (Warwick), J. C. Roux (Bordeaux)
Chaos A. V. Holden (Editor)

Control and optimization J. E. Rubio
Automata networks in computer science F. Fogelman Soulie, Y. Robert
and M. Tchuente (Editors)
Oscillatory evolution processes I. Gumowski
Introduction to the theory of algebraic invariants of differential equations
K. S. Sibirsky
Simulation of wave processes in excitable media V. Zykov (Edited by
A. T. Winfree and P. Nandapurkar)
Almost periodic operators and related nonlinear integrable systems
V. A. Chulaevsky
Other volumes are in preparation
Mathematical models of
'· chemical reaction~_/
Theory and applications of
deterministic and stochastic models
P. Erdi and J. T6th

Central Research Institute for Physics,
Hungarian Academy of Sciences
and
Computer and Automation Institute,
Hungarian Academy of Sciences
Manchester University Press

Copyright© P. Erdi and J. Toth 1989
Published by
Manchester University Press
Oxford Road, Manchester MI3 9PL, UK
British Library cataloguing in publication data

Erdi, P.
Mathematical models of chemical reactions:
theory and applications of deterministic
and stochastic models.- (Nonlinear science)
I. Chemical reactions - Mathematical models
I. Title II. Toth, J. III. Series
541.3'9'0724 QD501
ISBN 0 7190 2208 8 hardback
Typeset in Times 10/12 pt

by Graphicraft Typesetters Ltd, Hong Kong
Printed in Great Britain

by Biddies Ltd., Guildford and King's Lynn
Contents
Preface and acknowledgements XI
Symbols used in the text xm
1 Chemical kinetics: a prototype of nonlinear

science
1.1 Mass action kinetics: macroscopic and microscopic
approach I
1.2 Physical models of chemical reactions 4
1.3 Deterministic and stochastic models 6
1.4 Regular and exotic behaviour II
1.5 Chemical kinetics as a metalanguage 12
2 The structure of kinetic models 14

2.1 Temporal processes 14
2.2 Properties of process-time 14
2.2.1 Discrete versus continuous 15
2.2.2 Time, thermodynamics, chemical kinetics 15
2.3 Structure of state-space 16
2.3.1 Discrete versus continuous 16
2.3.2 State and site 17
2.4 Nature of determination 18
2.5 X YZ models 19
3 Stoichiometry: the algebraic structure of complex chemical

reactions 21
3.1 Conventional stoichiometry 21
3.2 Atom-free stoichiometry 26
3.3 Retrospective and prospective remarks. Suggested further
reading 28
3.4 Exercises 29
vi Contents
3.5 Problems 29
3.6 Open problems 32
4 Mass action kinetic deterministic models 33

4.1 Kinetic equations: their structure and properties 33
4.1.1 Introduction 33
4.1.2 Introduction reconsidered 35
4.1.3 Exercises 39
4.1.4 Problems 39
4.1.5 Open problems 40
4.2 Verifications and falsifications of traditional beliefs 40
4.2.1 The zero deficiency theorem 42
4.2.2 Vol'pert's theorem 45
4.2.3 Remarks on related literature 46
4.2.4 Exercises 47
4.2.5 Problems 48
4.3 Exotic reactions: general remarks 49
4.4 Multistationarity 49
4.4.1 Multistability 49
4.4.2 Multistationarity in kinetic experiments 50
4.4.3 Multistationarity in kinetic models of continuous
flow stirred tank reactors 50
4.4.4 Exercises 51
4.4.5 Problems 52
4.5 Oscillatory reactions: some exact results 54
4.5.1 Periodicity in kinetic experiments 54
4.5.2 Excluding periodicity in differential equations 54
4.5.3 Excluding periodicity in reactions 55
4.5.4 Sufficient conditions of periodicity in differential
equations 55
4.5.5 Sufficient conditions of periodicity in reactions 56
4.5.6 Designing oscillatory reactions 56
4.5.7 Overshoot-undershoot kinetics 57
4.5.8 Exercises 57
4.5.9 Problems 58
4.6 Chaotic phenomena in chemical kinetics 59
4.6.1 Chaos in general 59
4.6.2 Chaos in kinetic experiments 60
4.6.3 Chaos in kinetic models 61
Contents VII
4.6.4 On the structural characterisation of chaotic chemical

reactions 62
4.6.5 Problems 62
4.7 The inverse problems of reaction kinetics 63
4.7.1 Polynomial differential equations, kinetic differential
equations, kinetic initial value problems 64
4.7.1.1 Polynomial and kinetic differential equations 64
4.7.1.2 Further problems 65
4.7.1.3 The density of kinetic differential equations 67
4.7.1.4 Uniqueness questions 67
4.7.1.5 A sufficient condition for the existence of an
inducing reaction of deficiency zero 69
4.7.1.6 On the inverse problem of generalised
compartmental systems 72
4.7.2 The classical problem of parameter estimation 74
4.7.3 Exercises 74
4.7.4 Problems 75
4.8 Selected addenda 75
4.8.1 Lumping 75
4.8.1.1 Lumping in general 75
4.8.1.2 Lumping in reaction kinetics 76
4.8.1.3 Possible further directions 77
4.8.2 Continuous components 78
4.8.3 Kinetic gradient systems 80
4.8.4 Structural identifiability 82
4.8.5 Parameter sensitivity 83
4.8.6 Symmetries 84
4.8.7 Principle of quasistationarity 88
4.8.8 Exercises 89
4.8.9 Problems 89
4.8.10 Open problem 90
5 Continuous time discrete state stochastic models 91

5.1 On the nature and role of fluctuations: general remarks 91
5.1.1 The logical status of stochastic reaction kinetics 91
5.1.2 Fluctuation phenomena in physics and chemistry:
an introduction 93
5.1.2.1 Stochastic thermostatics, stochastic thermo-
dynamics 93
5.1.3 Stochastic processes: concepts 96
viii Contents
5.1.3.1 Introductory remarks 96

5.1.3.2 Continuous state-space processes 97
5.1.3.3 Discrete state-space processes 99
5.1.4 Operator semigroup approach: advantages coming
from the use of more sophisticated mathematics 99
5.2 Stochasticity due to internal fluctuations: alternative models 101
5.2.1 Some historical remarks I0 I
5.2.2 Models 102
5.3 On the solutions of the CDS models I05
5.3.1 General remarks I 05
5.3.2 Chemical reaction X !... Y I 06
5.3.3 Compartmental systems 107
5.3.4 Bicomponential reactions: general remarks 107
5.3.5 Chemical reaction X + Y ~ Z I 08
5.3.5.1 The master equation 108
5.3.5.2 Use of Laplace transformation 108
5.3.5.3 Determination of expectation I08
5.3.5.4 The behaviour of the reaction during the
initial period of the processes 109
5.3.5.5 Determination ofstationary distribution 109
5.3.6 General equation for the generating function 109
5.3.7 Approximations 110
5.3.8 Simulation methods 112
5.4 The fluctuation-dissipation theorem of chemical kinetics 115
5.4.1 Stochastic reaction kinetics: 'nonequilibrium
thermodynamics of state-space'? 115
5.4.2 Fluctuation-dissipation theorem of linear
nonequilibrium thermodynamics 116
5.4.3 Determination of rate constants from equilibrium
fluctuations: methods of calculation 117
5.5 Small systems 119
5.5.1 Enzyme kinetics 119
5.5.2 Ligand migration in biomolecules 121
5.5.3 Membrane noise 123
5.5.4 Kinetic examinations of fast reactions 125
5.6 Fluctuations near instability points 128
5.6.1 An example of the importance of fluctuations 128
5.6.2 Stochastic Lotka-Volterra model 129
5.6.3 Stochastic Brusselator model 130
5.6.4 The Schlogl model of second-order phase transition 131
5.6.5 The Schlogl model of first-order phase transition 134
5.6.6 Stochastic theory of bistable reactions 135
Contents tx
5. 7 Stationary distributions: uni- versus multimodality 138

5.7.1 The scope and limits of the Poisson distribution in
the stochastic models of chemical reactions:
motivations 138
5.7.2 Sufficient conditions of unimodality 140
5.7.3 Sufficient condition for a Poissonian stationary
distribution 142
5.7.4 Multistationarity and multimodality 143
5.7.5 Transient bimodality 144
5.8 Stochasticity due to external fluctuations 146
5.8.1 Motivations 146
5.8.2 Stochastic differential equations: some concepts and
comments 147
5.8.3 Noise-induced transition: an example for white noise
idealisation 149
5.8.4 Noise-induced transition: the effect of coloured
noise 151
5.8.5 On the effects of external noise on oscillations 153
5.8.6 Internal and external fluctuations: a unified
approach 156
5.8.7 Estimation of reaction rate constants using
stochastic differential equations 157
5.8.8 Exercises I 58
5.8.9 Problems 159
5.8.10 Open problem 159
5.9 Connections between the models 159
5.9.1 Similarities and differences: some remarks 159
5.9.2 Blowing up 159
5.9.3 Kurtz's results: consistency in the thermodynamic
limit 160
5.9.4 Exercise 160
5.9.5 Problems 161
6 Chemical reaction accompanied by diffusion 162

6.1 What kinds of models are relevant? 162
6.2 Continuous time, continuous !>tate-space deterministic
models 163
6.3 Stochastic models: difficulties and possibilities 167
6.3.1 Introductory remarks 167
6.3.2 Two-cell stochastic models 168
6.3.3 Cellular model 169
6.3.4 Other models 171
x Contents
6.4 Spatial structures 172

6.5 Pattern formation and morphogenesis 174
7 Applications 177
7.1 Introductory remarks 177
7.2 Biochemical control theory 177
7.3 Fluctuation and oscillation phenomena in neurochemistry 185
7.4 Population genetics 192
7.5 Ecodynamics 194
7.5.1 The theory of interacting populations 194
7.5.1.1 Boulding ecodynamics 194
7.5.1.2 Compartmental ecokinetics 195
7.5.1.3 Generalised Lotka-Volterra models 196
7.5.1.4 The advantages of stochastic models:
illustrations 199
7.5.2 An ecological case study 202
7.5.2.1 Arguments for a stochastic model 202
7.5.2.2 A common description of the deterministic
and stochastic models 204
7.5.2.3 Exercise 207
7.6 Aggregation, polymerisation, cluster formation 207
7.7 Chemical circuits 210
7.8 Kinetic theories of selection 213
7.8.1 Prebiological evolution 213
7.8.1.1 Introductory remarks 213
7.8.1.2 The hypercycle: The basic model 214
7.8.2 The origin of asymmetry of biomolecules 216
References 220
Index 252
Preface and acknowledgements
Chemical kinetics may be considered as a prototype of nonlinear science,

since the velocity of reactions is generally a nonlinear function of the
quantities of the reacting chemical components.
Both deterministic and stochastic models can be defined to describe the
kinetics of chemical reactions macroscopically. (Microscopic models are out
of the scope of this book.) The usual deterministic model is a subclass of
systems of polynomial differential equations. Qualitative dynamic behaviour
of the model can be analysed knowing the structure of the reaction network.
Exotic phenomena such as oscillatory, multistationary and chaotic
behaviour in chemical systems have been studied very extensively in the last
fifteen years. These studies certainly have modified the attitude of chemists,
and 'exotic' begins to become 'common'. Stochastic models describe both
internal and external fluctuations. In general, they are a subclass of
Markovian jump processes. Two main areas are particularly emphasised,
which prove the importance of stochastic aspects. First, kinetic information
may be extracted from noise measurements based upon the
fluctuation-dissipation theorem of chemical kinetics; second, noise may
change the qualitative behaviour of systems, particularly in the vicinity of
instability points.
In addition to the direct utility of mathematical models in the analysis of\
complex chemical systems a unified conceptual framework is offered to the \
mathematical treatment of problems of chemical kinetics and related areas in !
biomathematics. Biochemical control processes, oscillation and fluctuation /
p~enomena in neurochemical systems, coexistence and extinction in popul- j
at10ns, prebiological evolution and certain ecological problems of Lake 1
Balaton can be treated in terms of this framework. Though the main body of/
the book deals with spatially homogeneous systems, spatial structures in
chemical systems, pattern formation and morphogenesis related to
reaction-diffusion models are also mentioned briefly.
The material that the book contains has until now been scattered in
journals and proceedings. In spite of the undoubted penetration of modern
mathematical techniques into the kingdom of chemical kinetics, the gap
between the practical necessity of the chemist and the theorems of the
xii Preface and acknowledgements
mathematician is obvious. This book is the result of a ·quasicontinuous

discussion between a chemist (P.E.) and a mathematician (J.T.) about
mathematics and the natural sciences, and we certainly do not want it to be
either a 'user's manual' for kineticists or a zoo of 'pseudo-applications' of
, mathematical problems. What we hope to emphasise is that chemical
l
1
kinetics, a beautiful discipline in its own right, is really a pro,totype of
nonlinear science.
We are deeply indebted to many Hungarian scientists working in Buda and
Pest, Debrecen and Veszprem, with whom we have had many discussions,
informal and formal, about mathematical techniques and theoretical con-
cepts of chemistry.
We would like to express particular gratitude to our former colleague,
Vera Hars with whom we have discussed many topics studied and not studied
in this book.
Many problems on stochastic kinetics have been debated with Professor
Michel Moreau (Paris). One of us (P.E.) enjoyed his hospitality in June 1985;
the main part of Chapter 5 was written during this time. Some short visits to
Bordeaux were useful for both of us.
Very special thanks to Dr Holden for inviting us to contribute this
monograph to the series.
A large part of the figures are reprinted with permission of the authors (as
cited at the appropriate place) and of the copyright holders, as follows: Acta
Biochimica, Elsevier Scientific Publishers Ireland Ltd, North-Holland
Physics Publishing, Pergamon Journals Ltd, Plenum Publishing Corp.,
Publishing House of the Hungarian Academy of Sciences.
Budapest, February 1986
Peter Erdi, Janos T6th

Symbols used in the text
Chapter 1
A notation for an abstract chemical component (or species)
in the elementary reaction aA + bB -+ cC + dD
A( solid) reactant component in the solid phase reaction
A(solid) -+ B(solid) + C(gas)
A matrix of infinitesimal transition probabilities (infini-
tesimal operator) of the stochastic model of reactions
a stoichiometric coefficient (or molecularity) of the chem-
ical component A in the elementary reaction
aA + bB -+ cC + dD
element of the matrix of infinitesimal transition proba-
bilities (infinitesimal operator) of the stochastic model of
reactions
a•.• element of the matrix of infinitesimal transition proba-
bilities (infinitesimal operator) of the stochastic model of
reactions
8 notation for an abstract chemical component (or species)
B(solid) product component in the solid phase reaction
b stoichiometric coefficient (or molecularity) of the chem-
ical component B in the elementary reaction
aA + bB -+ cC + dD
c notation for an abstract chemical component (or species)
product component in lhe solid phase reaction
c stoichiometric coefficient (or molecularity) of the chem-
ical component C in the elementary reaction
aA + bB -+ cC + dD
initial vector of concentrations
xiv Symbols used in the text
c(t) vector of concentrations of chemical components at time t

(the unit of a component of the concentration vector is to
be understood as kmol/m 3 here and everywhere below)
c(t) time derivative of the concentration vector versus time
function at time t (the unit of a component of the time
derivative of the concentration vector is to be understood
as kmol/m 3 s) here and everywhere below)
concentration of the component A at time m the
elementary reaction aA + bB-+ cC + dD
concentration of the component B at time in the
concentration of the component C at time in the
concentration of the component D at time m the
elementary reaction aA + bB -+ cC + dD
c 1 (t), c 2 (t), c 3 (t) components of the vector of concentrations at time t
D notation for an abstract chemical component (or species)
in the elementary reaction aA + bB-+ cC + dD
d stoichiometric coefficient (or molecularity) of the chem-
ical component D m the elementary reaction
aA + bB-+ cC + dD
f right-hand side of the kinetic differential equation
/;,jj scalar valued functions of the state variables in eqn ( 1.6)
ks Boltzmann's constant (1.38 x 10- 23 J/K)
M number of chemical components in the investigated com-
plex chemical reaction (perhaps after lumping)
N number of chemical components of a chemical system (if
this number is very large)
NM space of M-dimensional vectors of nonnegative integers
n(t) number of components at time t
n, n' possible number of components in the stochastic model
probability of the event written in parenthesis
is the absolute distribution of the number of components
at time t
~M space of M-dimensional vectors of real numbers
r(t) reaction rate of the elementary reaction
aA + bB-+ cC + dD (kmol/(m 3 s))
-S-S- covalent bond between sulphuric atoms
T absolute temperature (K)
t time (s)
v volume of the chemical system (m- 3 )
scalar valued functions of time in eqn (1.6)
a vector valued stochastic process describing the time
evolution of the number of components at time t
Symbols used in the text XV
this sign is used throughout to mean 'is defined by' or 'is

by definition'
Chapter 2
A state-space of a dynamic system
g(t) state of a thermodynamic system at time t
Jf function giving the state of a thermodynamic system at time t as a
function of site and time
site of a thermodynamic system at time t
history of the site of a thermodynamic system up to time t
the set of positive integers
the set of real numbers
euclidean space of M-dimensional real vectors
number of constitutive quantities
point of the time domain T of a dynamic system
time domain of a dynamic system
point of the time domain T of a dynamic system
X state of a dynamic system
Xo initial state of a dynamic system
a function from T x A into A describing the time evolution of a
dynamic system for different initial states
the set of integers
the set (or lattice) of ordered M-tuples of integers
<f>x. motion of a dynamic system starting from state x 0
<p(t, . ) automorphism from the state-space A onto the state-space itself
of a dynamic system
!l(t) constitutive quantities of a thermodynamic system at time t
co(g( t), t) value of the constitutive functional of a thermodynamic system at
timet
this sign is used throughout to mean 'is defined by' or 'is by
definition'
Chapter 3
A (external) chemical component
.s:1 (a)
atoms (a= I, 2 .. . A)
Ac-CoA acetyl coenzyme A
ADP adenosine 5 '-diphosphate
ATP adenosine 5'-triphosphate
c enzyme-substrate complex in the Michaelis-Menten reaction
E enzyme in the Michaelis-Menten reaction
r(r) length of the reactant complex vector ex(·, r)
M number of the chemical components
M+ rank deficiency of the stoichiometric matrix
xvi Symbols used in the text
NA space of A-dimensional vectors of nonnegative integers

f\\liAxR the set of A x R matrices of integers
p product in the Michaelis-Menten reaction
IR+ rank deficiency of the atomic matrix
IRM space of M-dimensional vectors of real numbers
R number of the elementary reactions
rank(·) rank of the matrix in parenthesis
s substrate in the Michaelis-Menten reaction; dimension of the
stoichiometric space
T notation for the transpose
X chemical component
X(n) chemical component (n = 1, 2 ... M)
y chemical component
z chemical component
Z(·, m) formula vector of the mth component
z the atomic matrix
!X(m, r) stoichiometric coefficient in the reactant complex
!X(., r) the rth reactant complex vector
p(m, r) stoichiometric coefficient in the product complex
Ph r) the rth product complex vector
y the stoichiometric matrix
y(., r) the rth elementary reaction vector
p(m) formal mass of the mth component
p vector of formal masses of the chemical components (may be
considered as having the dimension kg)
0 empty or zero complex containing no chemical component
definition'
Chapter 4
A Riemannian manifold
a parameter of the Lorenz equation
b parameter of the Lorenz-, and of the Rossler equation
c parameter of the Rossler equation
d parameter of the Rossler equation
E set of positive equilibrium points
~(IR X A) the set of functions with domain in IR and range in A
f right-hand side of the induced kinetic differential
equation
f parameter of the FKN (Field-K~ros-Noyes)-model
GL(M) group of (invertible) general linear transformations
Hi, ... , HN-l first integral
h length of a short time interval
Symbols used in the text xvii
k vector of rate constants

k 1 ,k 2 , ••• ,k(r) rate constants
k+ (r), k- (r) rate constants of a reversible complex chemical reaction
L number of linkage classes
M lumping matrix
N number of complexes
o(h) a quantity of smaller order than h
q parameter of the FKN-model
R number of the elementary reactions
IR the set of real numbers
R, the number of first-order endpoints
R2 the number of second-order endpoints
R3 the number of entry points
r parameter of the Lorenz equation
§ stoichiometric space
s dimension of the stoichiometric space
s parameter of the FKN-model
T time transformation
T N-dimensional domain
T, T, transformation in a dynamical system
t time
v potential (to a gradient system)
w parameter of the FKN-model
X(m) chemical component (m = I, 2, ... , M)
x, x 1 (t), x 2 (t), ... concentrations of chemical components
x(t) vector of concentrations at time t
Xo vector of initial concentrations
(x*, y*) equilibrium concentration
y concentrations of chemical components
y, y' complex vector
z concentrations of chemical components
a.(m, r) stoichiometric coefficient in the reactant complex
a.(·,r) the rth reactant complex vector
P(m, r) stoichiometric coefficient in the product complex
P( ·, r) the rth product complex vector
y the stoichiometric matrix
y(.' r) the rth elementary reaction vector
0 deficiency
0/ deficiency of the /th linkage class
A. measure in the continuous component model
j.l measure in the continuous component model
v matrix defining the generalised Lotka-Volterra model
P(m) formal mass of the mth component
p vector of formal masses of the chemical components
xviii Symbols used in the text
0" parameter of the Lorenz equation

0 empty or zero complex containing no chemical
component
Chapter 5
A chemical component
A infinitesimal generator
A constant
A(x) coefficient function
Am constant
a, a 1 , a 2 constants
B chemical component
B cofactor matrix
B constant
B(x) coefficient function
Bm constant
b constant
b(t) quantity of component B
b(X,) diffusion function
b eigenvector
lib II determinant
c chemical component
C, C 1 , C 2 constants
C(·) correlation function
C 1 (t) time-dependent function
C 2 (t) time-dependent function
c concentration
c(t) quantity of component C
c. coefficient
D chemical component
D domain of operators
D initial number of components
Dj velocity of the conditional moments
DZ variance of a random variable
d(t) quantity of component D
q) differential operator
DNA deoxyribonucleic acid
E enzyme
E expectation of a random variable
e(t) quantity of enzyme E
F generating function
F, marginal generating function
f conditional probability function
Symhols used in the text xix
f function in the domain of A

f forcing function
G(x, A) auxiliary function
g(x, t) absolute probability density function
g(jil) transition factor
gK conductivity of potassium channel
g(x) auxiliary function
H integration constant
H magnetic field
H Hamiltonian-like function
h function in the Banach space Z
h auxiliary function
/(ro) spectrum line
I, dichotomous noise
state of the system
J Jacobian of likelihood function
J(t) measured current
p current through a single open channel
j state of the system
K normalisation constant
k constant
k state of the system
k, kl rate constants
k estimate of rate constant
ks Boltzmann constant
L linear hull
L well
Lmax number of wells
/I' /2 rate constants
M dimension of the state-space
M constant
M magnetisation
M number of channels
M KL phenomenological coefficient
m expectation of the Poissonian distribution
No set of nonnegative integers
Nexp experimental value of molecule numbers
NI (t) number of channels
N"o. Neb Ne 2 number of channels in equilibrium
.AI normalisation constant
n number of particles in volume A V
P product
Po(s, t) transition probability
Pk(t) absolute distribution
XX Symbols used in the text
Pt(t) the probability that one channel is open

~ probability
p pressure
pjk(t) infinitesimal transition probability
pj~(t) Kurtz-type infinitesimal transition probability
qj parameter of the exponential distribution
qn constant
IRI set of real numbers
IR+ set of positive numbers
IR set of reactions
R Raoult constant
ial(x) polynomial
r reaction vector
s substrate
s entropy
S(ro), S( v) spectral density function
S1( ro) current spectrum
// set of components
s point of the time domain 11
s variable in the Laplace transform
s(t) quantity of substrate
T temperature
T upper limit of time interval
T, continuous semigroup
11 time parameter set
t point of time
u 'free-energy-like' function
u, ill external parameter
u transformed variable
v potential
v system volume
v transformed variable
AV volume of a 'small' subsystem
w Brownian motion
wn a Markov process
w, Wiener process
W(xJx') infinitesimal transition rate
w(x/ VJx' / V) infinitesimal transition rate
W;(t) time-dependent functions
X chemical component
X state of the system
X, stochastic process
X Lmax-dimensional vector
x(t) state of the system
Symbols used in the text xxi
Xm extrema of stationary probability density function

y chemical component
y Poisson process
y(t) expectation
y state of the system
z chemical component
z Banach space
z complex number
(l stoichiometric coefficient
(l transformed constant
& rate constant
(l( t) 'distance' from the equilibrium
OtE IR" solution of a linear equation
(l constant
p stoichiometric coefficient
p transformed variable
p constant
~ rate constant
~ transformed constant
r. r. f constants to be determined
y transformed variable
y auxiliary function
y(ro) Fourier transform of D 1
y rate constant
0 auxiliary function
0 ball radius in the Lindeberg condition
OKD Dirac delta
E measure of 'deviation' from the white noise idealisation
s, fluctuating parameter
s, Ornstein- Uhlenbeck process
TJ, stochastic process
e time interval
3 zero complex
I(
parameter of noise strength
A parameter of the process Y
A parameter in Subsection 5.5.2
AA., A 8 eigenvalues
A., stationary stochastic process
A.,, A.2 nontrivial eigenvalues
A; constants
A. rate constant
1.1 rate constant
1.1(.) death rate function
XXJI Symbols used in the text
J.l death rate constant

J.l bifurcation parameter
J.lo bifurcation point
JlK eigenvalue
v angular frequency
~I stochastic process
~ stochastic process
crJ variance
t dimensionless time
t shift of time
relaxation time
potential function
auxiliary functions
X stochastic dynamic system
ljl birth rate constant
ljl(.) birth rate function
(l) frequency
definition'
Chapter 6
A chemical component
A parameter of the Gierer-Meinhardt model
A generator of the cellular stochastic model of Kurtz
a lower bound of the (real, physical, one-dimensional) space
a parameter of a biochemical system
IX homogeneous stable steady state
a concentration of the activator in the Gierer-Meinhardt model
(IX', y') argument of the maximum of the stationary distribution in a
two-cell model
8 chemical component
B parameter of the Gierer-Meinhardt model
b upper bound of the (real, physical, one-dimensional) space
b parameter of a biochemical system
c chemical component
c parameter of the Gierer-Meinhardt model
r parameter of a biochemical system
parameter of a biochemical system
diffusion matrix
parameter of the Gierer-Meinhardt model
parameter of the Gierer- Meinhardt model
parameter of the Gierer-Meinhardt model
component formation vector
Symhols used in the text XXlll
component formation function

f
G group of transformations
g component formation function
y homogeneous stable steady state
(y', cr') argument of the maximum of the stationary distribution in a
two-cell model
h concentration of the inhibitor in the Gierer-Meinhardt model
i number of component
L; (uniformly) elliptic differential operator
n1 number of molecules in cell I in a two-cell model
nz number of molecules in cell 2 in a two-cell model
P(n 1 , n 2 ; t) value of the absolute distribution function
P*(x, y; t) probability of finding cell I in region (x) and cell 2 in region
(y)
p concentration of a biochemical component
QT =Q X (Q, T)
Rl reaction operator acting on n 1
Rz reaction operator acting on n 2
1!\11" set of n-dimensional real vectors
r cell number
sn a characteristics of the Gaussian noise <p(r, t)
~ concentration of a biochemical component
s the first neighbour of cell r
T an element of the group of transformations
T upper bound of the time domain
t point of the time domain
u chemical component
U(r, t) function of two variables, periodic in the second variable
u concentration of chemical component U
v chemical component
v concentration of chemical component V
X;, number of particles of species i in cell r
X point of the (real, physical, one-dimensional) space
(x) region around state x in a two-cell model
(y) region around state y in a two-cell model
L\ Laplacian operator
L\ discrete Laplacian operator
v(x) unit outward normal at place x
P;(X, t) mass density of component i at place x and at time t
p(x) initial mass density at place x
<p(r, t) Gaussian noise
Q domain in m-dimensional space
definition'
xxiv Symbols used in the text
Chapter 7
c chemical component enzyme-substrate complex
c concentration of the enzyme-substrate complex
Co initial concentration of the enzyme-substrate complex
E chemical component enzyme
concentration of the enzyme
initial concentration of the enzyme
Michaelis constant
reaction rate constant in the Michaelis-Menten reaction
chemical component product in the Michaelis-Menten reaction
concentration of the product in the Michaelis-Menten reaction
initial concentration of the product in the Michaelis- Men ten reaction
chemical component substrate
s concentration of the substrate
So initial concentration of the substrate
v (initial) velocity of the Michaelis-Men ten reaction
maximal (initial) velocity of the Michaelis-Menten reaction
this sign is used throughout to mean 'is defined by' or 'is by definition'
1
Chemical kinetics: a prototype of
nonlinear science
1.1 Mass action kinetics: macroscopic and microscopic approach

The intention of the theory of chemical reactions is to describe the inter-
actions among the components (or species) of a chemical system. The
composition of a chemical system can generally be characterised by a finite-
dimensional vector. The dimension of the vector is the number of interacting
qualities (i.e. components); the value of the vector describes the quantities of
the qualities. Reactions take place among the components causing the
change of the quantities of the components. A chemical reaction is tradition-
ally conceived of as a process during which chemical components are
transformed into other chemical components. Stoichiometry investigates the
static, algebraic structure of the network of reactions. It might be considered
as the calculus of changes in composition that take place due to the reaction.
In other words, stoichiometry provides the framework within which chemical
'motion' must take place. ~/-
Reaction kinetics (it is important to emphasise that it is:kinetics, and not
dynamics, since no 'force law' exists, at least not according to any traditional
interpretation) governs the velocity of the composition changes. Kinetics
assigns to each reaction of the network a velocity function. The most
common model can be associated with the mass action law. The velocity of
the reaction
aA + bB--+ cC + dD (l.l)
is given by this law as
r(t) = - 1/a(dcAfdt) = - l/b(dc8 /dt) = 1/c(dccfdt)

(1.2)
= l/d(dc0 /dt) = k(cA(t)t(c 8 (t))b,
2 Mathematical models of chemical reactions
where the scalar k is the rate constant characterising the velocity of the
process.
If the participating molecules of a chemical reaction go through states that
may be identified as separate chemical components, then the reaction is
called complex; otherwise it is simple, or elementary in the kinetic sense.
Reaction ( 1.1) is an elementary reaction. By an elementary reaction we mean
a chemical reaction with some mechanistic significance between reaction
participants (e.g. collisions).
The molecularity of an elementary reaction is the number of molecules
that are to collide in order that the elementary reaction take place. In a
bimolecular reaction the transformation is the result of the collision of two
molecules. The collision of three or more molecules is highly improbable, a
seemingly trimolecular reaction usually is the resultant of mono- and
bimolecular elementary steps. In our example the molecularities of the
chemical species A, B, C and D are a, b, c and d.
The order of a reaction with respect to a component is the exponent to
which the concentration of the components influencing the rate of the
reaction are to be raised in order to get the rate expression. The order of the
reaction is the sum of the orders with respect to all the components. The basic
assumption of mass action kinetics is that the orders of an elementary
reaction with respect to the components are given by the stoichiometric
coefficients or molecularities as in ( 1.2).
These above are by no means intended to be exact definitions; formal
definitions will be given in later chapters. An excellent analysis of the
physicochemical background has been given by Horn & Jackson (1972).
Equation ( 1.2) is a system of ordinary differential equations. The number
of differential equations is equal to the dimension of the component vector,
since the temporal change of each component is described by a differential
/equation. The kinetic behaviour of a chemical reaction is described tradition-
( ally by a system of (generally nonlinear) differential equations:
!I c(t) = f(c(t)); c(O) = c0 , (1.3)
where c(t) E IRM denotes the quantities of the chemical components at time t,
\ f is determined by the stoichiometry, and c0 is the initial value of the
\components.
\ A number of questions arise immediately. How can we derive and interpret
kinetic equations? Are they sufficiently general for describing chemical
reactions taking place in different materials and in different circumstances
(e.g. at low and high temperature and pressure)? What is the mathematical
structure of the kinetic equations? What can we tell about the properties of
the solutions? Can we define or derive other kinds of models?
The mass action type kinetic equation was first derived by Wilhelmy
( 1850), who measured the velocity of mutarotation of simple sugars.
Wilhelmy knew that the equation he derived has general character: It is also a
Chemical kinetics 3
problem of interest to establish in what way the chemical action depends on

general conditions, at least in this special case. However, this is certainly only
one member of greater series of phenomena which all follow general laws of
nature. (Wilhelmy, 1850, but see Leicester & Klickstein, 1952). The kinetic
mass action law was suggested by Guldberg & Waage (1867; see also
Bastiansen, 1964), who assumed the reversibility of each elementary reaction.
Deriving two-term rate laws they identified the terms as 'forward' and
'reverse' rates. As a matter of fact, we adopt a rather pragmatic approach
and do not restrict ourselves in this book to investigating systems of
'reversible' reactions. Concepts such as 'microreversibility' and 'detailed
balance' are strongly interconnected with the notion of reversible reaction
and will be analysed tangentially later.
To be more definite, the mass action law is a postulate in the phenomen-
ological theory of chemical reaction kinetics. In the golden age of the
quantum, chemistry seemed to be reducible to (micro)physics: 'The underly-
ing physical laws for the mathematical theory of a large part of physics and
the whole of chemistry are thus completely known, and the difficulty is only
that exact application of these laws leads to equations much too complicated
to be soluble' (Dirac, 1929). As was clearly shown by Golden (1969) the
treatment of chemical reactions needs additional requirements, even at the
level of quantum statistical mechanics. The broad-minded book of Primas
(1983), in which the author deeply analyses why chemistry cannot be reduced
to quantum mechanics is strongly recommended.
The derivation of mass action kinetic laws from elementary principles (at
least for reversible bimolecular gas-phase reactions) was attempted in an
already classical paper of Ross & Mazur (1961 ). Starting from a Boltzmann-
type equation (supplemented by a term due to reactive collisions) they
derived mass action kinetic equations using the Chapman-Enskog appro-
ximation method. In this special case phenomenological kinetic equations
can be considered as the 'zeroth order approach' of equations of non-
equilibrium statistical mechanics (see also, perhaps, the somewhat arbitrarily
given references: Garcia-Colin eta/., 1973; Eu, 1975; Moreau 1975a, 1975b).
Macroscopic theories of chemical reactions cannot take into consideration
the spatial course of reaction, though it is obviously relevant from a
microscopic point of view. Therefore a chemical reaction is handled as
interactions among components being present at the 'same place'. (The 'same
place' is considered as the region of space that is sufficiently large to make
possible the underlying mechanism of reaction, but sufficiently small to be
able to assume that it is a 'point'.) A chemical reaction has no spatial 'cause',
and it can be considered as the rearrangement of a 'point having internal
structure', Since a chemical reaction is not a 'spatial' phenomenon, it is
difficult to give its descriptive picture, i.e. to create its (macro)physical model.
Macroscopic spatial motion of the constituents of a chemical system belongs
to the topics of the transport theory (defined in the narrow sense, i.e.
neglecting chemical reactions). However, chemical reactions and transport

processes substantially interpenetrate, and they can be separated only by
abstraction and/or neglect. The inherent contacts between chemical reactions
and transport processes are reflected in the kinetic theories of special classes
of materials (dilute gases, electrolytes, enzymes, polymers, plasmas, solids
etc.). In the next section these particular systems will be briefly analysed.
1.2 Physical models of chemical reactions

According to the basic assumption of the reaction kinetic theory of dilute
gases a chemical system consists of a finite number of discrete qualities
(molecules, atoms, radicals; i.e. chemical components). Chemical reaction
can result from the collision between the individuals of some components.
The celebrated microscopic theory of chemical reaction (namely the tran-
sition state theory of Glasstone et a/., 1941) based on this approach is
theoretically not well-founded (for a critical survey see Simonyi & Mayer
1975) in spite of its great practical success. According to one assumption of
the theory the equilibrium (Maxwell-Boltzmann) distribution is not essenti-
ally influenced by the reaction. This assumption is only reasonable for the
case when the activation energy of the reaction is much larger than the k8 T
thermal energy (k 8 is the Boltzmann constant).
A theory appropriate for describing reactions in dilute gases cannot be
easily extended to reactions taking place in condensed phase. The spirit of
transition state theory can be applied to ion reactions in electrolytes, if the
concentrations are replaced by the practically useful, but theoretically not
well-founded notion of 'activity'. Since the activity coefficients of each ionic
species is a function of the quantities of all ionic species present, the picture
of collisions among the individuals of finite discrete qualities cannot be
maintained rigorously.
The velocity of migration of individual ions is characterised by mobility.
The mobility of ions directly influences the diffusion constant, and indirectly
the reaction rate, through its effect on diffusion. For the connection between
the theory of ion reactions and the Debye-Hiickel theory of electrolytes see,
for example, Moelwigh-Hughes (1971).
The overwhelming majority of chemical reactions taking place in living
organisms are enzyme reactions. An enzyme reaction is a particular kind of
chemical reaction, since the size of the components can be considerable
different. A reaction of an enzyme with a substrate molecule cannot be
interpreted as collision between spheres of near-equal diameter. From a
formal point of view the enzyme reaction can be qualified as a heterogeneous
or, more precisely, surface reaction, since the individual velocity of one
component is very small, and can even be zero. Another difficulty is the
identification and enumeration of the chemical components. The bulk of
enzyme molecules are proteins. The primary structure of the proteins, i.e. the
Chemical kinetics 5
sequence of amino acids, does not uniquely determine the chemical compo-
nent. A protein with a given primary structure may have different spatial
arrangements (conformations) which could be different from an energetic
point of view. Conformational changes can be sometimes associated with
changes of covalent chemical bonds (e.g. formation or destruction of -S-
S- bonds). It is not obvious, whether the chemical components can be
identified by their primary or perhaps by their secondary structure. Addition-
ally, there is a question of interpretation: whether the changes of conforma-
tion can be considered as chemical reactions. Perhaps we may refer here to a
remark of Primas (1983, p. 149):
The quest for the referent of modern scientific theories is nontrivial and the danger of
making category mistakes is serious. For example, it is not at all clear, that collision
theory (as used for the description of molecular beam experiments) and phenomen-
ological kinetics (as used to describe enzyme kinetics in biochemistry) have reference
categories of the same logical type.
Very often cells contain a small number of individual molecules of a given

species. In this case the quantity of these enzymes can be given by an integer
number and so the notion of concentration has no sense, even as an
approximation.
Plasmachemistry has recently become very important, both from the
theoretical and from the practical point of view (see, for example, Ven-
ugopalan, 1971). In 'cold' plasmas the temperature of neutral components is
different from that of heavy ions and electrons (temperature is defined as the
average kinetic energy divided by the Boltzmann constant). The statement,
'the reaction takes place at T' is ambiguous, and so the classical definitions of
'reaction rate' and of 'temperature dependence of reaction rate' have to be
modified.
In another class of plasmas ('hot plasmas') the activation energy has the
same order of magnitude as k 8 T, therefore one assumption of transition state
theory does not hold. As in the case of enzyme systems, it is not too easy to
define the chemical components constituting plasmas. The chemical (kinetic)
properties of the components can be fundamentally modified by the electric
field, therefore it is difficult to know after which changes a chemical
component may be considered as identical to itself.
A statistical mechanical treatment of plasmachemical kinetic phenomena
based on the original Boltzmann equation is not possible, since the probability
of three-particle collisions is not negligible. (However, the modern theory of
nonequilibrium statistical mechanics tries to extend the range of validity of
the Boltzmann equation to describe collisions among three or more particles.)
Plasmachemical reactions can be considered as macroscopic stochastic
processes described by Kolmogorov equations, which roughly speaking refer
to the temporal evolution of probabilities. In a plasmachemical context these
equations are weakly related to the Pauli equations describing the change of
the occupation numbers of 'internal states'. This approach forms an

intermediate level between strict statistical mechanics and the phenomen-
ological description.
The number of components in polymers is generally 'superfluously' large.
A chemical system having a very large number of components (denoted by
N) can be formally simplified:
(I) by lumping into a system having M ~ N number of quasicomponents;

(2) if the state space is characterised by a function and not an N-dimensional
vector.
The applicability of the second technique is quite obvious, since the state is
often characterised in polymers by parameters, such as the molecular weight
distribution, that can be characterised by a function.
A number of thermomechanical phenomena taking place in polymers can
be explained by the term 'memory': the change of state not only depends on
the present but on past values of the state variables. According to the theory
of 'fading memory' (Coleman, 1964) the influence of the near past is greater
than that of the far past.
Chemical reactions in solids cannot be interpreted using the theory of gas
phase reactions, since a solid phase can be considered as a macroscopic
continuum and not a system of independent, discrete entities. Changes in
such systems imply changes in the internal structures and symmetries of the
whole macroscopic system. Chemical reactions are intimately interconnected
with diffusion in condensed matter (Goselle, 1984). From a theoretical point
of view it is hard to make a distinction between phase transitions and
chemical reactions. Transformations of solids can be classified into two
groups (Budnikov & Gisling, 1965): with or without change in composition
of the phases.
The decomposition of salts of oxyacids are typical examples of the reaction
A<sotidl-+ B(sotid) + C(gas)· The two characteristic steps of the transformation,
i.e. the formation and the growth of clusters can be described by determin-
istic (Riickenstein & Vavanellos, 1975), or stochastic (Kitahara et a/., 1975)
models. Since the role of fluctuations is very important in the vicinity of
cri.tical points, the kinetic theory of the phase transitions is based on the
theory of stochastic processes (Hohenberg & Halperin, 1977; Wilson &
Kogut, 1974).
Table 1.1 summarises the results of the present analysis in connection with
the properties of special kinetic systems.
1.3 Deterministic and stochastic models

In spite of the diversity of chemical reactions taking place in different
material systems, the mathematical structure of reaction kinetics is remark-
Chemical kinetics 7
ably general. In the models of 'pure' reaction kinetics the reaction rate is the
only dependent variable (constitutive quantity) and the composition is the
only independent variable. The spatial distribution of the components are
considered homogeneous.
As was mentioned earlier, deterministic models of chemical reactions
might be identified with eqn (1.3). However, not all kinds of systems of
differential equations, not even all those with a polynomial right-hand side
can be considered as reaction kinetics equations. Trivially, the term
-kc 2 (t)c 3 (t) cannot occur in a rate equation referring to the velocity of c 1 ,
since the quantity of a component cannot be reduced in a reaction in which
the component in question does not take place. Putting it another way, the
negative cross-effect is excluded. A necessary and sufficient condition is
required to restrict eqn (1.3) to be able to be a kinetic equation.
The clearing up of this question is important from the point of view of
practical chemistry as well as of mathematics. In the first place, if a
polynomial differential equation has been fitted to experimental data, then it
is a question, whether this equation can be considered as a model of
reactions. In the second place, utilising the special structure of the kinetic
differential equations, surprisingly strong theorems exist for the qualitative
properties of the solutions. More precisely, certain systems of differential
equations can be studied more efficiently if they can be models of chemical
reactions.
According to the assumptions on which classical kinetics is based,
deterministic models are adequate as long as deviations from the 'macro-
scopic average values' remain negligible. A number of situations can be listed
to argue for relevance of fluctuations in chemical sytems:
(I) The size of the chemical system is small. In this case we cannot apply
continuous state models even as an approximation. (For the case of a
finite particle number, a precise continuous model cannot be defined,
since in the strict sense the notion of concentration can be used only for
infinite systems.) Discrete state space, but deterministic, models are also
out of question, since fluctuations cannot be neglected even in the 'zeroth
approximation', because they are not superimposed upon the pheno-
menon, but they represent the phenomenon itself.
(2) The system operates near an instability point of a deterministic model. In
this case small fluctuations may be amplified and produce observable,
even macroscopic effects. It may also happen that the deterministic model
of a system is structurally stable while the stochastic model is not, or vice
versa.
(3) Fluctuations can be a source of information. According to the so-called
fluctuation-dissipation theorem the dissipative processes leading to
equilibrium are interconnected with the fluctuations around the equilib-
rium point. Using the spirit of this theorem the kinetic rate constants can
Table 1.1
Characteristic Characterisation of the Memory effects Character of the Relationship between

properties/material matter evolution equation chemical reaction and
classes transport processes
dilute gases finite number of - nonequilibrium equilibrium
discrete qualities statistical established is not
mechanics Oth influenced
approximation essentially by the
t chemical reaction
electrolytes discrete qualities- - deterministic kinetic mobility
(but activity equations ~
coefficient of each i diffusion constant
ion is the function of
a/lion
stochastic mesoscopic
equations
t
reaction rate
concentrations)
enzyme systems the size of the conformation change small number of conformation change
components is can exhibit time molecules can be considered
practically delay; complex as diffusion,
incommensurable enzyme systems J,. d escnpt10n
stoc hastlc . . chemical reaction
J, as phase transition
biological memory
plasma finite number of extended Boltzmann electric stimulus:
discrete qualities equation chemical properties
(the temperature of change
different components stochastic mesoscopic
can be different) description
polymers the number of the actual value of deterministic model: thermomechanical
components can be stress tensor functional effects
superfluously great; depends on the differential
global state variables history of equations (in two
(functions) deformation tensor senses!)
solid state macroscopic pretreatment fluctuations are the effect of phase
continuum influences the significant near transition and
behaviour instability points chemical reaction
( topochemistry) j, cannot be
stochastic description separated
diffusion and reaction
occur together
be calculated from equilibrium measurements.

(4) So far we have argued for the role of internal fluctuations. These
fluctuations are generated spontaneously by the system during its normal
operation. However, the parameters of a macroscopic system can be
externally controlled, and therefore they are subject to environmental
fluctuations. Chemical system perturbed by 'external noise' also may
result in radical change in the qualitative behaviour of the system.
To describe fluctuation phenomena a continuous time, discrete state

stochastic model has to be defined. To use discrete variables instead of
concentrations, the functions of the latter have to be transformed into the
functions of the number of components:
c(t) -+ v-'n(t),
where Vis the volume ofthe system, c(t) is a concentration vector and n(t) is
the number of components at a fixed time t.
Introducing a stochastic description let~ be a stochastic vector process, the
dimension of which is equal to the dimension M of the concentration vector.
P.(t) =&(~(t) = n)
is the probability that the vector of the numbers of components is n (n of
course also is vector), P.(t) is the distribution function (ne N<r). The
temporal evolution of the distribution is determined by the assumption that
the chemical reaction is considered as a Markov process. Here we have to
refer to van Kampen's remark (1981, p. 80):
When a physicist talks about 'process' he normally refers to a certain phenomenon
involving time. Concerning a process defined in this way it is meaningless to ask
whether or not it is Markovian, unless one specifies the variables to be used for its
description. The art of physicist is to find these variables that are needed to make the
description (approximately) Markovian.
A Markovian description can be naturally introduced by generalising
deterministic systems modelled by ordinary differential equations. In other
words, the stochastic version of a deterministic process without 'after-effect'
is a Markov process.
However, the Markov character of the chemical process represented by the
component vector has not been derived from microscopic models. Therefore
Markovicity is not more (and of course not less) than a plausible assumption.
Discrete state space stochastic models of chemical reactions can be
identified with the Markovian jump process. In this case the temporal
evolution can be described by the master equation:
(dP./dt) = A(P.(t)). (1.4)
Equation (1.4) is a linear differential-difference equation, the special struc-
Chemical kinetics II
turc of A is determined by the stoichiometry. Introducing a .... as the

infinitesimal transition probability, which gives the probability (per unit
time) of the jump from n' to n, the master equation can be interpreted as a
gain-loss equation for the probability of each state n:
dP.fdt = ~)aDD.P.(t) - a•.• P.(t)). (1.5)
a'
The first term of the right-hand side is the gain due to transition from all
the other states n', and the second term is the loss due to the jump to other
states.
In spite of the fact that (1.4) and (1.5) are linear, they can govern situations
qualified 'experimentally' as 'nonlinear phenomena'. The terms 'linear' and
'nonlinear' are mathematical concepts, which refer to equations. The
equations (1.4) and (1.5) can be converted into nonlinear equations for a
macroscopic variable, for example by taking the expectation.
I.4 Regular and exotic behaviour

Traditional reaction kinetics has dealt with the large class of chemical
reactions that are characterised by having a unique and stable stationary
point (i.e. all reactions tend to the 'equilibrium'). The complementary class of
reactions is characterised either by the existence of more than one stationary
point, or by an unstable stationary point (which could possibly bifurcate to
periodic solutions). Other 'extraordinarities' such as chaotic solutions are
also contained in the second class. The term exotic kinetics refers to different
types of qualitative behaviour (in terms of deterministic models): to sustained
oscillation, multistationarity and chaotic effects. Other irregular effects, e.g.
hyperchaos (Rossler, 1979) can be expected in higher dimensions.
Exotic chemical systems, mostly oscillatory reactions, but also systems
exhibiting multistationarity and chaotic effects, have extensively been inves-
tigated. Phenomena in chemical, biological and industrial chemical systems
are the experimental basis of the theoretical studies.
For almost a century chemical kinetics used deterministic models only,
which completely neglects the existence of fluctuations. However, at the same
time the early thermodynamic fluctuation theory was already examining the
quantitative aspects of the fluctuations.
Since classical thermodynamics, including fluctuation theory, adopts
continuous macroscopic variables, their fluctuations are described generally
by Gaussian distributions.
. It is often mentioned that the stationary distribution of chemical reactions
IS. generally the Poisson distribution (Prigogine, 1978). However, the sig-
mficance of the Poisson distribution is rather limited; other unimodal
distributions can also reflect the regular behaviour of the fluctuating
chemical sytems. Multimodality of the stationary distribution might be
associated, at least loosely speaking, with multistationarity of deterministic
models. The maxima correspond to the stable, and the minima to the
unstable stationary points. In certain situations this qualitatively clear
picture is slightly modified (:Erdi et a/., 1981; Ebeling & Schimansky-Geier,
1979).
The qualitative theory describes the long-term behaviour of stochastic
systems without solving the equations. Recurrence, stationarity and ergodic
properties are the most important concepts which characterise the stochastic
process and/or the state-space.
Every network of chemical reactions can be classified by its qualitative
properties. To identify stoichiometric and kinetic conditions for exhibiting
different kinds of exotic behaviour is an important problem of theoretical
reaction kinetics.
I. 5 Chemical kinetics as a metalanguage

The structure and models describing chemical reactions are almost trivial.
Chemical kinetics generally takes into consideration binary and, rarely,
ternary interactions among the molecules. It is a natural tendency to
decompose complex phenomena into binary, or perhaps ternary interac-
tions. Therefore the formal theory of chemical kinetics can be extended to
describe transformation phenomena (using the term in a broad sense) in
populations whose basic components are not molecules.
A simple class of chemical reactions, namely compartmental systems
(when a complex is identified precisely with one component) are appropriate
to model- real or abstract- discrete spatial transport phenomena. Isotope
exchange, charge transfer between energy levels, absorption of drugs and
multistage reactors can be arbitrarily mentioned as capable of being
described by formal compartmental models. Compartment analysis is also a
conceptual tool of ecological system modelling.
Chemical kinetics describes, in fashionable terminology, competition, co-
operation and selection among the constituents. A number of biomathemat-
ical models at different hierarchical levels, such as prebiotic chemical models
(Eigen, 1971; Eigen & Schuster, 1979), genetic models (Wright, 1931),
ecological models (Volterra, 1931) and sociobiological models (Maynard
Smith, 1982), lead to the same type of differential equations (Schuster &
Sigmund, 1983):
.X;(t) = x;(t)(_t;(x(t))- jtl xj(t)./j(x(t))}

n (1.6)
L xj(t) = I; xj(t) ~ 0.
j= I
There is little chance of giving a general qualitative analysis of (1.6) except

for low-dimensional cases. Limit cycle and chaotic behaviour might occur in
certain situations, as has been demonstrated.
Chemical kinetics 13
The conceptual and mathematical framework of competitive and co-

operative phenomena has been extended to socioec?nomic situations (see,
for example, Peschel & Mende, 1985; Peschel & Bre1tenecker, 1984). Many
problems of epide~iology ~nd. of mic_robiology ~a~ also be converted into
'chemical language . Quant1tat1ve soc1ology (We1dhch & Haag, 1983) also
uses models having quite similar structure, as chemical kinetics has.
Over the past years enormous progress has been made in the study of
macroscopic structures formed in chemical systems. Chemical reaction was
considered as an analogue of phase transition (Schlogl, 1972), at least from a
certain formal point of view. Gradually chemical reaction has become the
prototype of nonlinear systems, capable of exhibiting instabilities, bifurc-
ation phenomena etc., and therefore its formal aspects have been investigated
extensively, by synergetics (Haken, 1977, 1983), and by the theory of
dissipative structures (Nicolis & Prigogine, 1977).
2
The structure of kinetic models
2.1 Temporal processes

Mathematical models of chemical reactions are based on the assumption of
spatial homogeneity, i.e. diffusion and other transport processes can be
neglected. From the formal point of view chemical reaction is handled as a
temporal process. To investigate the structure of kinetic models we adopt the
approach of dynamic systems theory in this chapter, while historical
motivations are left more or Jess out of consideration.
A dynamic system is an ordered pair: (A, cp), where A is the state space,
and cp: lr x A --+A, is a function which assigns to an arbitrary point x 0 E AI
the point x E AI, characterising the state at t, assuming that the system was in
x 0 at t = 0. A fundamental property of cp is the validity of the identity
cp((t + s), x 0 ) = cp(s, cp(t, x 0 )). (2.1)
The motion of a dynamic system is the one variable function:
cpx.: T--+A (2.2)

cpx0 =
cp( ·, Xo),
where lr c IR and A c IRM (MEN) or A consists of random variables taking
their values from !RM. (For every tE lr cp(t, ·):A--+ A is an automorphism.)
The process to be described can be classified (perhaps rather arbitrarily)
either by the properties of the 'process-time', or by structure of the state
space, or by the nature of determination.
2.2 Properties of process-time

Structure of kinetic models 15
2.2.1 Discrete versus continuous

• a notion of time is required for dealing with the phenomena of change;
;~~ there are many diff~ren~ kinds ~f change and, depen~ing ?n the particular
kind on which attentiOn IS focusmg, several alternative time concepts are
arrived at' (Denbigh, 1981, p. 4). The time can be chosen as continuous
(l c IR) or discrete (lf c Z) variable.
The arguments generally adopted for choosing a continuous time variable
are that:
(I) time is really continuous;

(2) calculations with continuous time models are easier, or at least they have
greater tradition.
Arguments for selecting a discrete time variable are that:
(I) time is really discrete;

The idea that time has no objective existence but depends on events led
some scientists to abandon the assumption that it . is a continuous
variable. Following the establishment of the Planck-Einstein quantum
theory, it was suggested by Poincare and others that time is quantized;
one calculation gave the value 10- 24 s to the 'chronon'.
Perhaps the best argument for time quantization (at least in the
empirical spirit of quantum mechanics) is that we perceive temporal
intervals of finite duration rather than durationless instants; and it is
dangerous to assume that the world has properties that can never be
observed. But this psychological argument, as developed for example by
Bergson, provides no quantitative justification for a division of physical
time into chronons of the order of 10- 24 s. (Brush, 1982)
(2) calculations with discrete-time models are easier since they are really
simpler;
(3) the notion of 'immediate next time' can be interpreted, and this is rather
difficult in the case of continuous time;
(4) digital computers calculate at discrete points of time only;
(5) experimentalists measure at discrete points only.
Weaker arguments could have been made for adopting continuous time:
analogue computers operate in continuous time, and certain physicochemical
quantities can be transduced continuously. However, it is important to note
that in most applications the 'real' time is transformed to 'state-time' (e.g.
number of generations).
2·2.2 Time, thermodynamics, chemical kinetics

We have to resist the temptation to expatiate on the question of the 'chemical
time arrow'. The notion of time has mysterious elements, perhaps due to the
fact that our ideas about temporal processes come from different sources.
Research on the nature of time has been extensive (e.g. Fraser, 1972, 1978;
Fraser & Lawrence, 1975; Zeman, 1971; Denbigh, 1981). History, micro- and
macrophysics, biology and cosmology have all adopted different notions of
time. Perhaps thermodynamics (since it ought to be the 'science of time'
(Prigogine, 1980; Prigogine & Stengler, 1984) could offer a unified framework
to interpret irreversible and cyclic phenomena, but little has been achieved as
yet. In spite of the fact that chemical reactions play an important role in
Prigogine's arguments, the relationship between chemical kinetics and
thermodynamics is not clear. The development of chemical kinetics was
practically independent of the formation of nonequilibrium thermody-
namics. This is surprising to a certain extent, since chemical reaction is
included in the topics of thermodynamics. Thermodynamics investigates
processes and equilibrium due to energetic interactions. Processes and
equilibrium due to chemical reactions can and should be investigated by the
concepts of nonequilibrium thermodynamics. Physical transport processes
are spatia-temporal phenomena, but the macroscopic theory of chemical
reaction, as was mentioned earlier, cannot take into consideration the spatial
course of the reaction. According to the formalism of the conventional
theory of irreversible processes the reaction rate is a thermodynamic flow,
just as the rate of diffusion or of thermal conduction, and so chemical
kinetics is a particular chapter of thermodynamics. The authors of this book
feel attracted by general theories, and, in addition, they know that chemical
reactions produce entropy. Unfortunatley they cannot see a better solution
for the time being than to investigate models of reaction kinetics without
giving a detailed thermodynamic treatment.
2.3 Structure of state-space

2.3.1 Discrete versus continuous
The state-space (or 'site space' according to the terminology soon to be
introduced) can be chosen either continuous (A\ c IRM) or discrete (A\ c z_M).
To emphasise the existence of 'elementary' particles of a population (as, for
example, sometimes in reaction kinetics and in population dynamics), a
discrete state-space formalism can be used. Continuum mechanics is an
illustration for preferring a continuous state-space, since the mass points can
arbitrarily occupy space.
The notion of state was derived from the theory of mechanics and of
thermodynamics and generalised by mathematical system theory. Following
the tradition of the field theory of continua (Truesdell & Noll, 1965)
quantities of a theory can be classified into two categories: state variables and
constitutive quantities. State variables are functions such that their values
ecify the state of the system. The constitutive quantities are functions of the
:fate. in the sense that their value is univocally determined (at least in
principle) once the state of the system has been assigned:
Q(t) = co(g(t), t), (2.3)
where Q is a constitutive quantity, g denotes the state of the system and co:
A x v -+ !R' is the constitutive functional mapping the state into a constitu-
tive quantity (the 'functional' assigns a number to a function, here the term
refers to every mapping having the function as argument); re N. The case
r = J means that the value of the constitutive quantity is a scalar.
The state of an M-component chemical system is described by a vector c,
c: lr-+ IRM, t >-+ c(t) E IRM. (2.4)
As was mentioned earlier, sometimes the state is described by a function
(e.g. in polymers and oils) and not by a vector, and so the concept of a
'continuously changing component' can be introduced. For the sake of the
general mathematical treatment we mention that a finite-dimensional vector
can also be interpreted as a function: IRM can be considered as an
abbreviation:
IRM: = IR:u..... Ml = {f;f: {I, 2, ... , M}-+ ~}.
Generally xr = {f, f: Y-+ X}; the cardinality of the set is IXI 1r1•
The state of the system with continuously changing components is
described at a fixed point of time by a (not necessarily scalar valued)
function, f: IRM-+ !Rm.
Adopting the notation introduced just above the state of the system is c,
where c: lr-+ (!Rm)RM or it is an element of the set:
MT M
[(!Rm)R ]' = {f; j: l[" -+ (!Rm)R }.
However, the state of polymers can be represented by the molecular weight
distribution, which is a scalar-scalar function.
According to the conventional treatment of pure homogeneous reaction
kinetics the state is a finite-dimensional vector and the only constitutive
quantities are the reaction rates.
2·3.2 State and site
The theory of thermomechanics adopts the concept of 'materials with

~emory'. According to this concept the constitutive quantities depend on the
t~ory of the independent variables, and not only on their actual value. In
~t er words, it is not definite that the instantaneous value of state variables
1.~ the _state) completely determines the state.
1 he stte function is A: lr -+ IRM. Since the state is determined by earlier
va ues of the site function, therefore the state g is interpreted as
g: lf--+ G, t t-> A' (2.5)

where the definition of the 'history' A' is
A'(s) = A(t - s), s > 0. (2.6)
Knowing the history the state can be set up:

.tf(A,.) = g, (2.7)
i.e.
.tf(A, t) = g(t) = %(A')= A'(O). (2.8)
.tf is a mapping assigning a function to a function and to a number. It is a

possible but, without doubt, a strange construction. If we assume that the
history of the site does not influence the state, then the constitutive functional
reduces to a function. Furthermore, if we also assume the invertibility of this
function then the differences between state variables and constitutive quant-
ities are not significant. These assumptions are tacitly assumed in the usual
theories of chemical thermodynamics.
The stochastic version of a memory-free deterministic process is a Markov
process- more precisely, a first-order Markov process. It is interesting to
remark that in the theory of stochastic processes the concept of 'history-
dependent' processes, had been adopted by the time the theory was es-
tablished (i.e. in the mid-thirties).
2.4 Nature Clf determination

An (A, q>) dynamic system is deterministic if knowing the state of the system
at one time means that the system is uniquely specified for all telf. In many
cases, the state of a system can be assigned to a set of values with a certain
probability distribution, therefore the future behaviour of the system can be
determined stochastically. Discrete time, discrete state-space (first order)
Markov processes (i.e. Markov chains) are defined by the formula
&'(~,+ 1 = al~o = ao, ~~ = al, . .. , ~~=a,)=&'(~,+ 1 = al~, =a,). (2.9)
Knowing the total history of the process we can extrapolate its future
behaviour with the same probability as if we knew only the actual current
state.
The Markovian property of vectorial processes can be lost by reducing the
dimensionality of the process. 'One cannot expect that the knowledge of only
a few components is again sufficient to predict the future probability' (van
Kampen, 1981, p. 80).
Deterministic dynamic systems generated by autonomous ordinary dif-
ferential equations,
dx(t)fdt = f(x(t))
, n be associated with time homogeneous Markov processes. Time homogen-
~~y means that the transition probabilities are stationary, i.e.
,gil(~.• = xl ~~ = y) = P"_..(s - t). (2.1 0)
In this case we can say that the 'evolution law' does not depend explicitly on
the time. Consequently, the time origin can be defined arbitrarily.
2.5 XYZ models

At least eight different kinetic models can be defined, depending on the
specification of time (X), state-space ( Y) and nature of determination (Z). As
was explained earlier, time can be discrete (D) or continuous (C), the state-
space can be also discrete (D) or continuous (C), and the nature of
determination is deterministic (D) or stochastic (S).
Mass-action-type kinetic differential equations can be identified with the
CCD model, while the more often used stochastic model is the CDS model.
These two models will be the object of detailed investigations in Chapters 4
and 5.
DCD models have achieved a particular significance in the last decade in
connection with chaotic phenomena. There are at least two distinct methods
of relating DCD models to CCD models. The easier, but less rigorous, way is
by the discretisation of time. An autonomous differential equation
dx(t)fdt = f(x(t), t), x(t 0 ) = x 0
can be transformed as
x(t + h) = x(t) + f(x(t), t)h + o(h).
The other method can be applied if the differential equation has a periodic
solution, i.e. when a Poincare map can be constructed.
Take a hyperplane of dimension n - I transverse to the curve t--+ x(t)
~hrough Xo. A map F: U--+ IR"- 1 is induced by associating with t 0 the nearest
mtersection of the trajectory (with initial condition x(O) = x 0 ) with the given
hyperplane. If the first such intersection occurs at x 1 we define F(x 0 ) = x 1 .
The form of F is independent of the index of the series and also of the
coordinates, therefore
x.+ 1 = F(x.) (2.11)
c~n be specified. Thus a difference equation has been obtained from a
differential system.
W~at is important for us is that certain qualitative properties of multidi-
;~nsional differential equations can be studied by a one-dimensional
1 erence equation, or an iterated map, in modern terminology. Iterated
maps on the interval were studied by Collet & Eckmann (1980). Poincare
maps are extensively used to investigate the possibilities of chaos in chemical
systems- see, for example, Swinney & Roux (1984).
Other, less important, XYZ models will be mentioned in the text as they
arise.
3
Stoichiometry: the algebraic structure of
complex chemical reactions
From now on we shall concentrate on reactions taking place in a well-mixed

vessel (test-tube, cell, reactor etc.) of constant volume at constant pressure
and temperature. More generally speaking, it is assumed that all the
transport processes in the thermodynamic sense (including volume changes
due to the reaction) are negligible. Further - at the present tacit -
assumptions will be made clear below. The present chapter sets up a
framework for the reactions: it deals with stoichiometry.
The skeleton-like character of stoichiometry should be emphasised: it does
not depend on the type of the model (discrete or continuous, deterministic or
stochastic, see Chapter 2) that is used afterwards when describing the time
evolution.
Stoichiometry will here be treated in two sections: following history, in the
~rst section the atomic structure of chemical components or species is taken
mto consideration, while in the second one it is not. Disregarding the atomic
structure allows more freedom: more models can be drawn into the purview
0 ~ enquiry and treated with methods that were originally developed for the
atms of reaction kinetics.
3· 1 Conventional stoichiometry
let us consider the complex chemical reaction

2CO + 3H 2 = C 2H 2 + 2H 20 (3.1)
CO+ H 20 = C0 2 + H 2 . (3.2)
In this reaction the following chemical components or species are involved:
X (I) =: CO X(2) =: H 2 X(3) =: C2 H2 X(4) =: H2 0 X(S) =: C02,
thus the number of components is five. The atomic structure of the

components may be described by the atomic matrix:
CO H2 C2 H 2 H2 0 C0 2
Z= r: ~ ~ r n H
0
c
where the first column expresses that the first component (CO) contains none
of the H atoms, one 0 atom and one C atom, the second column expresses
the atomic structure of the second component and so on. The structure of the
elementary reactions (this name will be used in spite of possible criticism from
the point of view of physical chemistry) may be described by the matrix of
elementary reaction vectors, i.e. by the stoichiometric matrix:
I 2
-2 -I co
-3 I Hz
y= I 0 CzHz,
2 -I H20
0 l C0 2
where the negative numbers of the first column express that two molecules of
CO and three molecules of H 2 are needed in order that the first elementary
reaction take place and if it does take place l molecule of C 2 H 2 and 2
molecules of H 2 0 are formed.
An elementary requirement is the law of atomic balance: the number of
atoms should be the same on both sides of each of the reactions. Calculating
the number of atoms of each kind on both sides of both of the reactions is
equivalent to multiplying the matrices Z and 1 according to the rule of
n
ordinary matrix multiplication and setting the product equal to zero:
z,~ [~
Two questions arise:
( l) What is the number of independent components in this complex chemical

reaction?
(2) What is the number of independent elementary reactions in this complex
chemical reaction?
In order to make the above questions meaningful independence should be

defined in a sensible manner. For example, in the first case it is intuitively
clear that C 2 H 2 and C 6 H 6 or CO, H 2 0 and HCOOH are dependent.
In the same way one would say that the sum of the elementary reactions
(3.1) and (3.2) (or in other words the overall reaction)
Stoidwmetry 23
3CO + 2H 2 = C2H 2 + H 20 + C0 2
is linearly dependent on (3:1) and (3.2).
Following this introductory example we give a general treatment of the
notions and statements used above. At first, a tacit assumption used until
now was that all the elementary reactions are reversible. From now on it is
allowed (it is unnecessary to exclude from the investigations) that some of the
elementary reactions be irreversible. Therefore, if one of them is not
irreversible, then one has to write it down twice, namely, in both directions.
The (complex chemical) reaction under study consists of the elementary
reactions
M M
I <X(m, r)X(m)-+ I P(m, r)X(m)(r = I, 2, ... , R) (3.3)
m~ I m~ I
where X( I), ... , X(M) are chemical components (molecules, radicals, ions),
and the nonnegative integers
<X(m, r) and P(m, r)
are the stoichiometric coefficients or molecularities. The elementary reaction
vector expressing the change caused by the rth elementary reaction of (3.3) is
the difference of complex vectors, the product complex vector, and the reactant
complex vector:
y(·, r) = P(·, r) -<X(·, r) = (p(l, r) -<X(I, r), ... , P(M, r) -<X(M, r)).
The matrix y withy(·, r) as its rth column is the stoichiometric matrix. It may
be assumed (but only very rarely used) that the orders of all the elementary
reactions, i.e. the numbers
M
I
m~ I
<X(m, r) =l"(r)
(the length of the reactant complex vector <X(·, r)) are less than or equal to
three because of the improbability of collisions between more than three
molecules (Benson, 1960; Laidler, 1965). The first order reactions, i.e. those
for which l~(r) ::;:; I (r = I, 2, ... , R) are singled out for distinction both from
the theoretical and the practical viewpoints.
A complex is called short, if it is not longer than two. A mechanism is a
se~ond order mechanism, if all the reactant complexes are short and if there
~XIsts at least one of length two. A set of elementary reactions is said to be
Independent if there is no way of expressing any of the elementary reaction
vectors as a linear combination of the others. In the opposite case the
elementary reactions are said to be dependent. From this definition it is clear
~hat the number of independent elementary reactions is the number of
~~dependent columns of y. But this number is called in linear algebra the rank
~- y: rank(y). This number is usually denoted by Sand is considered as the
Imension of the stoichiometric space, i.e. the dimension of the linear
subspace of IRM spanned by the columns of y, i.e. by the elementary reaction

vectors.
It may be worth emphasising that if one only considers different independ-
ent elementary reactions then an elementary reaction and its multiples are
considered to be the same.
In the present section it is assumed that the components have an atomic
structure, i.e. they can be conceived of as formal linear combinations of the
atoms (which may in fact be atoms or ions or other particles as electrons etc.)
d(l), d(2), ... , d(A):
A
X(m) = L Z(a, m)d(a).
a=l
The nonnegative integers Z(a, m) make up the atomic matrix Z with the
columns called formula vectors. A (complex chemical) reaction among
atomic components as above is an atomic reaction.
The law of atomic balance means for the rth elementary reaction that
Zy( ·, r) =0 (ENA),
and when it holds for all elementary re2.ctions then one has
Zy =0 (ENA R).
X
Now let us return to the independence of elementary reactions in this

general setting. A set of elementary reactions is said to be independent if there
is no way of expressing any of the formula vectors as a linear combination of
the others. In the opposite case the components are said to be dependent.
From this definition it is clear that the number of independent components is
the number of independent columns of Z. But this number is the rank of Z:
rank(Z). In our example (3.1 )-(3.2) this number is equal to 3.
The following question arises. Given a set of atomic components how
many independent elementary reactions are possible? Using the notations
introduced above the question becomes: how many linearly independent
solutions g are there to the equation
Zg = 0? (3.4)
As is well known, eqn (3.4) admits R+ =
M - rank(Z) linearly independent
solutions and these can be determined by standard methods (see, for
example, Korn & Korn, 1968, Sec. 1.9).
Let us consider as an example the matrix Z of reaction (3.1 )-(3.2), then as
rank(Z) = 3, R+ = 5 - 3 = 2. Equation Zg = 0 is in this case
[ ~I ~ ~ ~ ~]
0 2 0 1
Stoichometry 25
As there is a 3 x 3 submatrix
.
with a nonvanishing determinant in the upper
left corner of Z we may wnte
2g 2 + 2g3 = - 2g4
-g4- 2gS
2g3 = - gs.
The general solution is therefore

g = (-g4- 2gs, -(3g4 + gS)j2, {g4 + gS)j2, g4, gS).
or
g = (-2g4 _ 4gs, -3g4 _ gs, g4 + gs, 2g4, 2gs).
Taking g4 = I, g 5 = 0 and then g 4 = 0, g 5 = I we get
g 1 = (- 2, - 3, I, 2, 0) and g 2 = (- 4, - I, I, 0, 2) (3.5)
and the general solution is the linear combination of these vectors with
parameters as coefficients. The elementary reaction corresponding to g 1 is
just that in (3.1) and the representation of y( ·, 2) in terms of g 1 and g 2 is
y (., 2) = -0.5gl + 0.5g2.
An alternative approach to this question has been given by Aris & Mah
(1963) who provided a method by which the number of independent
reactions may be determined from experimental observations.
The natural sequel to the above question is: given a set of elementary
reactions how many independent components are possible? Using the
notations introduced above the question becomes: how many linearly
independent solutions are there to the equation
zTy = OT or to yTz = 0? (3.6)
As it is known (3.6) admits M+ = M- rank(y) linearly independent so-
lutions and these can be determined by standard methods.
Let us consider as an example the matrix y of reaction (3.1 )-(3.2) then as
rank (y) = 2, M+ = 5 - 2 = 3. Equation yTz = 0 is in this case
~~
-2 -3 I
[
-I I 0
r = 0.
Lzs
As there is a 2 x 2 submatrix with nonvanishing determinant in the upper left
corner of Z we may write
-2z 1 - 3z 2 = -z 3 - 2z4
-zl + z2 = z4- zs.
The general solution is therefore

z = ((z 3 - z4 + 3z 5 )J5, (z 3 + 4z4 - 2z 5 )/5, z3 , z4 , z 5 ).
Taking z 3 = 1, z4 = 0, z 5 = 0; z 3 = 0, z 4 = 1, z 5 = 0; and z 3 = 0, z4 = O,
z 5 = 1 we get
z1 = (l/5, 1/5, 1, 0, 0),

z 2 = ( -1/5, 4/5, 0, 1, 0), and (3.7)
Z3 = (3/5, -2/5, 0, 0, 1)
and the general solution is the linear combination of these vectors with
parameters as coefficients. The representation of the components in the
reaction (3.1 )-(3.2) in terms of Z~o z 2 and z 3 is
Z(·, 1) = z 2 + 2z 3 Z(·, 2) = 2z4 + z 3 . (3.8)
3.2 Atom-free stoichiometry

Let us consider the reaction
A + Y-+ X A + X-+ 2X + Z Z-+ Y (3.9)
where
A =Br03, X= HBr0 2 , Y =Br-, Z =2Ce 4 +.
It is obvious that none of the elementary reactions obey the law of atomic
balance. Still, the Oregonator model of the Belousov-Zhabotinskii reaction,
of which (3.9) is a subset, has served well for a long period of time when
carefully interpreted.
As a second example let us consider the well-known Michaelis-Menten
reaction
E+ S¢-C¢-E+ P. (3.10)
It is clear that in general the atomic structures of the components enzyme (E),
enzyme-substrate complex (C) and product (P) need not be known in order
to get an idea of the time evolution of the process. What is more, their
structures are generally not known.
The moral to be drawn from these examples is either that one has to
abandon the law of atomic balance, or that the atomic structure of the
chemical components should be disregarded.
Let us even go a step further. In reaction (3.9) A is considered to be an
external component, i.e. a component that is held at a constant concentration.
This can experimentally be realised by constant supply from a reservoir. Any
of the models in Chapters 4 and 5 below may be formulated in the same way
as (3.9) and can be written in shorthand as
Y-+ X X-+ 2X + Z Z-+ Y. (3.11)
Stoidwmetr}' 27
(If it is to be emphasised that a component is not external, it is called

. terna/.) Now the following controversy appears: the second elementary
' o f mass, I.e.
reaction of (3. II) expresses t he creatiOn
Ill ' reactiOn
' (3. II) does not
obey the law of mass balance. As models like the Oregonator or the
Lotka-Volterra model,
X-+ 2X X+ Y-+ 2Y Y-+ 0, (3.12)
that have an elementary reaction expressing the destruction of the chemical
component Y have turned out to be really useful, and as this shorthand
description of the reactions expresses the essence better, from now on it is
allowed (it is unnecessary to exclude from the investigations) that some of the
elementary reactions (including the possibility of all as well) do not have to
be mass-conserving. The exact definition of (mass) conservativity is this: the
(complex chemical) reaction (3.3) is conservative if there exist positive
numbers p( I), ... , p(M) (being possibly conceived of as masses of the
components) such that for all elementary reactions
M M
L a.(m, r)p(m) = L P(m, r)p(m) (3. 13)
nr =I m= I
holds. Equation (3. 13) means that the masses on both sides of the elementary
reactions are the same if calculated with the components of the vector
p = (p(l), ... , p(M)). The requirement may be written down in concise form
as
pa. = PP or p(a.- P) = 0.
The components of the vector p (especially if nonnegative values are allowed
too) may be conceived of as other conservative quantities, e.g. the number of
subunits (such as radicals or electrons) or charges, too.
As an example let us consider reaction (3.10). Here the usual quantities
that are supposed to be conserved are the masses of the enzyme molecules
and substrate molecules, therefore the matrix of ps, if denoted by Z here too,
is
s c p
~] ~-
0 I
I I
It is straightforward to generalise properties of the second elementary
reaction of(3.11) and the third elementary reaction of(3.12) respectively. If
there exists a vector p with positive co-ordinates such that
M M
L et(m, r)p(m):::; L ~(m, r)p(m) (3.14)
nr=l m=l
~o:ds ~in~quality is to be understood for all of the co-ordinates here and

e ow tf It relates to vectors, therefore (3.14) is equivalent to stating that
ptl ~ pp)
then the reaction is superconservative while if
M M
L a.(m, r)p(m) ;;:: L ~(m, r)p(m) (3.15)
m= I m~ I
holds (or, equivalently,
it is subconservative. It is clear that (3.14) expresses construction, whereas

(3.15) expresses destruction of material.
A pair of questions arises here. Given a (possibly huge) complex chemical
reaction, how can it be decided whether it is conservative, sub- or super-
conservative or perhaps none of them (as reaction (3.12) is, see Exercise 5,
Sec. 3.4)? On the other hand, if a reaction is conservative, sub- or
superconservative, what conclusions can be inferred from this fact? Unfortu-
nately, only partial answers can be given to these questions and they are
relegated to the 'Open problems' section (Sec. 3.6) at the end of the chapter.
3.3 Retrospective and prospective remarks. Suggested further reading

The first important contribution to atomic stoichiometry in this century
seems to be provided by Brinkley (1946). He has shown the importance ofthe
rank of the atomic matrix and presented a proof of the phase rule of Gibbs
( 1876). A systematic outline of stoichiometry was presented by Petho
(sometimes Petheo) and Schay (Petheo & Schay, 1954; Schay, Petho, 1962).
They gave a necessary and sufficient condition for the possibility of
calculating an unknown reaction heat from known ones based upon the rank
of the stoichiometric matrix. They introduced the notion of independence of
components and of elementary reactions, the completeness of a complex
chemical reaction (see the Exercises and Problems) and gave a method to
generate a complete set of independent elementary reactions with as many
zeros in the stoichiometric matrix as possible (see Petho, 1964).
This line was taken up again by Noyes (1984).
A starting point of atom-free stoichiometry is the paper by Horn &
Jackson (1972) where the notion of conservativity was defined and the paper
by Vol'pert (1972) that introduced subconservativity. Significant contri-
butions were provided later by Horn and Feinberg (Horn, 1973c; Feinberg &
Horn, 1977), and others (Deak (in T6th & Erdi, 1978, pp. 253-5);
Willamowski and Rossler, 1980).
A major part of the literature that deals with stoichiometry has not been
summarised and cited here but will be treated later, mainly in Chapter 4: this
includes Dalton's laws of definite and multiple proportions, and the
important works by Aris ( 1965, 1968) and Bowen ( 1968). There exist notions
Stoidwmetr_\' 29
( weak reversibility, or the value of deficiency, or connectedness of the

s~~~~-space) that also belong to the ~lgebraic ~escription of a reaction: but
these are exclusively used tog~ther with a specific model, and so they will be
onsidered in the correspondmg chapters (e.g. Chapters 4 or 5).
c It may be useful to note that questions of stoichiometry do arise in
connection with the stochastic model: see Chapter 5.
An important area of stoichiometry that lies outside the framework of this
book is experimental and relates to the determination of the atomic and the
stoichiometric matrices. An example of this literature is the paper by Aris &
Mah (1963).
3.4 Exercises
1. An atomic reaction is said to be complete if any of the conceivable
elementary reactions fulfilling the law of atomic balance can be written as
linear combinations of the elementary reactions of the given reaction.
(a) Check that reaction (3.1)-(3.2) is complete.
(b) Check that the reaction 2C + H 2 + 2C 2 H 2 = C 6 H 6 is not
complete.
2. Is the reaction
Br 2 ~2Br H2 + Br~HBr + H H + Br 2 -+ HBr + Br
complete?
3. Show that an atomic reaction obeying the law of atomic balance is
necessarily conservative as well.
4. Show that any reaction can be made conservative by introducing a single
new internal component.
5. Show that the Lotka-Volterra reaction is neither sub- nor
superconservative.
3. 5 Problems
In Problems 1-3 it is supposed that the reaction is atomic.
I. Show that completeness of an atomic reaction is equivalent to the

properties:
(i) Zy = 0
(ii) rank(Z) + rank(y) = M.
Hint. Cf. Schay & Petho (1962).
2. (i) Give a formal proof of the intuitively obvious fact that elementary
reactions cannot take place among a set of atomic components unless
any of the atoms is contained in at least two components.
(ii) Show that the condition is not sufficient.
Hint. Consider the components CH 4 , CO, H 2 0.

3. Show that
(i) the law of atomic balance implies conservativity;
(ii) conservativity implies the existence of formal 'atoms', i.e. the
components in a conservative reaction may be conceived of as formal
linear combinations of (possibly hypothetic) atoms.
Hint. Start from the definitions.
4. (i) A compartmental system is a special case of the first order reaction; it
is a reaction in which the length of all the complexes is not more than
one. A compartmental system is closed if it does not contain the zero
complex. Show that a compartmental system is conservative iff it is
closed.
(ii) A generalised compartmental system (cf. T6th, 1978; Othmer, 1981) is
a reaction in which all the complexes contain a single component, and all
the components are contained in a single complex. It is closed if it does
not contain the zero complex. Show that a generalised compartment
system is conservative iff it is closed.
Hint. Could you find a vector to prove (i)? Statement (ii) is easy to
reduce to statement (i).
5. The Vol'pert graph of the elementary reaction consists of two sets of
points, one for the components and one for the elementary reactions.
The number of directed edges (arrows) from the point corresponding to
component X(m) to the point corresponding to the rth elementary
reaction is r:x(m, r), and the number of directed edges from the point
corresponding to the rth elementary reaction to the point representing
the component X(m) is ~(m, r).
Fig. 3.1 shows the Vol' pert graph of the Lotka-Volterra reaction as an
example.
It may be illuminating that graphs used by the biochemist are either
Vol'pert graphs as in the case of the Lohmann reaction shown in Fig. 3.2
or are the duals of the Vol'pert graph (and this is the more usual case) as
3
Fig. 3.1 Vol'pert graph of the Lotka-Volterra mechanism.
Stoidwmetry 31
Creatine Creati nephosphate
ATP ADP
Fig. 3.2 Vol'pert graph of the Lohmann mechanism.
Citrate
H.~
Oxalacetate
I
Ac-CoA
\ Aconitate
~
-<(
Ac-CoA
L-Malate
)
lsocitrate
Glyoxylate - - - - - - -
Fumarate
...._________.. Succinate
Fig. 3.3 Vol'pert graph of the glyoxylate cycle.
in the case of the glyoxylate cycle shown in Fig. 3.3. (By the dual of a
graph we mean a graph obtained from the original one by interchanging
the vertices and edges but leaving the incidence relation unchanged.)
6· Show that acyclicity of (absence of directed cycles in) the Vol' pert graph
of a reaction implies subconservativity.
Hint. Cf. Vol' pert ( 1972).

7. Show that conservativity is equivalent to the boundedness of the sets
x 0 + S, where x 0 is an arbitrary element of (IR + )M and S is the
stoichiometric space.
Hint. Use the Kuhn-Tucker theorem. Cf. Horn & Jackson (1972).
8. Show that
(i) there exist 43 essentially different mechanisms with three short
complexes, and
(ii) 22 of them are conservative while 21 are not.
Hint. The solution of (i) has been given by Horn ( 1973a, b, c), while (ii)
is a simple consequence of the definition of conservativity.
3.6 Open problems

I. Give general characterisations of the properties of conservativity, sub-
and superconservativity. The equivalent conditions should have chem-
ical meanings, properties that are easier to check than the original ones.
4
Mass action kinetic deterministic models
4.1 Kinetic equations: their structure and properties

4.1.1 Introduction
What are the simplest requirements if one wants to have a model for the time
evolution of the concentration of chemical components or constituents in a
reaction such as
2CO + 3H 2 --. C 2H 2 + 2H20 2CO + 3H 2 +- C 2H 2 + 2H20 (4 I)
CO+ H 20--. C0 2 + H 2 CO+ H 20 +- C0 2 + H 2, .
(similar to the first example of Chapter 3) and if one wants to rely on the
methods of classical mathematical analysis? It is natural to choose a
continuous time, continuous state model, in which the concentration of the
chemical component CO at time te IRis described by x 1 (t), the concentration
of H 2 by x 2 (t) and so on.
Using these more abstract notations the reaction in question takes the
form
2X(l) + 3X(2)--. X(3) + 2X(4)
2X(I) + 3X(2) +- X(3) + 2X(4)
(4.2)
X(l) + X(4)--. X(2) + X(5)
X(l) + X(4) +- X(2) + X(5).
Let us consider a small time interval (t, t + h) and let us make the simplest
Possible assumptions on the change of the components. These clearly are that
.\'1(t +h)- x 1 (t) depends on the quantities of the reacting components of
the elementary reactions in which X(l) takes part. This dependence can be
taken as linear, at least if the stoichiometric coefficient of the component in
question is one. If one takes the dependence on h to be linear too (at least up
to an error o(h), a quantity tending to zero if divided by h when h tends to

zero) then the change of x 1 (t) as a consequence of the third elementary
reaction is
X 1 (t + h) - X 1 (t) = k 3 X 1 (t)X 4 (t)h + o(h).
Furthermore, let us suppose that the effect of the single elementary reactions
on the change do not interact, there is no cross-effect among them: they
simply sum up.
How do we handle the problem when the stoichiometric coefficients are
different from one? The effect of the second elementary reaction on the
change of x 3 (t) would be
x 3 (t +h)- x 3 (t) = -k 2 x 3 (t)x 41 (t)x 42 (t)h + o(h)
if we had two different components X(41) and X(42) instead of X(4).
Therefore it is natural to assume that lumping these two components into
X(4) one has
The minus sign above clearly expresses that the quantity of the component
X(3) decreases in this elementary reaction, and it does so by one. Hence the
change of x 1 due to the first elementary reaction is
x 1 (t +h)- x 1 (t) = -2k 1 (x 1 (t)) 2 (x 2 (t))3h + o(h),
where the coefficient - 2 expresses the fact that in this elementary reaction
X (I) changes by two.
Using these principles an equation of the kind
x(t + h) - x(t) = f(x(t))h + o(h) (4.3)
will arise for the vector of the concentrations
x(t) = (x 1 (t), x 2 (t), x 3 (t), x 4 (t), x 5 (t)).
Dividing eqn (4.3) by h and letting h tend to zero an equation of the form
x(t) = f(x(t))
is obtained that in our particular case is
.l- 1 = -2k 1 (xd 2 (x 2 )3 + 2k 2 x 3 (x4 ) 2 - k 3 x 1 x 4 + k 4 x 2 x 5
.l- 2 = -3k 1 (x 1 ) 2 (x 2 )3 + 3k 2 x 3 (x4 ) 2 + k 3 x 1 x 4 - k 4 x 2 x 5
.l-3 = +kl(xd 2(x2) 3 - k 2 x 3 (x 4 ) 2 (4.4)
.l-4 = 2k 1 (x 1 ) 2 (x 2 ) 3 - 2k 2 x 3 (x 4 ) 2 - k 3 x 1 x 4 + k 4 x 2 x 5
.l- 5 = +k 3 x 1 x 4 - k 4 x 2 x 5
What we have arrived at in eqn (4.4) is the usual mass action kinetic
deterministic model of reaction (4.1), well known to every student of
introductory physical chemistry. It may also be said that (4.4) is the induced
Deterministic models 35
kinetic differential e~uation. o.f re~ction (4.1). This is the model we shall
eneralise and study m detail m this chapter.
g The mass action kinetic deterministic model of the reaction
M k(r) M
L fX(m, r)X(m)-+ L P(m, r)X(m) (r = l, 2, ... , R) (4.5)
m=l m=l
is the autonomous polynomial differential equation
L (p(m, r)- fX(m, r))k(r) n

R M
"""' = xm"(m,r) (m = l, 2, ... 'M) (4.6)
r= I m= I
or, if the following notations are introduced:

M
x"< "' =f1 x:!"'·'' "f =p - fX k =(k(l ), ... , k(R))

m= I
zi 0 0
0 z2 0
diag(z) =
0 ZM-1 0
0 0 ZM
then eqn (4.6) is transformed into

x = y diag(x")k (4.7)
or, introducing
A(x) =y diag(x"), (4.8)
x = A(x)k.
In order to get accustomed to this abstract formulation it may be instructive
to consider special cases. Before doing so we remark that in (4.7) y only
depends on stoichiometry, i.e. on the matrices fX and p, while diag(x")k
expresses the dependence on the kinetics, on the rates of the elementary
reactions (although in the case of mass action type kinetics it partly depends
on stoichiometry through fX). This idea of separation goes back to Othmer
(1981).
4.1.2 Introduction reconsidered

What we arrived at as a model to be investigated is an autonomous
polynomial system of differential equations. The main questions studied in
connection with differential equations are:
(I) What is a differential equation (of a certain type; no useful general

definition can be given)?
(2) What is a solution?
The answers to these question can be found in introductory textbooks on

differential equations (see, for example, Arnold, 1975; Bogdanov & Syroid
1983; Coddington & Levinson, 1955; Kamke, 1959). Assuming a certai~
amount of knowledge of the basic notions we only mention that our main
equation (4.6) (or (4.7) or (4.8)) is explicit, because the derivatives of the
highest (first!) order are expressed by other quantities. It is ordinary, because
the unknown functions depend on a single variable (interpreted here as time).
The system only contains the first derivatives of the unknown functions
therefore it is a first order system. The right-hand side does not explicit);
depend on time and so it is autonomous, and the dependence is given by
(multivariate) polynomials, thus it is polynomial.
(3) How do you formulate a problem in the language of differential

equations, i.e. how do you model a phenomenon using these tools?
It is only for the special area of homogeneous reaction kinetics that this
question has been treated in this chapter so far. This question is usually
treated in textbooks of the corresponding fields of application, and not in
textbooks on differential equations; the only exception seems to have been
written by Ponomarev (1962).
(4) Does there exist a solution to a given differential equation?

(5) Is it unique, or, if it is not, how much is it non unique?
The existence and uniqueness of the solution of mass-action-type kinetic

differential equations (or, more precisely, initial value or Cauchy problems
for this type of differential equations) are ensured by general theorems, such
as the Picard-Lindelof theorem (see the textbooks cited above).
(6) How can the solutions be obtained by analytical or numerical methods?
An analytical method provides the solution in 'closed form', i.e. a formula can
be given for the time evolution of the concentrations. This possibility only
exists for a rather limited class of differential equations, even in the special
subclass of kinetic differential equations. Methods of how to derive solutions
can be found in the book by Kamke ( 1959) or in problems books like those
by Filippov (1979), Matveev (1983), or Krasnov et a/. ( 1978). The special
case of kinetic differential equations is treated by Rodiguin & Rodiguina
( 1964) who published the explicit solution for many first order reactions, and
by Szabo ( 1969), who collected results for second order reactions too
(together with realistic chemical examples).
As analytical solutions can be obtained rarely, numerical methods are
widely used in treating problems of chemical kinetics. Special methods of
numerical analysis had to be developed to overcome the problems raised by
the stiff differential equati~ns t~at ~re so co~m~n in chemical kinetics: A

tern of differential equatiOns ts satd to be sttff (m vague nonmathemattcal
sysms) if there are differences of several orders of magnitude between the
~:~es of changes of the different components. A new class of methods has
been initiated by Gear (see the later book by Gear (1971)) and some of the
rograms using his or other methods (as, for example, that by Rosenbrock
~nd Storey (1966)) and. tailored specially to solve kinetic differential
equations have been provtded by Allara & Edelson (1975), Deuflhard eta/.
( 1981) and others.
The paper by Nowak & Deuflhard (1985) may serve both as an introduc-
tion and as a survey of recent developments for realistic large systems that
have dozens of components and hundreds of elementary reactions.
It may happen that it is hard to get an exact or approximate solution either
by analytical or by numerical methods. In these cases one still wants to
obtain at least qualitative information about the nature of the solutions. To
obtain qualitative information about the solutions without solving the
equation is the aim of a branch of the theory of differential equations: of the
qualitative theory of differential equations.
This theory can also be used to give a mathematically strict verification of
properties shown by numerical calculations. Some of the problems of this
theory (that are relevant in our field) are formulated in the next questions,
recent developments of the theory can be traced using the books edited by
Farkas (1981), by Sz-Nagy & Hatvani (1987) and by Farkas & Hatvani
(1975).
(7) Are the solutions of (4.6) nonnegative (or positive) if the initial
condition contains a vector of nonnegative (or positive) concentrations?
The affirmative answer to both of these questions has been given by Vol'pert
(1972). The meaning is that our model is plausible as it does not allow
negative concentrations. This is a fact that should be proved as it is not self-
evident from the form of (4.6) .
. More refined theorems by the same author connected to this area will be
ctted below as problems.
(8) What can be said about the extrema of the solutions? Are the solutions
monotonous, or do they have a specified number of maxima or minima?
Partial answers to these (rather hard) questions can be found among the
Problems and in Section 4.5.
Another set of problems relates the long time behaviour of solutions.
(9) Is there a unique, asymptotically stable equilibrium point of the system

(4.6)?
The simplest feature or pattern that a reaction can show is that after an initial
transient period all the concentrations tend to a limiting value that is called
the steady state concentration, stationary concentration, equilibrium con-
centration (this may be criticised from the thermodynamic point of view, but
is often used in the theory of ordinary differential equations), or singular
point. This equilibrium is independent of(or hardly dependent on) the initial
vector of concentrations, i.e. it is asymptotically stable.
It will be the task of Section 4.2 to examine this widely accepted view.
Section 4.4 deals with the possibility of the existence of more than one
equilibrium points.
(10) Do the equations admit periodic solutions?
It may also happen that the concentration versus time curves tend to a
periodic trajectory after an initial transient. This behaviour of differential
equations is used when modelling the extremely important phenomena of
oscillatory reactions. These reactions and their models will be treated in
Section 4.5.
(II) Does a certain kinetic differential equation of the form (4.6) admit
chaotic solutions?
A relatively new phenomenon both in theory and chemical experiments is the

appearance of chaos. This behaviour can be initially characterised because,
although the trajectories remain in a bounded set, they tend neither to a given
equilibrium point nor to a periodic trajectory. It seems as if they have a
stochastic nature in spite of the fact that there is no intrinsic or external
stochasticity present.
The possibility of chaos in chemical kinetics will be touched on in Section
4.6.
The questions so far (after necessary preliminaries included in (I), (2) and
(3)) have dealt with direct problems. These problems have the general form:
given a differential equation what can we say about its solutions? Another set
of problems called inverse problems are even more important both in
chemical kinetics and in general. It may even be said that solutions of direct
problems only have practical importance when used to solve an inverse problem.
( 12) Given solutions, or properties of solutions, which differential equations

have the prescribed functions as solutions, or have solutions with the
prescribed properties?
Section 4.7 treats an inverse problem whose solution can be formulated. This
is the problem of the characterisation of kinetic differential equations among
the polynomial differential equations. In other words: how can one decide if a
. polynomial differential equation may, or may not, be considered as the

given
continuous ·
time, contmuous · I
· · · mo d e I o f a chem1ca
state d etermm1st1c
. ?
reactwn. . , , .
The last section of the chapter 1s called Selected addenda , expressmg the
fact that here very brief _re_m~rks have been made on_ diff~ren~ topics
nnected with the determimst1c models of formal reactwn kmetlcs. The
~:ngth of a subsection here is by no means proportional to the importance of
the individual topics.
4.1.3 Exercises
1. Give a complete qualitative characterisation of the dynamic behaviour of
the reactions
(i) 2X~Y
(ii) 2X--+ Y--+ 3Z
using the explicit solution of the induced kinetic differential equation.
2. Using the result mentioned in Problem 6 below, or by any other method,
show that in the irreversible Michaelis-Menten reaction all the con-
centrations are strictly positive, if the initial concentrations of the enzyme
and the substrate are positive.
3. Show that the differential equation
.X = s(y - xy - x - qx 2 )
J = S- 1(/z - }' - X}') (4.9)
z= w(x - z)
is the induced kinetic differential equation of the Field-Koros-Noyes

model of the Belousov-Zhabotinskii reaction.
Hint. Consult Field et a!. (1972) and Field & Noyes (1974).
4.1.4 Problems
I. Formulating the requirements at the beginning of Section 4.1 in

mathematical terms, show that they necessarily lead to mass action
kinetics.
Hint. Consult T6th & Erdi (1978) (but it is in Hungarian) or Aczel
(1966).
2· Show that the domain of all the solutions of the induced kinetic
differential equation of
(i) first-order reactions
(ii) reactions with a subconservative mechanism
may be extended to the whole positive half-line of real numbers.
f:lint. The induced kinetic differential equation is linear in case (i),
wh•le the trajectories in case (ii) remain in a bounded set.
3. Show the same holds for reactions with a single internal component for
which the largest stoichiometric coefficient occurs on the /eft-hand side of
an elementary reaction, in other words, for which the longest complex is
a reactant complex.
Hint. The trajectories are either wandering in a bounded set or tend to
a finite limit point.
4. Construct a reaction which has an induced kinetic differential equation
that has solutions defined on the whole positive half-line of real numbers
and which still does not belong to any of the reaction classes above.
5. Show that all the co-ordinates of a solution of an induced kinetic
differential equation are either strictly positive for all positive times, or
everywhere zero.
Hint. Consider the induced kinetic differential equation as a linear
differential equation with variable coefficients.
6. Let the subset of those components given which have strictly positive
initial concentrations. Give an algorithm to generate the set of compo-
nents which are strictly positive for all subsequent (positive) times.
Hint. Consult Vol'pert (1972).
4.1.5 Open problems

1. Analysing Exercise 1(ii) try to characterise a large set of generalised
compartmental systems for which the induced kinetic differential equ-
ation can be solved in closed form.
Hint. It is advantageous, although neither necessary nor sufficient if
the Vol'pert graph of the reaction has a tree structure.
4.2 Verifications and falsifications of traditional beliefs

The trajectory of a general autonomous system of differential equations can
wander anywhere in the state-space. What kind of restrictions are obtained if
one considers the trajectories of a kinetic differential equation? It was
mentioned earlier (Subsection 4.1.2) that the solutions of a kinetic differential
equation remain in the first orthant if they started there. More refined
statements regarding positivity and nonnegativity have also been stated as
Problem 6 of Subsection 4.1.4. Now let us try to delineate an as narrow as
possible set in the state-space for the trajectories. As a next step towards this
goal let us write the kinetic differential equation (4.6) in the form
x = (p- (X)dgx 11 k
and let us take the integral of both sides from 0 tot, assuming that x(O) == xo:
f
I
x(t) = x 0 + (p - (X) dg x(s)11 k ds.

0
This formula expresses the fact that x(t) - x 0 lies in the linear space of the
column vectors of
y = p - at, in S.
Let us consider an example. The kinetic differential equation of the reaction

k
2X(l)~X(2)
k,
is:
.X1 = - 2kt (xt )2 + 2k2X2
x2 = kl(x1)2- k2x2. (4.10)
and now
-2
y= [
I
therefore
dimS= I.
The meaning of the result above can be seen in Fig. 4.1, which shows the set,
E, of positive equilibrium points that is now a parabola. This parabola
intersects at a unique point the part of
x0 + S
which lies in the first quadrant. Explicit solution of (4. 10) shows that the
solutions (remaining all the time in the corresponding set
X0 = S)
tend to this intersection point, i.e. the equilibrium point is (locally relatively)
asymptotically stable. What we have given here is a more explicit explanation
for a special case of what we mean (or what the traditional chemist means!)
by regular kinetic behaviour, that is generally expected from reactions.
General criteria would be needed in order to be able to decide whether large
cl_asses of reactions do show regular behaviour. (The fact that not all the
k~netic equations behave in this regular way is shown by simple kinetic
differential equations with periodic solutions or multiple equilibrium points;
s~e Sections 4.3-4.6). To put it in more technical terms, regular behaviour is
~ e same as the quasithermodynamic behaviour introduced by Horn &
~ckson ( 1972). This behaviour can be found in a reaction if there exists a
sm_gle equilibrium point in all positive reaction simplexes; all the equilibrium
P~IDts are relatively asymptotically stable and no nontrivial periodic sol-
Utions exist.
th It would be desirable if a general sufficient condition ensuring quasi-
ermodynamic behaviour was formulated and related to the mechanism,
x.
x,
s X0 + S
Fig_ 4.1 The trajectories of a simple mechanism.
and was independent from the actual value of the reaction rate constants.
He "Te we present two such general criteria. The first is the Zero Deficiency
The!orem by Feinberg (1972b), Horn & Jackson (1972) and the second is a
the orem by Vol'pert also from 1972.
C Before formulating these theorems we mention in passing that the aim of
Kr .am beck (1984) also was to give narrow limits for the wandering of
tra_jectories in the case of first order reactions.)
4.2 .I The zero deficiency theorem

X( I)--. X(2)
X( I)+ X(3)--. X(4) (4.11)
\ /
X(2) + X(5)
an<t the same reaction with a reversible first step:
X(l)~X(2)
X(l) + X(3)-+ X(4). (4.12)
'\ /
X(2) + X(5)
H e as usual all the complexes are written down exactly once. The directed
er
aphs above with the complexes as vert1ces
· an d w1t· h elementary reactiOns
· as
;~ges are the FHJ (Fein_berg-Ho~n-Jackson)-graphs of the reaction. The
FHJ-graph of both reactiOns cons1sts of two connected parts called linkage
classes. Let us denote the number of linkage classes by Lin the general case.
Now the deficiency of the mechanism is defined as
o = N- L- S,
where N is the number of different complexes and S is the dimension of the
stoichiometric subspace.
In the case of our examples N = 5, L = 2, S = 3, thus o = 0. It might be
pointed out that the value of the deficiency is independent of the value of the
reaction rate constants; thus it is a characteristic of a mechanism rather than
of a reaction. It is also true that the value of the deficiency remains untouched
by making an elementary reaction reversible (i.e. adjoining the antireaction
pair of an elementary reaction) or by making a reversible elementary reaction
irreversible.
The FHJ-graph may or may not have an important property of being
weakly reversible. This means that going along a directed route from one
complex into another one implies the existence of another directed route
from the second complex into the first one. If this is not fulfilled the graph (or
the reaction) is not weakly reversible.
Example (4.11) is not weakly reversible as there is a directed route (of
length I) from X( I) to X(2) whereas there is no route in the backward
direction.
. Example (4.12) is weakly reversible, although it is not reversible. The
mverted implication does hold: obviously, all reversible reactions (reactions
for which all the elementary reactions have their antireaction pair) are
weakly reversible as well.
~y now all the notions are at hand to state the zero deficiency theorem by
Femberg, Horn and Jackson.
Let us consider a mechanism with deficiency zero. Then
(I) if the mechanism is weakly reversible then with any choice of positive rate
constants there exists in each stoichiometric compatibility class
x0 + Sn(IR+)M
exactly one equilibrium concentration vector; every equilibrium point is
rhela~ively asymptotically stable and no nontrivial periodic solutions to
t e mduced kinetic differential equation exist;
(2) if the mechanism is not weakly reversible then an equilibrium con.

centration cannot be positive, i.e. if it exists then at least one of its co.
ordinates is zero.
The first part of the theorem means that within the class of zero deficiency
mechanisms weak reversibility is enough to ensure regular behaviour.
One of the simplest examples with nonzero deficiency and with exotic
behaviour is the Lotka-Volterra reaction:
X-+ y
X+ Y-+2Y
y-+ 0,
where N = 6, L = 3, S = 2, thus o = I, therefore the zero deficiency theorem
cannot be applied even in the reversible case.
The ecological interpretation of part (2) of the theorem lies in the fact that
it may give an answer to questions like this: can a reaction modelling an
ecological system evolve towards an equilibrium population in which all
species coexist, or, to put it another way, none of them become extinct?
Statements on coexistence have been formulated by several authors recently,
as, for example, by Epstein (1979), by Goh (1975), or by Freedman & So
(1985).
Finally, let us make a remark that may enlighten the significance of relative
asymptotic stability. As is known (from Exercise I of 4.1.3) the solutions of
the induced kinetic differential equation of the reaction
2X~Y
remain in the set

A =((xo. Yo) + S) n (~+ )2
if the initial condition is
x(O) = x0 , y(O) =Yo·
The theorem only asserts that solutions starting from a point close enough to
the equilibrium point (x*, y*) in the set A tend to (x*, y*).
The question may arise how broad is the class of deficiency zero
mechanisms. Investigations of textbooks on classical chemistry shows that a
large part of the mechanisms possess this property. A systematic investiga-
tion of mechanisms with three short complexes by Horn ( l973a, b, c) has
shown that nearly all these mechanisms are of zero deficiency.
Another answer to the same question is that all the compartmental systems
so important in chemical and biological modelling (see, for example.
Jacquez, 1972) are of deficiency zero (Horn, 1971). A generalisation ofthe~e
mechanisms, the generalised compartmental system, also belongs to thiS
class; see Problem 2.
From the viewpoint of classi_cal kinetics it is the ~lass of detai!ed ~alanced

h. nisms that is the most Important. A reverstble mechamsm ts called
mec ·led
a balanced if t here extsts
. a postttve. . concentratiOn. vector x * 10r
" wh"tc h
1
aetal
e
(r)X*"(·,r) = k- (r)x*P(·,r) (4. J3)
if the elemen~ary reactions and the corresponding rate constants are denoted
in the followmg way:
M k+(r) M
m
L ~(m, r)X(m) k~ L '(m, r)X(m).
~ 1 (r)m ~ 1
It is obvious that a concentration x* for which (4.13) holds is an equilibrium

concentration. It is not so obvious that mechanisms with the above property
are of deficiency zero. This fact is an important by-product of the
Feinberg-Horn-Jackson theory and shows that the zero deficiency theorem
expresses a generalisation of classical beliefs.
Quasithermodynamic behaviour of detailed balanced reactions has also
been proved in full generality by Shear ( 1967) (he even thought that he had
proved a more general statement than he actually did; see the paper by
Higgins (1968)), and by Vol'pert and Khudyaev (1975).
Finally, let us mention that the question as to whether a directed graph has
the property of weak reversibility or not is well known in graph theory. A
paper providing a quick algorithm utilising the specific structure of the graph
is that of Ebert ( 1981 ).
4.2.2 Vo/'pert's theorem

Weakly reversible reactions represent an extreme case in a certain sense: all
the complexes are contained in at least one of the cycles of the FHJ-graph,
and so there are many cycles in the graph. Now let us consider the other
extreme case - an acyclic graph.
Let us consider a mechanism with an acyclic Vol'pert graph, and let us
suppose that the zero complex is not a reactant complex in any of the
elementary reactions. Then
(I) the solution of (4.6) is defined on the whole positive half-line;

(2) the solutions tend to a limit as time tends to infinity, and this limit is an
(J equilibriu_m point of (4.6); ~
) the reactiOn rates of all the elementary reactions vanish at all the
nonnegative (!) equilibrium points of (4.6) (or to use the FHJ-
(4) terminol~g7, the reaction is detailed balanced);
(S) no nont~tvtal periodic solution exists;
~here ~xtsts a positive constant K such that for all solutions to (4.6) the
ollowmg inequality holds:
46 Mathematical models l~l chemical reactions
X
Jlxm(s)lds < K (m =I, 2, ... , M). (4.14)

0
Several remarks may help in understanding the significance of the

theorem.
As acyclic reactions are subconservative (Problem 6 of Section 3.6)
statement (I) is a consequence of Problem 2 of Subsection 4.1.4.
Statement (3) together with the zero deficiency theorem implies all the
other statements, as the deficiency of detailed balanced reactions is zero.
The meaning of statement (5) is that the solutions are not too wavy, they
do not go up and down too often. (A periodic function does not fulfil the
inequality in this statement, therefore statement (5) implies statement (4).)
As the V-graph of a weakly reversible mechanism is cyclic (Exercise 4
below), the regular behaviour of a mechanism cannot be inferred from both
zero deficiency theorem and by Vol'pert's theorem at the same time: at most
one of them can be used.
As the FHJ-graph and the V-graph of a compartmental system may be
considered to be identical, for compartmental systems it is literally true that
regular behaviour can be assured when there are either no or many cycles.
4.2.3 Remarks on related literature

Some of the recent papers that have not been adequately covered here,
although their reading is highly recommended, will be mentioned briefly. To
orient the reader, we should like to make some comments on these works in
the order of their publication date.
It was the paper by Wei (1962) and later the papers by Aris (1965, 1968)
that had perhaps the greatest influence on the development of today's formal
reaction kinetics.
Gavalas (1968) was an early pioneer in the treatment of the deterministic
models of chemical reaction kinetics. His book deals with homogeneous
systems and systems with diffusion as well. Basing himself upon recent results
in nonlinear functional analysis he treats such fundamental questions as
stoichiometry, existence and uniqueness of solutions and the number and
stability of equilibrium states. Up to that time this treatise might be
considered the best (although brief and concise) summary of the topic.
The finely written manuscript by Horn (1973e) is an introductory textbook
to the Feinberg-Horn-Jackson theory. Certainly more will be (or, has been)
included in the lecture notes by Feinberg (in preparation).
Vol'pert et a/. (1974) investigate the co-limit sets and determine the
Lyapunov exponent for large classes of reactions.
Yablonskii and Bykov (1977) summarise results of the Novosibirsk group
in comparison to modern development elsewhere. Their main interest is in
the general treatment of catalytic processes. The results concern both

transient and equilibrium behaviour (including multistationarity in the
second case).
West (1977) outlines a general theory of the deterministic model including
stoichiometry in detail. Stability of the equilibrium points is also treated
(although in a less detailed way than by Stucki (1978)). Relations with
thermodynamics are elaborated. The authors of the present book are not
aware of a bound copy edition of this manuscript rich with information.
Stucki ( 1978) mainly deals with the stability of the steady states of kinetic
differential equations. He gives an introduction to stability theory that is
more detailed than those found in the usual textbooks on ordinary different-
ial equations. He also shows how to apply the different methods to problems
of biochemical kinetics. His paper also includes some of Clarke's results up
to that time.
Clarke (l974a, b, 1980) gives a detailed analysis of the stability of the
steady state using the structure of the Vol'pert graph and several derived
graphs to check the Routh-Hurwitz criterion.
Kinetic logic (Thomas, 1979; King, 1986) is also a tool that provides a
structural approach to classifying dynamical systems' behaviour. As these
authors are mainly interested in exotic behaviour we shall say a few words
more about this topic in Section 4.3.
Orlov & Rozonoer (l984a, b) present a general phenomenological ap-
proach to the macroscopic description of the dynamics of open systems.
They prove theorems on existence, uniqueness and stability of the stationary
states. Singularly perturbed equations are also considered. The variational
principle for the studied equations is formulated as well. As an application of
the general results, nonisothermal kinetic differential equations are con-
sidered, detailed balanced and balanced systems are studied and the method
of quasistationary concentrations is discussed. For open isothermal systems
a theorem on the existence of a positive stationary state is proved providing a
solution to an old basic problem.
4.2.4 Exercises
I. Show that the Vol'pert graph of a weakly reversible mechanism is
necessarily cyclic.
2. Calculate the explicit solution of the kinetic differential equation of the
reaction 2X(l) ~ X(2) and show that they have all the properties
mentioned above. (Think about the impracticality of carrying through
the same procedure for a reaction with, say, five chemical components!)
3. Which reactions are of zero deficiency in the following two classes of
reactions:
(i) reactions with two complexes,
(ii) reactions with one component?
4.2.5 Problems
1. Show that all the reactions with three short complexes and with a single
linkage class show regular behaviour, either by proving the equality of
the deficiency to zero, or by directly verifying the properties needed for
quasithermodynamic behaviour.
Hint. Consult Horn (l973a, b, c).
2. Show that the deficiency of a (generalised) compartmental system is zero.
How can this statement be generalised?
Hint. Consult Horn & Jackson (1972, p. 94).
3. Show that independence of the complex vectors is assured by the strict
but chemically relevant requirement:
yry' = 0 for all complex vectors y, y'.
(The requirement above expresses exclusion of a special kind of auto-
catalysis and autoinhibition.)
(The statements of the last two problems together imply the fact that if no
elementary reaction contains the same component as both a reactant and a
product and if all the complex vectors are orthogonal to each other then the
deficiency of the mechanism is zero.)
4. Show that the kinetic differential equation of a reversible reaction has at

least one positive equilibrium point.
Hint. Consult the paper by Orlov & Rozonoer (l984b).
5. A mu/tice/1 reaction system consists of a finite number of cells of the same
volume and temperature and having the same reaction within them.
Transport between the cells can be described by first order (formal)
reactions. Show that, if the (common) mechanisms within the cells are of
zero deficiency, and are weakly reversible, then the whole multicell
reaction system is quasithermodynamic.
Hint. Consult Shapiro & Horn (1979). The results are worth compar-
ing with those by Othmer (1985) on the dependence of oscillations in
networks on the coupling strength, because his concept of network is a
slight generalisation of the concept of multicell reaction system.
4.2.6 Open problems

1. How is it possible to gain more detailed qualitative information about
the behaviour of the trajectories relating questions such as
(i) domain of the solution,
(ii) exponential stability
etc. without solving the kinetic differential equation of a reaction?
4.3 Exotic reactions: general remarks

The most regular behaviour of a solution of a differential equation is if it
tends to a constant in the state-space. It is a bit more complicated if, after an
initial transient period, the solution tends to a periodic orbit. In more than
two dimensions it may also happen that the trajectories remain in a bounded
set, but they neither tend to an equilibrium point, nor to an oscillatory
solution. This is a loose definition of chaos.
These three essentially different possibilities can be seen in Fig. 4.2.
X X X
Fig. 4.2 Regular and exotic solutions of differential equations.
Investigating all possible solutions of a differential equation it may happen

that, although the solutions tend to an equilibrium point, the equilibrium
point depends on the initial conditions. Here we do not think of the necessity
to remain in the same stoichiometric compatibility class, we think of the
non uniqueness within a single class. This is the case of multistationarity. The
same thing may happen with multiple periodic solutions and with multiple
chaotic attractors, or even with several attractors with all the three types.
In the previous section regular behaviour has been dealt with; now we turn
to multistationarity, oscillation and chaos. The other possible combinations
seem· to be more complicated, and they have not been regularly studied so
far. (See, however, Rossler (1983a).)
In these sections we remain within the area of homogeneous reaction
kinetics. Questions regarding phenomena connected with spatial effects, like
propagating fronts, will be touched on in Chapter 6.
4.4 Multistationarity
4.4.1 Multistability
Mu/tistability is the more general notion we start with. It means that the
system of differential equations has multiple attractors. Here we only deal
with multistationarity, the case in which all the attractors are equilibrium
points.
4.4.2 Multistationarity in kinetic experiments

The first experimental results on multistationarity seem to be those by
Liljenroth ( 1918).
Transitions between multiple steady states has been reported by Creel &
Ross ( 1976) who performed closed system studies under laser illumination, of
the photochemically controlled equilibrium between N0 2 and its dimer.
Ganapathisubramian & Showalter (1984b) measured the steady state
iodide concentration in the iodate-arsenous acid system as a function of
reciprocal residence time and found multistationarity.
4.4.3 Multistationarity in kinetic models of continuous flow stirred tank

reactors
In this field, as in any other part of reaction kinetics, there are two
approaches: investigation of simple, but possibly realistic models; see, for
example, Caram & Scriven (1976), Othmer (1976), Luss (1980, 1981) Gray &
Scott (1983a, b) or the example of Horn & Jackson (1972, cited here as
Exercise I) or a search for general criteria that ensure or exclude multista-
tionarity in large classes of mechanisms. This second approach was initiated
by Rumschitzky & Feinberg (in preparation; Rumschitzky, 1984). Here we
present results of this second approach, and some of the Problems contain
results on specific models derived using the first approach.
The theorems by Feinberg, Horn, Jackson and Vol'pert provide sufficient
conditions to exclude multistationarity. These theorems can be applied in the
case of homogeneous systems, and in the case of inhomogeneous systems, if
the system can be modelled by formal elementary reactions as shown several
times above. An especially important case of an inhomogeneous systems is
the isothermal continuous (flow) stirred tank reactor (CSTR). By a CSTR we
mean one in which there is perfect mixing and in which, at each instant, every
component within the reaction vessel is also contained in the effiuent stream.
Investigation of several examples shows that the deficiency of the models
of these reactors is usually more than zero, and their Vol'pert graph is usually
cyclic. The authors mentioned above started another approach to avoid these
problems. Their results belong to two different classes: some of them come
from the direct investigation of formally homogeneous models of CSTRs and
others of them come from the application of the 'deficiency one' theory.
Before applying this theory it must (and can) be shown that chemically
relevant assumptions define a class of models with deficiency one.
Now let us turn to the simplest results in the first class: to the theory
specifically devised to treat reactions in CSTRs. It turns out that it is only the
structure of the mechanism in the reactor that counts.
A critical species (or component) is a component that appears in two or
more distinct complexes.
Suppose that the reaction under consideration is such that:
(I) there exists no species that appears in two or more complexes within the
same linkage class;
(2) there exists at most one linkage class in which two or more critical species
appear.
Then the induced kinetic differential equation for the corresponding CSTR
cannot admit multiple positive steady states, no matter what the feed
composition may be and no matter what (positive) values the residence time
and rate constants take.
From the theoretical point of view it is an easy consequence of this
statement that if there are no critical species in the reaction then multiple
positive steady states cannot occur. The practical information provided by
this consequence, however, is hardly trivial.
Another corollary of the first statement is: if there exists precisely one
critical species, and if within each linkage class there exists at most one
complex in which that species appears, then multiple positive steady states
cannot occur.
More refined statements can be found in Rumschitzky (1984) and in
Rumschitzky and Feinberg (in preparation).
A statement of the second class will also be cited from Feinberg ( 1980). We
emphasise that now we will not deal any more with CSTRs.
Consider a weakly reversible reaction with L linkage classes. Let 3 denote
the deficiency of the reaction and let 31 (I= I, 2, ... , L) denote the deficiency
of the /th linkage class and suppose that
(I) (i) 31 :::;; I (/=I, 2, ... , L), (4.15)
(2) (ii) (4.16)
Then the induced kinetic differential equation admit precisely one positive
equilibrium point in each stoichiometric compatibility class.
Finally, let us mention that it is a wide spread belief that any reasonable
model of an oscillatory chemical reaction is expected to show bistability for
another region of the parameter values. This belief formed the bases of a
criticism on the validity of the explodator. Literature on this topic can be
found in Farkas et a/. (submitted).
4.4.4 Exercises
I. Show that the weakly reversible conservative mechanism of Horn &
Jackson (1972)
3X~X+ 2Y
lj t !I
2X+ Y~3Y
has three positive equilibrium points if 0 < E < 1/6, and it has a single
positive equilibrium point if E is larger then 1/6.
2. Show that the mechanism
A(l) + A(2)-+ A(3)~2A(4)
" A(S)/
in CSTR admits precisely one positive equilibrium point.
A(3) + A(4)~A(l)~2A(2)
A(l) + A(5)~A(6)-+ A(7)~2A(8)
in CSTR admits precisely one positive equilibrium point.
2A(l)~A(2)~2A(3)~A(4)
~ ~
A(l) + A(3)
A(l) + A(4)-+ A(S) A(3) + A(5)~2A(7)
~ /
A(6)
admits precisely one positive equilibrium point.
5. Show that a weakly reversible reaction which is of deficiency zero or one
and which consists of a single linkage class admits precisely one positive
equilibrium point.
6. Show that while the Edelstein mechanism (Edelstein, 1970)
X~2X
X+Y~Z~X
which is known to have the capacity to generate multistationarity, does

not fulfil the condition given in Exercise 3 above, while its 'perturbed'
version
X~2X
~
X+Y~Z~X
admits precisely one positive equilibrium point.
4.4.5 Problems
I. Prove (by analytical or numerical methods) that the (logarithm of the)
steady state iodide concentration as a function of the (logarithm of)
k + k' is as shown in Fig. 4.3, if the kinetic differential equations of the
iodate-arsenous acid reaction is to be taken
72
70
.. 6.8r----:::--:==--------,
6.4
·y;
-6.8
sp\ /sp
sn
~6.6~
• 64
0
0
-52
6.0
4.4
S.~ .6 1.8 2.0 2.2 2.4 2.6 2.8 3.0 3.2 3.4 3.6 4.01.__,..,~~~~:c-:':c-:'-;--;!"::--:"::--:':"
s.o· + log 11r + k'l 2.2 2.4 2.6 2.8 3.0 3.2 3.4 3.8 3.8 4.0
5.0 + log (k + k')
(a) (b)
6.8,-----------,
6.4
sn ...... •"sp
6.8r-------------,
6.4
sn
~::v
+ 5.2
0
~4.8
4.4
4 •0 ':':2.2-:-:'2.-o-4-:2':'".6--:2:':".8-3;!-:.0,..--:-.3.2,.--:-3.4-:--=3.-:-6--:3':'".8-.~.0
2.2 2.4 2.6 2.8 3.0 3.2 3.4 3.6 3.8 4.0
5.0 + log (lr + lr') 5.0 + log (lr + lr')
(C) (d)
Fig. 4.3 Multistability, mushrooms and isolas. (a) k' = 0 s- 1• (b) k' = 1.20 x 10- 3
S- 1•(C) k' = J.30 X J0- 3 S- 1• (d) k' = 1.42 X 10- 3 S- 1•
x = R(x, y) + kx(O) - (k + k')x

y = - R(x, y) + kx(O) - (k + k')y,
where the following notations, abbreviations and data are used:
= =
x Wl y [103] a= [H+] R(x, y) (k 1 + k 2 x)xya 2 =
x(O) = 8.40 X 10- 5 moldm- 3 y(O) = 1.01 X 10- 3 moldm- 3
a= 7.59 X 10- 3 moldm- 3 k2 = 4.5 X 108 (moldm- 3)- 4s-l
k 1 = 4.5 x 103 (moldm- 3)- 3s- 1
and it is known that
x + y = k(x(O) + y(O))!(k + k').
Hint. Consult Ganapathisubramanian & Showalter (1984a) where
chemical details and previous models may be found.
2. Show that condition (4.16) is equivalent to the requirement that the
stoichiometric space be the direct sum of the stoichiometric spaces
generated by the linkage classes separately.
Hint. Use the definition.
3. Show that the absence of weak reversibility from the assumptions of the
last on (4.15) and (4.16) might preclude both the existence and uniqueness
of positive equilibrium points.

Hint. Cf. Feinberg, 1980.
4.5 Oscillatory reactions: some exact results

In the last two decades there has emerged great interest in reactions, in which
at least one of the concentrations is a periodic function of time. There are two
possible application areas of these reactions: they may form the chemical
basis of periodical phenomena in biology, much as biological clocks; and in
chemical engineering it may happen that the yield may be enhanced when
working under periodic instead of steady state conditions.
Here we intend to give a very brief introduction to the wide area of
oscillatory reactions. The interested reader should consult the collection of
papers edited by Field and Burger (Field & Burger, 1984). The review papers
there have been written by the foremost experts in this field, who have
already been cited so often here, and will continue to be so. The book also
contains a scientiometric assay by Burger and Bujdos6, that may be
interesting for an even larger audience.
4.5.1 Periodicity in kinetic experiments

The first example of oscillation in a homogeneous chemical reaction was
discovered by Bray (1921 ). This is an acidic hydrogen peroxide and iodate
ion system.
Frank-Kamenetskii (1947) has given a chemical interpretation to the
Lotka-Volterra model: he has shown that oscillations in the cold flame can
be described using the model.
Winfree (1984a) provided a detailed account of the pioneering work of
Belousov, Zhabotinskii and others in the USSR.
4.5.2 Excluding periodicity in differential equations

The first results on excluding periodicity in differential equations are due to
Poincare and Bendixson. Their most widely used theorem states that if the
divergence of the right-hand side of a two-dimensional system of differential
equations is of constant sign in a domain then the differential equation
cannot have periodic solutions in that domain. This statement has been
generalised by Dulac (1937) in such a way that the divergence can be
calculated after having multiplied the right-hand side with an arbitrary,
sufficiently smooth function.
The problem with all these types of theorems is that they only relate to
two-dimensional systems because they essentially utilise the fact that the
plane is divided into two parts by a closed, sufficiently smooth curve (Jordan
theorem). Therefore it would be desirable to have theorems relating to three-
or multidimensional systems. An attempt to formulate such a theorem was

made by Demidowitsch (1966), but to his conditions a further one had to be
added in order that the statement remain true, and this was done by
Schneider (1969). Other attempts in this direction can be found in T6th
(1987). a theorem from that paper will be cited.
Let T c IRN (N > 1) be a domain for which the set
ff(x) =: {yEIRN-I; (.X, y)ET}
is convex for all xE R Let us suppose that Pis a continuously differentiable
function from T to IRN, and let us suppose that the differential equation
.X= Pox (4.17)
has N - I continuously differentiable first integrals H 1 , ••• , H N _ 1 for which
a2H1(x, y 1 )
a2HN-I(x, yN-I>
Then the differential equation (4.17) has no periodic solution.
4.5.3 Excluding periodicity in reactions

Based upon the results ofBendixson and Dulac the investigations ofHanusse
( 1972), Tyson & Light (1973) and P6ta (1983) have shown that in two-
component bimolecular systems there is only one oscillator: the
Lotka-Volterra model.
Studying three-dimensional systems P6ta has shown (P6ta, 1985), again
using Dulac-type theorems, that there only exists a single bimolecular
reaction which may exhibit oscillatory behaviour, and this is the Ivanova
reaction:
X + Y-+ 2 Y Y + Z-+ 2Z Z + X-+ 2X.
He has also shown that in a continuous-flow stirred tank reactor no
bimolecular reaction can show sustained oscillations.
It might be repeated here that the statements in Section 4.2 also preclude
periodicity in several classes of reactions.
4.5.4 Sufficient conditions of periodicity in differential equations

It is a complicated problem proving that a given differential equation has
periodic solutions. Although there exist more than one method, especially in
the two-dimensional case, all the methods involve more complicated calcu-
lations than the methods of excluding periodicity.
The most natural method in the two-dimensional case is the one that
proves that the trajectories remain in a bounded domain that contains an
isolated unstable stationary point. This condition is enough to ensure that

there exists a periodic solution (see, for example, Coddington & Levinson,
1955).
The second class of methods is based upon fixed point theorems (see, for
example, Andronov eta/., 1967) while the third, possibly most popular, one
is the one that proves that an Andronov-Hopf bifurcation occurs. Without
giving details we recapitulate here what it means. One follows how the
eigenvalues of the linearised part of the right-hand side change while a
parameter (called the bifurcation parameter) changes. It may happen that
there exists a value of this parameter when a pair of conjugated complex
eigenvalues appear with zero real part and the derivative of the real part with
respect to the parameter is different from zero. This - together with
regularity conditions (see, for example, Schneider (1980) or the literature
cited there)- is enough to ensure the appearance of a periodic solution in
the neighbourhood of the stationary point. Problems 2 and 4 of Subsection
4.5.9 show kinetic examples to illustrate the application of this argument.
4.5.5 Sufficient conditions of periodicity in reactions

The theory of oscillating reactions started with the papers by Latka. In
Latka (1920) he provided the Lotka-Volterra model and has shown that it
leads to sustained oscillations. Since then many models have been shown to
lead to oscillations; some papers in this area are: Hsii (1976), Wolfe (1978),
Kertesz (1984), Schneider et a/. (1987) etc.
It is interesting to note that several authors were able to provide sufficient
conditions for classes of reactions, e.g. Schnakenberg ( 1979), Csaszar et a/.
(1981) and experts in kinetic logic (see the papers by Thomas (1979, 1981),
King (1980, 1982a,b, 1983, 1986) and Glass (1977)). The problem is that all
these statements are mere indications from the strictly mathematical point of
view.
4.5.6 Designing oscillatory reactions

After the investigations mentioned in Subsection 4.5.3 another question has
arisen. Is it also true that the Lotka-Volterra model is the simplest unique
one among all those models having the same linearised form (around their
own stationary state)? From the chemical and the mathematical point of view
this is a very different question.
From the mathematical point of view the answer (Toth, Hars 1986b) is a
new proof that the Lotka-Volterra model is the only possible two-
component bimolecular oscillator - under a different set of assumptions
than those made in Subsection 4.5.3. The method of the proof can also be
used to prove that the two-dimensional explodator model by Farkas et a/.
(1985) is almost as unique in its own class.
However, the chemical approach seems to be more useful. The investiga-

tions by T6th & Hars (1986b) bear on the area of designing periodic
reactions. Experimental work in this field has been reviewed by Epstein .
(1983), while Escher (1981), Schnakenberg (1979) and Csaszar eta/. (1981,)
1983) have discussed the theory. The results may be obtained as results of a
mixed-integer programming problem too, and this formulation may be the
first step towards a method for the design of chemical models with prescribed
irregularities, for example with periodic or exploding solutions, witJ:t multi-
stationarity, or with local controllability.
4.5. 7 Overshoot-undershoot kinetics

A more natural phenomenon seems to be the oligo-oscillation, or the
overshoot-undershoot phenomenon. These expressions denote the case when
there is only a finite number of local extrema on the concentration versus
time functions. Natural as it is, it has rarely been studied in a well-controlled
experiment (see, however, Rabai eta/., 1979). It has also rarely been studied
from the theoretical point of view. This situation can be explained by the fact
that the qualitative theory of differential equations usually makes statements
on long-range behaviour and much less on transient behaviour. The only
exception seems to be that P6ta ( 1981) has given a complete proof of the
statement called Jost's theorem which says: in a closed reversible compart-
mental system of M components none of the concentrations can have more
than M - 2 strict extrema. The methods used by P6ta makes it possible to
extend this result (see Problem 6 below). Another result of this type, relating
nonlinear kinetic differential equations, can also be found among the
Problems.
4.5.8 Exercises
I. Show that the induced kinetic differential equation of the simple
consecutive reaction
X--+Y--+Z
under the usual initial condition
x(O) = I y(O) = z(O) = 0
can only have solutions for which y has exactly one strict local maximum
on the interval [0, + oo ). Is the special form of the initial condition
essential?
2. Applying the last statement of Subsection 4.5.2, show that the induced
kinetic differential equation of the reaction
H 2 0 + H0 2 ~ 30H
has no periodic solution if all the reaction rate constants are taken to be
I. Can you find other methods useful in this special case?
4.5.9 Problems
I. Applying the last statement of Subsection 4.5.2 show that, if the number
of atoms is one less than that of the components in an atomic reaction
obeying the law of conservation of atomic numbers, and if the stoichio
metric matrix is of full rank, then the induced kinetic differential
equation of the reaction has no periodic solution.
Hint. Consult T6th 1987.
2. Show that the differential equation (4.9) (the induced kinetic differential
equation of the Field-K6r6s-Noyes mechanism model of the
Belousov-Zhabotinskii reaction) does have periodic solutions at certain
values of the parameters.
Hint. Consult Hsii (1976).
3. Show that the generalised Volterra equation
xm = xm( f ampxp +am.)

p=!
(m = I, 2, ... , M) (4.18)
does have a stable limit cycle for the case M = 3 (in contrast to the
M = 2 case).
Hint. Consult Hofbauer (1981 ).
4. Show that the induced kinetic differential equation of the reaction
k,
x~z
k.
k,\ fk, 2X+ Y~3X
y
shows stable oscillations for some regions of the rate constants and
certain intervals of total mass.
Hint. Consult Schneider et a/., (1987). From that paper, or from
previous papers by Erdi eta/. (e.g. Erdi & T6th, 1981) it turns out that
this reaction can be considered as a model for synaptic transmission
based upon the transmitter recycling hypothesis.
5. Show that the reaction
x~2x, X+ Y~z. z~2Y, Y~o
called explodator shows oscillatory behaviour with growing amplitude,

while it has periodic solutions if the elementary reaction (limiting
reaction) 0 ~ X is added.
Hint. Consult Farkas & Noszticzius (1985) and Kertesz (1984).
6. Show that a first order reaction among M components with real
eigenvalues of the coefficient matrix of the induced kinetic differential
equation is such that none of the concentrations can have more than
M- 2 strict local extrema. Give sufficient conditions for having real
eigenvalues.
Hint. Cf. P6ta (1981), Hearon (1963) and West (1981).
7. Show that the induced kintic differential equation of the reaction
I I I 7
Y-+ 0 ~X-+ X
4
+ Y-+ 2X
under the initial conditions

x(O) = 0 and y(O) ~ I
can only have solutions for which x has exactly one strict local extremum
in [0, + oo).
Hint. Consult Pinter & Hatvani (1977-80).
4.5.10 Open problem

I. Give general sufficient conditions of periodicity for large classes of
reactions.
4.6 Chaotic phenomena in chemical kinetics

'The chemical community today views chemical chaos much as it did
chemical oscillation 20 to 30 years ago. There are a number of "enlightened"
students of and believers in the phenomenon, but the vast majority of
chemists are either ignorant of or sceptical about the possibility of genuine
chaos in a well-controlled chemical system.' This generally accepted charac-
terisation of the situation has been given by Epstein (1983, p. 47). Being
aware of the truth of these words we are obliged to give a short introduction
to the mathematical theory of chaos and strange attractors. Then we turn to
chemical kinetic experiments (mostly done on different variations of the
Belousov-Zhabotinskii system) where apparently chaotic behaviour has
been measured. Then we consider the answers given by different authors to
the question: is it possible to produce chaotic behaviour in as realistic as
possible kinetic models, i.e. induced kinetic differential equations of complex
chemical reactions? Finally, attempts made towards the structural character-
isation of chaotic kinetic models will be reviewed.
4.6.1 Chaos in general

Numerical investigations of the solutions of the equation
.X= cr(y- x) y = rx- y- xz z = -bz + xy
- nowadays called the Lorenz equation - have shown (Lorenz, 1963) that
they may tend neither to a stationary point nor to a periodic orbit: still they
remain in a bounded set. This is a qualitatively new phenomenon in the
possible behaviour of solutions of differential equations. It only appears
when the dimension is more than or equal to three.
This kind of behaviour - called chaotic behaviour - has no generally
accepted, strict in the mathematical sense definition, so we mention some of
the other characteristics.
In the theory of differential equations the Peano inequality ensures that the
solutions starting near each other cannot diverge from each other at a rate
that is above exponential. Chaotic solutions, however, are examples where
the divergence is not less than exponential. To put it another way, no matter
how exact the measurement of the initial conditions was, one cannot well
estimate the value of the solution at a later time.
Another characteristic of the solutions of such an equation is that they not
only look like realisations of stochastic processes, they can be proved to have
the same properties if one uses statistical methods.
It is a promising fact that the routes to chaos are qualitatively universal:
there exist sequences of events that occur when a parameter of the right-hand
side is changed until the chaotic regime is reached.
The reader can obtain a detailed, and more rigorous and vivid, introduc-
tion to the topic when he turns to the recent collection of papers edited by
Holden ( 1986) (see also Berge et a/., 1983).
4.6.2 Chaos in kinetic experiments

Recent reviews on chaos in chemical kinetics have been given by Swinney &
Roux (1984) and by Epstein (1983). Here we shall rely heavily on these
papers.
Olsen & Degn (1977) first observed nonperiodic behaviour in an enzyme
system. Soon after observations of nonperiodic behaviour in the
Belousov-Zhabotinskii (BZ) reaction were reported by Schmitz eta/. (1977),
Rossler & Wegmann (1978), Vidal eta/. (1977), Hudson eta/. (1979) and
others.
By the time of the 1981 Bordeaux conference observations of nonperiodic
behaviour in CSTRs had begun to be analysed by different methods. These
methods are reviewed by Swinney & Roux (1984) and newer methods have
been proposed and shown to work in the chemical applications.
However, at that time there still existed a healthy scepticism regarding the
existence of nonperiodic behaviour in well-controlled reactions. After all,
nonperiodic behaviour can arise from fluctuations in stirring rate or flow
rate, evolution of gas bubbles from the reaction, spatial inhomogeneities due
to incomplete mixing, vibrations in the stirring motor, fluctuations in the
amount of chemical components (such as bromide and dissolved oxygen) in
the feed, and so on. Any experimental data, no matter how well a system is
controlled, will contain some noise arising from fluctuations in the control
parameters; therefore it is reasonable to ask: 'Will noise, always present in
experiments, inevitably mask deterministic nonperiodic behaviour (chaos)?'
Based it upon a summary of a large body of experience by groups in
Bordeaux, Virginia and Texas, Swinney and Roux state that the answer is no:
nonperiodic behaviour observed in chemical reactions is, at least in some
cases, chaos, not noise. It is even sometimes possible to separate the
experimental noise from the deterministic dynamics. The main argument for
this is that alternating periodic-chaotic sequences, period doubling, intermit-
tency, wrinkles on a torus- all these routes to chaos- have been found in
kinetic experiments.
4.6.3 Chaos in kinetic models

Two lines of research have been taken. Some people strive to construct ever
more realistic (from the chemical point of view) models, starting from simple
formal models, while others try to show that refined models of the
Belousov-Zhabotinskii reaction are able to reproduce the apparently chaotic
behaviour found in experiments.
As to the first line, Rossler ( 1976) was the first to provide a chemical model
of chaos. It was IlOt a mass-action-type model, but a three-variable system
with Michaelis- Men ten-type kinetics. Next Schulmeister ( 1978) presented a
three-variable Lotka-type mechanism with depot. This is a mass-action-type
model. In the same year Rossler ( 1978) presented a combination of a Lotka-
Volterra oscillator and a switch he calls the Gause switch showing chaos.
This model was constructed upon the principles outlines by Rossler ( 1976a)
and is a three-variable nonconservative model. Next Gilpin ( 1979) gave a
complicated Lotka-Volterra-type example. Arneodo and his coworkers
( 1980, 1982) were able to construct simple Lotka-Volterra models in three as
well as in four variables having a strange attractor.
The most realistic reaction to provide chaos so far was presented by
Willamowski & Rossler ( 1980) at the 1979 Aachen meeting. This model may
be considered as an approximation (via the introduction of external
components) of a conservative, unconditionally detailed balanced reaction.
The reaction is worth depicting here:
A + X=::; 2X X + Y =::; 2 Y E + Y =::; B
X + Z =::; C D + Z =::; 2Z. (4.19)
The next step should lead to the meeting point with the other line of
research and should provide chemically realistic models of an actual reaction
that shows irregular behaviour. Chaos in the model should be proved and
understood theoretically, not just shown numerically.
At the time of writing there is no sufficient reason to be more resolute than
Ganapathisubramanian & Noyes ( 1982) who said: ' ... uncertainty must
remain as to whether the experimental observations are more susceptible to

random fluctuations than the experimentalists themselves believe or whether
the computational model has neglected a mechanistic feature that is
responsible for the observed chaos. The jury is still out.'
4.6.4 On the structural characterisation of chaotic chemical reactions

The examples given above were mostly constructed upon the basis of deep
qualitative knowledge of the behaviour of the trajectories of the individual
differential equations. Some papers suggest that, following their methods, the
reader is able to construct an unlimited number of chaotic kinetic models.
Still, there is a desire to obtain information more easily. This means that
statements like the zero deficiency theorem are needed that assure or exclude
chaotic behaviour using only knowledge on the algebraic structure of the
complex chemical reaction. So far only small steps have been taken in this
direction.
King ( 1983) has given a method that is absolutely convincing from the
intuitive point of view, but it seems not to have been founded strictly in the
mathematical sense. Using similar but more complicated reasoning that he
used in the case of the Lotka-Volterra reaction, he shows that the dis-
crete state model obtained by his lumping method in ten (actually fewer,
as some of the models are equivalent, if viewed strictly) models result
in two interlocking cycles. From our present point of view, all the models
that he considered contain negative cross-effect and so are not kinetic. Still,
the method seems worth applying to the chemical models considered above.
This kinetic logic approach (see Thomas, 1979) provides tools to construct
differential equations with prescribed qualitative properties, but the equa-
tions constructed are generally nonpolynomial ones. The formal kineticist
would prefer developments leading to polynomial models.
Another kind of approach has been initiated in the recent investigations by
Toth and Hars (1986a). They studied linear transforms of the Lorenz equa-
tion (1968) and of the Rossler model (1976) in order to obtain kinetic models.
The failure of their efforts underline the importance of negative cross-effects.
Based upon these results the following conjecture can be formulated: if a
nonkinetic polynomial differential equation shows chaotic behaviour then it
cannot be transformed into a kinetic one.
4.6.5 Problems
I. Show that none of the proper and improper orthogonal transforms of
the Lorenz equation are kinetic equations.
Hint to solution I. The general form of the proper orthogonal
transformations can be found in Section 14.10 of Korn & Korn (1968).
The proof based on this is contained in Toth & Hars ( I986a).
Hint to solution 2. Apply the theory of algebraic invariants of

differential equations as outlined, for example, in the book by Sibirskii
(1982, p. 91 et seq.).
2. Show that none of the orthogonal transformations transform the model
.X = x - xy - z y= x - ay z = bx - cy +d
by Rossler (1976a) into kinetic equations for all a, b, c, de IR+.
Hint. The hints to Problem should be supplemented by the following
===
argument. Start with a= b c d 0 and use continuity arguments.
4.6.6 Open problems

I. Show for reaction (4.19) (or for any of the chaotic kinetic models) that its
influence diagram defined by King contains two interlocking cycles.
Hint. Consult King ( 1983) in order to obtain state diagrams of
complicated models.
2. Prove or refute the conjecture formulated in the last sentence of
Subsection 4.6.4.
4. 7 The inverse problems of reaction kinetics

The majority of problems of reaction kinetics can be formulated using the
general scheme below. Let .Y be the set of (complex chemical) reactions and
let A and B be nonempty sets. Let us consider the diagram:
... ,.
"Y--+g;(IR X A)--+B,
where g;(!R x A) is the set of functions with domain in IR and range in A.

Here v e .Y expresses the structure of the reaction, ell( v) is the dynamics of the
process, and 'I' gives the quantities derived from the process.
A problem is a direct problem, if v e .Y, A, B, ell and 'I' are given and «D( v)
or 'I'(«D(v)) is looked for.
A problem is an inverse problem, if A, B, ell and either «D(v) or 'l'(ell(v)) is
given and either v is looked for, or a subset of .Y containing v.
A direct problem is attacked if, for example, the solution of a kinetic
differential equation is determined either analytically or numerically, or when
the qualitative properties of the solutions are investigated (in this case a
subset of.~ (IR x A) is determined in which «D( v) may belong), or when the
stochastic model of a reaction is simulated.
Solutions of all the steps of direct problems serve as tools to solve inverse
problems: the theory of formal reaction kinetics is applied in such a way that
it helps to draw conclusions on the mechanisms of (not necessarily chemical)
processes from measurements of a component of the process.
Here we concentrate upon a special part of direct and inverse problems:
upon the characterisation of kinetic differential equations within the set of

polynomial differential equations. Many problems will be posed, but only
some will be solved, and later the results given here will be applied.
Finally, let us mention that the general definition of the inverse problem
given here is in accordance with that used in reaction kinetics (Emanuel &
Knorre, 1975, p. 154; Jacquez, 1972, pp. I, 132, 152, 187, 211; T6th & Erdi,
1978, pp. 303-7; Yablonskii & Bykov, 1977) and that used in other sciences
and mathematics (Anger, 1979, p. 107; Keller, 1976; Peil, 1979; Sverdlove,
1977; Anikonov, 1978). The importance of the notion is reflected in the fact
that a new journal entitled Inverse Problems has been started in 1985.
4.7.1 Polynomial differential equations, kinetic differential equations, kinetic

initial value problems
4.7.1.1 Polynomial and kinetic differential equations

A function P: ~M -+ ~Q (M, Q e N) is an (M, Q)-polynomial, if all its
coordinate functions are univariate polynomials of all of its variables. In the
present book we shall encounter (M, M)-polynomials and (M, I )-poly-
nomials. As an example let us consider the (3, 3)-polynomial:
[ -crx +cry]
P(x, y, z):= rx- y- xz
xy- bz
The differential equation
is the well-known Lorenz equation (Lorenz, 1963). One of the specialities of

this Lorenz equation is that it contains a term - xz expressing the decrease of
y in a process in which y does not take part. Such a term cannot be present in
a kinetic differential equation. We formulate this important statement in a
more detailed way and present its proof as well.
The right-hand side of the induced kinetic differential equation of reaction
(4.5) is such an (M, M)-polynomial the mth co-ordinate of which does not
contain a negative term without xm among its factors. In other words, it is a
polynomial without negative cross-effects.
The proof of this theorem uses the form of the kinetic differential equation
(4.6):
Xnr =
R
L (JJ(m, r) - (X(m, r))k(r) nM
(xn,.)<l(m',r)
r =I m' =I
(4.20)
(m = I, 2, ... , M).
Let us suppose that a term, say,
(p(m, r) - CX(m, r))k(r) n

M
m'= I
(Xm·)m(m'.r)
has a negative coefficient. As

k(r) > 0,
therefore
p(m, r) < cx(m, r)
should hold. But, because ofO ~ p(m, r) and cx(m, r) ~ I, the product above
surely does contain xm among its factors.
The consequence of the theorem as applied to the Lorenz equation is that
no reaction can induce the Lorenz equation, and so this equation cannot be
considered as the kinetic differential equation of a complex chemical
reaction.
It is an astonishing fact that the converse of the theorem holds as well. If
the right-hand side of a differential equation is an (M, M)-polynomial
without negative cross-effects then it may be considered as the induced
kinetic differential equation of a reaction, or, in other words, if there is no
negative cross-effect in the right-hand side then there exists a reaction with
the given equation as its deterministic model.
A constructive proof of this theorem is stated as a problem: one of the
inducing reactions can easily be constructed.
Polynomial differential equations without negative cross-effects will
usually be called kinetic differential equations from now on.
4. 7.1.2 Further problems

Two examples will be shown here proving that even the mechanism
corresponding to a given kinetic differential equation is not unique.
Any reaction can be enlarged by adding the reaction
I I
2X~X+ Y--.2Y (4.21)
without any change of the original kinetic differential equation. (It is
interesting, however, that the simpler reaction
I I
2X ~X--. 0,
where Y is considered to be an external component, is easy to distinguish
from the empty reaction, the complex chemical reaction without elementary
reactions and components, if one considers the usual stochastic model. In
this case the variance of the quantity of X tends to infinity, see Chapter 5.)
The canonic reaction corresponding to a kinetic differential equation
constructed as described by Hius & T6th (1981) is:
2X+ 2V
~
2X+ V-+X+ V
~
2X+ Y+ V
P/3Y + V
2
/ 3P
3Y+ 2V-+2Y+ 2V
""'- 4P
"-..'3Y+ Z + 2V
1 /'4Z + V
/2y
4Z-+X+ 4Z.
~3Z
On the other hand, the same equation is the induced kinetic differential
equation of the reaction
3
2X + V-+ 3 Y + 4V
' 1 4Z p
,/
as well. This reaction is weakly reversible, conservative, and of deficiency

zero. This example shows why the two statements above are so important for
a pure mathematician: no general theorem other than the zero deficiency
theorem is known to provide statements so simply about the qualitative
behaviour of the solutions of the (complicated nonlinear) kinetic differential
equation induced by the above reactions.
This example also shows that the canonic mechanism is not the simplest
one and it is not minimal in any sense (although it is unique). Its major
advantage is that it can quickly be constructed and by an algorithm.
Several groups of problems arise here:
(I) Is the lack of negative cross-effects not too strong a restriction in the
sense that a 'randomly selected' polynomial differential equation is
usually nonkinetic. How 'dense' is the set of kinetic differential equations
within the set of polynomial ones?
(2) For the sake of easy manipulation it would be useful to find an inducing
reaction with the minimal number of complexes, elementary reactions,
linkage classes etc. What kind of reasonable assumptions assure the
existence or the uniqueness of such a mechanism?

(3) The reaction may be looked for within a class of reactions with a given,
chemically relevant property. Such a property may be conservativity or
subconservativity (the canonic reaction is never conservative!), reversi-
bility, weak reversibility or acyclicity, small (zero or one) deficiency.
When does an inducing reaction exist within a given class to a given
differential equation, when is it unique, or if it is not unique then how far
is it nonunique?
The chemically relevant property may also relate qualitative properties
of solutions of induced kinetic differential equations, such as, presence or
absence of multistationarity, oscillation and chaos. Representatives of
the 'kinetic logic' approach such as Thomas, King and Glass have given a
solution to these kinds of problems. Thomas (1981) has shown by an
example how to derive a set of differential equations with a given type of
solutions, such as, for example, having three stable steady states. The
only problem of this method at present seems to be that the emerging
equations are not of the polynomial type. Therefore the ideas are to be
tailored according to the needs of formal reaction kinetics.
(4) Similar but more complex problems will be obtained if only the 'essential'
part of a differential equation is considered.
(5) Is it possible to obtain a kinetic differential equation from a nonkinetic
one with transformation of a given type?
Let us formulate some of the questions more precisely in order either to
answer them or to set them as a target. Before doing so we mention that
question (5) will not be treated here separately, as a question of this type has
been treated in Subsection 4.6.4, and other similar ones will be treated in
Subsection 4.8.6 (on symmetries).
4.7.1.3 The density of kinetic differential equations

According to several different real situations different definitions have been
given of the random event that a polynomial differential equation is kinetic
(Toth, 1981 b, pp. 44-8). The results can be summarised as follows. If one
selects a polynomial differential equation with fixed coefficients and the
random selection only concerns the exponents than the probability of getting
a kinetic differential equation is I. If the exponents are fixed and the
coefficients are randomly chosen then the probability of getting a kinetic
differential equation is 0. Finally, as a consequence of the statements above,
if both the coefficients and the exponents are randomly selected then the
probability of getting a kinetic differential equation is again 0.
4.7.1.4 Uniqueness questions

A general theorem can be stated saying that for any given kinetic differential
68 Mathematical models of' chemical reactions
equation there exists an inducing reaction with the minimal number of

complexes and elementary reactions. If a certain inequality holds for the
coefficients then it is also true that the number of complexes equals the
different exponent vectors on the right-hand side of the equation. This
theorem is rather awkward to formulate, and is given as Problem I of
Subsection 4.7.5.
The right-hand side of the induced kinetic differential equation of reaction
(4.21) is the (2, 2)-polynomial 0. Such a case cannot occur with reversible, or
even with weakly reversible reactions. Neither can it occur with acyclic
reactions.
The right-hand side of the induced kinetic differential equation
c =Poe
of a weakly reversible reaction cannot be the polynomial 0. The proof of this
statement is based on the fact that in this case
span(9Pp) = §,
(Feinberg & Horn, 1977, p. 90), where§ is the stoichiometric subspace. But
dimS~ I, thus span(9Pp) cannot be the single 0 vector.
On the other hand, it is easy to construct two essentially different
conservative, reversible reactions with the same induced kinetic differential
equation (see Exercise 4). Such an example shows that it is not true that a
kinetic differential equation is induced by a unique reaction even within the
class of reversible and conservative reactions. The addition of other,
chemically relevant properties may be enough to ensure uniqueness.
The right-hand side of the induced kinetic differential equation of an
acyclic reaction cannot be the polynomial 0. As the reaction is acyclic it
should contain at least one point without arrows pointing towards it. If one
of these points corresponds to a component then the derivative of this
component surely contains a (negative) term that cannot be counterbalanced
as a result of other elementary reactions as no other point points toward this
point. If all these points correspond to elementary reactions, than the
components formed in this elementary reactions have a constant inflow that
cannot be counterbalanced.
Summarising the result of the previous two paragraphs: the right-hand
side of an induced kinetic differential equation can only be zero, if the
reaction is cyclic but not weakly reversible. This class of reactions has again
proved to be the most complicated and interesting.
The design of periodic reactions may also be treated as a uniqueness
problem. In Subsection 4.5.6 we sketched how is it possible to use the
methods of mathematical programming to design periodic reactions, or, to
use the present terminology, to investigate the uniqueness of reactions with a
prescribed linearised part.
4.7.1.5 A sufficient condition for the existence of an inducing reaction of

deficiency zero
As is known from an earlier exercise (Problem 4(ii) of Section 3.5) a
generalised compartmental system is a reaction consisting of elementary
reactions of three types
k,m .
y"' X(m) ~ y'X(i) (4.22a)
y"' X(m) ;;o (4.22b)
0 ~ y"' X(m), (4.22c)
where
MeN; m, ieJt' ={1, 2, ... , M}; y"', /eN
for all i, meJt', k;mE ~R;for all i, meJI =Jt' u {0} (i ¥- m). In other words,
all the components (here: compartments) are contained in a single complex
and all the complexes, except the empty one, contain a single component.
The example
2X~O~X
shows that it is not true that a reaction only cons1stmg of elementary

reactions of the type above is a generalised compartmental system, because in
the example component X is contained in both the complexes X and 2X.
Let us repeat that a generalised compartmental system is closed if it only
contains elementary reactions of the type (4.22a), while it is strictly half open
or strictly open according to whether it contains elementary reactions of the
type (4.22b) or (4.22c) too.
These definitions express that a generalised compartmental system is
closed if and only if no matter enters it from and leaves it for the outside
world. It is strictly half open if and only if no matter enters it but matter does
leave it. Finally, it is strictly open if and only if matter does enter it and may
leave it.
These formulations are in accord with the results of Problem, Section 3.5.
As we know from Problem 2 of Subsection 4.2.5, the deficiency of a
generalised compartmental system is zero. It is also known that there exists a
directed route from one component into the another in the V-graph of a
generalised compartmental system if and only if there is a directed route from
the first given component into the second one in the FHJ-graph of the
reaction.
Earlier it was shown that if a reaction is acyclic then it cannot be weakly
reversible (Exercise I of Subsection 4.2.4). This statement shows that in the
case of generalised compartmental systems the connection between the two
graphs is even stronger: there exists not just a one-to-one correspondence
between cycles and closed directed routes; the two graphs are essentially
identical. (Here the empty complex may not be excluded.)
These statements together with the results of Feinberg, Horn & Jackson,
and Vol'pert imply that the dynamic behaviour of a generalised compart-
mental system is completely characterised in two extreme cases: if the graph
(either the V- or the FHJ-graph) is weakly reversible, or, if the graph is
acyclic then the reaction behaves regularly in the classical sense. The zero
deficiency theorem throws light on intermediate cases too: in the cyclic but
not weakly reversible case, and in the acyclic and not weakly reversible case,
some of the co-ordinates of the equilibrium point of the kinetic differential
equation must be zero.
The induced kinetic differential equations of generalised compartmental
systems of the three types are as follows:
(I) in the case of a closed generalised compartmental system
X;= ( - ~kj)/(xY! + /~k;;(xj)·<

(2) in the case of a strictly half-open generalised compartmental system
x; = (- ~kji)Y<xY! + /~kij(xj)Y 1 (3i: k 0 ;E IR+);
(3) in the case of a strictly open generalised compartmental system
-~; = (- . L kji) /(x;)-'! + / Lk;;(x)-'.1 + k; 0 (3i: k;0 E IR + ),

,~o '
where throughout
ie{l, 2, ... , M}, te~'"' kije!R;, yjeN (i,je{O, I, ... , M}).
An easy-to-formulate (but still hard to work through, see Exercise I (ii) of

Subsection 4.1.3 and Open Problem I of Subsection 4.1.5) generalisation of
some of the results collected by Rodiguin & Rodiguina (1964) is: if the graph
of a generalised compartmental system is a tree (i.e. it is acyclic) then the
solutions of the induced kinetic differential equation may often happen to be
explicitly determined (but not in all cases of tree graph, as one familiar with
compartmental systems would expect).
Now let us formulate a statement on the existence of a deficiency zero
inducing mechanism. It will be shown that if the right-hand side of a kinetic
differential equation is the sum of univariate monomials and if all the
variables have the same exponent in all the rows (this assumption is necessary
as well!) then- if an additional condition is met and only then- there exists
an inducing generalised compartmental system to the system of differential
equations. Let us formulate the statement more precisely.
There exists an inducing generalised compartmental system of M compart-
ments to the system of differential equations
(4.23)
(where for all

i, je{l, 2, ... , M}, Y;. yje N, Y; # yj, i #j, aij, b;E IR)
which is
( 1) closed, if and only if b; = 0, -a;;, aij, d; e ~R;; a;; = d; yi, (4.24a)

(2) strictly half-open, if and only if b; = 0, -a;;, aij, d; e ~R;; a;;:::;;; d;yi,
3ia;; < d;/, (4.24b)
(3) strictly open, if and only if b;, -a;;, aij, d;E ~R;; a;;:::;;; d;yi, 3ib;EIR+,
(4.24c)
where throughout
i,je{l, 2, ... , M}, i #j,
M
d; =- L ajijyi.
j~l
The necessity of the conditions is trivial. Sufficiency follows from the

construction below. Let us consider the reaction
. a;j/./ .
y'ej --+ y'e;
. dj
y'ej --+ 0 (4.25)
h-!..'
0 ~ yie;
(i, je{l, 2, ... , M}, i # j).
The reaction rates are placed above the corresponding arrow expressing an
elementary reaction. Here, and only here the elementary reactions are
understood in such a way that a reaction rate may be zero as well: in this case
the corresponding elementary reaction is excluded.
Reaction (4.25) above clearly induces (4.22a), (4.22b) or (4.22c), and is
closed, strictly half-open or strictly open corresponding to the conditions. In
case (l) one even gets a conservative inducing reaction as a generalised
compartmental system is conservative if and only if it is closed. Let us
consider the example
c 1 = -c 1 + 3c 2
c2 = 3cl - c2.
Here
thus
a;;> d;yi (i = 1, 2).

Therefore there is no generalised compartmental system that induces this
kinetic differential equation. The question is if there exists a deficiency zero
mechanism that induces this kinetic differential equation?
4.7.1.6 On the inverse problem of generalised compartmental systems

A necessary and sufficient condition has been given for the existence of an
inducing generalised compartmental system to the system of differential
equations (4.23). However, certain generalised compartmental systems (and
differential equations) are to be considered as identical, as they are essentially
not different. This will be done below and thus a problem of the type (3)
formulated in Subsection 4. 7.1.2 will be solved here.
(The reader should be cautioned that a more technical part follows,
although almost all the details are relegated to the Problems section.)
A component X(m) of a generalised compartmental system for which
(I) k;m = 0 (i e {0, I, ... , M}) is a first-order endpoint, the number of such
points is denoted by R 1 ;
(2) kom e ~ + is a second-order endpoint, the number of such points is denoted
by R 2 ;
(3) kmoe ~+ is an entry point, the number of such points is denoted by R 3 •
R 1 obviously equals the number of zero column vectors of the matrix K,

R 2 equals the number of positive elements in the zeroth row of the matrix K,
while R 3 equals the number of positive elements in the zeroth column of the
matrix K.
Let us consider the following strictly open generalised compartmental
system:
k k k k k
4X(l) ~ 3X(2) ~ 2X(3) ~ X(4) _:; 2X(5) ~ 3X(6)
~ ~k., k.. J
~4X(7).
Here the matrix K of the reaction rate constants is:

0 ko1 ko2 0 0 0 0 0
0 0 kl2 0 0 0 0 0
0 0 0 k23 0 0 0 0
K= 0 0 0 0 k34 0 0 0
k40 0 0 0 0 0 0 0
0 0 0 0 ks4 0 0 0
0 0 0 0 0 k6s 0 0
0 0 0 0 0 k? s 0 0
and R 1 , the number of first-order endpoints, is 2, R 2 , the number of second-

order endpoints is 2, R 3, the number of entry points, is I, and they can be
calculated from the structure of K as said before.
The core of a generalised compartmental system is obtained through
substituting all first-order endpoints by the zero complex. Thus the core of
our example is:
k k k k k
4X(l) ~ 3X(2) ~ 2X(3)::. X(4) _:; 2X(5) ~ 0.
I k., ~k·~
) 0 ~t=-
k.. _ ____]_I
T ~..
======___:_
The core of a system of differential equations of the form (4.23) is the
differential equation where the variables having the same index as the zero
column vectors of the matrix (a!i) have been deleted. The induced kinetic
differential equation of our generalised compartmental system is:
it= -4k01 (x 1 ) 4 + 4k 12 (x 2 ) 3
x2 = - 3(ko2 + kl2)(x2)3 + 3k23(x3) 2
i 3 = - 2k 23 (x3)2 + 2k 34 x 4
X4 = -(k34 + ks4)X4 + k4o
Xs = -2(kos + k7sHxs) 2 + 2ks4X4
Xo = 3kos(Xs) 2
X7 = 4k7 5 (x 5 ) 2
The core of this differential equation consists of the first five equations.
Clearly, these make up the induced kinetic differential equation of the core of
the given generalised compartmental system. This is not by chance, because
in general it is true that the induced kinetic differential equation of the core of
a generalised compartmental system is the core of the induced kinetic
differential equation of the generalised compartmental system.
Let us call two differential equations of the form (4.23) equivalent, if their
core is the same. Two generalised compartmental systems will also be called
equivalent, if their core is the same.
All the necessary preparations have been done to answer the question:
what is the number of generalised compartmental systems that 'essentially'
induce eqn (4.23)? Part of the answer will be formulated here, without proof.
The full answer can be found in the Problems, Section 4.7.4.
Let us suppose that the coefficients of the right-hand side of the differential
equation fulfil (4.24a). Then there exists a generalised compartmental system
and 2R, - I other strictly half-open generalised compartmental systems
consisting of M- K 1 (K1 e {1, 2, ... , R 1 }) components inducing a differential
equation equivalent to the original differential equation.
Another related problem that seems worth investigation is, how the
present result changes in the case of compartmental systems if one considers,
instead of the· core defined here, the controllable and observable part as
defined in linear system theory, see, for example, Brockett (1970).
In Section 4.8.6 we shall turn to the problem of how is it possible or not

possible to obtain a kinetic differential equation from a polynomial nonkine-
tic one.
4.7.2 The classical problem of parameter estimation

The most popular and most important inverse problem is the estimation of
reaction rate constants, see, for example, Deufthard et a/. (1981) Hasten
(1979), or Vajda et a/. 1987). Using the terminology introduced above CJ) is
the function that gives the solution of the kinetic differential equation as a
function of the reaction, while 'I' o CJ) provides the values of the solution at
discrete time points together with a certain error. In this case a subset of "Y
with the same mechanism is delineated and the aim is to select a reaction
from this set in such a way that the solution of the kinetic differential
equation be as close to the measurements as possible by a prescribed, usually
quadratic, norm. As the solution is a nonlinear function of the parameters,
therefore a final solution to the general problem seems to be unobtainable
both because a global optimum usually cannot be determined and because
the estimates cannot be well-characterised from the statistical point of view.
In addition to these problems, reaction rate consants only have a physico-
chemical meaning if they are universal, i.e. the reaction rate constant of a
concrete elementary reaction must be the same whenever it is estimated from
any complex chemical reaction.
4.7.3 Exercises
I. Verify that a polynomial differential equation without negative cross-
effect can be induced by a reaction (called canonic reaction) that is
constructed in the following way:
(i) for each term kx~ on the right-hand side of the mth equation, where k
is positive, let us define the elementary reaction
k
L(X(m')X(m')--+ L(X(m')X(m') + X(m),
and
(ii) for each term - k' x~ on the right-hand side of the mth equation,
where k' is positive, let us define the elementary reaction
k
L (X(m')X(m')--+ L (X(m')X(m') - X(m).
Hint. Cf. Hars & Toth (1981).
2. Show that
(i) the generalised Volterra equation
is a kinetic differential equation. How can this statement be

generalised?
(ii) this equation and (4.18) are essentially the same, thus both the
statements here and the statement of Problem 3 of Subsection 4.5.9
are true for both forms.
4. 7.4 Problems
I. Show that the generalised Volterra equation (4.26) in the case M = 3 is
conservative if and only if the matrix v is of the form
a
0
-c
where a, b, c > 0 (only if
abc :F 0
has previously been assumed) and the vector in the definition of
conservativity may be chosen p = (lfa, lfb, lfc).
Hint. Start from the definitions.
2. The property that the vector on the right-hand side of a differential
equation points into the interior of the first orthant is obviously a
necessary condition for negative cross-effects to be absent. Give a
polynomial example showing that it is not sufficient.
4.7.5 Open problems

1. Try to formulate and give a (constructive) proof of the uniqueness
theorem on the inducing reaction to a given polynomial differential
equation mentioned in Subsection 4. 7.1.4.
2. Does there exist a kinetic differential equation for which all the con-
ditions (4.24) hold except the inequalities and which is still induced by a
deficiency zero mechanism (although surely not by a generalised com-
partmental system)?
Hint. Cf. the example at the end of Subsection 4. 7.1.5.
4.8 Selected Addenda

4.8.1 Lumping
4.8.1.1 Lumping in general
Let us start from outside chemical reaction kinetics, from the theory and
practice of modelling in general. Let us suppose that the phenomenon to be
described can bt: characterised by a vector-valued function x of N coordi-
7~ Mathematical models of chemical reactions
n~es, where N is an enormously large number. One should like to reduce the
niiillWr of coordinates using, for example, a linear transformation, that is by
1i1ear lumping:
i=Mx, (4.27)
Vl\ere M is an M x N matrix, and M is much smaller than N.
Such a lumping is only meaningful if the resultant process behaves
s~ilarily, with respect to some of its properties. For example, if the original
poce~s obeys a differential equation
i=Kx
tkn ;1 requirement may be that the resultant process obeys a differential
~ 11 ation of the same form:
i= tx
\lith ;tn M x M matrix t. In this case the lumping is said to be exact.
[t jS an easy exercise (Exercise 1 of Subsection 4.8.9) to show that the
lllatriX M in eqn (4.27) realises an exact lumping only if there exists an
},f x M matrix K for which
KM=Mi. (4.28)
In this case K may even be determined from (4.28), although not necessarily
~niq 11ely.
It may also be interesting whether the lumping is proper or not. Linear
lumping can be written in the following way:
M
Xm = L mmjxj (m = l, 2, ... , M). (4.29)
j=l
lhe tum ping (4.29) is said to be proper, if no xj is contained in two different

.r s ~sa summand with a nonzero coefficient mmj· This is equivalent to saying
th"atno column of M contains more than one nonzero element, or, to put it
another way, all the columns of M are either zero vectors, or lie in the
direition of the coordinate axes.
4.8.1.2 Lumping in reaction kinetics

An~e statement related the application oflumping in reaction kinetics is due
to russ & Hutchinson (1971):
A cpsed compartmental system is transformed into another closed compartmental
systc111 by proper exact lumping.
Thii statement means that the transformed equation may be considered as
theinduced kinetic differential equation of another closed compartmental
sysr-m with newly introduced quasicomponents.
In the same paper cited above, Luss & Hutchinson consider the reaction
MA(i)-+B (i=1,2, ... ,N)
where M is a nonnegative real number. This system of equations may be
lumped exactly into a scalar equation only if the trivial case M = I holds. In
the case when M may be different from I upper and lower bounds may be
obtained for x. The authors succeeded in giving these bounds in such a way
that they only depend on the initial concentration of the lumped component.
Based upon the difference between the two bounds they suggest how to lump
the components, which are to be lumped into a new quasicomponent.
Another interesting result of theirs is that they are able to estimate the
sensitivity of the reaction rate of the lumped component with respect to
changes in the original reaction rates and concentrations without knowing
original reaction rate constants and initial concentrations, using nothing
other than easily measurable data.
Finally, let us mention that lumping is especially important in the presence
(in the model) of continuous components (Aris, 1969; Bailey, 1972). It may
be worth citing Aris (1969) here: 'When infinitely many components are
involved, a first order system may be lumped into virtually any kinetic law,
and probably an approximate form of such lumping accounts for the success
of some of the less enlightening empirical rate expressions.'
4.8.1.3 Possible further directions

The number of open questions is much larger than the number of solved ones
in this area. We cannot even formulate them in a form suitable for the 'Open
problems' subsections.
(I) It is obvious that one can also define nonlinear lumping. (This is the case
e.g. if one replaces mole numbers by mole fractions or weighted mole
fractions in a nonconservative system.)
(2) The same, or almost the same definitions apply to other types of models
as well (inside and outside reaction kinetics). The mathematical problems
arising are quite different. This may be the appropriate place to mention
that lumping is widely used in econometrics (see, for example the basic
reference text by Malinvaud (1969), or the book edited by Los & Los
(1974). In this context lumping is called aggregation.
Another name for the same notion is collapsing the states, and this
expression is used in the theory of stochastic processes. In this area some
of the questions are as follows:
- Is the lumped process Markovian, if the original one was?
-Does it fulfil at least the Chapman-Kolmogorov equations? (This is a
less severe requirement than the previous one.) It is very hard even to
formulate questions in this field. Starting points for the interested
reader may be the works by Erickson (1970), Heller (1965) and

Rosenblatt (1971 ).
(3) The basic requirement may be other than conservation of the form of the
constitutive equation; other meaningful requirements in reaction kinetics
include conservation of conservativity, deficiency, acyclicity, and
controllability.
(4) From the point of view of practice, by far the most important question is
the following one. What can be said about the original system when some
of the properties of the lumped system are known? This area seems to be
unjustifiably neglected. Still, two recent works may worth mentioning,
the one by Balakotaoiah and Luss (1982) connecting this area with
multistationarity using the method of singularity theory, and the papers
by Pismen (1984, 1985) on the dynamics of lumped reactions near
singular bifurcation points.
It may be the case that reducing the number of components does not help
to solve a kinetic problem. In this case increasing the number of components
may be a solution. How, and why, is the topic of the next subsection.
4.8.2 Continuous components

The state of the system we investigate in the present book is almost
exclusively characterised by a finite dimensional vector. Sometimes it may
prove insufficient. The usual stochastic model can be conceived of as one
where the state is a random variable, i.e. an element of an infinite
dimensional linear space. If one wants to describe spatial effects (in a
deterministic model) then a possible way to do so is to characterise the state
by a function (by the mass density) and to write down a differential equation
for the time versus mass density function. This will be a differential equation
for a function with values in an infinite dimensional state space. (Memory
effects can also be taken into consideration using an infinite dimensional state
space. Cf. Atlan & Weisbuch, 1973.)
In the present section we should like to present a model in which the
infinite dimensional state space arises in the most natural way: in the case of
continuous components.
There are two problems leading to the notion of continuous components.
At first, the number of species or chemical components may reach a huge
number in such areas as oil chemistry, polymerisation or biochemistry. In
these cases the number of the variables in the induced kinetic differential
equation is so large that this system is difficult to treat; it may prove more
promising to have a continuous manifold of chemical components.
Theoretical, as opposed to practical, considerations may also lead to the
introduction of the notion of continuous components. Let us consider the
case of the ethane molecule. This molecule can in the first approximation
H H
H
(a) (b)
Fig. 4.4 Eclipsed (a) and staggered (b) conformations of ethane.
have two basic conformations: the eclipsed one and the staggered one
depending on the angle between the two methyl groups that can take the
value ofO" or 180". Actually, this angle may take any value between o· and
180" (see Fig. 4.4), and the C-C bond energy of these species is different.
Therefore a more subtle analysis should take into consideration ethane
species characterised by an angle anywhere between o· and 180". The same
kind of problem arises when considering transition states in the transition
state theory.
Let us consider the isomerisation of ethane in a more detailed way. Let the
species characterised by the angle m be X(m), then one has the following
elementary reactions:
k(p.m)
X(m) -+ X(p) (p, me .A)
where .A is the set of components. If .A is a finite set then one has the
induced kinetic differential equation
Xm = -xP L k(p, m) + L k(m, p)xp (me .A). (4.30)
peJI peJI
If .A is an infinite set, say the interval [0, 180), then it is natural to replace the
sums in (4.30) with integrals. In order to do so a measure Jl is to be
introduced on .A to express the importance of the component X(m). Thus
the generalised form of eqn (4.30) is
xnr = -xP f k(p, m)dJ.l(p) + f k(m, p)xpdJl(p) (me .A). (4.30)

./{ ./{
In the more general case the basic equation

R M
Xm = L (~(m, r) - cx(m, r))k(r) fl x~<.m".r)
m (4.32)
r= I m'= I
is to be substituted by an equation for functions with values in an infinite

dimensional vector space. To this generalisation another measure is needed,
and this time on qt, the set of elementary reactions. Then (4.32) is generalised
to give
xm = I(~(m, r)- c:t.(m, r))k(r)exp I (c:t.(m, r)logxmd!l(m)dA. (4.33)

.If
This is the approach proposed and investigated in detail by Herman (1978).

It is different and seemingly more natural than that chosen by Aris & Gavalas
(1966). The main difference is that Aris & Gavalas wrote down equations for
special, mainly linear, cases that seem not to have a common generalisation.
It is an as yet unsolved problem whether their models can be derived as
special cases from the model by Herman.
The existence and uniqueness of the solution to (4.33) under appropriate
mild conditions have been shown by Herman (1978). It has also been shown
how to transform (4.33) into an equivalent partial differential equation more
amenable to numerical solution and theoretical investigations.
The mathematical problems coming from the investigation of (4.33) are
obviously more difficult than those coming from the usual discrete compo-
nent model. Still, the greatest hurdle is not of pure mathematical nature: it is,
how to interpret and how to measure and estimate the measures 11 and A.. This
is the main obstacle delaying the breakthrough of continuous component
models.
4.8.3 Kinetic gradient systems

As an application of the statement on the inverse problem treated in the
previous section the question will be investigated here (based upon T6th,
1979): what is the role of gradient systems in chemical reaction kinetics?
This question has a certain mathematical interest, as gradient systems are
relatively easy to deal with from the point of view of exotic phenomena (or,
to put it in a more mathematical way, from the point of view of the
qualitative theory of differential equations) in general (see, for example,
Hirsch & Smale, 1974) and from the point of view of catastrophe theory in
particular (Thorn, 1975, p. 55).
The significance of the question is from the point of view of thermody-
namics: according to several schools only systems described by gradient
systems are worth being studied. The question is, therefore, which reactions
belong to the class of gradient systems?
A differential equation,
x =Pox,
is called a gradient system, if there exists a continuously differentiable scalar
valued function V such that
P = V'(= grad V)
Such a function V is usually called a potential.
Further preparatory definitions are needed.

A mechanism is called cross-catalytic, if in each elementary reaction either
(I) none of the components decreases, or

(2) the reactant complex contains at most one component.
The meaning of this definition is that no chemical component causes the

decrease of another one. Nothing has been supposed about the effect of
components on themselves. Our definition is in concord with the definitions
used in classical chemical kinetics (cf. Bazsa & Beck, 1971 ). A mechanism is
called canonically cross-catalytic, if for all the sets of reaction rate constants
the canonic complex chemical reaction corresponding to the induced kinetic
differential equation of the complex chemical reaction is cross-catalytic.
A cross-catalytic mechanism is obviously canonically cross-catalytic as
well, but not vice versa.
A mechanism is called weakly realistic, if in each elementary reaction either
(I) the reactant complex contains at most one component,

(2) all the stoichiometric coefficients of the reactant complex vector are less
than two.
Having introduced all the necessary notions the following theorem may be
stated.
If the induced kinetic differential equation of a complex chemical reaction
with a weakly realistic mechanism is a gradient system, then the mechanism
itself is canonically cross-catalytic.
The proof is left to the reader as a problem (of applying the elementary
theorem of calculus on the existence of a potential).
Let us try to interpret the meaning of the theorem. If elementary reactions
of type (l) are present among the elementary reactions of a weakly realistic
mechanism then it is not conservative. Therefore the result above throws light
upon the observation of Tuljapurkar & Semura (1979, p. 31) according to
which few gradient systems are known that are relevant from the point of
view of applications in chemistry or related subjects, because if the induced
kinetic differential equation of a conservative reaction is a gradient system,
then the underlying mechanism can only belong to one of the classes below:
(I) to the class of not weakly realistic and not canonically cross-catalytic
mechanisms, or
(2) to the class of canonically cross-catalytic mechanisms without elementary
reactions of the type (I).
Closed compartmental systems with a symmetric matrix of reaction rate

constants belong to the second class. This statement contradicts the state-
ment by Bataille eta/. ( 1978, p. 165), as a consequence of differences between

our definitions and theirs. Their second example, however, is a reaction with
a conservative, not weakly realistic, and not cross-catalytic mechanism, the
induced kinetic differential equation of which is not a gradient system in the
sense of our definitions, and so their second example is in accord with our
statements.
The relations between classes of reactions are shown in Fig. 4.5.
Canonically
cross-catalytic
Conservative
___ Cross-catalytic
Weakly Canonically
realistic gradient
Fig. 4.5
Fig. 4.5 Relevant classes of reactions related to gradient systems.
4.8.4 Structural identifiability

k,
X-+Z
and let us suppose that the concentration of X is measured. It is well known,
but it is obvious too, that this measurement does not uniquely determine the
values of the parameters k 1 and k 2 separately (only their sum). The question
arises how can we decide before the experiments knowing only the mechan-
ism of the reaction which of the rate constants can be calculated from the
planned measurements. Answers to this question based upon linear system
theory can be found in, for example Cobelli (1976) that contains many
(mainly biological) examples. He only treats the simple case of compart-

mental systems. Critical review of the literature and further conditions with
examples have been provided by Vajda (1982). General results on more
complicated cases can be found in Vajda (1983).
4.8.5 Parameter sensitivity

The value of the reaction rate constants is usually uncertain. The object of
sensitivity analysis is to systematically determine the effect of uncertain
parameters on system solutions. A recent review paper has been written by
Rabitz et a/. (1983). The methods of sensitivity analysis can be divided into
global and local methods.
Global methods are aimed at providing information on the change of
solutions in a large domain of parameters, i.e. rate constants. As in this case
the induced kinetic differential equation should be solved tens of thousands
of times in the case of larger systems these methods are only of rather limited
use.
Let us consider the solution of the induced kinetic differential equation
at a fixed time point as the function of the rate constants and let us consider
the Taylor series of the solution with respect to the parameters around the
nominal value of the parameters. The coefficients of this Taylor series are the
local sensitivity coefficients. In general only the first order coefficients are
considered.
Several methods are used to calculate these coefficients, such as the finite
difference approximation, the direct method and its modifications, the
Green-function method, and the method of polynomial approximations.
The (local) sensitivity analysis can be applied in several areas.
(I) The question, how uncertain is the value of the solutions as a conse-
quence of uncertainty in the rate constants, can be answered by this
method. The most exact approach to this question is how the probability
density function of the parameters are transformed into the probability
density function of the solutions at any desired time point (Costanza &
Seinfeld, 1981 ).
(2) Sensitivity analysis can be used to judge whether a certain rate constant
can be determined from a certain measurement or not. One of the very
successful methods of answering this question is the principal component
analysis (Vajda et a/. 1985, Vajda & Tuninyi, 1986).
(3) The sensitivity coefficients may help us to fit the parameters to measure-
ments. In this case the initial estimates of the parameters are used to
calculate the sensitivity coefficients and these calculations are repeated
with newer values of the parameters, if necessary.
(4) The investigated complex chemical reaction may have a characteristic
feature such as the period length in an oscillatory reaction, the argument
of the local maximum of one of the concentrations etc. Such are the basic
notions of feature sensitivity analysis (Skumanich & Rabitz, 1982,
Beumee et a/. 1985). Using the sensitivity coefficients other types of
sensitivity coefficients can be derived in such a way that they reflect the
change of the interesting properties as a consequence of changes in the
parameters.
(5) Sensitivity analysis can be used to reduce the number of elementary
reactions based upon their relative importance. The method and its
convincing application to the Belousov-Zhabotinskii reaction can be
found in Vajda eta/. (1985) and in Vajda & Tuninyi (1986).
(6) Strength of dependence between the parameters can also be studied by
this method.
4.8.6 Symmetries
Mathematical models are intended to describe real phenomena, and in many
cases different phenomena can be explained by a common model. It is a
natural question to set up criteria, according to which two phenomena can be
qualified as identical, similar, or diverse. The question is in close connection
with the invariance of natural laws and with the fundamental symmetries
being established as a consequence of these invariances.
The term invariant is the adjective of a function, number, property etc.,
which remains unchanged under a certain mapping, transformation, or
operation. For instance the numbers 0 and I are invariants under the
operation of squaring, or parallel elements remain parallel during an affine
transformation, i.e. in this case being parallel is an invariant property.
A mapping, transformation, or operation is symmetric, if after their
application a certain function, number or property remains invariant.
In mechanics, time and space are primary concepts. Not only Einsteinian
but also Newtonian mechanics is relativistic, as the latter complies with
Galileo's principle of relativity. Galilean transformation, which introduced
the relativity of space but retained absolute time, does not change the
Newtonian equation. Using the canonic formalism it was shown about 1850
that the invariances under displacement in time, position and angle give rise
to conservation of energy, linear momentum, and angular momentum
respectively.
Invariance principles are closely connected with transformation groups,
since Felix Klein suggested classifying geometries based on the invariance of
theorems under application of transformation groups. An algebraic structure
is a transformation group, if the elements of the structure are transform-
ations satisfying the group axioms.
Emmy Noether showed in 1918 the way in which invariance under a
continuous group gives rise to constraints of motion and proved that the ten
first integrals of Newtonian mechanics follow from the in variance properties
of the Lagrangean under the infinitesimal transformations of the ten-

parameter Galileo group.
However, the Maxwell equations of classical electrodynamics are not
invariant under the Galileo transformation. H. A. Lorentz introduced
another transformation which plays a similar role in electromagnetism as the
Galileo transformation in mechanics.
A question open for discussion is whether the equations of motion or the
invariance principles are the more basic 'first principles'? It was a choice of
Einstein that he gave the Lorentz transformation primary importance, and
so the equations of motion had to be modified.
The theory of dynamic systems has been strongly motivated by the
problems and formalisms of mechanics, and the investigation of the
principles of certain invariant transformations is an important subject of
modern theory.
Let us consider the differential equation
i(t) = f(x(t)),
where x(t) may either be an element of ann-dimensional Euclidean space or,
more generally, be taken from a Riemannian manifold A. Let us suppose that
for all initial conditions the solution to the equation is unique and it is
defined on the whole real line. Then the mapping
T: ~-+ ~n
is a transformation if it is defined by
T,x(O) =x(t).
(The group property here means that T,+s = T,T,.) T, is a characteristic
example of continuous parameter dynamics calledflow. The induced kinetic
differential equation of a reaction may also generate a flow if it is known that
all the solutions of the corresponding initial value problems are defined on
the whole real line. A flow is denoted by (A, T), while if a measure ~invariant
under the transformations Tis also given then the notation is (A, T, ~). The
invariance of a measure ~ means precisely that
~(T,B) =~(B)
holds for all B c A and for all t e R

Differential equations of pure mechanical systems generate transformation
groups for which the Lebesgue measure is invariant: this statement is called
the Liouville theorem. Major results of the modern theory of dynamic
systems are connected with physical sciences, mostly with mechanics.
Differential equations of physics may refer to particle or planetary motions
described by ordinary differential equations, or to wave motion described by
partial differential equations. Dissipative effects are neglected in all these
systems, and so the emphasis is on 'conservative' or 'Hamiltonian' systems.
More specifically, the evolution equations of conservative systems can be

derived from a time-independent Hamiltonian, but there are systems
originating from a time-dependent Hamilton function where the Liouville
theorem is valid. Another important viewpoint of classification may be
whether a dynamic system is integrable or non-integrable.
In spite of the fact that analogies have been sought between Hamiltonian
mechanics and chemical reaction kinetics (Yourgrau & Row, 1957; Kerner,
1964; Oster & Perelson, 1974; Engel, 1979, 1980, 1982; Reti & Ropolyi, 1984)
a narrow area of overlap has been found between the two topics. We may ask
what are the necessary and sufficient conditions for the induced kinetic
differential equation of a chemical reaction to be Hamiltonian, and we might
be glad that the application of these conditions will not be the empty set. The
overwhelming majority of chemical systems (and it is interesting to note that
not all) are dissipative systems. (At the moment we adopt the following
definition: a system, which cannot be derived from a Hamiltonian is called
dissipative.) The picture is even more confusing: in the physical literature one
can find arguments for the existence of so-called dissipative Hamiltonian
systems (Kaufman, 1984).
Though the structure of mechanics and chemical kinetics is highly
different, and the search for analogies between them might be misleading,
there are some significant questions to be answered. In which cases can
models of chemical reactions be derived from 'Hamiltonians'? What are the
assumptions for the existence of (time-independent) first integrals? Is it
possible to find chemical reactions for which the divergence of the right-hand
side of the induced kinetic differential equation is zero? (As is well-known, for
two-dimensional systems Hamiltonian systems are equivalent to 'zero
divergent' systems, whereas in higher dimensions the first property implies the
second one.) Instead of a detailed analysis some illustrative examples are
given in Table 4.1 to show the connections among the three properties just
Table 4.1 Connections between the existence of a Hamiltonian, the

existence of a first integral, and zero divergence.
Differential equation Hamiltonian First integral div f= 0?

.x- = x, _v = -y xy xy +
.X"= c (c > 0) +
.X"= 0 X +
i =X, _i· = J' xjy
.X"= X
mentioned. However the examples describe nonconservative reactions, and

so the analogy is rather strained.
To avoid the disturbing effects of analogies perhaps the best procedure
would be to abandon their advantages as well. The precisely defined induced

kinetic differential equations of chemical reactions can be investigated by the
aid of pure mathematical concepts. The structure and role of 'concentration
space' is distinct from those of real space, and so there is not too much to be
done (if anything) with co-ordinate transformations leading to 'relativistic
reaction kinetics'. However, other, not-too-sophisticated transformations
may be relevant from the practical point of view of the chemist.
Let us consider the differential equation
i =fox (4.34)
with an everywhere-defined, continuously differentiable right-hand side. A
(state) transformation is an everywhere-defined, continuously differentiable
function «p. Such a transformation transforms (4.34) into
:X= «p'o«p-•ox-fo«p-•ox = («p'·f)o«p-•ox. (4.35)
The transformation of eqn (4.34) is called linear, if
«pEGL(M)
i.e. if «pis an invertible linear transformation. The transformation is said to be
a change of scale, if
pr 1 0«pOpr 1
«p=
prMO«pOprM
and
[}l~m C IR+,
where
If a transformation D is linear and it is also a change of scale, then D is a

change of the unit of measure. This is equivalent to saying that Dis a positive
definite diagonal transformation. (Time) transformation of equation (4.34) is
defined by a diffeomorphism
by which the new function

X:=xoT
is introduced. The transformed equation of (4.34) is:
X=fOX·t.
Change of time scale and change of time unit can be defined analogously to
the previous case.
Mathematical models of chemical reactions
1he class of differential equations for which (~ + )M is an invariant set will

\e interesting for us. (~+)M is an invariant set if and only if the vector f(x)
shoWs inward from every point x of (~+)M. If (~+)M is an invariant set then
l!l~)M has the same property. According to a theorem due to Vol'pert (~+)M
is an invariant set of the induced kinetic differential equations of reactions.
Of course, polynomial and nonkinetic differential equations, or even non-
polynomial ones may have this property.
l3ased upon the definitions above the following statements can be made.
II) Every change of scale (including every change of unit of measure)

preserves the character of polynomial equations in the sense that kinetic
differential equations remain kinetic, while nonkinetic ones remain
nonkinetic.
(2) Every change of time scale (including every change of time unit) preserves
the character of polynomial differential equations in the sense above.
(3) If(~+)M is an invariant set of a differential equation then the change of
scale and the change of time scale preserves this property.
Group analysis is the general mathematical method for searching symme-

tries of differential equations. Group analysis of differential equations was
initiated by the Norwegian mathematician Sophus Lie at the end of the
ni11eteenth century. The first problem is to determine the general form of
differential equations that admit a given group as a symmetry group. Loosely
speaking G is a symmetry group for a differential equation if for all g EGg o p
is asolution to the differential equation if p itself was a solution. The inverse
to this problem is, how to find the Lie-group of symmetries of a given
differential equation. (The fundamental books on the subject are: Ovs-
jaJlnikov (1962, 1982), Bluman & Cole (1974) and Sibirskii (1982).) In a series
of papers Steeb (1978, 1979; Schwarz & Steeb, 1983) pointed out (cf.
w~lfman, 1979) that if an autonomous differential equation (for which all
the solutions are defined on the whole real line) has a limit cycle solution,
then the limit cycle trajectory is an invariant function of a one-parameter
group admitted by the equation.
4.8-7 Principle of quasistationarity

frOm time to time a paper emerges in the literature aimed at emphasising the
n~essity of the foundation of the principle of quasistationarity, pseudo-
steady state hypothesis, or Bodenstein(-Semenov) method. The essence of the
method seems to be an absolutely crazy idea- from the mathematical point
ofview. In a system of differential equations let us consider the variables that
ta~e on 'small' values to be constant. So: if a function is small, so is its
derivative! It turns out that among the conditions that occur in chemical
re~ction kinetics it does work well.
According to our knowledge, after Bodenstein (1913) it was Semenov

( 1939), Frank-Kamenetskii ( 1940) and Hirschfelder ( 1957) who treated the
problem from the chemists' side. Sayasov & Vasil'eva (1955) and Heineken
eta/. (1967) were the first to cite and use the seminal paper by Tikhonov
( 1952) on singular perturbation theory that is the adequate tool to treat such
problems. Relevant contributions have since been made by Aris and co-
workers (Aris, 1972; Georgakis & Aris, 1975; Viswanathan & Aris, 1975) and
by Vasil'ev eta/. (1973). It was Noyes (1978) who from the chemical side was
to reconsider things again. And now we have the (by the way, very useful)
paper by Klonowski (1983) aimed at the mathematical foundation of
simplifying principles for reaction kinetics. The paper is based upon the
mathematical results of the Russian school, but seems to acknowledge
nobody from among the other authors mentioned above. In spite of this, we
would recommend just this paper the reader as it is self-contained; and this is
very important as Tikhonov's theory is not an easy one for the non-
mathematician.
4.8.8 Exercises
I. Show the sufficiency of condition (4.28) for exact lumping.
2. Investigate exact lumping in the case when M = I.
3. Formulate a continuous component model for xylene isomerisation.
(Xylene is known to have three distinct isomers: ortho-, meta- and
paraxylene and the transition between them is usually described by the
triangle reaction, cf. Aly eta/. (1965).)
4. Verify that
(i) a generalised compartmental system is weakly realistic,
(ii) a second order reaction (in which all the reactant complex vectors
have a length smaller than three) is weakly realistic,
(iii) the reaction rates of all the elementary reactions of type (ii) in a
weakly realistic mechanism are linear functions of all the con-
centrations separately.
4.8.9 Problems
I. Show that condition (4.28) for exact lumping is necessary as well.
Hint. Start from the definition.
2. Give a necessary and sufficient condition for the solvability of (4.28) inK.
What about the case when M is of full rank?
3. State and prove existence and uniqueness theorems on the continuous
component model.
Hint. The Picard-Lindelof theorem for differential equations in
Banach spaces may be used; see, for example, Lang ( 1962).
4. Reformulate the abstract differential equation (4.33) into a partial
cJO Mathematical models of chemical reactions
differential equation in the case when ..It = [0, I), q{ = [0, I) and both J.1
and A. are the Lebesgue measure.
?· Prove the statement of Subsection 4.8.3.
Hint. Cf. Rudin, 1978, Remark 10.35.
6. Solve the induced kinetic differential equation of the reaction
1 2
X+-0+-X+Y
1! 1! 1j
2X2. Y.!.-2Y
Hint. The induced kinetic differential equation for x and y is a
=
Cauchy-Riemann- (or Erugin-) system, therefore for z x + iy an
easily solvable (separable) differential equation can be written down.
4.8.10 Open problem

I. Find a physicochemical meaning of the measures J.1 and A. and devise a
method (theoretically) to determine them.
5
Continuous time discrete state stochastic
models
5.1 On the nature and role of fluctuations: general remarks

5.1.1 The logical status of stochastic reaction kinetics
A new approach has been adopted in the last two decades in the theory of
chemical reactions that considers the chemical reaction as a stochastic
process. In this chapter we deal with stochastic models of chemical reaction.
More specifically, our intention is
(I) to discuss the theoretical foundation,

(2) to set up the model,
(3) to investigate its properties,
(4) to give some hints on the applications.
Arguments for the application of stochastic models for chemical reactions

might come at least from three directions, since the model
(a) takes into consideration

- the discrete character of the quantity of components
- the inherently random character of the phenomena·
(b) is in accordance (more or less) with the theories of
- thermodynamics
- stochastic processes
(c) is appropriate to describe
- 'small systems'
- instability phenomena.
We have to make clear that the formulation of the theory of stochastic

kinetics does not reduce the importance of deterministic kinetics, since for
great classes of phenomena the stochastic model is only slightly 'better' than
the deterministic approach, while the mathematics of the stochastic model is
much more complicated. Practically speaking, the set of stochastic models
for which we can find an analytical solution is much more restricted than that
of deterministic models.
The subject of this chapter is organised as shown in Table 5.1.
Table 5.1
The logical status and

mathematical framework
of stochastic models of
macroscopic physicochemical
systems
5.1
Theoretical
background
The fluctuation-dissipation theorem

Stochastic models of Examination '- of chemical kinetics:
chemical reactions of properties 1 theory and applications
5.2, 5.8 5.4
,(;)
QJ,..~, .
.s- /c
'I J ~.s'f. V~
~--------~~v~-------, &~ I'"
Methods of solutions: ;so Small systems
exact results 5.5
approximations
qualitative properties
simulation methods
5.3 Unstable systems
5.6
Stationary probability
distributions
5.7
Stochastic models 93
5.1.2 Fluctuation phenomena in physics and chemistry: an introduction

More than !50 years ago the Scottish botanist Robert Brown discovered the
existence of fluctuations when he had studied microscopic living phenomena.
However, the physical nature of the motion, which was named after its
discoverer, was not known for a long time. As Darwin wrote in 1876: 'I called
on him [Brown] two or three times before the voyage of the Beagle (1831 ),
and on one occasion he asked me to look through a microscope and describe
what I saw. This I did, and believe now that it was the marvelous currents of
protoplasm in some vegetable cell. I then asked him what I had seen; but he
answered me, "That is my little secret".'
The knowledge that Brownian motion could be detected particularly well
in colloidal solutions dates from the eighteen-seventies. The mass of the -
literally microscopic - Brownian particle is much greater than the mass of
the solvent molecules, and the observable motion is the result of the
individual motions of the small molecules. (For the early history of Brownian
motion up to 1900 see Kerker (1974), and particularly Brush (1976, Chapter
15). A rather sophisticated explanation of Brownian motion was given by
Einstein (1905) and Smoluchowski (1916), who calculated the temporal
change of the expectation of the square of the displacement of the Brownian
particle, and the connection between the mobility of the particle and the -
macroscopic - diffusion constant. The experimental verification of the
heterogeneous nature of colloid solutions, and of the Einstein-
Smoluchowski theory resulted in three Nobel prizes for colloid chemists in
1925-26 (Zsigmondy, Svedberg, Perrin). A time-dependent theory of fluctua-
tions has been formulated in connection with Brownian motion (Uhlenbeck
& Ornstein, 1930; Wang & Uhlenbeck; 1945). However, the theory of
Brownian motion is not closed, and it is still open for physical and
mathematical researches (Levy, 1948; Kac, 1959; Ito & McKean, 1965).
The other class of fluctuation phenomena, well-known since the work of
Gibbs (done in 1902, see Gibbs (1948)) and Einstein (1910), is equilibrium
fluctuation. The theory of equilibrium (thermostatic) fluctuations considers
the equilibrium state as a stationary stochastic process (see, for example,
Tisza & Quay (1963) and Tisza (1966)). By thermostatic fluctuation theory
the statistical character (e.g. the distribution functions and moments derived
from it) can be computed.
5.1.2.1 Stochastic thermostatics, stochastic thermodynamics

It was ·logical to extend the results of the thermostatic theory to temporal
changes. Stochastic thermostatics adopts an intermediate level between
statistical and phenomenological thermodynamics. Analogously, in principle
the stochastic treatment of thermodynamics processes has an intermediate
character between nonequilibrium statistical mechanics and phenomenolog-
ical (deterministic) thermodynamics. While statistical thermodynamics deals

with the motion of microparticles, conventional thermodynamics describes
the temporal change of macroscopic quantities which used to be interpreted
as expectations. Taking into consideration the variance and the higher
moments a more detailed description of irreversible processes might be given.
Since the stochastic treatment of thermodynamics adopts an intermediate
level between the strict microscopic and strict macroscopic levels, it might be
called mesoscopic, according to the terminology of van Kampen (1976).
A typical question of thermostatic fluctuation theory is the following: a
system with volume V consists of n particles. What can we tell about the
number of particles in a volume ~V <iii V? For the case of ideal gases, in
thermodynamic limit (N-+ oo, V-+ oo, N/V =constant) the number of
molecules in~ V can be described by a Poissonian random variable. Denoting
the random variable with n,
E(n) = D 2 (n) = N~VJV, (5.1)
since for the Poisson distribution the expectation E is equal to the variance D.
Fluctuations can be characterised sometimes by the relative variance - the
quotient of the variance and expectation:
D(n) _ I _ I
(5.2)
E(n)- JE(;i}- jN~VJV
Density fluctuations of the atmosphere are not significant from the meso-
scopic point of view. In the range associated with the wavelength of light, the
order of magnitude of the fluctuation is 10- 3• On a fine scale the refractory
index and the dipole moment of the atmosphere is represented by random
variables. The greater the variance of these random variables is, the more
significant the light scattering. The first precise determination of the A vog-
adro number was based on the intensity of scattering of light due to density
fluctuation of the atmosphere.
Though the fluctuations considered above are 'useful', at least in the sense
that the measure of fluctuation provided valuable information on the discrete
nature of matter, fluctuations in an electric circuit resulting from thermal
motion of electrons are generally considered as 'undesired' noise from the
experimental point of view, since they reduce the 'signal/noise' ratio. The
terms 'fluctuation' and 'noise' are used interchangeably, though the second
used to have some pejorative connotations. However, these kinds of
fluctuations can be useful (Johnson, 1928; Nyquist, 1928). As Nyquist noted,
the spectral density of thermal noise and certain characteristics of the
circuits, i.e. admittance, are interconnected, and he gave the form of this
function, at least in a certain frequency regime. Callen and his coworkers
recognised that the Nyquist formula can be generalised to include non-
electrical cases. The fluctuation-dissipation theorem obtained by the gen-
eralisation connects the fluctuations around the equilibrium with the
dissipative processes leading to equilibrium. Transport coefficients can be

calculated based on this theory (Kubo, 1957). The fluctuation-dissipation
theorem can be extended to chemical reactions, too, and it also has
important biological applications.
Investigating the behaviour of 'small systems', i.e. the case when the
number of particles is 'small', fluctuation phenomena are very important.
More precisely they cannot be interpreted as the superposition of certain
deterministic behaviours, as they are the very phenomena under observation.
A thermodynamic description of small systems was attempted by Hill ( 1969).
Under the traditional conditions of chemists, 'small systems' are rather rare:
e.g. I 06 molecules (which are considerably less than Avogadro's number) are
contained in the volume of 10- 12 ml of a 10- 2 mol dm -I solution. Such small
volumes are availabe to experimentalists using optical or sometimes electrical
methods.
The volume of a 'small system' can be larger if the size of some component
is much greater as usual. This condition is often fulfilled in enzyme systems.
In this case results corr.ing from a deterministic model can be completely
misleading.
Fluctuation phenomena occurring in consequence of transport processes
through biological membranes can be readily studied. Membranes are two-
dimensional, and 106 molecules are contained in a 500 jlm 2 membrane
surface, which is available to experimental techniques (Neher & Stevens,
1977). (Membrane noise can be analysed by using the language of stochastic
kinetics, as will be shown in Subsection 5.5.3, as well as in Chapter 7.)
Fluctuation phenomena are particularly significant in connection with
'critical' phenomena. Critical phenomena are highly interconnected with
instabilities. Intuitively a system exhibits instability if small changes of the
'control' parameter of the system implies the change of the macroscopic
structure of the system. The second order phase transition has been studied
extensively from the physical point of view, as a typical (equilibrium) critical
phenomenon. The enormous development of synergetics (see, for example,
Haken, 1983) has been initiated by searching for phase transition-like,
analogous (non-equilibrium) critical phenomena. Fluctuations have very
significant effects in the vicinity of 'critical points'. The 'square rule'
expressed by (5.2) is not even approximately valid, since fluctuations are
amplified to cause drastic macroscopic effects. Nonequilibrium transitions
can also be interpreted in terms of thermodynamics (Glansdorff & Prigogine,
1971; Nicolis & Prigogine, 1977). Accordingly, a nonequilibrium stationary
regime might be unstable as a consequence of fluctuations due to the discrete
character of the matter, and a new stationary regime will be stabilised after
decay of the transient phenomena. Newer results of the stochastic aspects of
nonequilibrium transitions in chemical systems have been recently reviewed
by Nicolis (1984). Internal and external fluctuations represent two disjoint
classes: the former is due to the inherently random character of the system,
the latter term expresses the approach by which the (generally, but not
necessarily) deterministic system is influenced by external (environmental)
noise. While internal fluctuations are generally small (except for instability
phenomena), external noise can be arbitrarily large, since they are controlled
from 'outside'.
The theory of noise-induced transition (Horsthemke & Lefever, 1984a)
emphasise that fluctuations (noise) superimposed on deterministic motions
might have a crucial role in forming 'ordered structures'; i.e. they may
operate as 'organising forces'. Noise may destroy the stability of the
deterministic attractors and stochastic models might exhibit completely
different qualitative properties from those of the deterministic model.
5.1.3 Stochastic processes: concepts

5.1.3.1 Introductory remarks
A stochastic process is a collection of random variables {~,}. tElr. Two
important cases are the discrete parameter process, when lr c ~ 0 = {0, I, 2,
... } and the continuous parameter process, when lr c IR 1. We shall mostly
consider the second case, and, in addition, restrict ourselves to Markov
processes (processes without after-effect).
Systems under investigation are characterised at a fixed time, t, by a finite-
dimensional vector random variable ~ 1 (t), ~ 2 (t) ... ~M(t). The state of the
system can be characterised (not completely) by the absolute density function
x(t)-+ g(x, t) where x(t) is the value of ~(t). The temporal evolution of the
system is given by a partial differential equation for g. Very often we have to
be satisfied with deriving and solving differential equations for the first two
moments only. Since we are interested in Markov processes, we have to know
the conditional probability density function f; f( y, s; x, t) gives the
probability density that a system will be at x at a time t, if at the times it was
at y. The connection between the absolute g( ·) and conditional probability
function f( ·) is given by
X
g(x, t) = I f( y, 0; x, t)g( y, 0) dy (5.3)

-:x:
Additionally, the Chapman-Kolmogorov equation is valid:

X
f( y, s; x, t) = I f( y, s; z, u)f(z, u; x, t) dz; s< u< t (5.4)

-x
To study the different classes of processes the state-space and the character
of the motion have to be specified:
State
space:
Jump
Character of
the motion:
5.1.3.2 Continuous state-space processes

(1) Loosely speaking, continuous motion means that during a small time
interval the system undergoes only a small change. This kind of motion is
reminiscent of diffusion.
More precisely, for diffusion processes the following conditions are
fulfilled:
lim lf!lt I f(y, t; X, t + !lt)dy = 0, (5.5)
lim lf!lt I (x - y)f( y, t; x, t + !lt) dy = a(x, t), (5.6)
I
lx- .1'1 < 6
lim lf!lt (x; - y;) (xk - Yk)f( y, t; x, t + !lt) dy = b;k(x, t). (5.7)
At-0
The verbal interpretation of (5.5) is that the process is continuous- this is

the Lindeberg condition. The function a(x, t) is the velocity of conditional
expectation ('drift vector'), and bij(x, t) is the matrix of the velocity of
conditional covariance ('diffusion matrix'). The latter is positive semidefinite
and symmetric as a result of its definition (5.7).
Using the mild conditions of existence of the derivatives
iJj(y, s; X, t) an d 0 2j(y, s; X, t)
-"-.o...::....:,.-:---'~ (5.8)
oy; oy; Yk
the conditional probability density function satisfies both the Kolmogorov I
('inverse', 'backward') and II ('direct', 'forward') equations:
oj(y, s; X, t) + ~ ·( )oj(y, s; X, t)
as ~ ~ x, t
i= I Y;
a
(5.9)
+!
2
I
i.j= 1
bij(x, t)i)2j(y, s; x, t)
oy;oyj
= 0,
of( y, s; X, t) + f Oa;(X, t)j( y, s; X, t)

ar i=l ax;
_! f 02b;;(X, t)j(y, s; X, t).
(5.10)
2 i.j= I OX;OXj
The forward Kolmogorov equation (5.10) is referred to in physical

literature as the Fokker-Pianck equation. For the absolute density function
g(x, t) (which contains less information than/) the following 'Kolmogorov-
like' equation holds:
og~, t) + i~l Oa;(X, ;~~(X, t) - ;~ i)~~Xj [bix, t)g(x, t)] = 0. (5.11)
We adopt the adjective 'Kolmogorov-like', since the Kolmogorov equa-

tion is used to refer only to (5.9) and (5.10) for conditional (or 'transitional)
quantities.
Equation (5.11) is a generalisation of the diffusion or heat conduction
equation.
(2) Noncontinuous processes in continuous state-space occur when the

condition (5.5) is not fulfilled. In this case we need more general equations
than the Kolmogorov equations. The main point is that analogously to (5.6)
and (5. 7) the jth velocity of conditional moments Dj can be defined:
Dj(x, t) =lim 1/~t E[(~(t + ~t)- ~(tWI~(t) = x].

Ar-o
(5.12)
For the absolute density function g the Kramers-Moyai-Stratonovich

equation (Kramers, 1940; Moyal, 1949; Stratonovich, 1963) can be derived:
og(x, t)
at Lx 11 (
= j=lj. a )j [Dj(x,
-!1 t)g(x, t)]. (5.13)
uX
The terminology is nonstandard, and in physical literature the

Kramers-Moyal expansion is given as a (nonsystematic) procedure to
approximate discrete state-space processes by continuous processes. The
point that we want to emphasise here is the clear fact that, even in the case of
a continuous state-space, the process itself can be noncontinuous, when the
Lindeberg condition is not fulfilled. The functions for the higher coefficients
do not necessarily have to vanish.
5.1.3.3 Discrete state-space processes

We will only consider state-spaces with a countable number of states. First
the Pij(s, t) transition probability and the Pk(t) absolute distributions are
defined, then the evolution equations are derived:
Py(s, t) =&'(~(t) = jl~(s) = i); (i,je NM). (5.14)
The absolute distribution Pk(t) = &'(~(t) = k) can be related to the initial
=
distribution Pk(O) &'(~(0) = k) and the transition probabilities:
Pk(t) = L P;(O)P;k(O, t); (k E NM) (5.15)
iei'\IM
Under mild conditions the following limits (infinitesimal probabilities)

exist:
. I - Pnn(t - /:it, t)_. ( ) O
I1m A -.en t > (5.16)
Ll.t~O t
(5.17)
The infinitesimal transition probabilities pjk(t) have

Pit)= 0 and LPjk(t) = I, je NM. (5.18)
Using the Chapman-Kolmogorov equation we can derive
(5.19)
and
(5.20)
which are Kolmogorov equations with the P;k(t, s) = O;k boundary condition,
and
(5.21)
which is (Pk(O) = okD) Kolmogorov-like equation for a given or deterministic

initial condition, i.e. &'(~(0) = D) = I.
These kinds of equations have to be specified to obtain continuous time
discrete state space models of chemical reactions.
5.1.4 Semigroup operator approach: advantages coming from the use of

more sophisticated mathematics
Although the main body of our treatment of stochastic models does not
adopt the more abstract approach offered by the modern theory of stochastic
processes, we may not go further without mentioning its main concepts.
At least two kinds of advantages come from the use of the semigroup
operator approach. First, a mathematically justified approximation of
discontinuous processes by continuous processes can be obtained. Second,
not only models for purely temporal processes (e.g. 'pure' chemical reactions)
can be given, but stochastic models of spatio-temporal phenomena (e.g.
chemical reactions with diffusion) can be defined in a mathematically concise
manner. The celebrated monograph on the modern approach to Markov
processes is still Dynkin's book (1965), and for chemical applications see
Arnold & Kotelenez (1981).
Some definitions:
A strongly continuous semigroup T, on a Banach space Z is a map T,:

IR+ -+ L(Z), with the conditions
T,+s = T,T., Vt, IR+ (semigroup property)
sE (5.22)
T0 =I (5.23)
lim I T,h- hll-+ 0, VhEZ (5.24)
,_o+
In consequence of the definitions
IIT,II :!:';;Me"'' (5.25)
for some constant ro and M ~ 0.
A closed, linear, densely defined operator A on Z is defined by T,:
Af =lim T,J- f (5.26)

fi-o+ 0
for all f such that T,J is differentiable. A is called as the infinitesimal
generator ofT,. From the definition of/the evolution equation immediately
follows:
d
dt(T,/) =AT,/= T,Af V/ED(A) (5.27)
where D(A) denotes the domain of A.

What we have seen that continuous semigroups can define linear operators
and evolution equations for motions in rather abstract spaces. A diffusion
process might be defined by the infinitesimal generator:
A =;~L1 a'ox;a- + -2i.j~l

M I iJ2
L b''ox;oxj
.-- (5.28)
where the function a; and bij are the same as in (5.6) and (5.7).
A relatively simple example will be given for approximating a Poisson
process (a very particular discrete process) by a Brownian motion (Kurtz,
1981).
Let the generator of the Poisson process Y given by

Af(k) =A(f(k + 1)- f(k)); (5.29)
where A is the parameter of the process Y. Additionally, let
Wn(t) = n- 112 (Y(nt)- An(t)) (5.30)
be a Markov process with generator
AJ(x) =nA(f(x + n- 112 ) - f(x))- n 112 A~~x. (5.31)
Under the mild conditions:
lim A f(x) = l/2A d 2f(x) (5.32)

n-ao
n dx2 '
and convergence is uniform in x, then according to a theorem of Kurtz:
lim supn-'(Y(nt)- Ant)= 0 (almost sure) (5.33)
for all T > 0; and Wn::. W, where W is a Brownian motion defined with
generator
- d2J
Af = l/2Adx 2
(for A = 1 this is the generator of the Wiener process that we shall use in the
definition of the stochastic integral).
Equation (5.27) is an ordinary differential equation in function space.
Giving an appropriate interpretation of the state-space it can describe
'spatiotemporal phenomena'. Thinking of chemical applications we might set
the state-space as the unification of the 'real three-dimensional' space and the
m-dimensional 'component' space. However, the formulation of stochastic
models of chemical reactions accompanied by diffusion is not easy, and
practically all of the applications treat both the component space and the real
space by discrete methods. Although it is quite natural to apply the notion of
discrete state-space for chemical reactions, at least from the mesoscopic point
of view, it might be better if diffusion were described in terms of continuous
models. In Chapter 6 we return to this question.
5.2 Stochasticity due to internal fluctuations: alternative models

5.2.1 Some historical remarks
Perhaps it is not well known that Leontovich (1935) was the first to
investigate a stochastic model of chemical reaction. From the beginning and
from the end of the nineteen-forties the works of Delbriick ( 1940) and Siegert
( 1949) might be mentioned. While the former studied fluctuations in the
autocatalytic formation of trypsin (EC 3.4.21.4) from trypsinogen, the latter

did not adopt a direct chemical language when studying discrete transport
among the internal energy levels of molecules. The first complete treatment
of a se~ond-order reaction was given by the Hungarian mathematician A.
Renyi (1953). This paper give evidence that the differential equation for the
expectation of the stochastic model cannot be identified with the differential
equation associated with the usual deterministic model. Prekopa (1953)
introduced a nontrivial application dealing with the decomposition of long-
chained molecules. For the early literature of stochastic kinetics, consult
McQuarrie (1967, 1968, 1969) and van Kampen (1981 ); Gardiner ( 1983)
reviews the newer developments.
5.2.2 Models
The chemical reaction (!/, 9f, (ex, ~). k) is studied. Assumptions:
(I) time is considered as continuous, the quantities of components are

discrete variables;
(2) chemical reaction is associated with a ;(t) discrete state space Markov
process;
(3) o(L\t) is the probability that during L\t more than one reaction takes
place, i.e.
II. mo(L\t)_
---
O
<1r-o L\t
(4) the infinitesimal transition probability matrix is specified by
Pjl =L re R1_ i
k(r)ja.<·.r) (j, leN~, j # /). (5.34)
and the other elements are 0. (This assumption corresponds directly to

the mass action kinetics.)
(4)* the infinitesimal transition probability matrix is specified by
pft =L reRI-i
k(r)[j]~<·.rl (j, /eN, j # /) (5.35)
and the other elements are 0.

The definition of symbol [j]~< .r) is:
M
[j]~<·.r) = 0 jm( jm- I) ... Um- cx(m, r) + I).
m= I
(This assumption corresponds to the Kurtz-type or combinatorial

model.)
Remark: As a practical example, the assumption (4)* means the following for
the reaction 2X--+ Y. The deterministic model is
i: 1-kp
= kc 2 = -V2
(Vis the volume, j is the number of the component X).

The combinatorial model gives the expression
pff =k(r)j(j- l)
Additionally, it can be seen that for the case of second order reaction the
connection between the deterministic rate constant k and the discrete
stochastic rate constant k(r) is given by
k(r) = kj/V 2.
The two models are equivalent when the infinitesimal transition proba-
bilities are linear in every co-ordinate of the indices.
Illustration: let us consider the reaction

&
X+ Y --+2X
a
X+ Y--+2Y
'i
3X + 2 Y--+ 2X + 3 Y
Then
!/={X, Y}; ~ = {1, 2, 3}; k(l) = &; k(2) = ~; k(3) = y;
ex.(·, l) = (1, If, ex.(·, 2) = (1, If, ex.(", 3) = (3, 2)r,
~( ·, l) = (2, O)r, ~( ·, 2) = (0, 2f, ~( ·, 3) = (2, 3f,
~(1.-1{ ={I}, ~(-I. I{= {2, 3}
Pi.i+<I.-1{ = lij1h
Pi.i+<-1.1{ = ~jlj2 + .YRH. Pi1 = 0 otherwise
Furthermore
k - •••
Pj.j+(l.-l)T- CX.Jih
PL+(-I.I)T = ~jij2 + yjl(h- l)(jl- 2)j2(j2- l)
=.YRR- 'YRj2- 3.YRH + 3yjfj~ + 2yj!H + (~- 2y)jlj2,
pjl = 0 otherwise.
Using assumption (4) and adopting the condition that the process is
homogeneous in time (i.e transition probability function depends only on
t - s and not specifically on t and s) the Kolmogorov equations (5.9) and
(5.1 0) can be reduced to (linear) ordinary differential-difference equation
('differential' in time, and 'difference' in state and in accordance with (5.27)
we get, for a deterministic initial condition
Pit)= L., L k(r)f(·,r) Pkt(t)

keNO reAk-J
- Pit) L L k(r)j"(·.r>,
keN: re.Jik- 1
Pt(t)
1
= L-.,
~ Pk(t) ~ k(r)ka.(·,r)
1 L.. (5.36)
keN(, reJI1- k
- Pit) L k(r) /"(·.r>,
The Kolmogorov-like equations for the absolute probability distribution

function can be derived by using assumption (4):
Pj(t) = 4 P (t) L
1 k(r)f"(·.r)
/eN(, re.Jfj-/
(5.37)
-Pit) L k(r)j"(·.r>(jeN~)
reA,_ j
Equations similar to (5.36) and (5.37) can be derived using assumption (4)*
instead of (4): in this case we might call the equations the combinatorial
model. Generally these equations are called the master equations. The
structure of (5.37) is clear. Two types of elementary reactions are taken into
consideration. The effect of the first class of reaction is that the state j is
available from I (I can denote different possible states). The second class
describes all of the possible transitions from the state j. Therefore we can
write:
Pj(t) = L transition to state j from /- transition from state j to /.
I
Sometimes the expressions 'gain term' and 'loss term' are used. Unfortu-
nately the stochastic model appears more 'complex' than the associated
deterministic model. Even in the case of the reaction X~ Y for Pit) we get
Pj(t) = &.(j + l)Pj+ l(t)- &Pit)
(5.38)
Pj(O) = oii.•
where j 0 is the quantity of X at the time 0. The dimension of the system of
differential equation is j 0 + I.
It is often remarked that stochastic models of chemical reactions can be
easily extended to 'birth and death' type phenomena that take place in other
populations of entities. Although we agree with this approach in principle,
we have to remark that from the mathematical point of view the relationship
between the three categories, namely stochastic models of reactions, simple
birth and death processes (Karlin & MacGregor, 1957) and Markov
population processes (Kingman, 1969) is not simple and is illustrated in
Figure 5.1.
Stochastic models
of reactions
Population Markov processes
Simple birth and death processes
Fig. 5.1 Logical relationships among population Markov processes, stochastic

models of chemical reactions and simple birth and death processes.
5.3 On the solutions of the CDS models

5.3.1 General remarks
The solution of the master equation (5.37) contains all the information about
the system that is required in practice. Unfortunately, closed form solutions
cannot be obtained even for the large class of reactions that are not
important in practice.
We just mention some methods that have been used in simple special cases:
- successive integration and induction (Sole 1972),

- determination of eigenvalues and eigenvectors (in cases when the state-
space is finite and the system size is small),
application of Laplace transformation (for the case X+ Y~Z (see
Renyi, 1953).
The most important technique is the generating function method that

transforms the system of(ordinary) differential-difference equations into one
partial differential equation. Examples will be given for illustrating the scope
(and limit) of this method.
Not being able to solve the master equation in the more general cases we
are often satisfied by the determination of the first and second moments.
Furthermore, different techniques can be applied to approximate the 'jump
processes' by continuous processes, which are more easily solvable. The clear
structure of the stochastic model of chemical reactions allows the possibility
of simulating the reaction. By simulation procedures realisations of the
processes can. be obtained. The methods for obtaining solutions will be
illustrated by discussing particular examples.
5.3.2 Chemical reaction X~ Y

The reaction consists of one elementary reaction step with the rate constant
k. For the absolute distribution Pj(t) = &'(l;(t) = j) the form of the master
equation is:
Here j 0 is the quantity of X at t = 0. (Again the initial condition is

deterministic.) Equation (5.39) is a system of linear differential equations
with constant coefficients and, in principle, its solution can be given by the
eigenvalues and eigenvectors of the coefficient matrix. However, because of
the large number of the unknown functions this method cannot be used in
practice.
To solve the equation the generating function can be introduced:
F(z, t) =L Pj(t)zj
j=O
00
(zeC; lzl ~ I) (5.40)
Without giving the details of the calculations the partial differential

equation for F is:
oF(z, t)fot = k(l - z)oF(z, t)foz; F(z, 0) = Zj' (5.41)
(5.41) is a first-order linear partial differential equation with the known
solution:
F(z, t) =[I+ (z- l)exp(-kt}F•. (5.42)
Pit) can be obtained by using the formula

Pj(t) = (1/j!)o{F(O, t) (5.43)
and so
Pj(t) = ~J) exp(- jkt)(l - exp(- kt))j-j•. (5.44)
The moments are also directly obtained from the generating function:
E[l;(t)] = o 1 F(l, t) = Dexp( -kt) (5.45)

D 2 [!;(t)] = oyF(l, t) + o 1 F(l, t)- [F(l, t)F = j 0 exp(-kt)(l- exp(-kt)).
(5.46)
In words, at every time point t -F 0 the quantity of component X can be given

by a binomial distribution with expectation j 0 exp(- kt) and variance
j 0 exp(- kt) (I - exp(- kt) ). As can be seen, the expectation agrees with the
well-known deterministic solution. The two models are said to be 'consistent
in the mean' (Bartholomay, 1957).
5.3.3 Compartmental systems

Compartmental systems might be considered -from a formal point of view
- to be the analogues of isomerisation reactions. They are also quite often
used in the 'biomathematical' literature.
It is very important that stochastic models of compartmental systems are
completely solved, since by the aid of the method of generating functions the
absolute probability distribution can be expressed for every time instant as a
function of the rate constants and the initial conditions. In particular, the
state of the system is characterised by the sum of random variables having
independent multinomial distributions, which can always be determined
exactly. General compartmental systems have been solved by Siegert (1949)
and simplified by Krieger & Gans (1960) and Gans (1960). Their model was
interpreted in terms of transport among levels of internal energy. Darvey &
Staff ( 1966) interpreted the earlier results in terms of chemical reactions. The
master equation for the probability distribution function is
n n
· · (t)fdt =
dPl1h···ln ~ ~
i...J L. k 1m (J"1 + I)P.l1h···ln
. . (t)
I= lm= I (5.47)
n n
- ~ ~ k,m }·,pl1h···ln. (t) •
~ ~
I= lm= I
The multivariate generating function is defined by
F(z, t) = F(ziz2 ... z., t) =L :c
j, = 0 j, = 0
oo
L ... L
:c
j0 = 0
Pj,j, ... j.(t) nz{'.
m
I= I
(5.48)
The differential equation for F(z, t) is

n n
aF(z, t)jat = L L klm(ZI - zm)aF(z, t)jaz (5.49)
I= II= I
(with F(z, 0) = Zmj').

Equation (5.49) can be solved, and it is possible to show that F(z, t) is the
generating function of the multinomial distribution:
(5.50)
where w;(t) are time-dependent functions (0:::; w;(t) :::; 1).

The consistency in the mean can also be proved.
5.3.4 Bicomponential reactions: general remarks

The mathematical treatment of stochastic models of bicomponential reac-
tions is rather difficult. The reactions X + Y-+ Z and X + Y ¢ Z were
investigated by Renyi ( 1953) using Laplace transformation. The method of
the generating function does not operate very well in the general case, since it
leads to higher-order partial differential equations. In principle chemical
reactions can be classified according to whether the equation for the

generating function can be solved exactly or not. Methods of solution have
been developed in the last decade, but not too much can be expected from the
practical point of view in the near future. Information obtainable by
elementary methods and approximations will be illustrated by the example of
the reaction X + Y ¢ Z.
5.3.5 Chemical reaction X+ Y¢Z

5.3.5.1 The master equation
The master equation will be given. Let ~(t) be a random variable denoting the
quantity of X; D 1 , and D 3 are the (deterministic) initial conditions for X, Y
and Z; and 1.1 and A. are the 'forward' and 'backward' rate constants. Then for
=
Pj(t) &'(~(t) = j)
dPif)/dt = A.[(j + l)(D 2 - D 1 + j + l)Pj+ 1(t)- j(D 2 - D 1 + j)Pit)]
+ Jl[(D 3 + D 1 - j + l)Pj_ 1(t)- (D 3 + D 1 - j)Pit))
Pj(O) = Ojo,· (5.51)
5.3.5.2 Use of Laplace transformation

Renyi (1953) gave a recursive formula for the Laplace transform of the
distribution,
00
~(s) = f e-" Pj(t) dt, (5.52)

0
but he did not calculate the distribution Pj(t) itself.
5.3.5.3 Determination of expectation

It is sometimes sufficient in practice just to determine the expectation and
variance. Multiplying eqn (5.51) by j and summing over all possible j the
equation for the expectation can be obtained:
d/dt E(~(t)) = A.E[(D 2 - ~(t)]E[D 3 - ~(t)] - 1.1E(~(t)) + A.D 2 (~(t)). (5.53)
We see that in the equation there is a term containing the variance
D 2 [~(t)] = L (j- E[~(t)])2 Pj(t)
j
= L F Pit) - {E[~(t)]}2 (5.54)
= E[~(t) 2 )- {E[~(t)]}2.
In general the treatment of bicomponential reactions is rather difficult

because the expression for the derivatives of the moments contain the higher
moments, and so a closed system of equations cannot be set up.
Sometimes the approximation E[!;(t) 2 ] = (E[!;(t)])l is adopted. This as-
sumption is equivalent to the condition that D 2 [!;(t)] = 0 and so it corre-
sponds to the omission of the stochastic character.
If D 1 -+ oo (i.e. for large systems), then A.D 2 [!;(t)]-+ 0 and with
TJ(t) = D 2 - !;(t) and l;(t) = D 3 - l;(t), (ll(t) is the quantity of Y, l;(t) is that
of Z) we obtain
dfdt E[!;(t)] = A.E[TJ(t)]E[!;(t)] - ~E[I;(t)]. (5.55)
This equation is analogous to that for the deterministic model. Similar kinds
of equations can be derived for more general cases.
5.3.5.4 The behaviour of the reaction during the initial period of the
processes
Pj(t) can be approximated using Maclaurin series expansion:
t"
Pj(t) = L Pj"l(O)nt.
<1J
• =0 •
(5.56)
Truncating the expansion at the first term

Pj(t) = PiO) + Pj(O)t + o(t). (5.57)
Using the formula (5.57) for the initial value problem (5.51) we get
Po,-2(t) = 0 + o(t)
Po,-t(t) = o + t~D 3 + o(t)
P 0 ,(t) = I - t~ + o(t) (5.58)
Po,+ t(t) = 0 + o(t).
The procedure can also be applied in the case of nondeterministic initial
conditions. Truncating the expansion at a higher power, the distribution can
be approximated for longer time.
5.3.5.5 Determination of stationary distribution

The stationary solution can also be calculated:
(5.59)
where Pb' is a normalizing constant.
5.3.6 General equation for the generating function

From the structure of the equation (5.37) for the absolute probability
function P1 it follows immediately that the general evolution equation for the
generating function FK(z, t) is
a
at r(z, t) = L k(r)(z~< .r) -
( a)"(·,r) FK(z,
z"< .r)) az t) (5.60)
rE.!I
Here the superscript K refers again to the combinatorial model. Although

this equation is a general model, it is the main tool for obtaining exact
solutions, and that is why it is mentioned in this section on solutions.
5.3. 7 Approximations
A great amount of 'stochastic physics' investigates the approximation of
jump processes by diffusion processes, i.e. of the master equation by a
Fokker-Planck equation, since the latter is easier to solve. The rationale
behind this procedure is the fact that the usual deterministic (CCD) and
stochastic (CDS) models differ from each other in two aspects. The CDS
model offers a stochastic description with a discrete state space. In most
applications, where the number of particles is large and may approach
Avogadro's number, the discreteness should be of minor importance. Since
the ceo model adopts a continuous state-space, it is quite natural to adopt
CCS model as an approximation for fluctuations.
One of the most extensively discussed topics of the theory of stochastic
physics is whether the evolution equations of the discrete state-space
stochastic processes, i.e. the master equations of the jump processes, can be
approximated asymptotically by Fokker-Planck equations when the volume
of the system increases. We certainly do not want to deal with the details of
this problem, since the literature is comprehensive. Many opinions about this
question have been expressed in a discussion (published in Nicolis et a/.,
1984). However, some comments have to be made.
The question can be studied only in those models that contain the volume
explicitly. The original master equation works with numbers of components,
i.e. discrete valued extensive quantities. To investigate our- physically and
not mathematically motivated - problem these quantities have to be
transformed to quasicontinuous variables by dividing with the volume V.
'Quasicontinuity' means that it becomes continuous when Vtends to infinity.
The first modern treatment of the connection between the master equation
and the Fokker-Planck equation was given by van Kampen (1961) who
introduced a power series technique. He explored a systematic expansion
method in a series of papers (see van Kampen, 1981 ).
As a result of the expansion in a 'small parameter', that is generally v- 1, a
Fokker-Planck equation can be obtained approximately. From this appro-
ximation the average behaviour of the system and a Gaussian approach to
the fluctuations can be calculated. The intensive quantity (random variable)
~(t) = ~(t)/V can be set up in the form
Stochastic models Ill
~(r) = y(t) + v- 1' 2 TJ(t), (5.61)

where y(t) is the expectation of the process ~(t), and T)(t) is the stochastic
process describing the fluctuation. Motivated by equilibrium statistical
mechanics Kubo et a/. (1973) postulated that the form of the probability
distribution function P,(t) is
Px(t)= Cexp[V- 1<1>(x/V, t)]. (5.62)
This is known as Kubo Ansatz. It means that the probability distribution
function can be expressed as an exponential of some free-energy-like
potential functions.
Remarks and formulae

I. The integral form of the master equation:
d/dt Pj(t) = f{W(jil)Pit)- W(/lj)Pit)}d/ (5.63)
could be obtained in principle from microscopic models by averaging; W(jl/)

is the infinitesimal transition rate.
2. Turning from mathematics to physics, the extensivity postulate can be
applied:
W(xix') = Vw(x/Vix'JV),
i.e. the transition probability W is an extensive quantity.
3. The Kramers-Moyal-Stratonovich equation is:
_ oo (-I)"
dP,(t)/dt- -~~ n! v·- 1 ay
(a)· D.(y, t)Px(t), (5.64)
where D. is the velocity of the nth conditional moment, and the notation
=
x jjv is used.
4. The Fokker-Planck equation
(5.65)
may be derived by truncating the Kramers-Moyai-Stratonovich expansion

aftt;r the second term.
5. Other kinds of Fokker-Pianck equations can be also derived. The
continuous state-space stochastic model of a chemical reaction, which
considers the reaction as a 'diffusion process', neglects the essential discrete-
ness of the mesoscopic events. However, some shortcomings of (5.65) have
been eliminated by using a direct Fokker-Pianck equation obtained by
means of nonlinear transport theory (Grabert et a/., 1983).
6. Another approximation method for solving the discrete master equa-
tions have been suggested by Haag ( 1978). First he introduced a 'transition

=
factor' g(jil) defined by Pif) g(jil)(t)P1(t), then the master equation has
been transformed to describe the slowly varying change of these transition
factors. The main point of the procedure is again (similar to the Kubo
Ansatz) an assumption that there is a slowly varying variable (f)(j) defined by
=
the relation g(jil) exp((f)(j) - (f)(l)).
The continued fraction representation of the transition factor has been
applied for solving one-variable chemical master equations (Haag & Hiinggi,
1979, 1980). For simple birth and death processes with birth and death rate
functions \j1 and J.1 the nearest neighbour transition gj' is:
st _ psr;pst _ \jlj- I (5.66)
gj = j j- I = ('I''l'j + Jlj ) _ Jlj+ lgj+
st •
I
This relation generates the continued fraction that is, in general, infinite.
Explicit expressions were derived for the continued recursion coefficients in
terms of the elementary reaction rates. The method has also been applied for
cases when two-step jumps occur.
5.3.8 Simulation methods

As was mentioned earlier the master equation (5.37) generally cannot be
solved. To get some experience of the behaviour of chemical systems we
might do stochastic simulation experiments using Monte-Carlo techniques
(Introductions to Monte-Carlo methods are given in Hammersby & Hand-
scomb 1964, and Srejder 1965. Their applications in chemical physics are
discussed in Binder (1979.)
We shall consider two algorithms.
(l) A DDS Markov process (i.e. Markov chain) can be associated with a
CDS model, if we change the assumption (3) of Subsection 5.2.2 'by
substituting I instead of A.t, and 0 instead of o(L\t). The Markov chain
obtained by this approximation is simulated. The probability that a reaction
will proceed in a time instant is proportional to the k(r) rate constant and to
the quantities of the reactant components. Having selected a reaction, the
value of the process ~(t) is modified according to the stoichiometry. Iterating
the procedure generates a realisation of the process. (An introduction to the
use of stochastic simulation methods for chemical reactions is the paper of
Rabinovitch (1969). The idea of the algorithm just mentioned was suggested
by Lindblad & Degn (1967). We have used this algorithm: see Erdi et a/.
1973) and Sipos eta/. (l974a, 1974b).)
(2) From the theoretical point of view, it is better founded to treat the
chemical reaction as a jump process (Hars, 1976; Gillespie, 1976, 1977, 1978,
1979; Hanusse, 1973, 1980).
Based on a theorem of Doob (1953, pp. 244) we can assume that the
'waiting time' of the system in state j can be considered as an exponentially
distributed random variable, where the value of the (naturally state-

=
dependent) parameter of the exponential distribution is qj "f. 1pj1• i.e. we
take into consideration all the possible reactions, and sum the probabilities of
the reactions taking place in the interval At.
Example
For the reaction
kl kl
A+ B¢. C + D A+ C¢. B + D
k, k.
q;(t)= k 1 a(t)b(t) + k 2 c(t)d(t) + k 3 a(t)c(t) + k 4 b(t)d(t) where a(t), b(t), c(t)

and d(t) are the numbers of components A, B, C and D respectively at the
timet.
Simulation experiments are performed by determining the duration while
the system does not change its state, and then the reaction what occurs at the
end of the interval.
The steps of the algorithm

0. Set the time variable t = 0. Prescribe the initial numbers of molecules (a
deterministic set of initial conditions is assumed). Specify the elementary
reactions and their rate constants. Specify the 'stopping time'.
I. Generate two (pseudo )random numbers to select a time interval At, and
a reaction occurring at time t + ll.t.
2. Advance t by ll.t, and modify the value of the quantities of those
components which are involved in the reaction just selected. (For example, if
the reaction A + B-+ Cis selected, then a(t), b(t) and c(t) will be replaced by
a(t + ll.t) = a(t) - I, b(t + ll.t) = b(t) - I, and c(t + At) = c(t) + 1.
3. If the simulation time did not reach the stopping time, recalculate the
p~ infinitesimal probability, otherwise the simulation has been finished.
Furthermore, even if the time is less than the stopping time, but aiiJ't = 0, the
calculation is terminated. Fort< stopping time and pj1 '# 0 return to step I.
Simulation experiments with the Lotka-Volterra reaction are given (Fig.
5.2). It can be seen that even the qualitative results of the simulation can
depend primarily on the 'distance' from the equilibrium, and even on the
operation of the pseudo-random number generator. The set of realisations
can be classified:
(a) the oscillator can be 'regular', with a constant amplitude, as in the

deterministic case;
(b) fluctuations give rise to an increase of the amplitude (an 'explosion');
(c) fluctuations give rise to a damping of the oscillation;
(a) Damping oscillation (b) Sustained oscillation
Y(l( j'v-
Lb-____J
(c) Explosion (e) No oscillatory behaviour
(d) Oscillation with

alternating amplitude
Fig. 5.2 The character of the behaviour of the Lotka-Volterra system depends on the
value of rate constants, initial values, and even on the starting point of the
pseudorandom number generator.
(d) amplitudes may alternate;

(e) oscillation does not occur.
The analysis of the behaviour of the Lotka-Volterra model leads us to

investigate fluctuations near an instability point, and we return to this point
in Section 5.6.
5.4 The fluctuation-dissipation theorem of chemical kinetics

5.4.1 Stochastic reaction kinetics: 'nonequilibrium thermodynamics of state-
space'?
Our starting point is the Kramers-Moyal-Stratonovich equation (5.13).
Neglecting the higher-than-first-order conditional moments the 'drift' equ-
ation is obtained:
M
og(x, t)fot + L ofox;D) (x, t)g(x, t) = 0. (5.67)
i= I
Since g is a probability density function, and a deterministic initial

condition has been assumed, the following conditions hold:
g(x, t) ~ 0; f
-x
"'
g(x, t)dx = I; g(x, 0) = ox,(x), (5.68)
where ox 0 is the Dirac distribution. (Of course the term 'distribution' is used
in the sense of 'generalised function' and has nothing to do with 'probability
distribution'.) Considering (5.67) as a partial differential equation for the
distribution g(x, t) it can be proved:
The unique solution of (5.67) satisfying the condition (5.68) is the ox(t)
distribution, where x(t) is the solution of the initial value problem
x(t) = Dl(x(t)); x(O) = Xo. (5.69)
The statement can be proved by solving (5.67) for the function g( · ), and
taking into consideration the condition (5.68). The theoretical basis of the
procedure can be found in Hormander (1964), and the statement may be
interpreted in four different ways.
(I) The deterministic motion (i.e. the solution of the initial value problem)
can be considered as a particular stochastic process satisfying just (5.67)
and (5.68); (Lax 1966a).
(2) Starting from a stochastic model and neglecting the velocity of higher-
than-first-order moments, the (5.69) solution is obtained, which is the
deterministic motion.
(3) From a formal point of view (5.13) is analogous to the continuity
equation describing nonlinear conduction and neglecting the source

term. The motion in the state-space constituted by the components can
be interpreted as the resultant of the 'convective' and 'conductive'
motion. The deterministic model of chemical kinetics describes just the
'convective' motion in the state-space.
(4) In other words, the 'convective' motion does not modify the shape of the
density function (which characterises the state of the system), it only
shifts the 'density cloud'. The 'spreading' of the cloud is caused by the
'conductive' motion. However, in real three-dimensional space the
convective motion is not a dissipative process, i.e. it does not change
the entropy of the system, and the 'convective' motion of chemical reac-
tions is dissipative. The state-space of the chemical components, is not
isotropic, unlike mechanical state-space.
5.4.2 Fluctuation-dissipation theorem of linear nonequilibrium

thermodynamics
Since chemical reaction is considered as a stochastic process, and fur-
thermore as a 'thermodynamic' process, it is a natural question to ask what
are the counterparts of the statements of the fluctuation theory of non-
equilibrium thermodynamics. In the theory of thermodynamics the
fluctuation-dissipation theorem is associated with the observation that the
dissipative process leading to equilibrium is connected with fluctuations
around that equilibrium. This fact was pointed out in a particular case
(related to Brownian movement) by Einstein. Different representations of the
theorem exist for linear thermodynamic processes (Callen & Welton, 1951;
Greene & Callen, 1951; Kubo 1957; Lax, 1960; van Vliet & Fasset, 1965; van
Kampen, 1965.)
The time representation gives the relationship among the velocities of
conditional moments. For linear thermodynamic processes (which are
associated with diffusion processes, i.e. Dn(x, t) is nonzero for n = I, 2 only)
we get
2D2 =
aD
oa.
1 E[a.(O)a.r(t)) + E[a.(O)a.(tf] oa.1 ,
aD (5.70)
where a.(t) denotes the 'distance' of the physical quantities from equilibrium.
The time representation can be converted to a spectral representation by
the Wiener-Khintchine relation. A fundamental property of stochastic
processes a.(t) that are stationary in the broad sense is that they can be
characterised by the time correlation function:
f
0
C(•) = lim 219 a.(t)a.(t + •) dt. (5.71)

o-x
-0
The time correlation function expresses the effect of the value of the
process at t for values at t + 't. Characteristic properties of C when E[cx] = 0:
lim,C(•) = £[~ 2 ]; lim C(•) = 0. (5.72)
The correlation is maximal, if 't = 0, i.e. if cx(t) determines uniquely the

value cx(t + 't), and it is minimal when 't is much larger than the aver-
age duration of one fluctuation. Within the validity range of linear
thermodynamics
C(•) = exp[- A.-]E[cx 2 ]. (5.73)
The spectral density function of the fluctuation can be calculated from the
autocorrelation function by the Wiener-Khintchine relation (Wiener, 1930;
Khintchine, 1934). The original formulation of the theorem refers to
stationary stochastic processes; for a possible generalisation see, for example,
Lampard, 1954. The relationship connects the autocorrelation function to
the spectrum:
00
S(ro) = _!_
27t
f C(.-)cosond.- = _!_(cx
27t
)'q y(ro)
2
y(ro) + ro 2
. (5.74)
-oo
y(ro) is the Fourier transform of D 1 (x, t) (dissipation coefficient), while

(cx 2 )'q characterises the measure of equilibrium fluctuation. Applying the
Wiener-Khintchine theorem we get, from (5.74),
oc
S 2 .(ro) = 2~ f E[cx(O)cx(•)rcos.-ro.-d.- = 217tE[cx*, oo]y(;)<~ ro 2 • (5.75)

0
5.4.3 Determination of rate constants from equilibrium fluctuations:

methods of calculation
Let us consider the following problem: having measured the equilibrium
concentrations in a complex chemical reaction is it possible to determine all
the reaction rate constants of the reaction? The answer will depend on the
model used to describe the reaction, and it will be 'no' in the case of the ceo
model, and generally will be 'yes' in case of the CDS model.
Some of the possible ways to solve the problem will be shown on the
following example:
k. kJ
A+ B¢C A+ C¢B+ D. (5. 76)
kz k.
Kinetic information can be obtained from equilibrium data in CCD

models; and in CDS models from the time representation of the fluctuations
or the frequency representation of fluctuations (spectrum).
The CCD model of (5. 76) is the following system of differential equations:
a= -k.ab + k2c- k3ac + k4bd i: = k 1ab- k 2c- k 3ac + k 4bd
b = -k 1ah + k 2c + k 3ac- k 4bd d= k 3 ac - k 4 bd.
(5.77)
Knowing the equilibrium value (a*, b*, c*, d*) of the concentrations, k 1 /k 2
and k 3 /k 4 can be determined:
(5.78)
Not more than M (the number of components) reaction rate constants can be
expressed by the equilibrium concentrations and by the other reaction rate
constants, even in the most favourable case. (The maximal number of
reaction rate constants in a chemical reaction is N(N + I), where N is the
number of different reactant and product complexes.)
The CDS model considers the equilibrium as a stationary stochastic
process. Information on stationary stochastic processes can be obtained
from the equilibrium distribution or from the realisations.
The equilibrium distribution characterises (but not uniquely) the equili-
brium fluctuations. In a closed compartmental system, M- I functions of
the reaction rate constants can be determined. It may be guessed that not
more than M functions of the rate constants can be determined also in the
general case.
It is also possible to analyse the realisations using the method of waiting
times. This method is based on the theorem of Doob mentioned earlier. The
time spent in the statej is an exponentially distributed random variable with
parameter qj, where I - q/lt + o(At) is the probability of the event that no
reaction will take place in the interval (t, t + At). In the case of the reaction
(5.76):
(5.79)
As the expected value of an exponentially distributed random variable with
parameter A. is I /A., and the arithmetic mean is the unbiased estimator of the
expected value, therefore 1/qj may be estimated for all such j that appear
among the concentration vectors measured in equilibrium. Making the
supposition - that is not well-founded statistically - that when 1/qj is
estimated qj may be estimated, a satisfactory number of independent
functions of the reaction rate constants can be determined. Let us suppose
the equilibrium valuesj; = (a;. b;, c;, d;) have been measured (i = I, 2, 3, 4) in
reaction (5.76). Then the following functions of the reaction rate constants
can be estimated:
k•a•h• + k2c1 + k3a1c1 + k 4 h 1d 1, k 1a 3h3 + k 2c3 + k 3a 3c 3 + k 4 b3d3,
k1a2h2 + k2c2 + k3a2c2 + k4b 2d 2, k 1 a 4 b4 + k 2c4 + k 3 a 4 c4 + k 4 b4 d4 .
(5.80)
As these functions are linearly independent (in the ks) when the j;s are
appropriate, therefore all the four reaction rate constants can be determined.
The method of jumps makes possible a statistically well-founded analysis
of the realisations (Billingsley, 1974). The procedure is as follows: examine
how many transitions have taken place from state j to states j + (- I, - I, I,
O),j+(l,l, -I,O),j+(-1,1, -l,l)andj+(l, -1,1, -1). Relative
frequencies of the transitions give an estimation of the probabilities
(5.81)
It is not clear for the time being- from the point of view of statistics-
how to extend the methods of waiting times and jumps when errors of
measurement are also taken into account.
The spectrum of the fluctuations also contains useful information on the
kinetics of the reaction. Quantities of some of 'the components and some
functions of' the reaction rate constants can be calculated from the spectrum.
k
For the reaction X ::i: Y the spectrum is
k,
S( ) = 4(k 1 + k 2 )- 1j*(l - j*/N) (5.82)
v I + [21tv(k 1 + k 2 ) 1)2
Here N is the total quantity of the components and j* is the equilibrium
quantity of the component X (Feher & Weismann, 1973).
Noise analysis, in particular the evaluation of experimental spectra, has
been extensively used for interpreting the kinetics of transport processes in
membranes. (See, for example Frehland (1982) and Section 5.5 ofthis book.)
In Chapter 7 an example will be given of how to use stochastic kinetics to
obtain stoichiometric and kinetic information referring to the transmitter-
receptor interaction at the surface of the postsynaptic membrane of nerve
and muscle cells.
Experimental methods that may be used in applications of the
fluctuation-dissipation theorem of chemical kinetics will be mentioned in
Subsection 5.5.4.
5.5 Small systems

It was mentioned earlier, in Subsection 5.1.2, that in small systems the
continuous state deterministic model is not relevant, since the notion of
concentration is meaningless. Furthermore, stochastic phenomena are not
superimposed on certain deterministic processes, but they constitute the very
phenomena themselves.
5.5.1 Enzyme kinetics

Aninyi & T6th (1977) have investigated the Michaelis-Menten reaction
<I y
E+S"¢-C-+E+P (5.83)
p
in small systems. They considered a cell compartment of sufficiently small

volume that contains only one enzyme molecule and several substrate
molecules. The CDS model of (5.83) was studied with the initial condition
e(O) = I, where e is the quantity of the E enzyme molecule.
The master equation is
dfdt P.,(t) = ~(2- e)P.- 1.,- 1(t) + y(2- e)P.- 1.,(t)
+ ex(e + l)(s + l)P.+ l.s+ 1(t)- [exes+(~+ y)(l - e)]P.,(t)
(5.84)
withe= 0, I; P.,(t) = 0, if e < 0, e > I, s < 0 or s > s 0 - I + e, where s 0 is
the initial number of substrate molecules S: s(O) = s0 .
The evolution equation for the generating function would be of the second
order. However, introducing the marginal generating function
s0 I+ e
=
-
F.(z, t) L z' P.,(t) (e = 0, I) (5.85)

s=O
we get
0 0
ofot F.(z, t) = ex(e + I) ot F.+ I (z, t) - exez ot F.(z, t)
- (~ + y)(l -e)F.(z, t) (5.86)
+ (~ + y)z(2- e)F._ 1(z, t) (e = 0, 1).
The solution of this equation is (Aninyi, 1976):
rexp[-~/ex(z-
F0 (z, t) =
+
+
r :z:
f.L., fL.,
l)exp(-yt)
~exp(-(ex + y)t)
r<•l [y - (y + A.l"l)z]q. exp(J..\•l)
(5.87)
I J..(•J
_ I
(5.87)
i= In =0 1
F 1 (z, t) = r<-•> - r exp[- ~/ex(z- I) exp(- yt)

(5.88)
-f. f
L.. L.,
r<•>[Y- (y + A.\"l)z]q•+texp(J..\•>t)
i _ J..(•J I '
i= In= 0 1
nwhere A.; =I= Y; and

_ (A.\">) 2 + (ex+ ~ + y)A.\">) + exy
q. = ex(y + J..~•l) (i = I, 2).
r, rand r can be determined from the

F.(l, t) + F 2 (l, t) =I; F0 (z, 0) = 0; F 1 (z, 0) = z0 (Az)
boundary and initial conditions.
Assuming that the solutions F.(z, t) are true generating functions, i.e. they
are polynomials of finite degree in z, it can be shown that the summation,
contains a finite number of terms only, and r = = 0. The q.s are integers, r
0 ~ q. < S 0 - 1, (q. = n), and the A.s are the roots of the equations
1.. 2 + [~ + cx(n + 1) + y]A. + cxy(n + 1) = 0; (n = 0, 1, ... S 0 - 1).
All the A.s are different negative real numbers.
The absolute probabilities can be calculated from the generating function,
and they appear as finite sums of exponential functions.
The CDS and CCD models of Subsection 4.1.1 have been compared. The
deterministic value always evolves above the expectation, and their dif-
ferences can be 20-30% of the former (see Fig. 5.3).
(a)
E, S
1.0
(b)
E, S
1.0
\
0.5 \
\ ·,
' ·,·,E(~)
......
0 1'-.2345678
--·-
-0.2~ ~
E(t;)- D(s)
0123456789
Time
Fig. 5.3 Time course of the Michaelis-Menten reaction. k 1 = k_r= k 2 = I. Deter-
ministic solution ([£], [S]) and stochastic expected values (£@, E(t;>) are compared
(a). The stochastic expected value £(~) is plotted together with its variance (b).
5.5.2 Ligand migration in hiomolecules

The binding of ligands to proteins can be typically treated by CDS models,
see, for example, Alberding eta/. ( 1978). In particular consider the binding of
carbon monoxide to myoglobin where the ligand CO may encounter four
potential barriers. The random variable ~L(t) denotes the number of ligands
in well L in a given biomolecule with L = I, 2, ... Lmax· (in this example

Lmax = 4). The transition from stage L to K is proportional to the number XL.
(XL is the value of ~L(t)). The binding is so tight that well I acts as a trap, and
so transitions from well I can be neglected. The first ligand to occupy well I
blocks further transitions.
Adopting a Markovian approach to ligand migration the system is
characterised by a distribution function P(~L(t) =XL; A) (L = I, ... , Lmax).
where A denotes such parameters as temperature, pressure, pH and ligand
concentration.
Using the abbreviation X= (Xi, ... , XLm.J the stochastic evolution
equation is
iJP(X,t) _ Lmax Lmax ,
a - I I (XL+ I)yKLP(XL + 1, xK- 1, x)
f L=2K=2
Lm••
+ L (XL+ l)ysLP(XL + I, X')
L=2
L#K
Lmax Lmax Lmax
+ L PLP(XL- I, X')- L L XLyKLP(X)
L=2 L=2K=2
L#K (5.89)
Lmax Lm.u
- L XLYsLP(X)- L PLP(X)
L=2 L=2
Lmax
+ I (XL+ I)y,Lox,.,P(XL + 1, xi- 1, X')
L=2
Lmax
- L XLYlLOx,.oP(X).
L=2
Here X' is the reduced vector derived from X by removal of the explicitly
written components. YKv YsL and PL are rate parameters, S refers to the
solvent, t and A are omitted for the sake of brevity. Using again the
multivariate generating function (5.48), F is in the form:
F(z,, ...• ZLmax; t, A):=

I
L L ... L
X 1 =OX2 =0
oo oo
XLmax""o
P(X; t, A) n z[L.
Lmu
L= I
(5.90)
The evolution equation for F is
Lmax Lmax oF
iJF(z, t; A)jot = L PL(zL-
L=2
l)F + L YsL(l
L=2
- zL)"JZ
L
Lmax Lmax oF
+ L"J;2K"J;2 YKL(zK- zL) iJzL
Lmax
+ L ... L L y,d(XL + l)Ox,.lP(XL + I, xi - I, X')
X1 XLmax L = 2
- XLOx,.oP(X)] n z{
Lmax
I= I
1• (5.91)
Before solving the equation we have to mention an experimental observation

done by optical absorption measurements, which measures an average over a
very large number of biomolecules:
(5.92)
From (5.90) and (5.92)

N•• p(t, A) = F(O, I, ... , I; t, A), (5.93)
To solve (5.90) analytically for F(O, I, ... , I; t, A) with the initial distribution
P(X, t = 0, A) we need the 'phenomenological coefficient' matrix:
(5.94)
Lmu
MKK = YsK- L YLK((~L(t))), (5.95)

L,.l
L,.K
where the (~K(t)) bracket denotes the average occupation number in well K
at time t. The calculated value of N.,P(t, A) is
Ncxp(l, A)
= exp { -llbll- 1 :~: ~L(A>[:~>K 1 BKL(exp llKt- l)bK 1 + B 1Lb11 r]}
:X: :X:
* L ... L P(O, x2, ... , XLmax; t = 0, A) (5.96)

X.z = I XLmax =1
)I {I - llbll- 1 :~~ BKLbK expll~rL

1
Here bK = (bK 1 , ••• , bKL ) are the eigenvectors of M with corresponding

eigenvalue IlK• B is the c~"factor matrix of eigenvectors, and II b II denotes the
determinant of b.
Experiments suggested that the deterministic and stochastic approaches
give different results when the probability of finding more than one ligand
bound to a given biomolecule cannot be neglected, even if we accept that
continuous deterministic models might be defined for small systems.
5.5.3 Membrane noise

Electrical noise in biological membrane systems is explained in terms of
opening and closing of ionic channels (for two useful review see De Felice
( 1981) and Frehland (1982)). The qualitative behaviour of membrane
activity strongly depends on the density ofmembrane channels (Holden, 1981;
Holden & Yoda 1981). Integrating numerically the celebrated Hodgkin-
Huxley equations (Hodgkin & Huxley, 1952) it was demonstrated that the
number of channels is a bifurcation parameter. The fact that channel
numbers can be less than 104 and channel density can be as low as I J.lm- 2
implies the adequacy of using stochastic methods for describing membrane
kinetics. The ionic transport system is thought to consist of a number NP of
identical channels. According to the basic assumption the measured current
is proportional to the number of channels being in conducting 'open' state.
The measured current J(t) as a random variable is given:
J(t) := Npj 5 P 1 (t) = j 5 Nt(t) (5.97)
where } is the current through a single open channel, P 1 (t) is the probability
5
that one channel is in the open state. Current fluctuations occur because of
the fluctuation in the number of open channels N 1 (t)
The variance crf is given by
crf = (} 5 ) 2NpPf(I - Pf), (5.98)
where Pf = lim P 1 (t).
r~x
The kinetic model adopted by Hill & Chen ( 1972), (but see Chen, 1978),
assumed that the channels are independent and that each one consists of x
independent subunits. Each subunit can be in either one of two configura-
tions. The state of the channel is given by the number of subunits in a
particular configuration. A channel is thought to be nonconducting unless all
x subunits are in the appropriate configuration. For the particular case of
x = 2; the kinetic scheme is
rm~rn~rn
(5.99)
P0 P1 P2
where [1] denotes a channel in which j of the subunits are in adequate
configuration, pj is the fraction of M such channels in that state. At
equilibrium
N]. = Mp~ = M[cx/(cx + ~)]2 =Mn~
N 0 = Mp"• = M[~/(cx + ~)]2 =M(l - nx) 2 (5.100)
Nr = Mp; = M[2cx~/(cx + ~)2] =M2nx(l - nx).
Often the current spectrum is measured. Theoretically, the spectrum of
'component' fluctuation is
S(ro) = 8Mn~(l- nx>[l +n~ 2 , 2 + 4 1+-ro~~ 2 l (5.101)
The current spectrum S1(w) can be associated to S(ro) by the relation

(5.102)
where gK is the conductivity of an open (potassium) channel, Vis the actual
potential, EK is the equilibrium potential for K+.
More complex models exist to describe different types of membrane noise.
Noise analysis is a method of differentiating between concurrent transport

mechanisms (Fig. 5.4). A particular problem, transmitter-induced membrane
noise, will be studied in Chapter 7.
Assumed transport Formal chemical

mechanism reaction
Kolmogorov equations
Correlation function
Calculated
noise spectrum
no
Noise analysis cannot provide

sufficient information to reject the yes
mechanism assumed; if you have
another assumption. repeat the
calculation
Fig. 5.4 Scheme of an algorithm to differentiate among mechanisms of membrane

transport processes.
5.5.4 Kinetic examinations of fast reactions

It was seen earlier (Subsection 5.4.3) that at least the 'spirit' of the
fluctuation-dissipation theorem can be utilised in chemical kinetics, since
rate constants can be evaluated from equilibrium fluctuation measurements.
According to the classical approach of experimental reaction kinetics, the
reagents have to be mixed, then the temporal changes of the components
have to be followed. The classical methods are not appropriate for the study
of fast reactions, since the reaction is much more rapid than the mixing.
The relaxation method is an important technique for obtaining rapid

kinetic measurements in solution (e.g. Eigen & De Mayer, 1963). According
to this technique the chemical and physical equilibrium is disturbed by
perturbing the system with a jump in an intensive variable (such as
temperature, pressure or concentration). Certain functions of the rate
constants can be determined by the process relaxing to a new equilibrium.
The relaxation technique is very useful, though its theoretical foundations
are not completely well-established. First, the perturbation disturbs the
physical as well as the chemical equilibrium; the common treatment of
physical and chemical relaxation processes - mostly with deterministic
models- is difficult (see Czerlinski, 1966; Pecht & Riegler, 1977). Though it
is ingenious, the method offered by Hayman (1971), according to which the
volume and the entropy are interpreted as 'chemical components', and their
change is considered as a formal chemical reaction, it cannot qualify as the
final solution of the problems. Second, there are opposing requirements for the
size of the concentration change due to the perturbation: it has to be small
enough to allow the use of the linear equation, but it also has to be large
enough to justify the neglect of fluctuations.
From the theoretical point of view measurements based on fluctuation
phenomena are better, since the equilibrium fluctuation may be interpreted
as spontaneous perturbation and relaxation. Consequently, kinetic informa-
tion is available without perturbing the system externally. In practice,
chemical fluctuation measurements refer to small systems, therefore the
problem is discussed in this section. Fluctuation measurements can be
classified as follows (Romine 1976): indirect measurements, and direct
measurements, which may be based on the time representation of fluctua-
tions, or the frequency representations of fluctuations.
The indirect measurements are derived from static not kinetic measure-
ments, where the effect of chemical fluctuations appears as a disturbance. It is
well-known (e.g. Gordon, 1969) that the connection between the function
describing the shape of the spectrum line and the associated physical quantity
is
I
X
/(ro) = l/27t exp(iro•)C('t)d't, (5.1 03)

-x
where the physical quantity is considered as a stationary stochastic process
ex(t) with a correlation function c('t). ex can be the magnetic momentum of the
spin, or the dipole moment of a molecule. ex might be a function of
temperature T, pressure, P, and chemical composition, c; (the function is
denoted by &). The effect of fluctuation of these intensive variables and of
time:
dex = (iJ&jiJp) dp + (iJ&jiJT) dT + ;~1 (~~)de; + (iJ&jiJt) dt. (5.1 04)

& is considered as a stationary stochastic process, and so the derivatives are

taken in some stochastic sense. It is a problem to separate the effect of the
component fluctuation from those resulting from temperature and pressure
fluctuations. Another, finer problem is the decomposition of the effect of
component fluctuation on 'diffusion' and 'reaction' terms. Extensively used
measurement procedures are based on the line broadening of nuclear
magnetic resonance peaks (e.g. Bradley, 1975); however, the area of
application is limited.
Another indirect method is based on the light-scattering analysis of
chemically reactive solutions (when Cl is taken as the relative permittivity).
The fluctuation of the relative permittivity reflects the fluctuation of the
quantities of the components (at least when the polarisability of the reagent
and product molecules differs). Sometimes a rough approach is adopted,
according to which temperature and pressure fluctuations can be neglected
(Berne, eta/., 1968). The broadening of the Rayleigh component of scattered
light has been analysed by the methods of conventional linear none-
quilibrium thermodynamics (Blum & Salsburg, 1968, 1969). They pointed
out that in the limit of zero scattering angle the (spatial gradient-dependent)
transport processes do not contribute to the line broadening. They consider-
ed at how small an angle the measurements have to be obtained. Other
applications are by Yeh & Keeler (1969, 1970), who determined certain
functions of rate constants of dissociation reactions taking place in 0.1-1 M
electrolytes and of conformation reactions of macromolecules. The con-
formation change of DNA has been investigated by Simon (1971). The
results of these measurements sometimes gave relaxation time with a 10- 8 s
order of magnitude. The modern theory· of light scattering, and its kinetic
and biological applications are surveyed in the book of Berne & Pecora
(1976).
The direct measurement of fluctuations seems to be feasible, given current
and anticipated measurement techniques. The measurement of optically
active systems is particularly favourable, since laser-based absorbance
measurements, fluorescence spectroscopy, circular dichroism, rotary disper-
sion and Raman spectroscopy are all avariable.
Conductance measurements have also been used in electrolytes for
determination of composition fluctuation. Most of the techniques mentioned
above are appropriate to investigate both the time, and spectral, representa-
tion of fluctuations. The scope, and limits of, the experimental techniques for
determining the composition fluctuation was analysed by Magde ( 1977).
The representation of fluctuations connected with fluorescence correlation
spectroscopy has been adopted for the study of the reversible binding of
ethidium bromide to DNA. The reaction has biological significance in
connection with the discovery of the transcriptive mechanism of the genetic
code, since ethidium bromide inhibits nucleic acid synthesis. The DNA-
ethidium bromide complex is strongly fluorescent, its fluorescent quantum
yield is 20 times larger than that of pure ethidium bromide. A single-step

reversible bimolecular reaction scheme can be associated with a lumped
model of the reaction. The rate constants have been determined from the
time correlation function and the expectation of the quantity of DNA.
An example of direct measurements based on the frequency representation
of fluctuation is the study of the association-dissociation reaction of BeS04
in a 0.03 M solution, with conductance measurements (Feher & Weismann,
1973). It is particularly interesting that they could increase the ratio of the
reaction noise to Johnson noise of the circuit, since the former is a quadratic
function of the applied direct voltage, while the latter is independent of the
voltage.
Though modern experimental techniques are appropriate for fluctuation
measurements, the specific examination of the fluctuation phenomena due to
chemical reaction is still rather difficult.
5.6 Fluctuations near instability points

5.6.1 An example of the importance offluctuations
).
A+ X -+2X
11 (5.105)
X-+0,
where A is the external and X the internal component, and 0 is the zero
complex. This reaction can be associated with a simple birth-death process.
The deterministic model is the following:
dx(t)/dt = (A.- jl}x(t); x(O) = x0 • (5.106)
(Here A.= A.[A].) The solution is
x(t) = x 0 exp(A. - jl}t. (5.107)
If A. > jl, i.e. the birth rate constant is greater than the death rate constant, x
is an exponentially increasing function of the time. If A. < jl, x decreases
exponentially. For the case of A.= ll
x(t) = x0 . (5.108)
The stochastic model of the reaction is
dPk(t)/dt = -k(A. + !l)Pk(t) + A.(k- 1)Pk_ 1(t) + !l(k + I)Pk+ 1(1)
Pk(O) = okx.; k = I, 2, ... N. (5.109)
There are two consequences of the model:
(1) the expectation coincides with the process coming from the deterministic
theory, i.e.
E[~(t)] = x 0 exp(A. - ll)t, (5.ll0)

which in case of A. = ll reduces to the form
E[~(t)] = X0. (5.lll)
(2) the variance of the process is
D 2 [~(t)] = (A.+ ll)t. (5.ll2)
For the case of A.= ll
D 2 [~(t)] = 2A.t, (5.113)
i.e. progressing with time, larger and larger fluctuations around the
expectation occur (Fig. 5.5).
E[l;(t)] ± D[l;(t)]:_. _ _ _ _ _
E[l;(t)]:------
-·-
,..,..... .,.,.
...-· --·-· ..--·---·
Fig. 5.5 Amplification of fluctuations might imply instability.
It is quite obvious that in this situation it is very important to take the

fluctuations into consideration. Such kinds of formal reactions are used to
describe the chain reactions in nuclear reactors (e.g. Williams, 1974). In this
context it is clear that the fluctuations have to be limited, since they could
imply undesirable instability phenomena.
5.6.2 Stochastic Lotka- Volterra model

Let us consider the (irreversible) Lotka-Volterra reaction:
k,
A+ X-+2X
k,
X+ Y-+2Y (5.114)
k,
y -+0.
Here X, Yare internal and A external components, and 0 is the zero complex.
The deterministic kinetic equation is
dx(t)/dt = k 1 ax(t)- k 2 x(t)y(t)
dy(t)fdt = k 2 x(t)y(t) - k 3 y(t). (5.ll5)
The equation (5.115) has one trivial (x~1 = y~1 = 0) and one nontrivial
stationary solution:
(5.116)
According to linear stability analysis the trivial stationary point is an
unstable saddle point, while the nontrivial stationary point is a marginally
stable centre.
The Lotka-Volterra system exhibits undamped oscillation, and the ampli-
tude of the oscillation is determined by the initial values (and not by the
structure of the system). The equation of the trajectory is
x +y - x 0 In x - y 0 In y - H = 0, (5.117)
where H is the integration constant that is determined by the initial value.
The stochastic version of the Lotka-Volterra model leads to qualitatively
different results from the deterministic approach. The master equation is
dP,,.(t)/dt = - (k 1 xa + k 2 xy + k 3 y)Pxy(t) + k 1 (x - I )aPx _ 1.,.(t)
+ k 2 (x + l)(y- l)Pn 1.y- 1(t) + k 3 (y + l)P,_,.+ 1(t). (5.118)
It can be shown (Reddy, 1975) that
P~~.:= &'(~ 1 = 0, ~2 = 0) = I, (5.119)

i.e. the absorbing state x = 0, y = 0 is the only stationary state. This result is
different from that obtained from the deterministic model.
Similar results were given by Keizer (1976). However, he also demon-
strated that the fluctuations might be bounded, if fluctuations for the external
components (including the zero complex) are also allowed. Possible
behaviours of the realisations were demonstrated by simulation methods
(Fig. 5.2).
5.6.3 Stochastic Brusselator model

The Brusselator model (Prigogine & Lefever, 1968) is a formal reaction
scheme:
k,
A-+X
k,
B+X-+Y+C
k, (5.120)
2X+ Y-+3X
k.
X-+E,
that has a deterministic kinetic equation:
dx(t)fdt = k 1 a- k 2 hx(t) + k 3 x 2 (t)y(t)- k 4 x(t)
(5.121)
dy(t)/dt = k 2 hx(t) - k 3 x 2 (t)y(t).
Introducing the dimension-free variables
X=
- yk;.x,
{k; y- {k;
= yk;.y,
and the parameters
A= (kta)/k 4 jk 3 /k 4 , B = (k 2 /k 4 )h,
the following system of differential equations is obtained:
dXfd• =A- BX+ X 2 Y- X
dYfd• = BX- X 2 Y. (5.122)
Equation (5.122) has one stationary solution:
X 0 = A, Y 0 = B/A. (5.123)
The necessary and sufficient condition of the stability of the stationary point
is B < I + A 2 • It can be shown for this system that an unstable stationary
point implies a limit cycle.
·stationary and time-dependent solutions of the master equation of the
Brusselator have been approximately established by Turner ( 1979). The main
point of his procedure is that the stationary solution of the master equation
can be seen as a time average over a period of the limit cycle of Pn(t), the
time-dependent solution. Some illustrative results of the symmetry-breaking
bifurcations in the stochastic Brusselator model are shown in Fig. 5.6 (after
Nicolis, 1984).
5.6.4 The Sch/ogl model of second-order phase transition

Chemical reaction models of 'phase transition-like' phenomena have exten-
sively been studied. Schlogl's model (1972) of the second-order phase
transition is
k~
A+ X~2X
k~
(5.124)
log P (b) c)
(a) y
X
y
X "'(X,, Y,)
Fig. 5.6 Transition to a limit cycle in a two-variables stochastic model: (a) For
A. < A.,, there is only one stationary distribution of probability P, peaking on the
stable steady state (x,, y,); For A. > A.c, there is a family of time-periodic distributions
(differing by a phase), peaking on the stable limit cycle solution (x,(t), y,(t)).
Here A, B and C are external components, and X is the single internal

component. The deterministic model is
dx(t)Jdt =- x2 + (l - ~)x + y,
=
setting knA1 I; kl = = =
I; ~ k;[B]; y k2[C]. The stationary value of x
will be denoted by X 00 •
The two 'phases' are represented by the cases whether x differs from 0 or
not. y > 0 implies X 00 > 0, therefore 'phase transition' does not occur. For
y=O
_{I - ~.
Xoo - 0,
if ~ <
if~> 1.
I
It means that for ~ < I the stationary concentration is finite. A change in ~
could lead to a 'phase-transition'. The analogy with the most frequently
investigated second-order phase transition phenomena, namely to the
behaviour of ferromagnetic materials, is trivially demonstrated by making
the following correspondences:
Xx +-+M; y+-+ H; ~+-+ TJTc
where M is the magnetisation, H is the magnetic field, T is the absolute

temperature and T,. is the critical temperature.
What follows from the stochastic analysis of the system? In the case of
y = 0 the only stationary state, analogously to the Lotka-Volterra case, is
the absorbing state 0, i.e.
P,(oo) =&I(~= 0) = I. (5.125)
This result is different from that obtained based on the deterministic model.
Oppenheim et a/. (1977) attempted to resolve this contradiction (but see
Horsthemke & Brenig, 1971 ). They restricted the state-space by making
0.75
0.5
0.25
n
0.25 0.5 0.75
P=1~T=Tc
Fig. 5.7 Second-order transition in the deterministic (Schlogl) model.
x = 1 a reflecting state and introduced the concept of quasistationary state.

The starting points of their analysis are:
(a) in the case ofmultistationarity in a deterministic model it depends on the

initial value which stationary state will be realised;
(b) the stationary distribution of the master equation does not depend on the
initial distribution;
(c) the temporal change of the distribution depends on the initial
distribution;
(d) the time course of the reaction can be characterised by two separable
time scales: the quasistationary states which are associated with the
deterministic solution in the thermodynamic limit are realised much
more rapidly than the states of the stationary distribution.
Though (a)-(d) are not generally fulfilled, e.g. the range of validity of(b) is
definitely narrow ('ergodicity') in the case of y = 0 they hold. The temporal
change of the shape of the distribution and the relaxation times are visualised
in Fig. 5.8.
Initial distribution T = O(N") Quasistationary T = O(e•) Equilibrium
P.:.:U_ p:.:.u p:lL

t = 0 distribution distribution
0 (1 - ~) 0 (1 - ~) 0 (1- ~)
n n n
Fig. 5.8 Relaxation of distribution function Pn(t) from initial state to final state via
quasistationary state.
5.6.5 The Schlogl model offirst-order phase transition

The Schlogl model of the first-order phase transition is given by the reaction
k:
A+ 2X~3X
(5.126)
A, Band Care external components, X is the only internal component. With

the notation
a= (kt/k!)[A]; k =(k;/k!)[B]; b =(k2/k!)[C],
the deterministic model is
dx(t)/dt = x 3 - ax 2 + kx - b =R(x).
Under the circumstances a > 0, k > 0 and b > 0 and the polynomial R(x) has
three real, positive roots if
R (a- (a 2 -
3
3k) 112) ~ 0 and R (a - (a 2 -
3
3k) 112) ~ 0
R has a triple root, if k =am and b = a 3 /27. The phases are represented by
the stationary points. The triple root might be associated with the 'critical
point'.
Since the constitutive equation of the ':'an der Waals gases is also a third
order polynomial, R(x) can be associated with the equation
p _ RT _ a 1 + a2
-y V2 V3
by making the following correspondences:

x+-+ v-•; k+-+RT; b+-+p,
where V is the volume, p is the pressure and T is the temperature.
Stochastic analysis of this model has been reported many times in different
contexts. Janssen (1974) calculated the stationary distribution:
_ I b Tin (i- l)(i- 2)a + b
pn- p 0 fifki= 2 (i- l)(i- 2) + k (5.127)
This is not the only example dealing with the role of fluctuations in general,
and in the vicinity of bifurcation points, specifically.
Based on the approximative calculations of Nitzan et a/. (l974a) it was
suggested that the stationary distribution can be multimodal, and the
location of the maxima can be associated with the stable stationary points of
the deterministic model, and the minimum corresponds to the unstable
stationary point. This result does not hold for small systems; and the
question ofmultimodality will be discussed in Subsection 5.7.4. Matheson et
a/. (1975) obtained a qualitatively similar result, they also estimated the
relaxation time of the process from the quasistationary state. Nicolis &
Turner (1977) calculated the variance at the critical point and in its vicinity.
Under and beyond the critical point the variance is a linear function of the
volume, but at the critical point it shows a stronger volume-dependence:
lim cr 2 ( oo) = const. V 312 + o( V).
v-oo
N-oo
N/V-consl.
This result shows that the formulae (5.1) and (5.2), which suggest that the
fluctuations are insignificant for large systems, are not always valid.
Further remarks
Gillespie (1979, 1980) has emphasised the possibility of using stochastic
simulation methods for identifying the quasistable stationary states and
calculating the associated mean transition times, mean fluctuation periods,
and effective fluctuation ranges.
It was argued (Horsthemke & Brenig, 1971; Blomberg, 1981; Haenggi et
a/., 1984) that the nonlinear Fokker-Planck equations (derived in a slightly
different way) also operate correctly in the critical point.
Related questions in connection with stochastic bistable systems are
discussed in Subsection 5.6.6.
5.6.6 Stochastic theory of bistable reactions

I. The motivation for studying bistable reaction systems came from two
different directions. First, a model of a Brownian particle moving in a
potential well was adopted by Kramers (1940) to reformulate the diffusion

model of the chemical reactions at the microscopic level. Microscopic models
of chemical reactions are beyond the scope of this book. From a more
general point of view it is interesting that Fokker-Pianck equations in a
double well potential are widely used to describe phase transition phenomena
(see van Kampen, 1981, VIII. 7 and X1.6). Exact solutions for diffusion in
bistable potentials in the case of particular potential functions have been
given (Hongler, 1979a, 1982; Hongler & Zheng, 1982, 1983). Second,
multistationarity has been demonstrated experimentally in continuous
stirred tank reactors, as was mentioned earlier in Subsection 4.4.2.
2. The estimation of relaxation times from the Fokker-Planck equations
was discussed by Matsuno eta/. (1978). A Fokker-Pianck equation can be
written as
a a az
atP(x, t) =- ax[A(x)P(x, t)] + (I/2V) axz [B(x)P(x, t)]. (5.128)
The stationary distribution is

P 51 (x) = (K/B(x))exp[- VU(x)],
where K is a normalisation constant and
X
U(x) = -2 f[A(x')/B(x')]dx',
0
In the physical literature, adopting the Landau-Ginzburg picture, U is often

referred to as the 'free energy'. In the chemical context it is better to use the
term 'free-energy-like'. The stationary states of the system occur at the
extrema of U(x). Metastable states can be identified with local minima. The
relaxation time of the process leading from metastable to stable state is
estimated as
.\'11 X
'"' = 2 V f exp[VU(x)] dx f 1/B( y){exp[- VU( y)]} dy (5.129)

-""
where x. and xm are neighbouring unstable and metastable states. It can be
seen that the relaxation time is exponentially dependent on the volume. By
evaluating the integrals the relaxation time is estimated as
'tm ~ const.exp[V(U(x.)- U(xm))].
This formula shows not only the exponential dependence of the relaxation
time on the system size, but also the effect of the height of the potential
barrier ( U(x.) - U(xm)).
3. Estimation of relaxation times from the master equation using spectral
analysis of the coefficients matrix was used by Dambrine & Moreau (1981a,
b) for a chemical system having a finite state-space. The reaction
X+ Y~2X, X~Y (5.130)

obeys the master equation with the following transition probabilities:
~ = o, if IJ- II ;?; 2,
Pli+ 1 = ct)(N- J)
k - •
Pj-l.j- C2)
p'ff = (c 1 j(N- j) + c2j).

Here, c 1 and c 2 are constants determined by the rate constants, N is the total
number of molecules. Exact bounds for the first two nontrivial eigenvalues of
the coefficient matrix were given as:
IA2I- 2 = 't2 4i IAtl-' = 'tt
In thermodynamic limit 't 1 "' (D(exp(CN)) and (D(l) < 't 2 < (D(ln N).
Remark
The method has also been extended to infinite state-space models by Borgis
& Moreau (l984a) who studied the reaction A -+ X, A + X-+ 2X,
A + 2X-+ 3X. The coefficient matrix of the master equation is a tridiagonal
infinite matrix. The eigenvalues and eigenvectors of this matrix are the limits
of eigenvalues and eigenvectors of truncated matrices obtained by introduc-
ing a reflexing state for X= N where N is the number of molecules at which
the system is truncated.
4. A scaling theory of transient phenomena near an instability point has
been formulated by Suzuki (1976a, b, 1980, 1981, 1984). The theory is based
on a generalised scale transformation of time and equivalently on a nonlinear
transformation of stochastic variables. The whole range of time is divided
into three regions, namely the initial, scaling and final regimes (Fig. 5.9). He
Fig. 5.9 Illustration of macroscopic enhancement of fluctuation from the initially

microscopic one. Fluctuations in the initial and final regime can be well described by
Gaussian approximation. In the transient regime fluctuation enhances macroscopi-
cally, as can be calculated based on a generalised scale transformation of time.
(a) Initial regime. (b) Scaling regime. (c) Final regime.
o•[J(t)J ,,
/ ' /(t)
--
t
Fig. 5.10 Anomalous fluctuation near the instability point: J(t) denotes the most
probable path or deterministic motion y(t) and D 2 [y(t)) is the variance of the order
parameter.
calculated that the fluctuation becomes anomalously large in the scaling

regime (Fig. 5.10).
5. Stochastic bifurcation problems in chemical systems have been analysed
by Lemarchand ( 1980). He proposed a systematic expansion of the free-
energy-like quantity ('stochastic potential') in powers of v- 1 :
(5.131)
to obtain the stationary distribution as well as the time-dependent evolution
near the maximum of the probability distribution. (Some further readings
are: Lemarchand & Fraikin, 1984; Fraikin, 1984; Walgraef eta/., 1982).
The expansion of <I> around an extremum is expressed in the representation
provided by the eigenfunctions of the linear stability operator. General
expressions of the successive derivatives are obtained independently of the
nature of the bifurcation. The method has been extended to describe the
effect of inhomogeneous fluctuations as well as in reaction diffusion systems
(Fraikin & Lemarchand, 1985).
5. 7 Stationary distributions: uni- versus bimodality

5. 7.1 The scope and limits of the Poisson distribution in the stochastic
models of chemical reactions: motivations
I. In the literature of stochastic reaction kinetics it was often assumed that
the stationary distributions of chemical reactions were generally Poissonian
(Prigogine, 1978). The statement is really true for systems containing only
first-order elementary reactions, even when inflow and outflow are taken into
account (i.e. for open compartmental systems; see Gans, 1960, p. 692). If the
model of open compartmental systems is considered as an approximation of
an arbitrary chemical reaction 'near' equilibrium, then in this approximation
the statement is true.
2. Thermodynamic fluctuation theory characterises equilibrium fluctua-

tion by the so-called Einstein relation connecting the probability density
function g with the (appropriately defined) entropy function S:
g'1(x) = C exp(- S(x)fk 8 ), (5.132)
where k 8 is the Boltzmann constant, C is a normalisation constant.
Expanding S around x*, which is considered a thermodynamic equilibrium
point, i.e. a stationary point of S, and stopping at the second term in the
expansion, the density function is approximated by
g'1(x) = [ det ;;~x*) JM12 exp[(- I /2k 8)(x - x*)T S" (x*)(x - x*)]. (5.133)
From a mathematical point of view the approximation by a Gaussian process

is appropriate, in the sense that for every stochastic process having first and
second moment there exists a Gaussian process with the same first and
second moment.
Fluctuations might also be expressed without utilising the entropy
function:
g'1 (x) = [21t mt x! JM/2exp( -~(x- x*)T(dgx*)- (x- x*)) 1 (5. 134)
(x* is ~ector variable, dg x* is the diagonal matrix formed from x*).

In small systems, i.e. for relatively large fluctuations (5. 134), approxima-
tion can be by a Poisson distribution:
P(N) = (x
*N
) e
-N Il (x!)Nmexp(- I Nm)
= m= 1 m= 1
N! M
0Nm!
m= I
This relationship can be interpreted as an inverse procedure of the usual

approximation by a normal distribution.
3. Some historical remarks. The physical assumption adopted by van
Kampen (1976) is that the grand-canonical distribution of the particle
number of an ideal mixture is Poissonian. Based on this - strongly
restrictive - assumption, and utilising the conservation of the total number
of atoms the stationary distribution can be obtained. This stationary
distribution can be identified with the stationary solution of the master
equation, and it is not Poissonian in general, even for large systems.
Hanusse (1976, pp. 86-8) claimed that in the case when not only
monomolecular reactions are in the system, the stationary distribution can be
different from the Poissonian. Zurek & Schieve (1980) have simulated a
particular cheq~ical reaction exhibiting a non-Poisson distribution.
The Poisson distribution seems to have particular role, since it is
sometimes considered as a reference distribution. For nonlinear systems the
cr 2 variance of the stationary distribution is expressed as the function of the

expectation m, and 11:
cr 2 = m(l - f.l)
where ll (the parameter of the Poisson distribution) is qualified as a
parameter characterising the reaction (e.g. Malek-Mansour & Nicolis, 1975).
A sufficient condition for having Poissonian stationary distribution in a
certain class of birth and death processes was given by Whittle (1968).
However, his assumptions are slightly different from those of chemical
reactions, therefore the search for precisely defined assumptions or for
certain classes of reactions is necessary.
The fundamental works of P. Medgyessy on the decomposition of
superpositions of density functions and discrete distributions (Medgyessy
1977) has been applied to set up conditions for determining the modality (i.e.
the number of maxima) of density functions and distributions.
5.7.2 Sufficient conditions of unimodality

The following definition is applied: the {Pj:j E N 0 } distribution is unimodal, if
in the series Pi - P 0 , P 2 - Pi, P 3 - P 2 , ••• there is precisely one change of
sign.
Let us consider the reaction having one internal component:
k(r)
cx(r)X-+ ~(r)X (5.136)
For the generating function F of the stationary distribution we can write the
following ordinary differential equation:
R
L k(r) (z~(r) - z"(r))~"(r) F(z) =0 (5.137)
r= I
where ~denotes the differential operator.

A theorem of Medgyessy (1977): Let us assume that the generating
function F of the {P.} (P 0 > 0) discrete distribution satisfies the differential
equation
M
L (Amz'" + Bmz'"+ 1 )~mF(z) = 0, (0 < lzl ~ 1), (5.138)
m=O
where MEN, Am, Bm E IR are constants. Furthermore let
m~/m(n:l)m!#O, ifnEN (5.139)
and
(5.140)
and we assume that in the series
(5.141)
there is at most one change of sign. Then {Pn} is unimodal.

Applying this theorem for the reaction (5.136) we get the existence of m
such that ~(r) = CI(r) = m + I. Additionally k(r) = Am = - Bm. Therefore
m~O Am
M (n + ))
m m!
+ (n 1)
= r~l k(r) ~(r) (~(r))!
R
and
,t.
m~o Bm(~)m! = k(r)(~~r))(~(r))!.
Equations (5.139) and (5.140) hold precisely if r exists such that ~(r) = 0 (and
then CI(r) = 1). From the chemical point of view it means that the reaction
(5.136) contains an elementary reaction X-+ 0 (first-order decay or outflow).
Based on another theorem we may state that a birth and death-type
chemical reaction with one internal component leads to unimodal stationary
distribution. More precisely, let us assume that a chemical reaction can be
identified with a birth and death-type process with the birth \j1 and death J.1
rate:
I
\j!(j) =\j!o, and JJ(j) =L J.li

i=l
(jei\1 0 ; \j! 0 EIR+; /eN)

Then the stationary distribution of the stochastic model of the reaction
exists, and it is unimodal.
The proof of this proposition is based on a slight generalisation of a
theorem of Medgyessy.
Let us assume that
are functions such that

y(j) + o(j) ~ I (jE 1\1 0 )
holds, and suppose that for the distribution {Pi}
pj ~ y(j)Pj+ I+ O(j)Pj-1
holds. Then Pi is unimodal.
Going back to the statement on birth and death-type reactions, existence
and uniqueness of the stationary distribution follows from the Karlin-
McGregor (1957) condition. For the stationary distribution of the reaction
we can write
142 Mathematical models of' chemical reactions
(J.t{j) + \jl(j))Pj = J.l{j + l)Pj+ I + \jl(j- l)Pj- I (5.142)

Utilising the particular form of \jl, the monotonicity of J.l can be written as:
- J.l{j+ l) \j/(j-1)
pj = pj +I J.l{j) + \jl(j) + pj- I J.l{j) + \jl(j)
>-: P Jl{j) +P o/o
...- j+ I J.l{j) + \jl(j) j-1 J.l{j) + \jl(j)
Applying Medgyessy's above mentioned theorem with
Y( 1.) _ J.l{j) . ~( ·) _ o/o (· ~~., )

- J.l{j) + \jl(j), u 1 - J.l{j) + \jl(j) 1 E '~o
the statement is proven.

From the chemical point of view these kinds of result suggest that the
stationary distribution of the reaction
kM k2 k1
MX-+(M- l)X-+ ... -+X~O (5.143)
k_,
(M > 0, k_ 1 > 0, kM > 0; km ~ 0, m = l, 2 ... M- l) is unimodal.
5. 7.3 Sufficient condition for a Poisson ian stationary distribution

Theorem. The necessary and sufficient condition for a simple birth and death-
type process to have a Poissonian stationary distribution (if it has a
nondegenerate stationary distribution at all) is that it be a linear one (Erdi &
T6th, 1979).
Sketch of the proof If a simple birth and death-type process has a unique
stationary distribution then its form is:
rzi
Pi = const. - M , - - - - - - - - (jE 1\J~) (5.144)
TI
nr =I
<pm( l) · · · <pm(jm)
where rx E IRM is the solution of a certain system of linear equations. It can be

seen by induction that this distribution has a form
Pi= exp(-
m= I
I Am)~,iJ.
(jEN~; AE(IR+)M; Am= prmA)
if <pm is a homogeneous linear function.
If the stochastic model of a chemical reaction can be identified with a
simple birth and death process, and the process has stationary distribution,
then it is precisely Poissonian, if the reaction is an open compartmental
system.
Remarks
(I) The reaction
a b
0-+X kX-+(k- I)X (5.145)
(a, heiR+, keN)
can be described by a simple birth and death-type process, but it
generally does not lead to a Poissonian distribution (only for the case
k = 1).
(2) Particular results can be derived for certain classes of the Markov
population process (Kingman, 1969). Necessary and sufficient criteria
were given for polynomial simple Markov population processes to have
Poissonian stationary distributions when the detailed balance condition
holds. Special relations among the coefficients are necessary to get
Poissonian distribution (Toth & Torok, 1980; Toth, 1981; Toth eta/.,
1983).
(3) Connections among stochastic models of reactions, simple birth and
death-type processes, compartmental systems and population Markov
processes are illustrated in Fig. 5.11.
Compartmental Systems
Fig. 5.11 Interrelations between different types of processes (MPP, Markov popula-
tion process; CCR, complex chemical reaction; SBD, simple birth and death process;
S, V, simple Markovian jump processes and models of reactions in the scalar and
vector case respectively).
5.7.4 Multistationarity and multimodality

It was mentioned (in Section 1.4) that multistationarity in deterministic
models might be associated (however, only approximately) with multimodal-
ity of the stationary distribution. It is generally assumed that
(I) the number of equilibrium points in the deterministic model coincides

with the number of maxima of the stationary distribution;
(2) equilibrium points can be associated with the location of maxima of the
stationary distribution;
(3) stable equilibrium points coincide with maxima, unstable equilibrium
points coincide with minima of the stationary distribution.
However, Cobb (1978) illustrated- with the aid of a nonreaction kinetic
model - that there is no one-to-one correspondence between the location of
equilibrium points and of extrema of stationary distributions. He applied a
stochastic version of catastrophe theory, and stochastic catastrophe theory
was also applied by Ebeling (1978).
The Schlogl reaction has been the workhorse for studying the occurrence
of exotic behaviour in deterministic and stochastic models (Erdi et a/., 1981;
Ebeling & Schimansky-Geier 1979). The results of both papers suggest that
multistationarity and multimodality correspond to each other asymptotically
with increasing volume. (The presentation in the latter paper is much more
detailed than our arguments.) ceo models refer to infinite and continuous
systems, while CDS models describe finite and discrete systems. Both the
volume-dependence and the continuous approximation of the stationary
distribution of the master equation illustrate that for large systems multista-
tionarity and multimodality coincide. However, in small systems all of the
four combinations might occur, i.e. uni- and multistationarity can be
associated as well to uni- and multimodality for certain parameter values.
Illustrations of the 'volume decrease' induced transition is given (Fig. 5.12).
Remark
The possibility of the occurrence of unistationarity and multimodality is
demonstrated by the following rather artificial but formally correct model.
The reaction
(5.146)
is unistationary for fixed ex, ~ e IR +, and for certain parameter values it shows
multimodality. The example is not completely correct, since the stationary
distribution is a mixture of a number of unimodal distributions, where the
weights of the mixture are the members of the initial distribution of the
process. The components of the mixture, i.e. the
{Po. Pq, P2q ... }, {P~> Pq+l• P2q+l ... }, { ... , Pq-1• P2q-l ... }
are unimodal. It is obvious that for example taking the first and last
distribution with sufficiently large weights the mixture will be unimodal.
5.7.5 Transient bimodality

The investigation of stochastic bistable reactions showed that processes
leading to the stationary state might be decomposed in certain situations by
s s
P(N) P(N)
EM
(a)
v= 10
10 n 10 n
s s
P(N) P(N)
(b)
v =50
50 n
EM
J\ 50 n
s s
P(N) P(N)
EM
(c)
v= 100
100 n 100 n
s s
P(N) P(N)
EM
(d)
v= 200
200 n 200 n
Fig. 5.12 The volume-dependence of the exact stationary probability distribution

function of system I and comparison with its Euler-McLaurin approximation (after
Ebeling and Schimansky-Geier).
two different time scales. Many systems, e.g. thermal and chemical explo-
sions, can be characterised by a fast (explosive) transient leading to a
stationary state. It was demonstrated by a simple model calculation (Fran-
kowicz & Nicolis, 1983; Frankowicz eta/., 1984) that during the explosion
the probability distribution develops a long tail and may even split into two
parts, thus exhibiting transient bimodality. The visualisation of the temporal
change of the shape of the probability distribution can be seen in Fig. 5.13.
In particular, a stochastic modei of thermal explosion in a chemical system
Was studied by Baras & Frankowicz (1984). Their main results are: (i) during
the ignition regime the probability distribution function displays transient
bimodality; (ii) the distribution of ignition times displays a long time tail; (iii)
the mean ignition time calculated from the stochastic model is significantly
shorter than that obtained from the deterministic model.
T = 0.25 T = 4.0
T = 6.25 T = 7.25
T = 99
Fig. 5.13 Time evolution of the probability distribution: V = 1000, X 0 = 1500,

0 = -0.38, ()' = -1.5.
5.8 Stochasticity due to external fluctuations

5.8.1 Motivations
While internal fluctuations are self-generated in the system, and they can
occur in 'closed' and 'open' systems as well, external fluctuations (or noise)
are determined by the environment of the system. A characteristic property
of internal fluctuations is that they scale with the system size, i.e. they tend to
vanish in the thermodynamic limit (except in the vicinity of critical points).
Since external noise reflects the random character of the environment, the
measure of fluctuations is completely independent of the system size. A
natural way to introduce external noise is to assume that the control
parameters (i.e. the rate constants for isothermal 'pure' chemical systems) are
not strictly constants, but that it is better to consider them as stationary
stochastic processes.
Chemical systems, on which the effects of external noise have been
observed, have been studied both experimentally and theoretically in the last
few years. De Kepper & Horsthemke (1978) studied the effect of fluctuating
illumination on photochemical reactions (see also Micheau eta/., 1984). The
effect of nonperfect mixing in continuous stirred tank reactor (CSTR) was
analysed (e.g. Boissonade et a/., 1984; Horsthemke & Hanson, 1984).

Theoretical studies have been done for an enzyme- kinetic system (Hahn et
a/., 1974), and for certain chemical models (Arnold et a/., 1978). The effect of
external noise was investigated in a number of nonlinear physical systems
(electrical circuits: Stratonovich (1967); a hydrodynamical system: Moss &
Weiland (1982); an optical system: Bulsan et a/. ( 1978); plasmas: Rise (1982);
nuclear reactors: Williams, 1974). The concept of growth in a random
environment has been adopted successfully in the biological context (May,
1972; Nobile & Ricciardi, 1984a, b). External noise ('developmental noise' as
it was termed by the celebrated biologist Waddington (1962)) might have a
crucial role in the formation of ordered biological structures. External 'noise-
induced ordering' was introduced to model the ontogenetic development and
plastic behaviour of certain neural structures (Erdi & Barna, 1984, 1985).
According to the traditional point of view fluctuations are averaged out. It
was clearly demonstrated that noise can support the transition of a system
from a stable state to another stable regime. Since stochastic models might
exhibit qualitatively different behaviour than their deterministic counter-
parts, external noise can support transitions to states which are not available
(or even do not exist) in a deterministic framework. (The theory of noise-
induced transition, as well as its applications are discussed in the book of
Horsthemke & Lefever (1984b).
In Subsection 5.8.2 we give a short introduction to the mathematical
formalism of external noise. In Subsection 5.8.3 specific models are given for
illustrating the existence of noise-induced transitions in chemical systems.
Further remarks in connection with the development of the theory will be
given in Subsection 5.8.4.
5.8.2 Stochastic differential equations: some concepts and comments

Let us consider a stochastic dynamic system:
X= (f, X,~. A, x 0 ), (5.147)
where f is the forcing function, X is the state-space, ~ is the vector-valued
stochastic noise process, A is the external parameter, x 0 is the initial
condition (it can be random). The stochastic dynamic system reduces to a
deterministic dynamic system when random effects are neglected. Assuming
furthermore that the system can be described by a system of autonomous
ordinary differential equations, the deterministic model is:
dx(t)/dt = f 0 (x(t), A). (5.148)
In many applications of the theory of noise-induced transition it is assumed
thatf0 is linear in A, i.e.
dx(t)/dt = h(x) + G(x, A) = h(x) + Ag(x) (5.149)
is valid.
Stochastic dynamic systems can be classified according to the very nature

off Arnold & Kliemann (1981) summarised the qualitative behaviour of X
both for linear and nonlinear systems (for a condensed survey see Arnold
( 1981 ). The term 'linear' is not specific here, since f can be linear either in
state or in noise, even in both. In applications it is assumed very often that
the forcing function has a 'systematic' or 'deterministic' part, and a term due
to the 'rapidly varying, highly irregular' random effects:
'rate of change of state' = 'deterministic rate' + 'random rate'.
This is a verbal version of the old Langevin equation (Langevin, 1908).
According to a standard further assumption the random term is a linear
function of a 'white noise'. White noise is considered as a stationary
Gaussian process with £[!;,] = 0 and £[1;,1;,·1 = 011 ·1 t - t' I, where o is the
Dirac delta function.
It is weB-known today that the heuristic derivation of the Langevin
equation is mathematicaBy not weB-founded. A stochastic process X, obeys
an Ito stochastic differential equation (SDE) which has the form (in the
autonomous case).
dX, = a(X,)dt + b(X,)dW,; t 0 ~ t ~ T~ oo, (5.150)
or in the form of an integral equation
X,= Xo + f
a(Xs)ds + f
b(Xs)dWs (5.151)
X, can be considered as an !Rn valued stochastic process and W, is an r-

dimensional Wiener process. The introduction of the Wiener process was
motivated by its connection with white noise. Accordingly,
dW, = l;,dt or equivalently W, = l;sds. f (5.152)
HeuristicaBy it means that the second term in the right-hand side of (5.149) is
subject to the sum of white noise terms.
In the literature of application of stochastic processes there was extensive
discussion of the interpretation of stochastic integrals. The key example is the
particular case b(X,) = W,, and so the integral J:.
Ws d Ws has to be cal-
culated. Using the Ito calculus (1951) we set
f
(
WsdW, = l/2[W,2 - Wtij- (t- t 0 )] (5.153)
'•
Ito
and by adopting the Stratonovich integral (Stratonovich, 1963)
f
Str
WsdWs = l/2[W,2- Wtij]. (5.154)
The unpleasant fact is that for arbitrary function b there is no clear

connection between the two integrals. What is more or less true is that the Ito
integral cannot be interpreted as an ordinary Riemann-Stieltjes integral.
Stratonovich was motivated by extending the applicability of classical
integration rules. The main advantage of the Ito integral is the fact that, as a
function of the upper limit, it is a martingale, and this notion is useful tool in
the theory of stochastic processes (Doob, 1953).
What is very important from both the theoretical and practical points of
view is the connection between the SDE and the Fokker-Pianck equation. If
X 0 is independent of W., the solution of (5.150) is a (strong) Markov process,
in particular a diffusion process specified by the infinitesimal generator:
a a2
A= ~a~axi + lf2~~(bb')iiaxiax/
The practical importance of the possibility of transforming an SDE to
a Fokker-Pianck equation comes from the fact that the shape of the
probability density function which can be unimodal or multimodal is
appropriate to characterise the system qualitatively.
There are two possibilities of associating an Ito-type SDE (5.149) with the
deterministic equation (5.148), depending on the nature of the noise.
Heuristically, the noise might be introduced
(I) assuming that the parameter A is not a constant, but might be replaced
=
by a A, A + cr~, stationary stochastic process, and g(x) is constant;
(2) assuming that the fluctuations depend explicitly on the state of the
system, which means that g(x) is not constant.
5.8.3 Noise-induced transition: an example for white noise idealisation

The role of external white noise in a mass action kinetic model was clearly
demonstrated by Arnold et a/. ( 1978). Let us consider the reaction network
k, '· /2
X¢ Y A+X+ Y-+2Y+A B+X+ Y-+2X+B. (5.155)
k,
A and B are external, X and Y are internal components. Since the reac-
tion is mass-conserving, the system can move under the constraint
C 1 (t) + C 2 (t) = N = const. for all t, where C 1 (t) and C 2 (t) are the quantities
of X and Yat timet. Introducing X(t) (I/N)C 1 (t), and =
= k /(k +k ) d = (12B- IIA)/N
(.1
ex - 2 I 2 an P - kI + k2
and making the special choice k 1 = k 2 ; the deterministic model is

dx(t)/dt = f(x(t)) = h(x) + Ag(x) = 1/2- x + ~x(l - x). (5.156)
For the stationary case

- x; + <a - l)x, + 1/2 =0 (5.157)
a
holds. The x, versus function is illustrated in Fig. 5.14.
It can be shown that x, ~ 0 is stable, i.e. the deterministic model of the
system can be characterised by one, stable stationary point.
~----------------
--------------#---------------1-
0 ________________ l _______________ _
Fig. 5.14 No instability is displayed in the deterministic model.
Assuming that A and Bare rapidly fluctuating quantities, the idealisation

a
of white noise can be adopted, and might be considered as a stationary
stochastic process, in particular Gaussian white noise with expectation 0 and
variance cr 2 • For the associated stochastic process X, the following Ito SDE
can be derived:
dX, = {1/2- X,+ ~X,(I - X,)}dt + crX,(I - X,)dW,. (5.158)
The fluctuation is state-dependent, i.e. the noise is multiplicative. Equation
(5.158) can be associated with the Fokker-Pianck equation:
o,g(x, t) = -o.{l/2- X+ ~X(I- x)}g(x, t) + (l/2)cr 2 oxxX 2 (1- x) 2 g(x, t).
(5.159)
Under the boundary condition, referring to g as a probability density
function, the stationary probability density function is
g,(x) = X[x- 1(1- x)- 1]exp{2/cr 2 ( - 2x(ll- x)- ~ln[(l- x)/x])} (5.160)
The extrema xnr of g,(x) can be calculated from the relation

(5.161)
We get
l/2- Xm + J3xm(l - Xm)- <:r 2 Xm(l - Xm) 2 (l - 2xm) = 0. (5.162)

This is a third-order equation for xm, and it might occur that it has three
positive roots. For the special case J3 = 0 (5.162) yields
Xm = l/2 and x± =(I + Jt - 2/cr )/2.

2 (5.163)
For cr 2 = 2 xm is a triple root. The situations for cr 2 < 2 and cr 2 > 2 are given
by Fig. 5.15.
Fig. 15.5 illustrates that transition may occur which has no deterministic
counterpart.
x.
0
Fig. 5.15 Extrema of the probability density function as a function of 13 and for three
values of the variance.
5.8.4 Noise-induced transition: the effect of coloured noise

The white noise idealisation is motivated by the assumption that the
environmental state varies on a much faster time than the macroscopic state
of the system. In consequence of this assumption the notion of white noise,
i.e. a 'completely random' process characterised by zero correlation time has
been adopted.
Since white noise is qualified by a single parameter, namely by its intensity,
the characterisation of real noise requires at least another parameter, its
correlation time. The theoretical treatment of nonlinear systems subject to
real, i.e. 'coloured', external noise has two newer difficulties. First, only the
white noise idealisation leads to a Markov process. Second, from the
practical point of view the Gaussian and Poissonian distributions are
relevant only to describe white noise, and real noise can have a richer
description. The disadvantage due to the loss of Markov property is partially
compensated by the fact that non-Markovian processes have smoother
realisations than Markov processes. Therefore no particular (Ito or Strato-
novich) interpretation of SDE has to be used. The integral form of a SDE is

I I
X,= X 0 +I a(X,)ds + cr I b(XJI;;sds. (5.164)
Here both integrals can be interpreted as ordinary Riemann integrals (/;;, is

the nonspecified fluctuating parameter).
An often-used coloured noise is the Ornstein-Uhlenbeck process: its
expectation £[/;;,] = 0 vanishes, and its correlation function is exponential:
E[/;;,/;; = (cr 2 /2y) exp(- 'Y It - sl)
5] (5.165)
To investigate the robustness of white-noise-induced transitions a nonzero
but short correlation time has been used (see, for example, Chapter 8 of
Horsthemke & Lefever (l984b)).
dX~ = [h(X~) + Ag(X~) dt + (/;;,/E)g(X,) dt (5.166)
= /(X~) dt + (/;;,/E)g(X~)dt.
d/;;, = -(/;;,/E 2 )dt + (cr/E)dW,. (5.167)
The correlation time is E2 , where E is the single parameter to measure the
'deviation' from the white noise situation. The robustness of white-noise-
induced phenomena, at least for small correlation time, are verified by this
perturbation expansion method. Slightly different results were obtained by
Sancho eta/. ( 1982). They studied the qualitative properties of the stationary
distribution as a function of the intensity and correlation time of the noise.
Two results of their experiments on an electric circuit with a digital noise
generator were not in accordance with the white noise limit theory: (i) for
higher noise intensity the stationary distribution might be bimodal even for
rather small correlation time; (ii) the location of the maximum of the
stationary distribution depends on the noise characteristics.
To extend the validity range of noise-induced phenomena for a wider
range of correlation times the dichotomous Markov noise has been used. The
dichotomus Markov noise, also known as the random telegraph signal has a
quite simple structure, therefore the stationary probability density can be
calculated for an arbitrary value of the correlation time, and for any value of
the noise intensity. The state of the Markovian dichotomous noise/, consists
of two levels {A+, A_} only. The noise is characterised by the transition
probability:
Pii(t) =9(1, = il / 0 = j); i, je {A+, A_}. (5.168)
A system subject to a dichotomous noise is described by the SDE
X, = h(X,) + l,g(X,) =f(X,, /,) (5.169)
According to the evidence of calculations the transition behaviour is richer
than under influence of white noise.
5.8.5 On the effects of external noise on oscillations
The effect of internal fluctuations have been studied in particular cases, as it

was mentioned in Section 5.6.
The influence of external fluctuations on two-dimensional oscillatory
systems has been studied by Ebeling & Engel-Herbert ( 1980). The stochastic
counterpart of the appearence of a limit cycle is strongly connected with the
formation of a 'probability crater' on the stationary probability surface.
They studied particular cases when the system has the form
x= aH(x,y) + f(H- u)aH(x, y)
ay ' ax
(5.170)
. = _ aH(x, y) + f(H- u) aH(x, y)
y ax ' ay
H plays the role of a Hamiltonian (in a certain sense) andfis some nonlinear
function of H and the external parameter u.
Assuming the existence of closed trajectories of (5.170): H(x, y) = H, H
satisfies the equation
f(H; u)IH = 0.
The effect of Gaussian white noise was studied by associating
ul-+ ul(t) =ill+ O"lSt•
which assumes that fluctuations occur on a much smaller time scale than the
macroscopic evolution. Equation (5.164) has to be replaced by the SDE
x = ~~ + f(H; il 1 )~~ + cr 1 ~~g(H)~(t)

Y = - aaH + f(H; ill)aaH + crl H g(H)~(t)
X y y
Under certain assumptions the probability density P(x, y, t; ud reduces to
P(H, t; u 1 ). Deterministic and stochastic bifurcation sets coincide for
particular f and g only. Depending on the special forms of the functions f and
g, the bifurcation values presented by the deterministic approach shifts, or
even new transitions are induced which are absent in the deterministic
picture.
Schimansky-Geier et a/. ( 1985) investigated transition phenomena in a
two-dimensional system due to external noise in one equation. The second
equation of the deterministic system
dx 1 (t)/dt = / 1 (x 1 (t), x 2 (t))
dx 2 (t)/dt = / 2 (X 1 (t), X 2 (t)) (5.172)
is supplemented with a term JK~(t), adopting again the Gaussian white

noise idealisation (where K is the parameter of noise strength). The stationary
Fokker-Planck equation in the two-dimensional case is obtained by using an

antisymmetric tensor to convert the problem into the potential case.
Specifically, for the case of van der Pol oscillator:
x=y,
y = -x + y(cx- y 2 ) + fi~(t)
they found that a crater-like distribution corresponding to a limit cycle
appears only at a value of the bifurcation parameter that was definitely
positive, instead of zero as in the deterministic model). More detailed
culculations demonstrated the possible occurrence of asymmetrical prob-
a'!>ility crater (Ebeling eta/., 1986).
The effect of additive as well as multiplicative noise by the centre-manifold
approach was studied by Knobloch & Wiesenfeld (1983). The main point
of their procedure is that in the vicinity of bifurcation points a reduced
Fokker-Planck equation is sufficient to describe the dynamics (after a short
relaxation time).
The centre-manifold approach is a powerful technique for reducing
dimensions at a bifurcation point (Kelley, 1967).
The (deterministic) system
x(t) = F(x(t), J.l); x(t) E !Rn (5.173)
can be transformed to
il = A(Jl0 )u + f(u, v, J.lo)
v= B(J.10 )v + g(u, v, J.lo) (5.174)
where dim u + dim v = n, Jlo is the bifurcation point, and

Re AA!lo) = 0; Re A 8 (J.1 0 ) # 0.
The centre manifold is defined as
dfdt(v(t)- v0 (J.1)) = 0,
and the essential dynamics is described by
il = A (Jl 0 )u + f(u, v0 (u), J.lo). (5.175)
The (x, y) variables of the van der Pol oscillator
x=y
j• =- x + y + Ax 3 + Bx 2 y (5.176)
has been transformed to (u, v) in such a manner that the linearisation

problem is in diagonal form at the bifurcation point. The reduced dynamical
equation is
u= - (cx/~)u - (A/~)u 3 + O(u 5 ) (5.177)
The bifurcation diagram, (Fig. 5.16) is
u(t-+ oo)
Fig. 5.16 The pitchfork bifurcation. The stationary points of (5.177) are plotted as a
function of ex. , stable; _____ , unstable.
Adding a term due to Gaussian white noise to the second equation of

(5.176) and adopting the centre-manifold approach it can be calculated that
the stationary solution of the reduced Fokker-Pianck equation is
P'1(u) = Nexp{ -g(cxu 2 + A/2u4)} (5.178)
where N is a normalisation constant, and K is the intensity of the white noise.

The noise-induced transition is illustrated in Fig. 5.17.
If the deterministic system is subject to multiplicative noise the stationary
solution of the reduced Fokker-Pianck equation is
P'1(u) = Nlul(4 -:x~/Klexp{ -~~u 2 }. (5.179)
and the noise-induced transition occur, as they are illustrated on the Fig.
5.18.
The response of chemical oscillators to external noise has been studied

neither experimentally nor theoretically. However, noisy precursors of
p~t(u) p~t(u)
u u
ex < 0 ex > 0
Fig. 5.17 The stationary probability density (5.178) in the case of additive noise.
(a) ex < 0 (b) ex > 0.
p•'(n) I pst(n) I pst(n)
_Lu_Aufhu
Fig. 5.18 The stationary probability density (5.179) in the case of multiplicative
noise. The transition points between regimes depend explicitly on the noise intensity
K.
different instabilities of periodic orbits are characteristic (Wiesenfeld, 1985),

and the examination of the effect of external noise could be an efficient
procedure to discriminate among possible models of chemical oscillations.
What is more interesting, at least from the theoretical point of view is that
oscillatory behaviour might emerge as a result of the interaction between the
system and the external noise applied. This phenomenon was earlier
described in a radio-engineering context (Kuznetsov eta/., 1965). Studying
the role of multiplicative coloured noise for the catalytic oxidation of CO on
a platinum surface, de Ia Rubia eta/. (1982) demonstrated that a limit cycle is
induced by external noise. Similarly, Treutlein & Schulten (1985) found noise
induced limit cycles in the Bonhoffer-van der Pol model of neural pulses (see
further Lefever & Turner ( 1984) ).
5.8.6 Internal and external fluctuations: a unified approach

It is a quite natural endeavour to search for a unified mathematical
framework of describing internal and external fluctuations. Internal fluctua-
tions used to be described by the Markovian master equation. Sancho & San
Miguel (1984) offered two equivalent techniques for a unified theory, at least
for single-variable systems, when internal fluctuations were modelled specifi-
cally by a one-step Markovian master equation, and external noise was
considered by dichotomous noise.
The methods start from an evolution equation describing the internal
fluctuation. In the next step a fixed value of an external parameter, namely
the infinitesimal transition probability, is substituted by a stochastic process.
This procedure can be done in the master equation or in the equation for the
generating function. The first case leads to an integrodifferential equation,
while the second model leads to a stochastic partial differential equation.
Another technique was adopted by Horsthemke & Lefever (1984a), to give
a joint description of the two classes of fluctuations in order to predict the
behaviour of systems of finite size. They started with a stochastic differential
equation to describe internal fluctuations:
dXI = h(XI) + Ag(XI) + V - 112 C1, (5.180)

Vis the volume of the system. To include finite correlation time the noise was
described by the following Ornstein-Uhlenbeck process:
dC = -y(dt + crdW 1•
The influence of the external noise is taken into account as another

Ornstein-Uhlenbeck process given by
dC1 = -C~ + adW 1•
It was shown that the impact of internal fluctuations increases when the
speed of the external noise increases.
5.8. 7 Estimation of reaction rate constants using stochastic differential

equations
Although there are several techniques for estimating the reaction rate
constants based upon the deterministic model, these methods are usually
rather complicated, and the results cannot be statistically characterised. That
is why from time to time estimates based upon one or another stochastic
model are suggested. Such a suggestion has earlier been described under the
name 'fluctuation-dissipation theorem', and similar methods have been
presented by Mulloolly (1971, 1972, 1973), Hilden (1974), and Matis and
Hartley (1971).
Now we outline another method based upon a stochastic differential
equation model of a certain internal noise of unspecified origin in a reaction
not coming from the reaction itself. A possible way of doing this is to
consider the stochastic differential equation
dX(t) = A(X(t))k dt + B(X(t)) dw(t), (5.181)
where X is the vector of concentrations, k is the vector of reaction rate
constants,
A(x) =(p - OE) diag(x'")
and w is a Wiener process and B is a positive definite matrix valued function
expressing local variance. Equation (5.181) is to be understood as being
equivalent to the integral equation
f f
I I
X(t) - X(O) = A(X(s))k ds + B(X(s)) dw(s), (5.182)

0 0
The integral with respect to the Wiener process is taken using the Ito
approach that has an important advantage over the Stratonovich approach,
namely the integral in this case will be a martingale. Definitions and
statements on these notions can be found in, for example, Arnold ( 1973)
written for nonmathematicians, or in many books by Gikhman and
Skorohod, e.g. in Gikhman & Skorohod (1974).
What is the reason for writing a model in the form (5.181 )? It turned out
(Hangos & T6th, 1988) that this description makes it easy to estimate the
reaction rate constants, because the linear dependence of the right-hand side
on the reaction rate constants can be utilised. The estimate can be explicitly
given as
(f I
T T
1
k= AT(X(t))A(X(t))dtr A(X(t))dX(t) (5.183)
0 0
if the concentration versus time functions are exactly measured during the
=
time interval [0, T] and if B(x) = idRM I M can be assumed. This estimate is a
maximum likelihood estimate, i.e. it gives that value k under which the actual
measurements are the most probable. Maximum likelihood estimates in
general (and in this case) have advantageous statistical properties (Rao,
1973; Zacks, 1971).
The estimated value k is normally distributed with mean k and with
variance r 1 (where J is the Jacobian of the likelihood function with respect
to k) in the limit T--+ oo.
It is a remarkable fact that formula (5.183) gives an estimate that is -
from the numerical point of view - somewhere between the estimate
obtained from the direct differential method and from the direct integral
method. A comparison of different methods has been given by Hosten ( 1979).
However, a series of problems arises in connection with this estimation
procedure. How can the circumstances be characterised in physicochemical
terms among which the model (5.181) is realistic? Is it possible to obtain
continuous records of all the concentrations with absolute accuracy? How is
the estimate (5.183) to be modified if one has time discrete measurements
loaded with error? Which of the rate constants can be determined if only
several concentrations or several linear combinations are measured?
To have a stochastic differential equation model for both the internal and
external fluctuations in complex chemical reactions would have advantages
other than providing the framework for estimation. As it turned out from the
analysis of Chapter I it would be necessary to have a common model of
macroscopic phenomena that does include stochasticity, spatial processes
(such as diffusion) and sources and sinks (such as reactions). These topics will
be further analysed in Section 6.3.
5.8.8 Exercises
I. Check that the maximum likelihood estimate of the rate of a simple
inflow described formally by the elementary reaction
0-+X
is (X(T) - X(O))/T.
Hint. Start from writing down the likelihood function again. Cf. Arat6
(1982).
2. Calculate the maximum likelihood estimate of the reaction rate constants
of the reaction
X-+ Y-+ Z -+ U.
5.8.9 Problem
I. How is the maximum likelihood estimate modified if in the stochastic
differential equation model if one has B(x) = B instead of B(x) = IM?
5.8.10 Open problems

I. Give sufficient and/or necessary conditions for the nonsingularity of the
matrix
T
f AT(X(t))A(X(t))dt
0
in terms of the mechanism of the reaction.
5.9 Connections between the models

5.9.1 Similarities and differences: some remarks
Relations between the usual deterministic and stochastic model have been
studied since the start of the subject. Early investigators gauged the quality
of a stochastic model by the proximity of its behaviour to that of the
corresponding deterministic one. If one considers that the CDS model takes
into consideration the discrete character of the state-space and it does not
neglect fluctuations then the appropriate question nowadays seems to be: in
what sense and to what extent can the deterministic model be considered a
good approximation of the stochastic one?
5.9.2 Blowing up
There exists an interesting (or, perhaps annoying) phenomenon in the theory
of stochastic processes called blowing up. This means that a process defined
by its infinitesimal quantities grows in such a quick way that within a finite
interval of time the random variable characterising the process in a fixed time
point takes on infinite values with greater than zero probabilities. This
phenomenon can be found in the case of the usual (polynomial) CDS model
of the reaction
2X-+ 3X.
It is not astonishing at all if one considers the deterministic model of the same
reaction and verifies that all the solutions of the induced kinetic differential
equation are such that they cannot be extended to the whole positive half
line, or to use the stochastic terminology, the deterministic model blows up
too (cf. T6th, 1986).
A very natural (but so far only historical) fact is that sufficient conditions
not to blow up are known for the same mechanisms in the deterministic and
in the stochastic case. (It may be useful to note that this kind of blowing up
has nothing to do with shock waves, but it sometimes does depend on
concentration ratios.)
5.9.3 Kurtz's results: consistency in the thermodynamic limit

The deepest and most far-reaching results on the relation of the usual
deterministic and stochastic models are due to Kurtz. These results (and their
generalisations by L. Arnold) can only be outlined in an informal way here.
As it has turned out that consistency in the mean does not hold in general,
several people have presented a proof of the fact that the stochastic model of
a certain simple special reaction tends to the corresponding deterministic
model in the thermodynamic limit. This expression means that the number of
particles and the volume of the vessel tend to infinity at the same time and in
such a way that the concentration of the individual components (i.e. the ratio
of the number and volume) tends to a constant and the two models will be
close to· each other. In addition to this the fluctuation around the determi-
nistic value is normally distributed as has been shown in a special case by
Delbriick (later head of the famous phage group) almost fifty years ago
(Delbriick, 1940). To put it into present-day mathematical terms: the law of
the large numbers, the central limit theorem, and the invariance principle all
hold. These statements have been proved for a large class of reactions: for
those with conservative, reversible mechanisms. Kurtz used the com-
binatorial model, and the same model was used by L. Arnold (Arnold, 1980)
when he generalised the results for the cell model of reactions with diffusion.
Kurtz's results are summarised in a very concise, but still appropriate for
the chemist, form in Kurtz (1972). His book (Kurtz, 1981) contains more
mathematical details, more recent results, and all the relevant references
which form the necessary background.
5.9.4 Exercise
I. . Write down the differential equation the solution of which is close to the
number of occurrences in the reversible Lotka-Volterra reaction.
Hint. Apply the differential equation just before (3.2) of Kurtz (1972)
to this special case.
5.9.5 Problems
I. Prove the analogous statements to those in Problems 2-4 of Subsection
4.1.4.
Hint. Determine the points of the state-space that can be reached from
a certain starting point with probability 1.
2. Check the importance of the reversibility assumption in Kurtz's proofs.
6
Chemical reaction accompanied by
diffusion
6.1 What kinds of models are relevant?

The main body of this book deals with spatially homogeneous systems. It is
well-known that macroscopic theories of chemical reactions neglect the
spatial aspects of chemical reactions, which are generally considered as
rearrangements of'points having internal structure'. Pure reaction kinetics is
interested only in temporal processes. Though the details of a general theory
of chemically reacting mixtures are beyond our scope, we cannot avoid
making some comments on model of systems when the occurrence of
diffusion is also taken into account.
Spatia-temporal change of the quantities of components of chemically
reactive mixtures are described by reaction-diffusion equations. These
equations may be induced from reaction kinetics, when the diffusion of
chemical substances is also involved, or deduced from a general theory of
mixtures, when only mass-conservation is taken into account. (For 'theories
of reactive mixtures' in the deterministic, continuum context offered by the
school of 'rational thermodynamics see, for example, Bowen ( 1969) or
Samohyl (1982)).
Both deterministic and stochastic models exist to describe reaction-
diffusion systems macroscopically. Deterministic, continuum models are
used frequently. (A mathematically thorough book, written for mathema-
ticians interested in chemical and biological applications, is Fife (1979).) The
main assumptions of applicability of this model are:
(I) To each component i a point function P;(x, t) can be associated such that
the number of particles of that component in the interval a < x < b at
Chemical reaction and d(tfusion 163
time t is given by f p;(x, t)dx. The density functions P; are continu-

ously twice differentiable in x, and once in t.
(2) The temporal change of the functions P; is a deterministic process.
The assumptions just mentioned are most plausible in the thermodynamic

limit, for example, just in the situation when CCD models of chemical
kinetics are adequate. The basic equation to describe the temporal change of
the vector p of spatial density functions p;:
iJpfiJt = oap + f(p)
where Dis the diffusion matrix, and f is the component formation vector.
This equation, and its modifications, have very many applications in the field
of chemistry, of chemical engineering science, and of theoretical develop-
mental biology.
The stochastic approach to reaction-diffusion systems is not mathemati-
cally well-established. Though spatio-temporal stochastic phenomena ought
to be associated with random fields, and not with stochastic processes, the
usual investigation of such kinds of physicochemical problems starts from
the master equation, and then it is extended by some heuristic procedure.
From the physical point of view the role of spatial fluctuations is obviously
important. It is well known that the density fluctuations are spatially
correlated, and according to the modern theory of critical phenomena (e.g.
Fisher, 1974; Wilson & Kogut, 1974) small fluctuations are amplified owing
to spatial interactions causing drastic macroscopic effects.
Some possibilities for defining stochastic models of reaction-diffusion
systems will be shortly studied. The connection between deterministic and
certain stochastic models that can be established by the extension of Kurtz
theorems will be mentioned (Arnold, 1980; Arnold & Theodosopulu, 1980).
Spatial structures in chemical systems, such as spatial periodicity, waves
and fronts, began to be studied after the discovery of periodicity in space in
the Belousov-Zhabotinskii reaction (Zaikin & Zhabotinskii, 1970). The
onset of spatial patterns are generally explained in a deterministic frame-
work, though Walgraef et a/. (1983) has offered a treatment based on a
stochastic reaction-diffusion model.
It is widely accepted that mechanisms responsible for patterns and order in
a reaction-diffusion system may also play a fundamental role in understand-
ing certain aspects of biological order and pattern formation.
6.2 Continuous time, continuous state-space deterministic models

A quite general equation of reaction-diffusion problems is:
iJp;/iJt = L;p; + F;(x, t, p); i = I, ... , n, (6.1)

where the L; are uniformly elliptic differential operators on the vector
variables x:
L .=
'- -"'f iJH;k.
iJxk,
This equation is capable of describing anisotropic state-dependent diffusion

including drift and internal interactions due to chemical reactions (see Fife
1979).
The basic mathematical problems are to find the solution of the equation
satisfying subsidiary conditions, or to determine its qualitative properties
without solving the equation.
To formulate the usual basic problems the introduction of some notation
is necessary. Q is the domain in m-dimensional space, its boundary, n.is
supposed to have a unit normal which is a smooth function of the position on
Q. Furthermore Qr = Q x (0, T) for T > 0.
Some basic problems in connection with (6.1 ):
- the initial boundary value problem: to find a continuous function p:

Qr--+ ~·. bounded in x satisfying the initial condition p(x, 0) = p(x), and
the boundary conditions on Q x (0, T). Various types of boundary
conditions can be given:
(a) Individuals are imported or exported at a given rate: ~ vk(x)H;k
= a;(x, t); (the Neumann condition).
(b) the efflux is a linear function of p: ~ vk(x)H;k = a;(x, t) + b;(x, t)p:
(the Robin condition). Here v(x) is the unit outward normal at x, and
h;> 0.
(c) P;(x, t) = c;(x, t) (the Dirichlet condition).
- initial value problems: similar to the previous problems, with Q = ~m.
and without boundary conditions.
- boundary value problems: to find a bounded function
p: fiX (- 00, 00)--+ ~·, satisfying one of the three boundary COnditions.
- stationary problems: to find a time-independent solution of the boundary
value problem.
- periodic problem: to find a solution of a boundary value problem which is
periodic in time under certain conditions.
The asymptotic state is defined as a collection of solutions, all approaching
the same solution as t --+ oo. In the case of the occurrence of symmetries in
reaction-diffusion systems, a family of solutions can be generated from any
given solution by using an appropriate group of transformations. The
application of the Lie theory of transformation groups of reaction-diffusion
equations (e.g. Steeb & Strampp, 1981) can be a very efficient method to
study the symmetry properties of the solutions.
Chemical reaction and diffusion 165
=
Let us consider the particular case L; D;llp; + F;(p), where D; are
nonnegative constants, l1 is the Laplacian operator, and F is independent of
(x, t).
(6.2)
Let the group of transformations G be generated by rigid motions and
reflections in x and translations in t. Since the solutions of (6.2) are invariant
under these transformations, the solutions p of the original equation are
equivalent with the solutions Tp, for TeG. More precisely, two solutions p 1 ,
p2 are asymptotically equivalent for some Te G, if
lim supjp 1 (x, t)- Tp 2 (x, t)l = 0.
r-:n x
From a practical point of view it is the stable asymptotic states that are
important. One of the main questions in the theory of reaction-diffusion
systems is to determine which are the stable asymptotic states for a given
reaction-diffusion system.
A solution p(x, t) is called permanent if it is defined, and is a solution, for
all real t, negative as well as positive.
Familiar examples of solutions of the permanent type (the classes are not
disjoint) are
- time periodic solutions

# x-independent oscillatory solutions
# wave trains
# target patterns: p(x, t) = U(lxl, t), U is periodic in t
# rotating spiral patterns: n = 2, x = r(cos 9, sin 9), p(x, t) = U(r,
9 - ct), U is periodic in the second argument.
- travelling wave solutions: the form of the solutions: P(x, t) = p(x - ct),
c is a velocity vector
# stationary solutions (c = 0, p is time-independent)
# plane waves: p(x, t) = U(x - ct)v. vis a unit vector in the direction of c
+wave trains: U is periodic
+wave fronts: U is monotone and bounded
+pulses: U(- oo) = U( oo ), U is not constant.
Remarks
1. For the one-component case the reaction-diffusion system can be con-
sidered as a gradient system, therefore the results of elementary catastrophe
theory can be applied. Ebeling & Malchow (1979) analysed bifurcations in
(pseudo)-one-component systems by this technique. They showed that stable
homogeneous stationary states are also stable in reaction-diffusion systems.
2. The two-component model plays an important role in the analysis of
wave propagation in chemical systems. Many special systems have been

studied by linear stability analysis. Diffusion has been taken into account, (i)
as transport between two homogeneous compartments; (ii) as diffusion in a
continuous system. The occurrence of nonuniform steady states, as well of
chemical waves in the Brusselator model, was demonstrated by linear
stability analyisis (see Nicolis & Prigogine, 1977).
3. A class of two-component models with one diffusion coefficient much
smaller than the other was studied by Fife ( 1976). The concentrations of u
and v of the components U and V satisfy the equation
oufot - E 2 V 2 u - f(u, v) = 0 (6.3a)
ovfot- V 2 v- g(u, v) = 0. (6.3b)
The boundary condition is expressed as
E2 0ujon = Uo - u; OVjOn = Vo - V.
The determination of the time-independent functions u(x) and v(x) is easier
for the special case when/= 0 is expressible as an S-shaped curve of v versus
u.
Fife demonstrated that in the first stage of the evolution sharply different-
iated subregions, bounded by layers within which one of the concentrations
has a large spatial gradient, are formed. At this time the initial distributions
determine the shape of the subregions. The final distribution that is achieved
with a much smaller time scale depends on the stoichiometry of the reaction,
the larger diffusion coefficient, and the reference concentrations on the
boundary, but is relatively independent of the initial distribution.
4. Bifurcations. In many situations the uniform solution of the
reaction-diffusion equation exists, but is stable only for certain regimes of
the parameters. Near to the transition zone between stability and instability
of this uniform solution, other nonuniform, small-amplitude, solutions exist
as well. If these solutions are stable, their appearance can be considered as
bifurcation phenomena. The equation
oufot = Do 2 ujox2 + (A + A.B)u + g(u)
is an example for illustrating diffusion-induced instability. The stationary
solution of the kinetic equation (i.e. when D = 0) is destabilised by a
nonuniform perturbation, but preserves its stability in the case of an x-
independent perturbation (Segel & Jackson, 1972).
5. Solitary waves were found in a model of a biochemical reaction system
catalysed by an allosteric protein, as a result of a threshold phenomenon and
diffusion (Anan & Go, 1979). They studied the simplified equation:
osjot = -s- cp + V 2 s
opfot = s + hp- p 3 + a + dV 2 p
In the spatially homogeneous system for certain parameter values of a, h and
c one stable stationary point, one unstable stationary point and one saddle
point can be found. A separatrix (i.e. a trajectory flowing into the saddle
point) goes very close to the stable stationary point. In response to a
perturbation it could occur that the trajectory leaves the stable point and
goes around the unstable steady state. Inclusion of diffusion can imply the
occurrence of solitary waves.
6.3 Stochastic models: difficulties and possibilities

6.3.1 Introductory remarks
The fact, that it is necessary to take into account spatial fluctuations arose in
consequence of a strange debate. Kuramoto (1973) criticised the statement of
Nicolis & Prigogine ( 1971) that the stochastic kinetic model is not in
accordance with the microscopic description based on the Boltzmann
equation. In their comprehensive answer to Kuramoto's short paper Nicolis
et a/. ( 1974) stated that the assumptions of Kuramoto were not natural, and
the stochastic kinetic model is not appropriate to describe certain micro-
scopic fluctuations. In fact, stochastic kinetics represents an intermediate
level between 'microscopic reaction kinetics' operating with elementary
collisions and 'phenomenological reaction kinetics' working with macro-
scopic quantities. In the course of this debate the view that chemical
fluctuations lead 'locally' to a Poissonian distribution, but deviate from it
'globally' has emerged (Malek-Mansour & Nicolis, 1975). The debate seems
to be incoherent, since three distinct models were compared. Not only a
microscopic and a global stochastic model were involved, but also a-not
well-defined-local stochastic model. Global and local kinetics can be
compared only partially. In the case of deterministic models an ordinary
differential equation would not be blamed for not being able to describe
spatial changes if the elements of the domain of the unknown function were
interpreted as points of time. The usual stochastic approach tends to
associate a stochastic process with the partial differential equations of the
deterministic model, and not a random field. However, three directions in the
theory of random fields seem to be able to cope with such complexity: the
theory of random measures (Prekopa, 1956, 1957a, b; Kendall, 1975), the
theory of stochastic partial differential equations relating to trajectories (see
Skorohod, 1978) and the theory of Hilbert space valued stochastic processes
(Ichikawa, Arnold 1982; eta/., 1980 Dawson 1972, 1975). At present, this last
direction seems to be the most fruitful: it seems to be broad enough to
provide the framework for the generalisation of
(l) nonequilibrium thermodynamics to include randomness,

(2) stochastic reaction kinetics to include spatial effects (such as diffusion)
correctly, and
(3) stochastic theories of diffusion to include sources and sinks (such as

chemical reactions).
Numerous efforts have been made in the last decade to evaluate spatial
correlations of fluctuations. The examination of specific models was given
preference over the formulation of general models. Different approaches to
stochastic modelling of reaction-diffusion systems will be shortly reviewed in
this chapter.
6.3.2 Two-cell stochastic models

The simplest extension of stochastic models of homogeneous kinetic systems
for describing spatial effects is the introduction of the two-cell model.
According to this approach reactions take place within the homogeneous
cells, while transport of matter between the cells is taken into account as a
random exchange between cells.
The two-cell stochastic model of the Schlogl reaction describing 'first-
order phase transition' has been carefully studied (Borgis & Moreau, 1984b;
Moreau & Borgis, 1984).
Let P(n 1 , n 2 ; t) denote the absolute distribution function. Accordingly, at a
fixed time t, the number of molecules in cell 1 is n 1 , and in cell 2 is n 2 •
Denoting with R; the operator of the reaction operating on n;, which
describes the effect of chemical reactions the master equation can be
described:
ojotP(n~> n 2 ; t) = (R 1 + R 2 )(P(n 1 ,n 2 ; t))
+ D(n 1 + l)P(n 1 + I, n 2 - 1; t)- D(n 1 + n 2 )P(n 1 , n 2 ; t)
+ D(n 2 + l)P(n 1 - 1, n 2 + 1; t) (6.4)
Approximations or simulation experiments are necessary to find even the
stationary solution. The behaviour of the system is particularly interesting
for small values of D, since large D implies a homogeneous solution.
The simulation technique used earlier (Frankowicz & Gudowska-Nowak,
1982) was adopted by Borgis & Moreau ( 1984b) to calculate the stationary
distribution. Its shape is shown by Fig. 6.1.
Let (X and y denote the stable steady states in single cells. The stationary
distribution presents two peaks on the homogeneous steady states ((X, (X),
(y, y) and two peaks on the inhomogeneous states ((X', y') and (y', (X'). (For
D = 0, (X' = (X andy' = y, otherwise there is a shift toy and (X repectively.) In
the plane (n 1 , n 2 ) there are only four regions around these peaks, where the
stationary distribution differs significantly from zero.
An approximate master equation has been derived (Borgis & Moreau,
1984) based on the quasistationary assumption. Accordingly, exchanges
between the regions ((X) and (y) are much slower than the relaxation inside
these regions. This assumption led to a simple approximate equation for the
Fig. 6.1 Qualitative shape of the stationary distribution for small D.
probability P*(x, y; t) to find cell I in region (x) and cell2 in region (y). The
definition of P*(x, y; t) is:
P*(x, y; t) =L L
n, E(x) n,E(y)
P(n 1 , n 2 ; t).
The approximate solution of the evolution equation for P*(x, y; t) based on

the hypothesis of low coupling between cells shows that the transition
between two homogeneous stationary states occurs via an inhomogeneous
transient state. Transient inhomogeneous structures may be also responsible
for the stabilisation of an unstable state. Such kinds of phenomena are
reminiscent of nucleation processes (Blanche, 1981; Frankowicz, 1984) and
might be considered as a nonequilibrium analogue of an equilibrium
phenomenon.
6.3.3 Cellular model

According to the basic assumption of this model, not only is the component
space discrete, but the real space is also subdivided into mesoscopic cells.
The meaning of the term 'mesoscopic' here is that the size of cells is larger
than the size of the constituent molecules, but much smaller than the
characteristic scale of the total system. While from a heuristic point of view
the discrete state-space description of chemical reactions seems to be natural,
the discretisation of the space can be qualified as a more or less forced
technical procedure.
Subdividing the total system into JVd cells of equal size, the state of the
whole system can always be characterised by a finite-dimensional vector (dis

the dimension). Let X;, denote the number of particles of species i in cell r (r is
the central point of the cell), and P({X;,}. t) is the joint probability
distribution of all X;,. Since the chemical reaction is modelled as in the
homogeneous case, and diffusion is considered as a random walk between
adjacent spatial cells, a Markovian process can be constructed in the space
combined from the component space and the real space. The probability
distribution P({X;,}, t) is modified due to chemical reactions and diffusion:
iJjiJt P({X;,}, t)Jt' =''reactions within cell r'
+ 'diffusion among cells'
While the first term is described according to the rules of homogeneous
stochastic kinetics, the second term is as follows (Nicolis & Malek-Mansour,
1980):
LDJ2d[(X;, + J)P(X;,r+l- J, X;,+ J, {X;,}, t)- X;,P({X;,}, f)]
s, i
where s denotes the first neighbours of cell r.
Remarks
1. Many difficulties occur in connection with the discretisation of the space.
In practice a large set of rate constants and diffusion constants are necessary
to evaluate the model. In general there is little chance of obtaining a solution
of the model. Approximations, as by the mean-field approach (which
neglects the spatial fluctuations), cumulant expansions and perturbative
methods (see, for example, Nicolis, 1984) can be applied.
2. Kurtz (1981) introduced a different, better founded model. It was
mentioned (Subsection 5.1.4) that reaction-diffusion systems can be derived
by the semigroup operator approach giving the generator. For sake of
simplicity Kurtz considered the reaction A + B -+C. The state of the system
is described by the vector (k, /, X~o x 2 , ... , xko y 1 , y 2 , ... , y 1), where k is the
number of molecules of A and X~o x 2 , ... , xk are their locations, I is the
number of molecules B with coordinates y 1 , y 2 , ••• , y 1• According to the
physical assumptions, the molecules undergo Brownian motion with normal
reflection at the boundary, the probability of a reaction between a molecule
A at x, and B at y in a time interval!l.t is C(x - y)M + o(M). Associating to
the vector x e Rk the vector tt;E Rk- 1 by dropping X; the generator A of the
process has the form
k I
Af(k, /, X, y) = L d./l.J(k, I, X, y) + L d,AyJ(k, I, X, y)
i= I k I j= I
+ L L c(x;- y;)(f(k- I,/- 1, tt;. qj)- f(k, /, x, y)),

i= lj= I
where fl. denotes the discrete Laplacian.

3. The connection between the stochastic cell model and the usual
deterministic model of reaction-diffusion systems were given by Kurtz for
the homogeneous case in the same spirit. To give the relationship among a
Markovian jump process and the solution p(r, t) of the deterministic model a
law of large numbers and a centra/limit theorem hold (Arnold & Theodoso-
pulu, 1980; Arnold 1980).
Roughly speaking the law of large numbers is (at least for finite time in the
thermodynamic limit):
limsupP(IIx(t)- p*(t)IIL > t) = 0, t > 0, 0 ~ t ~ T.
Problem
Rewrite the central limit theorem given by Kurtz for the homogeneous case
Subsection 5.9.3 for inhomogeneous systems.
6.3.4 Other models

To avoid the drawbacks of the discretisation of space a particle density
function u(r) can be introduced by the relation
X- (t)
u(r) =~·-o
lim -"-.
Av
The joint distribution function P({X;,}, t) is converted formally into a
probability in function space, P([u(r)], t), which is a functional of u(r); (see
van Kampen, 1981, pp. 346-7). From a mathematical point of view this
procedure is badly founded, since the probability density in function space is
not defined.
The explicit use of probability in function space can be avoided by the
method of compounding moments. For the reaction
A -+X, 2X-+ B
evolution equations can be derived for the first and second moment. For the
first moment:
o,(u*(r, t)) = 1 - (u*(r, t) 2) + DV 2(u*(r, t)). (6.5)
Equations can also be derived for the factorial cumulants defined by the
relation
o,[xlx2] =<xlx2>- (xl) (x2)- 012(nl); (6.6)
o,[u*(rl, t)u*(r2, t)]
= -2{(u*(r 1 , t)) + (u*(r 2, t))}[u*(r 1 , t)u*(r 2, t)]
- {r 1 - r 2)(u*(r 1 , t)) 2 + D(Vi + VD[u*(r 1 , t)u*(r 2, t)]. (6.7)
These kinds of equations are appropriate to describe the spatio-temporal
fluctuations in reaction-diffusion systems.

As in the case of homogeneous systems, there are two kinds of stochastic
descriptions for reaction-diffusion systems as well: the 'master equation'
approach and the stochastic differential equation method. Until now we have
dealt with the first approach; however, stochastic partial differential equa-
tions are also used extensively. Most often partial differential equations are
supplemented with a term describing fluctuations. In particular, time-
dependent Ginzburg-Landau equations describe the behaviour of the system
in the vicinity of critical points (Haken, 1977; Nitzan, 1978; Suzuki, 1984). A
usual formulation of the equation is:
ap(r, t)jat = ap(r, t) + DV 2 p(r, t) - bp 3 (r, t) + <p(r, t), (6.8)
where <p(r, t) is a Gaussian noise term satisfying
(<p(r, t)<p(r', t')) = 2&o(t- t')S.(r- r') (6.9)
with some function s.. The mathematical interpretation of such equations
requires the clarification of the meaning of stochastic integrals, as in the case
of stochastic ordinary differential equations. From a practical point of view
certain kinds of scaling laws (which express a certain scaling invariance of
some physical quantities) are useful for getting results for spatial and
temporal correlations. Critical point scaling, due to the infinite correlation
length, and initial instability scaling, due to the asymptotitic evaluation of
initially exponential growing process, has been adopted for the spatio-
temporal situation (Suzuki, 1984).
Remarks
Critical dynamic analysis using renormalisation techniques were presented
by Walgraef eta/., 1982. A method based on the systematic study of the
Taylor expansion of the stochastic potential was applied for reaction-
diffusion systems exhibiting Hopfbifurcation (Fraikin & Lemarchand, 1985).
The Poissonian representation technique of Gardiner & Chaturvedi (1977) is
also an efficient procedure for evaluating the parameters of fluctuations. A
more rigorous derivation of reaction-diffusion equations with fluctuations
were given by DeMasi et al. (1985).
Our feeling is that the setting up of mathematically well-founded and
practically acceptable models of stochastic reaction-diffusion systems still
remains to be done.
6.4 Spatial structures

A variety of spatial structures such as chemical fronts or waves, periodic
precipitates and regular spatial patterns at liquid interfaces have begun to be
investigated since the first experiments on the formation of chemical spatial
structures were reported (Busse, 1969; Zaikin & Zhabotinskii, 1970).

Standard experimental techniques based on automatic image-processing
devices capable of analysing spatial structures seem to be under development
(see, for example, Bodet et a/., 1984; Kagan et al., 1984; Muller et a/.,
1985, 1986).
We are far from understanding the detailed mechanisms leading to
different types of structures. Even the possible classifications of the pheno-
mena are still controversial (see, for example, Smoes, 1980).
Winfree (1972, 1973, 1974, 1980; and a number of other papers) has
described several wave patterns: spirals, elongated spirals, elongated rings
and scroll rings, all of which he attributes to three-dimensional scroll waves.
(Winfree (1985) gives extensive references on the subject.) According to
Winfree's classification, chemical waves are 'trigger waves' that are charac-
terised by the involvement of mass transfer, and 'pseudo-waves' that occur
without mass transfer. The evolution of three-dimensional toroidal scrolls
has been demonstrated by Welsh et al. (1983). Detailed studies of trigger
wave initiation was presented by Showalter et al. (1979). They demonstrated
that an initially spatially homogeneous oscillatory chemical system is
excitable, and coupling with diffusion can generate a trigger wave that
propagates through the medium undamped at almost constant velocity.
Chemical wave propagation exhibits trivial formal analogies to neural
excitability. One-dimensional stripes in a variant of the Belousov-
Zhabotinskii system are generated by a diffusion-independent mechanism
(P6ta eta/., 1982), i.e. they are pseudo-waves.
A particular type of structure, the leading centres, can be generated either
by some small auto-oscillatory regions of the medium or by a special type of
sources (echo-sources) arising in a medium with nonoscillatory kinetics.
Based on the experimental results of Agladze & Krinsky (1984) the first
mechanism seems to be more probable for the Belousov-Zhabotinskii-
system.
Chemical reactions at liquid interfaces exhibit remarkable patterns.
Chemical reactions are necessary for structure formation, and hydrodynamic
and diffusion effects in the absence of reaction could not generate these
patterns. However, different types of reactions led qualitatively to the same
result (Avnir et al., 1984). Additionally, surface-driven convection might
have a crucial role for the onset of convection patterns in chemically active
medium (Muller et al., 1985).
Periodic precipitation phenomena, commonly called Liesegang rings, have
been studied for a long time. According to recent experimental results (Kai et
a/., 1982; Muller et al., 1982) patterned precipitation is a postnucleation
phenomenon which occurs after a continuous distribution of colloid has been
established. The phenomenon can be described at least formally by an
instability mechanism based on the autocatalytic growth of colloid particles
with diffusion (Ross, 1985).
Attempts to describe the formation of spatial structures in chemical

systems have been made overwhelmingly by deterministic reaction-diffusion
models. However, Walgraef eta/. (1983) emphasize the role of fluctuations as
the origin of these patterns.
As temporal oscillation was the subject of intensive research in the
nineteen-seventies, it is reasonable to predict that the understanding of the
mechanisms for the formation of chemical spatial and spatia-temporal
structures will be one of the most challenging areas of chemical kinetics.
6.5 Pattern formation and morphogenesis

The term 'pattern' is a rather vague notion to denote the arrangement of
certain abstract elements. According to our subjective feeling there is no clear
distinction between the terms 'structure' and 'pattern'. Temporal, spatial and
spatia-temporal structures in thermochemical systems might be the result of
the interaction of chemical components by diffusion and chemical reactions.
It is widely accepted that mechanisms responsible for patterns and order in
a reaction-diffusion system may also play a fundamental role in understand-
ing certain aspects of biological pattern formation. Though it is evident that
chemical reactions and diffusion processes are everywhere and always
present in biological systems, one question seems to be poorly discussed in
the literature: are the pattern-forming reaction-diffusion systems the real
basis of biological morphogenesis or do they offer some analogy for us to
obtain insights into the mechanism of pattern formation?
Since chemical reactions and diffusion processes are the 'consequences' of
the interactions among chemical constitutents, chemical patterns may be
interpreted at the molecular level. A certain, but closely limited, class of
biological patterns may be described in biochemical terms. Adopting the
spirit of the hierarchical approach, patterns at 'higher than molecule' levels
may be formulated as the products of interactions among 'higher than
molecule' (e.g. cell) constituents.
Two points have to be emphasised here. First, the interactions in 'higher
than molecule' populations can be formally described by models similar to
those used in thermodynamics (i.e reaction-diffusion equations). Second,
these interactions are just thermodynamic effects, often due to chemical
reactions and diffusion. For example, the spatia-temporal patterns of
interacting cells due to cellular communication are based partly upon the
chemical nature of the communication (and partly on the topological
arrangement of the cell population).
From the biological point of view, numerous specific mechanisms have
been suggested to explain pattern formation, such as 'induction', 'lineage',
'prepattern', 'positional information' and 'polar co-ordinate' models. All
these mechanisms were required to explain the question: how can genetic
information be translated in a reliable manner to give specific and different
spatial patterns of cellular differentiation? This kind of pattern formation

differs from molecular differentiation, since the latter is mainly concerned
with the control of synthesis of specific macromolecules within cells rather
than the spatial arrangement of cells.
Development-controlling prepattern mechanisms have been modelled in
reaction-diffusion context. In the celebrated paper of Turing (1952) a model
was presented in terms of reaction-diffusion equations to show how spatially
inhomogeneous arrangements of material might be generated and main-
tained in a system in which the initial state is a homogeneous distribution.
Two components were involved in the model, and the reactions were
described by linear differential equations. The model in one spatial dimen-
sions is:
X,= kiX + k2Y + DXYSS (6.10)
Y, = k3X + k4Y + DyYss
(X and Y denote deviations from the equilibrium values). The equations can
be solved analytically, since they are linear. Specific relations have to be
assumed among the six constants to obtain 'morphogenetic behaviour'.
We suppose k 1 and k 3 to be positive, k 2 to be negative, and k 4 to be zero; also
D,. > Dx; i.e. X catalyzes its own growth and that ofY, Y inhibits X, and the inhibitor
di-ffuses faster than the activator (X). This implies that, from a localised centre of
activity, Y will, at least in early stages of development, spread out farther than X.
(Harrison, 1981)
An obvious defect of the Turing model is that, because of its linearity, it

cannot describe saturation effects. To overcome this difficulty a two-variables
model was introduced by Gierer & Meinhardt (1972). Although its terms can
be identified with reactions and diffusion, the equations contain rational
functions at the right-hand side. Denoting by a and h the complete
concenirations of the activator and inhibitor (and not the deviations from
the equilibrium values) the model is
a,= Ca 2 /h- Ba + Daa,, +A
(6.11)
h, = Ca 2 - Eh + Dhh,.,
where A, B, C, D and E are independent of time. The model is able to
describe not only the generation of an inhomogeneous structure, but also the
regeneration occurring after partial lesion. The model 'has probably at-
tracted more attention among experimental biologists than any other model
of the reaction-diffusion type (this whole field of modelling being still
regarded with much scepticism among biologists) .. .' (Harrison, 1981). The
Gierer-Meinhardt model and its versions (Gierer, 1977; Meinhardt, 1978;
Meinhardt & Gierer, 1980; Meinhardt, 1982; Meinhardt, 1985) describes
regeneration and induction, dependence of the pattern formed on the tissue
size and the generation of polarity, size regulation, periodic structures, and
offers a hierarchical mechanism for the development of higher organisms as

well. The biochemical identification of the activator and inhibitor molecules
is not easy-but this is another story.
The mechanical basis of morphogenesis has been emphasised recently
(Oster eta/., 1980; Oster & Alberch, 1982; Odell eta/., 1984; Murray eta/.,
1983). Embryonic cells differentiate into epithelial and mesenchymal cells
during early ontogeny. An attempt was made to describe morphogenetic
movements based on the mechanical properties of the cells.
Our feeling is that validity ranges of reaction-diffusion and mechanics-
based models of morphogenesis are complementary and so the models
supplement each other.
7
Applications
7.I Introductory remarks

We certainly do not want to give an extensive review of the possible
applications of chemical kinetic models. The intention of this chapter is to
demonstrate that the conceptual framework of chemical kinetics is appropri-
ate to describe 'co-operation' and 'competition' among elements of 'other-
than-molecule' populations, as well as interactions among molecules. As was
mentioned earlier (Section 1.5) chemical kinetics may serve as a metalanguage
for modelling different kinds of population phenomena.
The examples to be presented illustrate the diversity of fields of appli-
cations, but they are mentioned in outline form only. Many biological
phenomena used to be modelled by real or formal kinetic models. A
biochemical control theory that is partially based on non-mass-action-type
enzyme kinetics seems to be under elaboration, and certain aspects will be
illustrated. A few specific models of fluctuation and oscillation phenomena in
neurochemical systems will be presented. The formal structure of population
dynamics is quite similar to that of chemical kinetics, and models referring to
different hierarchical levels from elementary genetics to ecology are well-
known examples. Polymerisation, cluster formation and recombination
kinetics from the physical literature will be mentioned briefly. Another
question to be discussed is how electric-circuit-like elements can be con-
structed in terms of chemical kinetics. Finally, kinetic theories of selection
will be mentioned.
7.2 Biochemical control theory

I. Enzyme kinetics traditionally deviates from mass-action kinetics. This
deviation results from the early enzyme kinetic measurements, which were
apparently not in accordance with the mass-action kinetic law. Now it is

clear, how to derive enzyme kinetic equations from mass-action kinetics by
using quasi-steady-state approximation. Even deviations from the usual
(Michaelis-Menten) enzyme kinetics can be clarified taking into considera-
tion detailed structural effects.
The mass-action kinetic model of the interaction among four molecule
populations, namely enzyme (E), substrate (S), complex (C) and product (P)
is described by
defdt = -k 1 es + (k_, + k 2 )c
ds/dt = -k 1 es + k_ 1c
(7.1)
dcfdt = k 1 es- (k_ 1 + k 2 )c
dpfdt = k 2 c.
The usual initial concentrations are e(O) = e0 , s(O) = s 0 , c(O) = c0 ,
p(O) = p 0 . Since the enzyme molecules are always either in free (E) or
complexed (C) form the enzyme concentration can be eliminated. Since the
substrate molecules are always in original (S), complexed (C) or product (P)
form they can be eliminated too:
e(t) = e 0 + e0 - c(t), s(t) = s 0 +Po + c0 - p(t) - c(t) (7.2)
The system of differential equations obtained by the elimination cannot be
solved analytically. Assuming that the substrate concentration changes
'slowly', the complex concentration can be expressed by the quasi-steady
equation
( ) _ (eo + c0 )s(t) (7.3)

c t - Km + s(t) '
where the Km Michaelis constant is defined as
K = k_, + k2
m- kl .
Renaming the common value of lds/dtl and dp/dt as the velocity of the
reaction the approximate expression
(7.4)
can be obtained (it would be more precise to call V the initial velocity). The
maximal value of V:
S0 - oc
Since experimentalists have preferred always to interpret their results in

terms of straight .lines, the connection among V, Vm•., s0 and Km can be
expressed as
Applications 179
1/V = (1/Vmax)(l + Km) (7.5)

So
The 1/V versus the 1/s0 function is called the Lineweaver-Burk plot.
Remark
The validity of the quasi-steady-state approximation, has already been

mentioned in Subsection 4.8. 7. A detailed analysis of enzyme kinetics is given
in Heineken et a/. (1967), Walter (1977) and Segel (1984). The strict
mathematical basis of the assumption is based on a theorem by Tikhonov
(1952). He investigated the assumptions leading to separation of the 'fast'
and 'slow' components of the solutions of the system
dx(t)/dt = f(x(t), y(t))
(7.6)
&dy(t)fdt = g(x(t), y(t)).
The solution of the system (7.6) converges under certain conditions forE-+ 0
to the solutions of the system
dx(t)/dt = f{x(t), Y(x(t))},
where
0 = g(x, Y(x)).
Many generalisations of the theorem have been given.
2. Deviations from the Lineweaver-Burk plot may be accounted for by
considering the structural details of the enzyme molecule ('allosteric' theory:
Monod et a/. (1965), 'induced fit' theory: Koshland et a/. (1966). The
allosteric theory is based particularly on the co-operation among the subunits
of the enzyme molecule. According to the simplest assumptions, only two
subunits exist (i.e. the enzyme is a dimer), and both of them can be in two
conformational states (inactive, T, and reactive, R). Furthermore symmetric
conformation pairs only (i.e. TT and RR) may occur, and the transitions
between the conformations are concerted. The detailed kinetic description of
enzyme-substrate interaction containing the binding of substrates as well as
the conformation changes (between completely substrate-free subunits) can
be given in terms of mass-action kinetics:
dTofdt = - fTo + bRo
dR 0 /dt = fT0 - bR0 + k - R 1 - 2k + R 0 S
dR 1 /dt = -k- R 1 + 2k + R 0 S + 2k- R 2 - k + R 1S (7.7)
dR 2 /dt = -2k- R 2 + k + R 1 S
dSJdt = -2k + R 0 S + k- R 2 -k + R 1 S.
The subscripts to R and T refer to the number of bound substrate molecules,
f and b denotes the forward and backward rate constants of the confor-
mation transition. The operation of the system is well characterised by the

fraction of subunits to which ligand or ligands are bound in the steady state.
3. The simple enzyme kinetic system does not exhibit oscillatory
behaviour. The existence, uniqueness and global asymptotic stability of a
periodic solution of a Michaelis-Menten mechanism was proved (Dai, 1979)
for the case when the reaction occurred in a volume bounded by a membrane.
The permeability of the membrane to a given species was specified as the
function of another species. The form of the model is
c
dsfdt = - s + Asc + Be + 1 + p" (l - s)
Ddc/dt = s - Asc - Ec (7.8)
dpfdt = F(c- p),
where s, c and p denotes the transformed substrate, complex and product

concentrations, while A, B, C, D, E and Fare constants. To prove the
uniqueness and global asymptotic stability of periodic solutions in the three-
dimensional system is difficult. The proof given by Dai utilises the procedure
given by Hastings (1977) based on the Brouwer fixed point theorem.
4. Biochemical systems are able to show controlled behaviour. The
existence of steady states or of oscillatory operation are characteristic
examples of controlled behaviour.
A cyclic enzyme system, where two enzymes share a substrate in a cyclic
manner, was assumed to be the control element of a feedback system to
maintain the stationary concentration of the end product at a desired level
against external perturbation (Okamoto & Hayashi, 1984). Switching
behaviour is shown by a mass action kinetic model involving interactions
among the active (£.) and inactive (EJ form of the cyclic enzyme, the
inhibitor (Y 1 ), the activator (Y2 ) and the end product (Y3 ). The model is:
dE.fdt = k3E;Y2 - k2E. Y1

dEJdt = k2E.Y1 - k3£1 Y2
d Yddt = k1y - k2E. Y1 (7.9)
dY2/dt = k 4 x- k 3E;Y2
dY3/dt = k 3E 1Y 2 - k 5 Y 3.
The excitatory factor x and the inhibitory factory are assumed to be external
components. The variable (xfy) is considered as the control parameter.
Numerical computations showed that steady-state concentrations of E. and
E; changed stepwise at (xfy) = 1. (Fig. 7.1 ). This switching scheme has been
incorporated into a feedback system. The variables of the system are the
input(/), the reactants and intermediates (X 1 , Y 2 and Y3 ), the inhibitor Y 1 ,
the precursor of Y 2 molecule (A) and the active(£.) and inactive(£;) form of
the enzyme. The kinetic model is:
Applications 181
0
0 2
o.____---....~~..... _ __,
0 1 2
y
X
Fig. 7.1 Steady-state concentrations of Ea and E; as a function yfx. Rate constant:

k 1 = k4 = k 5 = 1.0, k 2 = k 3 = 5 x 104 . Initial concentration: Ea = E; = 0.5,
Y 1 = Y 2 = Y3 = 10.0. They-value was fixed at 20.0.
dXI/dt = I - kiXI
dX2/dt = k1X1 - k2X2
dX3jdt = k2X2 - k3EaX3
dX4jdt = k3EaX3 - k4X4
dE.fdt = k1E;Y2- k6EaYI (7.10)
dEtfdt = k6EaYt - k1E;Y2
dYtfdt = ksX4- k6EaYI
d Y 2 /dt = k 9 A - k 7 E; Y 2
d Y 3/dt = k 7 E; Y 2 - k 8 Y3
Numerical calculations gave the evidence that the stationary value of X4 is
highly insensitive even to a ten-fold increase of the input concentration /, i.e.
the system simulates homeostatic control behaviour.
Remarks
Many model studies dealt with models involving feedback control of
enzymatic activities (e.g. Morales & McKay, 1967; Hunding, 1974; Hastings
et a/., 1977; Tyson & Othmer, 1978; Berding & Harbich, 1984). Furthermore,
the interpretation of periodic and aperiodic phenomena in biochemical
systems is still an open topic.
4. Rhythmic behaviour is characteristic of biological systems. The stability
of most biological rhythmic phenomena can be understood by the concept of
a limit cycle. The independence of the amplitudes and frequencies from the
initial conditions might be associated with regular temporal patterns. The
mutual interaction among different biological oscillators might imply as well

other organised temporal patterns. Oscillatory and chaotic behaviour in
biochemical systems will be mentioned shortly. The two best-known
examples of periodic operation in cellular metabolism are glycolitic oscilla-
tions and the periodic synthesis of adenosine 3', 5'-cyclic monophosphate
(cAMP) oscillations in the slime mould Dictyostelium discoideum.
Glycolytic oscillations (Hess & Boiteux, 1971; Goldbeter, & Caplan, 1976)
occur due to the allosterically controlled phosphofructokinase (PFK, EC
2.7.1.11) reaction. The simplest (perhaps oversimplified) model of glycolysis
contains two variables only, namely the substrate (ATP) and the product
(ADP) of the enzyme (Goldbeter & Nicolis, 1976). The hierarchical regu-
latory mechanism of glycolysis can be described by a more detailed model
(Boiteux & Hess, 1984).
A model of periodic synthesis of cAMP (Goldbeter & Segel, 1977)
proposed in connection with the aggregation of cellular slime moulds is
based on the fact that extracellular cAMP binds to a receptor at the cell
surface and activates adenylate cyclase by an autocatalytic ('positive feed-
back') step. Consequently, synthesis of intracellular cAMP is increased.
The possibility of producing more complex temporal patterns in biochem-
ical systems has been underlined in a model that is formally similar to the two
just-mentioned systems (Decroly & Goldbeter, 1982; Goldbeter & Decroly,
1983; Decroly & Goldbeter, 1984a; b). The model contains two instability
generating steps, i.e. two autocatalytic reactions coupled in series, as shown
in Fig. 7.2.
+ +
~ I
·---1 ~-.~
v
---s E, E,
Fig. 7.2 Model for the coupling of two autocatalytic enzyme reactions. The system
admits three simultaneously stable periodic regimes for appropriate values of the
parameters.
Assuming that the enzymes E 1 and E 2 obey the concerted transition

model, the kinetic equation for the transformed concentrations of S, P, and
P 2 is:
dsfdt = A - Bf(s, p 1 )
dpddt = Cf(s, p,)- Dg(p 1 , P2) (7.11)
dp 2 /dt = Eg(p,, P2)- Fp 2 ,
where f and g are nonlinear functions, A is the constant input of the
Applications 183
Fig. 7.3 Trirhythmicity. The system evolves towards three distinct periodic regimes
for three different sets of initial conditions.
substrate, B, C, D and E are functions of the parameters of the enzymatic

system, F is a rate constant.
This model containing three variables is capable of describing complex
temporal patterns. The possibility of a coexistence of two and three periodic
regimes ('birhythmicity', 'trirhythmicity; Fig. 7.3) was demonstrated numeri-
cally. Multirhythmicity means that, depending on the initial conditions,
distinct stable oscillations are observed. It might serve as a switching element
among oscillatory regimes, and might have great biological relevance.
Chaotic behaviour was illustrated numerically.
A beautiful zoo of different biochemical time patterns was found both
experimentally and theoretically in studies of the glycolytic system under
periodic perturbation (Hess & Markus, 1985; Markus et a/., 1985).
The system of differential equations
dx(t)/dt = f(x(t)), x(t) E IR", x(O) = x 0

might be supplemented with a term a*(t) =(0, 0, ... , a cos(cot + <p)) leading
to
dx(t)fdt = f(x(t)) + a*(t).
It means that one component is perturbed by amplitude a, a cosinusoidal
forcing term with frequency co and phase q>. Recently particular attention has
been paid to the response of nonlinear chemical oscillators that are
periodically perturbed. The celebrated Brusselator model
~[x] = [x 2 y- Bx +A-x]+ [acos(cot + q>)J

dt y Bx- x 2 y 0
has been studied (Tomita, 1982). The undriven system shows limit cycle
behaviour in a certain region of the parameter space. It was clearly
demonstrated that four different types of region might be recognised on the
(a-co) plane (Fig. 7.4), namely entrainment (phase locking), quasiperiodic
oscillation, periodic doubling cascade, and chaos have been found. Although
elaborate mathematical techniques exist to analyse bifurcations from and to
the regions just mentioned (e.g. Ioos & Joseph, 1980), numerical methods
often offer a technically simpler, 'down-to-earth' treatment of dynamic
problems. The analysis of systems, when the unperturbed system is higher
than three-dimensional is particularly difficult (but not hopeless-see, for
example, Rossler & Hudson, 1985). Periodically perturbed chemical systems
were reviewed recently by Rehmus & Ross (1984).
IX
0.16
0.12
0.08
0.04
0
0 0.2: '0.6 :o.a 1.0 1.2 (J)
1/3 ~ 2/3: 3/2 2 3

wlw0
1/2 3/4 4n
Fig. 7.4 Phase diagram. The numbers indicate the harmonic periods appearing in the
respective regions in the unit of forced period. A limit cycle of nonintegral period
appears in the shaded region Q, and a chaotic response is found in the region
indicated by J(.
Applications 185
Studying the time patterns in the perturbed gloycolytic system Markus

et a/. (1985) examined their model using three variables, namely the con-
centration of ADP, a, and phosphoenolpyruvate, b, and the input flux phase
<p= ro.t, where ro. is the frequency of external perturbation. The kinetic
model is
da(t)fdt = VPFK - VPK
db(t)jdt = V;n - VPK (7.12)
d<p(t)fdt = ro•.
The enzyme rate of VPFK and VPK (PK stands for pyruvate kinase) are
complicated functions of a, b and concentrations of other components that
are not involved explicitly in the model (ATP, fructose-6-phosphate) V;n
consists of the mean input flux superimposed by the input flux oscillation.
While other models of forced glycolysis (e.g. Richter (1984 based on the
Selkov model)) demonstrates the occurrence of entrainment (the frequency
locking of an autonomous oscillator by externally imposed frequencies) Hess
and Markus emphasised the failure to see entrainment leading to quasi-
periodic or even chaotic dynamics, and the coexistence of complicated
periodic attractors. Currently the biological function of complex temporal
patterns are not well-understood. Some neurobiological examples will
illustrate this problem.
7. 3 Fluctuation and oscillation phenomena in neurochemistry

0. The neurochemistry of synaptic transmission has been thoroughly inves-
tigated over the decades. Though the approach and techniques of neuro-
chemistry is static rather than dynamic, kinetic models may prove useful for
explaining both the chemical details and the regulatory aspects of synaptic
transmission. First, a short review of synaptic transmission is given. Second,
postsynaptic membrane noise as a source of information will be mentioned;
then oscillatory and other temporal patterns connected to integrated synap-
tic activity will be analysed.
1. Information is transferred from one neuron to another at specialised
points of contact, at synapses. Synapses are most often made between one
axon of cell and the dendrite of another (but there are other kinds of synaptic
junction too).
On the arrival of an impulse at the nerve terminal, a chemical transmitter
substance is released from the presynaptic cell, crosses the synaptic cleft
separating the two cells, and interacts with specific receptor sites on the
postsynaptic membrane. The receptors are large protein molecules embedded
in the semifluid matrix of the cell membrane. The binding of the transmitter
to the receptors implies the opening and closing of 'membrane channels'
controlling the flow of specific ions through the membrane.
Most of what is known about the mechanism of synaptic transmission
Vesicular·
Jo<t~l=.:~~IV\ grid
Postsynaptic
density
Synaptic vesicle Synaptopore
Fig. 7.5 Schematic illustration of the chemical synapse.
comes from experiments on a particular synapse: the neuromuscular junction

of the frog, where acetylcholine (ACh) serves as the transmitter. The
schematic illustration of a synapse is given in Fig. 7.5.
The metabolism of the ACh can be considered as a recycling process
constituted by the following 'elementary' steps:
(I) ACh synthesis. The precursors of the ACh are the choline (Ch) and the
acetyl coenzyme A (Ac-CoA). The reversible formation of ACh is
catalysed by the choline acetyl transferase (ChAT; EC 2.3.1.6). Since the
enzyme has both cytoplasmic and membrane-bound forms, consequently
the synthesis can take place by two different mechanisms. The synthesis
can be influenced by the formation reactions of the precursors and by
their transport to the place of the synthesis. Both the sodium-dependent
high affinity choline uptake (Barker & Mittag, 1975) and the transport of
the mitochondrial Ac-CoA to the cytoplasm (Jope, 1979) may be the
rate-limiting step of the synthesis.
(2) ACh release. According to the classical, vesicular hypothesis (Del Castillo
& Katz, 1954) packets of transmitter molecules ('quantums') contained in
synaptic vesicles are released by exocytosis. The vesicular hypothesis was
in accordance with morphological studies demonstrating the existence of
synaptic vesicles (De Roberties & Bennett, 1954) and explained the
discrete nature of the postsynaptic response, namely the occurrence of
miniature-endplate potentials (Fatt & Katz; 1952). Alternative hypo-
theses (e.g. Israel & Dunant, 1979; Tauc, 1979) are based on experimental
observations of the release of cytoplasmic ACh.
(3) Cleft processes. ACh, when released, diffuses the synaptic cleft separating
Applications 187
the presynaptic and postsynaptic membranes. However, the synaptic

cleft cannot be considered as an 'empty tube', since it contains different
types of chemical molecules. Chemical reactions taking place in the cleft
can strongly modify the mechanism of the information transfer.
(4) Transmitter-receptor interaction. While one class of channels in neural
membranes responds to voltage differences across the cell membrane (i.e.
they are voltage-gated), a second type of channel is chemically gated.
Chemically gated channels are activated by the transmitter-receptor
interaction taking place at the postsynaptic membrane surface. Confor-
mational changes in membrane proteins form the basis for gating since
they serve to open and close the channel by slight movements of critically
placed portions of the molecule that unblock and block (at least partially)
the pore. When channels are open, the resulting electric current can be
measured. The opening and closing of chanels have a random character,
therefore fluctuation in the electric current measured reflects certain
biochemical details of the transmitter-receptor interaction.
(5) Hydrolysis of the postsynaptically bound ACh. The most rapid step of
the ACh metabolism is the enzymatic decomposition of ACh. Acetyl
choline esterase (EC 3.1.1. 7) is a very active enzyme. Rapid hydrolysis is
the precondition of rapid recovery of the resting state after transmitting
an impulse.
(6) Diffusion and (re)uptake of choline. Choline diffuses from the postynaptic
cell towards the presynaptic cell. Choline resulting from different sources
can be taken up by different mechanisms, but thin is beyond our present
scope.
2. The possibility of the measurement of postsynaptic membrane noise

(Katz & Miledi, 1972; De Felice, 1981) gives a deeper insight into the details
of the chemical mechanism of transmitter-receptor interaction.
According to a simple assumption the transmitter-receptor complex has
one 'closed' and one 'open' form. This assumption can be questioned and an
algorithm can be given to determine the number of 'non-completely closed'
conformations of the complex, and the kinetic rate constants of the
conformation changes.
The measurable fluctuations are in the electrical potential or current of
postsynaptic cells, and are induced by fluctuations of quantities of chemical
components, particularly transmitter, receptor and intermediate molecules.
Consequently, it is possible to give a relation between the quantities
describing the electrical fluctuations in a postsynaptic cell and the stoich-
iometric and kinetic parameters of transmitter-receptor interaction.
Assumptions of the model:
(I) Transmitter-receptor interaction can be described by the following
simple model scheme:
(7.13)
where x is the number of transmitters binding per one receptor molecule,

T is the transmitter, R is the receptor, T.R is the conformation of the
complex having zero ion-conductance, T.R; are conformations to be
associated with non-zero ion-conductance, T.R 1 is the conformation
with maximal conductance.
(2) The quantity of transmitter is maintained at a constant level.
(3) The conductance is a linear function of the T.R; conformation quantity
vector (denoted by N):
g=LN, (7.14)
where g is the h-dimensional conductance vector (h is the number of ionic
species considered), the dimension of the vector N is I + 2, the dimension
of the matrix L is h x (I + 2).
(4) The conductances of the individual ions are summarized by g = grl. Here
g is the total conductance, 1 is an h-dimensional vector with all co-
ordinates equal to unity.
(5) A particular form of the function g(N) can be specified assuming one of
the channel-models (Chen, 1976):
I
g(N) = L g,exp[- (I - j)E)kTJN;, (7.15)
j=O
where g 1 is the conductance vector of one channel being in the completely

open state, Ni is the quantity of the complex T.Ri, T is the tempera-
ture and Ei is the activation energy of the conformation change
T.Ri-+ T.Ri+ 1• This channel model is strongly motivated by the tran-
sition state theory of reaction kinetics.
This model for describing transmitter-receptor interaction' can be identi-

fied with the stochastic model of closed compartment systems. Adopting the
fluctuation-dissipation theorem the conductance spectrum of the postsynap-
tic cell is determined by three qualitatively different factors:
(I) the length of the compartment system (implicitly);

(2) the precise form of the function connecting the conductance and the
quantities of the different conformations (e.g. eqn. 7.15).
(3) the rate constants.
The analysis of this model in Erdi & Ropolyi (1979) is an illustration of

how noise analysis may be used as a tool for obtaining kinetic information.
3. At least three different neurochemical and neurophysiological oscillatory
phenomena appear at different hierarchical levels of the cholinergic synaptic
Applications 189
transm1ss1on system. (Erdi & T6th, 1981; Erdi, 1983). 'Rapid' and 'slow'
oscillation of free, presumably cytoplasmic, acetylcholine (ACh) have been
described (Dunant et a/, 1977; Israel et a/., 1977). Another oscillatory
phenomenon is the series of miniature-endplate potentials (Fatt & Katz,
1952) that correspond to the postsynaptic effects of pockets of transmitter, at
least in the spirit of the classical vesicular hypothesis.
A complete theory of the hierarchical mechanism of dynamic synaptic
activity would require the study of co-operation and competition among the
three oscillators. Here only one model, established for explaining the 'slow
oscillation' will be presented. The 'isolated' model shows periodic behaviour.
The skeleton model of the 'slow' oscillation in free acetylcholine can be
formulated in terms of mass-action kinetics (Csaszar et a/., 1983). In
principle, instead of setting up a lumped, skeleton model, a more complex
model could be defined to take into account the details of subprocesses
(synthesis, storage and release of ACh, cleft processes, transmitter-receptor
interaction, diffusion, re-uptake). Experimental information, however, cer-
tainly would not be sufficient to parametrise such kinds of models.
According to the assumptions of the four-component model the state of
the system is characterised by:
- cytoplasmic ACh concentration: X,

- ACh concentration at the postsynaptic membrane surface,
- choline (Ch) concentration near postsynaptic cell,
- Ch concentration near presynaptic cell.
The subprocesses of the model:
(I) transmitter release, cleft processes, transmitter-receptor interaction;

(2) ACh hydrolysis (the most rapid subprocess);
(3) metabolic products (mostly Ch) diffuse to the vicinity of the presynaptic
cell;
(4) (re)uptake of Ch;
(5) autocatalytic synthesis of ACh.
A four-component formal chemical model

k1 k1 kJ k4 ks
X-+ Z, Z-+ W, W-+ Y, Y-+ X, 2X + Y-+ 3X
can be associated with the synaptic activity containing the five subprocesses.
This mass-conserving model has a single nonlinearity and can exhibit
sustained oscillations in numerical computations. Fixing the 'total mass', but
changing the initial concentration the limit cycle behaviour can be visualised
(Fig. 7.6(a)). Fixing the rate constants also, but changing only the 'total
mass', a family of limit cycles (limit shells) can be derived (T6th, 1985) (Fig.
7.6(b)).
y
40
38 M = 300
36
34
32
30
28
26
24
22
20
18
161
14
12
10
6
4
2
••~,.-.~,.--.~..-.~••-~.~.-••~.~.~••~.~••-••~.~••-.~~w-
o~.,~.~.,~
270 280 290 300
(a)
0 40
(b)
Fig. 7.6(a) The Y versus W selection curve seems to tend from outside and from
inside to a stable limit cycle. (b) The relatively stable limit cycles are changed as a
function of the total mass of the system; the system has limit cycles within a certain
(ange of M, the shape and location of these closed curves vary as the constraint is
varied.
Adopting the neurochemical assumption according to which the choline

uptake (not exclusively, however) controls the process, an independent
choline oscillation is assumed. Therefore the kinetic equation is:
Applications 191
dx(t)fdt = -k 1 x(t) + k 4 y(t) + k 5 x 2 (t)y(t)

dz(t)/dt = k 1 x(t)- k 2 z(t)
(7.16)
dw(t)fdt = k 2 z(t) - k 3 w(t)
dy(t)fdt = k 3 w(t)- k 4 y(t)- k 5 x 2 (t)y(t) + acos(wt + <p).
Numerical studies (Erdi & Barna, 1986a, b) gave the evidence of occurrence
of 'abnormal' dynamic behaviour. Phase space plots and stroboscopic plots
are obtained. The former are identified with two-dimensional projection of
trajectories, the latter can be constructed by points taken at regular intervals
of the period (figs 7.7 and 7.8).
Fig. 7.7 Phase plane diagram in different time regimes. (a) Approaching to the
'phantom attractor'. (b), (c) Intermediate regime, (d) Near the true attractor.
In general terms, many neural disorders are characterised by changing the

'normal' temporal patterns to 'abnormal' behaviour. This abnormal dy-
namics might be interpreted as a 'dynamical disease' occurring in a
physiological control system operating within a range of control parameters
(Guevara et a/., 1983).
"/~::....
(b)
I
1.~.
l
,_
'•·
i.
/
1.". · , .
..
.
'::'
.
.
..
..
'"-":.<,.~
·/···.
······-·
..
,•... ·
~·
.. ·········· ...
,_ ..
(c)
I (d)
··.:·.
. :.i)
\.····· /
Fig. 7.8 Stroboscopic representation of perturbed variable. (a) Quasistable 'butter-
fly' shape. (b) Decay of the quasistable shape and start to tend to a new shape. (c)
Tending to a new attractor. (d) Arriving at a fixed point of the Poincare plot.
7.4 Population genetics

I. Population genetics describes interactions among alleles. The system (in
the simplest case it is a one gene locus) is composed of alleles A 1 , ••• , A •. The
state of the system is characterised by the frequencies x 1 , .•• , x. of the alleles.
The frequency of the genotype A;Aj is 2x;x;; (i=Fj). Adopting the traditional
assumptions the survival (or fitness) of A;Aj is W;; (w;; ~ 0; w;; = wj;). A scalar
quantity
h
w*(t) =L r.j~ I
w,.x,(t)x.(t) (7.17)
can be assigned to the whole population (mean fitness), and the normalisa-
tion LX; = I is valid. Selection equations in a deterministic framework can
be· given by the differential equation:
h
dx;(t)fdt = X;(t)( L w;;xj(/) - w*(t)). (7.18)
j~l
Applications 193
The reconciliation of the Darwinian theory of natural selection and of

Mendelian population genetics has been based on this model (Fisher, 1930;
Wright, 1931).
According to Fisher's theorem, the mean fitness w* increases steadily
along the trajectory of (7 .18). Technically it means that w* is Lyapunov
function.
Kimura (1958) stated that the trajectories of (7.8) point in the direction of
maximal increase of w*. Technically it would mean that (7 .18) is a gradient
system. However, the system is not a gradient system, at least not in the
traditional sense. Maximal increase implies that the direction of the trajec-
tories is orthogonal to the contour lines of w*, and this is not the case in
general. The 'spirit' of Kimura's maximum principle have been saved by a
redefinition of orthogonality by Shahshahani ( 1979) who introduced a new
Riemannian metric at every point of the state-space.
Denoting the state space by
•
s.={x=(xl> ... ,x.); LX;= l,x) ~0}, (7.19)
i= I
the Shahshahani metric is given at pEs. by

(x, y)p = L (x;y;)/P; (7.20)
i= I
(x andy are elements of the tangent space). Using this metric or (equiva-
lently) making an appropriate transformation of co-ordinates, Akin (1979)
presented a new geometrical framework of population genetics. One impor-
tant prize from the work is the validity of Kimura's principle.
It can be shown more generally (Sigmund, 1984) that a differential
equation
dx;(t)/dt = x;(/;(x(t)) - LX;(t)/;) (7.21)
;
is a Shahshahani gradient system, if and only if dx(t)/dt = f(x(t)) is a usual

gradient system.
The basic selection model has been generalised in many different ways
(Akin, 1979; but see Hofbauer, 1985). Mutations from Ai to A; with
probability bii have been taken into account leading to the model:
(7.22)
For the case of equal mutation rate (i.e if bii is independent ofJ) the system is
Shahshahani gradient system. For any other bii wii can be found such that the
Shahshahani gradient property fails and periodic behaviour occurs via Hopf
bifurcation. In terms of genetics this means that the frequency distribution of
the alleles does not converge to a stable equilibrium point, but may exhibit
oscillations. Even the occurrence of chaos seems probable in slightly
modified versions of the model.

While the existence of oscillatory and even chaotic behaviour has become
more or less acceptable in the chemical and biomathematical communities, it
is a serious challenge for population geneticists, since it contradicts their
'adaptive landscape' concept. However, if chemical kinetics could adopt the
geometric approach of population dynamics, the interplay between the two
disciplines could be productive.
2. Many stochastic models are used in population genetics to describe the
effects such as random drift selective force, and mutation pressure (e.g.
Karlin & McGregor, 1964; Crow & Kimura, 1970; Maruyama, 1977).
Diffusion models are mostly used, and some of them can be interpreted in
terms of the CCS model of chemical reactions. The models are in terms of the
probability distribution of gene frequencies.
The tractable models are more or less restricted to the one locus situation.
Let x, be the frequency of A genes at the time t. Pure random drift is
superimposed by the reversible mutation
u
A ¢a
The infinitesimal generator A is:

- _ x(l - x) d 2 d
A = 4N dx2 + {v - (u + v)x} dx'
i.e. it is the infinitesimal generator of a simple, often-investigated diffusion of
a single particle.
Many other models have been defined, and the problems of obtaining
solutions are similar to those in the case of chemical reactions.
7.5 Ecodynamics
7.5.1 The theory of interacting populations
7.5.l.l Boulding ecodynamics
Observing the theory of dynamics of populations from the point of view of
chemical kinetics, it is well-known that the celebrated Lotka-Volterra model
has both chemical and ecological interpretations. It is quite reasonable that
the formal theories of chemical kinetics and of 'mathematical' ecology are
highly overlapping.
Ecodynamics (Boulding, 1978, 1983) motivated by the general system
theory tries to become a general theory of ecosystems.
The ecosystem is the basic concept of Ecodynamics. It can be defined as a set of
interacting populations of different species, the population of a species being defined
as a set of objects, or elements of some kind, which are similar enough to be
Applications 195
interesting as an aggregate. This lands us immediately in the problem of taxonomy,

which is the big skeleton in the closet science. If we get our taxonomies wrong, as the
alchemists did-earth, air, fire and water are far too heterogeneous to be elements-
we will never get very far. Physics and chemistry succeeded because they somehow got
the right, or at least very useful, taxonomies, though even chemical elements exploded
somewhat into isotopes and the Newtonian taxonomy of matter and energy got into
trouble with Einstein. (Boulding, 1983)
Having determined the state variables by adopting an appropriate tax-
onomy, dynamic laws have to be defined:
To define an ecosystem, then, we have to take a bold and dangerous step and just
assume that we can define significant species. We have the fact that the total number
or quantity of a species, whether of hydrogen atoms, water molecules, horses,
automobiles, or persons who believe in the second law of thermodynamics, follows
the principle of what I have called the 'bathtub theorem'. It states that the total
quantity or population of anything increases by the number of additions less the
number of subtractions. Thus, the number of water molecules in a given area
increases when hydrogen burns in oxygen (water molecules are 'born') and diminishes
when the water molecule is dissociated (as, for instance, by an electric current).
The same principle goes for biological organisms of any kind, for human artefacts,
and even for human ideas. Additions consist of births and in-migrants; subtractions
of deaths and out-migrants. The rate of additions and subtractions to a population,
however, is going to depend upon its own size and the size of the other populations of
the ecosystem. (Boulding, 1983)
The 'ideology' of ecodynamics have partially been induced from the
experiences of many ecological model experiments (and of course it was
deduced from the principles of the general system theory). Some illustrations
will be given.
7.5.1.2 Compartmental ecokinetics

Compartmental analysis is a well-known technique of ecokinetics (an
example: Blau eta/., 1975).
Let the ecosystem be a fish in an aquarium. The uptake and clearance of
compounds by fish can be modelled in the simplest way by a two-
compartment model treating the fish as a single homogeneous compartment.
Assuming that:
(I) Uptake of chemical (through gills, skin etc.) can be taken into considera-
tion by a single rate constant k 12 •
(2) The clearance of the chemical by different mechanisms can be character-
ised by a single rate constant k 21 •
(3) Constant rate of chemical addition and removal into and from the water
compartment are involved.
(4) Kinetics is zero-order or first order.
Water compartment Fish compartment
Constant rate
of chemical
addition (a)
Constant rate
chemical removal (r)
Fig. 7.9 Two-compartment model of bioconcentration test ecosystem.
The two-compartment model is shown in Fig. 7.9. The kinetic differential

equation system with the initial conditions is:
dc 1 {t)/dt =a- k 12 c 1 (t) + k 21 c2 (t)- r
dcz(t)Jdt = ktzCt(t)- kztCz(t) (7.23)
c 1 (0) = Cw and c2 (0) = 0.
In practical cases dc 1{t)/dt = 0 used to be assumed. The solution of the
model can be easily given, but it is not very important for us at this moment.
The fish itself can be represented by two compartments where one of these
compartments corresponds to a particular tissue in which the chemical
compound may be preferentially concentrated. Two possible three-
compartment models are shown in Fig. 7.10.
The two models differ only in that the second model a rate constant for
clearance from the third compartment to the water compartment also was
involved. Model discrimination by solving the inverse problem is a difficult
task. 'Note that this discrimination takes place only among the set of
postulated models. That is, the model selected may be the best of the
originally postulated models but totally inadequate for characterizing the
system' (Blau et a/., 1975). (Model discrimination and structural identifia-
bility of compartment systems have been mentioned in Subsection 4.8.4).
7.5.1.3 Generalised Lotka-Volterra models

The examination of competitive interactions among different species has
been one of the main topics of mathematical biology. The most often used
mathematical model is still a generalisation of the Lotka- Volterra model;
systems of polynomial ordinary differential equations expressible in terms of
formal chemical reactions have also been investigated. The main problem is
to find criteria for the coexistence of species. All species in the communities
Applications 197
Fish compartment
Metabolite on
particular tissue
Fish compartments
Metabolite
Fig. 7.10 Three-compartment model of bioconcentration test ecosystem.
can coexist in three distinct ways; species may coexist at equilibrium, in

persistent oscillation or in chaotic motion (see, for example, May & Leonard,
1975; Takeuchi & Adachi, 1983a, b; Freedman & Waltman, 1985). The
generalised Lotka-Volterra system is:
dx;(t)fdt = X;(t)[b;- Laiix;(t)], i = I, 2, .. . n, (7.24)
j
and some of the most often used models are the:
Two-species-competing system:
dx 1 (t)/dt = x 1 (t)[l- x 1 (t)- ax 2 (t)]
(7.25)
dx 2 (t)fdt = x 2 (t)[l- bx 1 (t)- x 2 (t)];
Two-prey, one-predator system:
dx 1 (t)/dt = x 1 (t)[l- x 1 (t)- ax 2 (t)- ey(t)]
dx 2 (t)fdt = x 2 (t)[l- bx 1 (t)- x 2 (t)- uy(t)] (7.26)
dy(t)/dt = y(t)[ -1 + dex 1 (t) + dux 2 (t)];
Two-prey, two-predators system:
dx 1 (t)fdt = x 1 (t)[I - x 1 (t)- ax 2(t) - e 1y 1 (t) - e 2y 2(t)]

dx 2(t)Jdt = x 2(t)[I- bx 1 (t)- x 2(t)- u 1YJ(t)- u 2J2(t)]
(7.27)
dYI (t)Jdt = y 1 (t)[ -I + d 1 e 1 x 1 (t) + d 1 u 1 x 2 (t))
dy2 (t)/dt = Y2(t)[- I + d2e 2x 1 (t) + d 2u 2x 2(t)].
Here X;(t), y;(t) are the population sizes for prey and predators, respec-
tively, a> 0 and b > 0 represent competitive effects between two prey, e; > 0
and u; > 0 are coefficients of decrease of prey due to predation, and the d; are
the transformation rates of i'h predator.
The possible equilibria for (7.26), for example, are denoted by (E+ + +),
(E+ +0), (E+o+), (Eo++), (E+ 00), (E0 +0 ), Here (E+o+) denotes the equilibrium in
which prey x 1 and predatory remain positive, and prey x 2 is extinct.
The two-species-competing system (7.25) cannot show oscillatory
behaviour (in consequence of the Hanusse-Tyson-Light-P6ta theorem: it is
different from the Lotka-Volterra model). The conditions of stability of
equilibria were studied by Takeuchi & Adachi (l983b). Accordingly, the
(E++) is globally stable if and only if a< I, b <I. (E+o) and (Eo+) are
globally stable if and only if a~ I, b ~I and a~ I, b ~I respectively. For
the case of a> I, b > I (E+o) and (E00 ) are locally stable.
Equation (7.26) is derived from (7.25) including predator. How does this
inclusion affect the possibility and mechanism of coexistence? (Takeuchi &
Adachi I983a, b) proved that the addition of a predator to a system with a
stable equilibrium may give a bifurcation to a stable limit cycle at increasing
rates of predation. They showed a + b < 2 implies (under certain technical
conditions) the global stability of nonnegative (E + + +>· Supposing ab ~ I, in
certain parameter regions Hopf bifurcation might occur. The assumption
leading to a limit cycle can be further classified. According to numerical
studies in the case of a > I, b > I the limit cycle can collapse into one of two
single-prey equilibria when there is a further increase in the control
parameter. In the case when a~ I, b ~ I (or a~ I, b ~ I) there is the
possibility of turning into (spiral) chaos (Gilpin, I979).
The combined analytical and numerical analysis of the two-prey, two-
predators, system (Takeuchi & Adachi, I983a, b) showed similar the
following qualitative results: a stable equilibrium also can bifurcate to a
stable limit cycle and the limit cycle turns into a nonperiodic oscillation of
bounded amplitude with increasing cycle time.
Remarks
'Predator-mediated coexistence' of competing species has been found both in

spatially homogeneous (see Takeuchi, I985) and in inhomogeneous systems
(Hutson & Vickers, I983; Hutson & Moron, I985). The term means that the
introduction of a predator may allow two prey to coexist which would not
otherwise do so.
Applications 199
7.5.1.4 The advantages of stochastic models: illustrations

Differences between deterministic and stochastic ecological models have been
emphasised many times, explicity or implicitly. The main qualitative devia-
tion in the behaviour of ecodynamic models can be interpreted in terms of
survival and extinction.
a>1 b>1
Fig. 7.11 In the regions (A), (8), and (C) E+ ++exists. In (A) (or (B)) there exists at
least one Hopf bifurcation parameter e* (or u*) for any straight line u = constant (or
e = constant) if
dfde(A 0 A 1 - ADI,~.• ¥- 0; or dfdu(A 0 A 1 - ADiu~u• ¥-0
where
A 0 = xf + x~. A, =(I - ab)xfx~ + du 2 x~y* + de*y*xf,
A2 = d(e 2 + u 2 - (a+ b)eu)xfx~y*
is satisfied.
Macroscopic ecological level equations have emerged from microscopic

genetic equations, and there is a feedback from the macroscopic structure to
modify the microscopic dynamics. The appearance and eventual stabilisation
of a new mutant might have a crucial role in the evolutionary process.
Allen & Ebeling (1983) have argued for the necessity of a stochastic
description of simple ecosystems connected to evolution. They considered
interactions among a 'prey' species, X;, and a 'predator' species, Yk, where i
and k denote phenotypes. 'Elementary' steps at the microscopic level
modifying the number of interacting species:
(a) normal replication of species X;:

X;--+ X;+ I; with probability a;x;(l - x)N),
(b) capture and destruction of prey X; by predator Yk:

X;~ X;- I; with probability (s;k/V)X;Jk,
(c) normal reproduction of predator Yk:
Yk ~ Yk + 1; with probability (S;k/ V)x;yk,
(d) death of a predator Yk:
Yk ~ Yk - I; with probability DkYk,
(e) 'diffusion' of a prey or predator from the system:
X;~ X;+ I, Yk ~ Yk + I; with probability D;x;0 and Dky2,
(f) 'diffusion' of a prey or predator of the system:
X;~ X;- I, Yk - Yk ~ 1; with probabilities D;x; and Dkyk,
(g) 'abnormal' reproduction of X;:
X;Xj ~ X;Xj + I with probability Miix;(I - xjJN)
(h) 'abnormal' reproduction of the predator Yk:
YkYI ~ YkY1 + 1; with probability Mk;X;YJ! V.
To described the temporal evolution of the probability distribution of a

new mutant population starting from a pre-existing situation a linearised
birth and death equation can be derived:
dP(x 2, t)Jdt = A(x?, yy .. .)((x 2 - I)P(x 2 - I, t)
- x 2P(x2, t)) + D(x?, y? ... )
x ((x 2 + I)P(x 2 + I, t)- x 2P(x 2, t)),
where x 2 denotes the numbers of the mutants, the function A contains all the
processes tending to increase x 2 , linearised in x 2 a, and the function D
contains all the terms tending to decrease x 2 • Let us denote with A' and D'
the value of these functions, in general. If A' < D' then the probability of
extinction is I, while for A'> D', this probability·is D'JA'. The increase or
=
decrease in efficiency of the mutant type is d A' ID' - I. The probability of
survival P,.,(t) is
d
P,.,(t) = I + d- exp(- (A' - D')t) .
Evaluating this expression for a time t = n/A', where n is the number of
reproduced generations during t:
d
P,.,(n) =I+ d- exp- (ndj(l +d))·
The general form of the function P,.,(n) is given by Fig. 7.12. Is shows that,
Applications 201
1--------------------------
L Step function resulting from
f deterministic analysis
Probability
of survival
10% 20% 30% 40% SO% 60% 70% ao•to 90% 100% 110•t. d
Fig. 7.12 Probability of survival of a mutant of fitness d, for a number of generations,

n.
while deterministic analysis results in very sharp distinction between favour-

able and unfavourable mutations, the stochastic analysis leads to a much
'smoother' picture.
Models of population growth in random environment have been construc-
ted by inserting 'white noise' fluctuations in the deterministic growth
equations (May, 1972; Capocielli & Ricciardi, 1974; Ricciardi, 1977; Nobile &
Ricciardi, 1984a, b). The structure of these models is similar to those described
in Section 5.8 ('external fluctuations') and we shall not discuss them here.
As was mentioned in Subsection 5.6.2, stochastic versions of the
Lotka-Volterra model lead to qualitatively different results from the deter-
ministic model. The occurrence of a similar type of results is not too
surprising. A simple model for random predator-prey interactions in a
varying environment has been studied, staring from generalised Lotka-
Volterra equations (De, 1984). The transition probability of 'extinction' is to
be determined. The standard procedure is to convert the problem to a
Fokker-Pianck equation (adopting continuous approximation) and to find
an approximation procedure for evaluating the transition probabilities of
extinction and of survival.
Stochastic models are appropriate when we are interested in the behaviour
of mutant populations present in very small quantities only. In more general
terms, the role of 'genetic drift' due to randomness during evolution has been
emphasised (Crow & Kimura 1970) in the framework of 'neutral theory of
evolution'.
The relative importance of natural selection and genetic drift, and more generally of
the deterministi!= and stochastic factors in evolution. remains the most important
unsolved problem in our understanding of the mechanisms that bring about
biological evolution. (Dobzhansky eta/., 1977, p. 164)
7.5.2 An ecological case study
A relatively detailed example will be given to illustrate the methods offormal

reaction kinetics in ecological modelling. (It is considered to be a case study,
and the choice of this model is quite arbitrary.) The model is of the
eutrophication process taking place in the largest lake in Central Europe,
Lake Balaton, Hungary. There is a wide recreational area all around the lake,
which is very popular with tourists from abroad and from within the country
as well. The phosphorus input to the lake has greatly increased in recent
years, and as a consequence of this the growth of the phytoplankton has also
increased.
In order to understand is phenomenon, and to help to reverse the process
of eutrophication, a modeling study was started in the late nineteen-
seventies.
In what follows we briefly describe the main characteristics of a determi-
nistic and a stochastic model of the eutrophication process in Lake Balaton,
using the concepts of formal reaction kinetics.
The phenomenon to be described here does not fit precisely into the
framework of mass-action type reaction kinetics. However, the differences
are of the same nature that are met within the area of chemical applications
too.
First, one has time-dependent input (here: forcing) functions. Second, the
rate of some of the elenentary reactions are not of the mass-action type.
(Sometimes Michaells-Menten-type rate functions have been chosen, some-
times even more complicated ones consistent with present knowledge in
ecology.
After a general introductory discussion of the stochastic model the two
models will both be defined. Relevant, and ecologically meaningful, differ-
ences between the two models will be discussed at the end.
7.5.2.1 Arguments for a stochastic model

The exact definition of the model will be done very easily using the
metalanguage of formal reaction kinetics. The stochastic model of the
reaction to be defined below will be the stochastic model of the phenomena of
eutrophication. Therefore the only questions worth treating here are:
(I) What are the special ecological reasons that make it plausible to use a
stochastic model?
(2) Why are the arguments for the usual continuous time discrete state
stochastic model so good for reaction kinetics here?
(3) What are the consequences of the stochastic model defined here, both
from the scientific and from the management point of view?
Applications 203
Deterministic models (most commonly systems of nonlinear differential

equations) have been used to model the dynamics of lake ecosystems (Park
eta/., 1974; Chen & Orlob, 1975; Joergensen, 1976; Di Toro eta/., 1979).
These models have been satisfactory to describe the main trends of ecological
phenomena; however, deterministic models are not capable of reflecting the
inherently random behaviour of ecosystems. This source of uncertainty is
especially important in large multiparameter models.
The cases when there are qualitative differences between a deterministic
model and the corresponding stochastic one have been enumerated previ-
ously. A single viewpoint should be emphasised here.
Models in general are aimed at describing the investigated phenomena, and
making predictions of the behaviour of the system under different conditions.
In terms of Schofield & Krutchkoff's (1974, p. I) statement: 'it is possible for
the instantaneous pollution concentrations to be at ecologically dangerous
levels, while the means or deterministic concentrations remain at acceptable
levels.' We are interested in how far the evolution of a variable is reproducible
under essentially the same conditions.
In general the method of confidence intervals (Zacks, 1971, Ch. I 0) may be
suggested for approaching a problem of this kind. As it follows from the
nature of the stochastic model, an increase in input load of phosphorus does
not necessarily lead to an acceleration of the eutrophication process. The
same input load, however, may lead to a major increase in algae biomass (as
was probably the case in 1982).
It should be mentioned here that spatial inhomogeneities and fluctuations
have been disregarded in the present model, although it is easy to incorporate
some of them in the following-usual-way: let us divide the lake into four
different basins and let us suppose that they are homogeneous. If linear
diffusion is supposed to take place between them that can be modelled by
first-order elementary reactions then we have a homogeneous kinetic model
of a phenomenon taking place in an inhomogeneous medium. Here only the
one-basin model will be treated.
Finally, let us mention an argument for the stochastic model coming from
the endeavour to revitalise the science of ecological modelling. Large
multiparameter systems aimed at a detailed description of lake eutrophica-
tion seem to have become less popular in recent years. This may either be the
consequence of either the mathematical and computational problems invol-
ved or be due to the lack of measurements, or both. It is hoped that stochastic
models constitute a possibility in this regard.
Very few stochastic lake models seem to exist in the literature. Ecological\
problems related to those investigated here are described stochastically by !
the following. tools: time series, random walk, diffusion processes, differential/
equations with random parameters (taken in the wide sense), and Markovia¢
pure jump processes.
As for the different types of stochastic models: time series, random walk
and diffusion models seem to be too simple to cope with the ecological details
of a process. It is a question of judgement whether the fluctuation of the state
variables are considered to be caused by the parameters (including initial
conditions, external forcing functions and parameters in the narrow sense) or
whether assumptions are made on the fluctuations of the state variables
themselves. Here the second alternative has been chosen because of the
importance of inner fluctuations. So one had to choose between stochastic
differential equations (apparently never used in ecological modelling) and
Markovian jump processes. The latter type was chosen because
(I) a certain amount of experience has accumulated in connection with these

models in physics, in some areas of biology, and-last but not least-in
reaction kinetics;
(2) randomness enters the picture without introducing further ecological
parameters that require estimation (see, however, page 000);
(3) a model of this type corresponding to a deterministic model of the usual
type (to a system of-non-mass-action-kinetic differential equations);
can quickly be constucted;
(4) these models are easy to simulate (see Subsection 5.3.8 and Jernigan &
Tsokos, 1980);
(5) estimation of the parameters from the measurements will be done more
easily if such a model is adequate (cf. T6th & Erdi, 1977b; Erdi &
Ropolyi, 1979).
7.5.2.2 A common description of the deterministic and stochastic models

Formal components and formal elementary reactions
The formal chemical components of the model are as shown in Table 7.1.
Table 7.1 Formal components of the lake eutrophication model.
Ecological meaning Notation

Autumn-spring phytoplankton A( I)
Summer phytoplankton A(2)
Autumn phytoplankton A(3)
Blue-green algae A sa
Bacterioplankton B
Dead organic matter OM
Dissolved inorganic phosphorus p
Dissolved inorganic nitrogen N
Organic matter in the sediment s
Exchangeable phosphorus in the sediment PS
Applications 205
Fig. 7.13 Vol'pert graph of the eutrophication process.
The structure of the model is usually visualised using the Vol'pert graph of
the reaction shown in Fig. 7.13. The formal elementary reactions considered
could have been given as a huge set of 40 elementary reactions-mainly with
kinetics of the mass-action type. Instead of this formal and awkward
definition only some of the formal elementary reactions will be discussed in
detail here. As to the others the reader is referred to Herodek et a/. ( 1982)
where all the necessary biological background is available, including the
reasons for the selection of the forms of the rates of elementary reactions,
the external forcing functions and the parameter values. We hope that the
biological background there and the background in formal reaction kinetics
accumulated from the present book is sufficient to exactly define the model.
First, a short description of the deterministic model is given.
The deterministic model

The deterministic model is the (nonautonomous, nonpolynomial) induced
kinetic differential equation of the reactions in Fig. 7.13. This model was
described in detail by Herodek et a/. (1982). Now we give a formal
description of a small part of the model. As an example let us consider the
time evolution of summer phytoplankton. Our assumption is that it takes
part in the elementary reactions No. 2, 6, 13, 26, 34, therefore the equation
for a2 is:
Here
206 Mathematical models o.fchemical reactions
R 2 (a 2 (t), p(t), n(t), t)

= PMAX2 •TEMP 2 (9(t))•U 2 (p(t), n(t), /0 (t))•a 2 (t),
corresponding to the elementary reaction
A(2) + N + P-+ 2A(2) +(I - nr)•N +(I - pr)•P.
PM AX corresponds to the reaction rate constant, called maximal production
rate in the present context, TEMP expresses a kind of dependence on time
through temperature (a phenomenon common in nonisothermal reactions),
it is called here temperature limitation, /0 is an external forcing function: it is
the global radiation on the water surface, U 2 is a joint limitation factor
describing light- and nutrient-dependence of primary production, or to use
the language of reaction kinetics: it expresses the deviation from mass-action
type kinetics.
All the remaining rates can be (and have been) defined in the same way; see
Herodek et a/. (1982).
The right-hand side of the induced kinetic differential equation consists of
analogous terms. More precisely, each subprocess contributes, as usual,
additively to the corresponding derivatives. Let us emphasise again that 9
and /0 are not state variables, they are forcing functions known from
measurements.
Results obtained from the numerical solution of the differential equations
are evaluated by Herodek et a/. (1982). It may be worth emphasising that
recent results by Kutas & Herodek ( 1987) show the usefulness of the model in
aiding decision. Comparisons between the two models will be given below.
The stochastic model

To define the stochastic counterpart of a deterministic model of a reaction,
the elementary reactions and the reaction rates of the elementary reactions
have to be known. As this has been given above, the stochastic model may be
considered to have been defined. Several remarks still may be appropriate.
Defining the state-space as usual is quite realistic for the needs of reaction
kinetics, because a change of state has a physical meaning: an elementary
reaction has taken place and the change itself means changing by a single
molecule. In the ecological context, how.ever, the unity of change has no
natural biological meaning, it is an artificial unit to measure the changes.
(This is the case with the deterministic model as well!) The meaning of this
measure is arbitrary, and may be varied from one simulation to another. This
is an extra parameter (or ten extra parameters if different components are
measured in different units).
The model obtained is complicated enough not to be amenable to
analytical investigations; therefore it had to simulated by the standard
procedures described in Section 5.3. As the process is inhomogeneous in time
Applications 207
and measured forcing functions are to be taken into consideration, and some
of the rates are not of the mass-action type, a separate simulation program
has been written for this special problem in the language SIMULA '67 which
is especially suitable for simulation purposes.
Qualitatively different consequences

Similarities and differences between the stochastic and deterministic models
are as usual (approximate consistency in mean, decreasing relative variance
with the increase of the number of the introduced 'functional particles', etc.).
The most astonishing and ecologically relevant result found was that there is a
marked difference between the stochastic mean and the deterministic result,
and there is an even greater difference between realisations and the determi-
nistic value of the biomass of blue-green algae. At the locations of maxima
the maximum curve is ten times higher than the deterministic one. This
reveals a very high instability of the system, not only in the model, but also in
reality, as in two consecutive years with similar meteorological conditions
and in a slightly different input situation the summer biomasses showed very
high differences. This cannot easily be described by any deterministic model;
however, if the measurements could be simulated with the deterministic
model the same could be done with the stochastic one too.
It may be useful to know that simulation of a one-year-long period of this
really complex phenomenon takes 2-3 minutes on an IBM 3031 computer,
only three times as much as to simulate the deterministic model.
7.5.2.3 Exercise
I. Verify that the deterministic model by Herodek et a/. (1982) fulfils the
conditions by Vol'pert (1972) which assure nonnegativity of the solutions
starting from nonnegative initial values.
7.6 Aggregation, polymerisation, cluster formation

1. Many studies in different disciplines deal with kinetic phenomena where
'elementary units' (e.g. monomers) of a population interact to form greater
structures. Cell aggregation, polymerisation showing gelation and an ab-
stract growth model formulated in terms of chemical kinetics, will be
presented here as characteristic examples.
2. The phenomenon of sorting out of embryonic cells has been modelled
(Rogers, 1977) by adopting the celebrated Smoluchowski model. The
original model described the coagulation of colloidal particles based on the
principles of Brownian motion. Three main assumptions are postulated: the
cells are discrete, randomly mobile and differentially cohesive and adhesive.
Starting from a population containing two cell types, say a and b, assuming
that forces of adhesion of bb are essentially larger than for the other two, a
model can be given for the temporal evolution of the concentration of
different b-cell aggregates. Let c 1 (t), c2 (t), ... denote the concentrations of
single b-cells, double b-cell aggregates and so on. Assuming mass-action type
interactions among the cells the system of differential equations can be
derived:
'X
dck(t)/dt = 1/2 L auc;(t)cit) - ck(t) L akjcj(t). (7.28)

i+j~k j~ I
It means that an increase in ck is due to the formation of groups of k b-cells by

merging a group of i b-cells with a group of j b-cells and a decrease is given
due to the formation of aggregates of size k + j (where j = 1, 2, ... ).
Equation (7.28) has no known closed form solution. In the particular case
of aij =A =constant, introducing the transformed time t At/2, and =
writing nk(t) instead of ck(t) we get
00
dnk(t)/dt = L n;(t)nj(t)- 2nk(t) L nj(t).

i+j~k j~ I
The series of solutions of these equations is given by

nk(t) = n0 [(n 0 t/- 1/(1 + n 0 t)k+ 1]. (7.29)
The successive maxima of nk occur at n 0 = (k- 1)/2. (Fig. 7.14)
2. Reversible polymerisation is the combined process of formation and

breakage of chemical bonds in a system of reaction polymers (see, for
example van Dongen & Ernst (1984)).
314
N
No
1/2
1/4
0
0 2 3 4
Fig. 7.14 The variation with time, N 0 , = CN0 t/2, of the number of k-aggregates of
ceiJs of the internalising type, Nk. The successive maxima of Nk occur at
No,= (k- 1)/2.
Applications 209
Reversible reactions
where an arbitrary ak denotes a cluster containing k monomeric units of a;.

Two sets of rate constants are assigned, Kij describes the bimolecular
coagulation process, while Fij is assigned to the unimolecular fragmentation
process. The temporal evolution of the concentration ck of k-mers is given by
the infinite set of differential equations:
dck(t)fdt = 1/2 L (Kijc;(t)cj(t)- Fijci+j(t))
i+ j~k
X
- L (Kijck(t)cj(t) - Fkjck + j(t)) (7.30)

j~l
with the initial distribution

ck(O) = M()kl = ()kl·
(Here M is the initial concentration of monomers; for the sake of conveni-
ence M = I.)
Particular theories of polymerisation make different structural assump-
tions that result in different Kij and Fij. According to the detailed balance
condition
Fijc; + j( oo) = kijcij( oo )cu( oo ). (7 .31)
The normalisation condition requires that the total fragmentation rate of a
k-mer be proportional to the number of bonds:
1/2 L Fij = g(k- 1),
i+ j~k
here g is the proportional constant. Since Fij and kij are interconnected, the
definition of Kij implies the form of Fij as well as the stationary size
distribution. The latter is expressed in terms of c 1 ( oo) as:
(7.32)
where Nk is a combinatorial factor.
The kind of mechanisms that lead to gelation characterised by infinite
clusters are not clear. The infinite cluster contains of course a finite fraction
G(t) of the total mass (M(t) + G(t) = 1). Pre-gel and post-gel states sepa-
rated by a gelation transition can be analysed in terms of a kinetic equation.
Sol-gel transitions are similar to phase transition phenomena. It is not
surprising that scale in variance principles elaborated in the theory of phase
transition can be adopted for polymer systems. Modern percolation theory
(see, for example Stauffer (1979)) offer a conceptual framework to treat
cluster formation.
3. Certain growth models can also be formulated in terms of formal
reactions. Let us consider a process in which an introduced seed grows on a
lattice by creating particles at nearby sites, which then in turn grow.
Furthermore, multiply occupied sites are 'highly unfavourable'. The model

scheme contains these two steps
e
2X;-+ X;.
=
Denoting with P({x;(t)}, t) P(x 1 , x 2 , •• x., t) the probability of finding {x;}
particles at time t the CDS model is
N
ofotP({x;(t)}, t) = k L xiP(x]' ... ' X; - I' ... XN, t)
i.j= I
N
- P({x;}, t)) + e L X;(X; + I)P(x 1 , ... , x., t)
i= I
- X;(X;- I)P({x;}, t). (7.33)

The superiority of the stochastic over the deterministic approach was
emphasised by Elderfield (1985), who calculated the parameters of
fluctuation.
In the model of diffusion limited aggregation, growth occurs by capture of
a diffusing particle. Two sets of components, X; (as previously) and diffusers
(D;) are postulated. The reaction scheme is
D;+ ~-+X;+~
2X;-+X;
D;-+Di
D;+X;-+X;.
The stochastic version of the model was studied by Elderfield (1985), who
exactly calculated the parameters of the fluctuation.
Growth phenomena (e.g. cluster formation) are adequately described by
cellular automata (e.g. Wolfram, 1986). Cellular automata are examples of
systems constituting many identical components. While the components are
simple, their collection is capable of complex dynamic behaviour. Cellular
automata provide an alternative approach to spatia-temporal structure
formation, as opposed to models based on differential equations.
A one-dimensional cellular automation consists of a line of sites, with each
site carrying a value (0 and I in the simplest case). The value of each position
is updated in discrete time steps by an identical deterministic rule depending
on the neighbourhood of sites around it.
Reaction-diffusion systems, growth phenomena with inhibition effects and
a wide variety of biological systems are well modelled by cellular automation
models.
7. 7 Chemical circuits
I. General remarks. The theory of dynamic systems has three large fields of
Applications 211
applications: mechanics, chemical kinetics (and analogously population

dynamics) and electronics. As we mentioned earlier (Chapter 2), chemical
kinetics can not be 'mapped' into mechanics, though some analogous
phenomena can be found.
Electronics applies 'linear' and 'nonlinear' elements for finding networks
capable of showing complex behaviour. The question what can electronics
offer to chemical kinetics (from the theoretical point of view) has two sides:
( 1) How can chemical phenomena be modelled by using electric and

electronic devices?
(2) How can phenomena well-known in circuit theory be modelled in terms
of chemical kinetics?
The first question was answered by 'Network Thermodynamics' (e.g. Oster

et a/., 1973;. Schnakenberg, 1977; Peusner, 1985) adopting the 'bond graph'
technique. This approach benefits from the formal correspondence be-
tween certain interpretations of nonequilibrium thermodynamics and of
electrical network theory. Adopting the notions of 'chemical impedance',
'chemical capacity' and 'chemical inductance', chemical reactions as well
transport processes can be represented by networks obeying Kirchhoff's
current and voltage laws.
The second problem seems to be more interesting. Though ionic reactions
and transport processes in solutions are much slower than electron transport
in solids, the investigation of the realisability of'electric circuits' by chemical
tools might be important from the point of view of theoretical biology.
Furthermore, the possibility of constructing molecular computing devices
can increase our interest in a theory of 'dynamic chemotronics'. A few
concept introduced more or less in connection with circuits will be studied in
terms of chemistry.
2. The term chemical amplification can be interpreted in at least two
different senses. First, a trace concentration can be amplified by chemical
methods to yield a higher order of magnitude of product concentrations. In
contrast to the traditional analytical procedure, chemical amplification may
be performed before (and not after) the measurement step. Second, the
concept of amplification can be introduced as an abstract (and perhaps a bit
artificial) analogy, where the x(t) concentrations are considered as the input
=
signals, and f(x(t)) dx(t)/dt are the output signals. The relationship
of;/ox; > 0, expressing the occurrence of an autocatalytic reaction can be
identified with 'positive feedback' phenomena.
Some methods cf chemical amplification can be used in analysis (Blaedel &
Boguslaski, 1978).
Both inorganic and enzyme catalysis can be applied for carrying out
sensitive and selective analysis by amplification. Another possibility is the use
of 'cyclic reactions':
An interesting approach for achieving amplification is through a reaction mechanism

that casts the analyte itself into a cycling role, so that a stoichiometric amount of
product is produced and accumulated each time that the analyte is cycled or turned
over. If the cycling is efficient without loss of the analyte to side reactions, and if the
measured product is stable enough to permit accumulation, the amplification
achieved by this approach may be large. To date, mainly cofactors for enzyme-
catalysed reactions have been amplified in this way, but in principle cycling is also
generally applicable to other substances. (Blaedel & Boguslaski, 1978)
Searching for analogies between elements of electronic circuits and those
of chemical reactions, Rossler ( 1974b) associated chemical concentrations
to voltages across capacitors. Based on this approach he presented
a (Michaelis-Menten-like) analogy of non-inverting as well inverting
amplifiers.
3. A formal chemical analogy of linear RC-oscillators leading to harmonic
oscillation was introduced (Seelig, 1971; Seelig & Gobber, 1971 ). A three-
component system
dx(t)/dt = Kx(t) + j; x(t), j e IR 3
was introduced. As it is well-known, linear oscillators are structurally
unstable and cannot be realised by physical devices.
4. The most famous electric oscillator, namely the van der Pol-Lienard
oscillator given by
i(t) = u[y- x 3 /3- x)]
y(t) = - (1/u)x,
is not a mass-action type kinetic equation. The Brusselator model was
qualified as a simple 'functional analogue' of the van der Pol equation, since
it can also bifurcate to limit cycle oscillation. Furthermore, the periodically
perturbed version of both oscillators might exhibit bifurcation from limit
cycle to quasiperiodicity and even chaos (Cartwright & Littlewood, 1945;
Tomita & Kai, 1979).
5. Multivibrators have three different classes. A bistable multivibrator has
two stable states switching by perturbation of an external signal. A
monostable multivibrator has one stable state; it is attained by every
perturbation. An astable multivibrator has two locally stable states. They
occur periodically without getting an external signal. Rossler (1972; but see
1974a, 1974b) suggested an astable multivibrator in terms of Michaelis-
Menten-like kinetics. Applying the 'inverse' of the usual approximative
techniques of enzyme kinetics it can be decoded as (Erdi & T6th, 1976)
81-+ AI 2AI ~AI + 82 AI-+ A2 A2-+ 83
A 1 -:-A 2 ~A 3 A 3 -+A 1.
A realisation of its CDS model obtained by simulation experiments can be
seen (Fig. 7.15).
Applications 213
a,(t)
Fig. 7.15 Chemical multivibrator.
6. Logical circuits are one of the most important groups of digital devices.
The fundamental logical elements are the AND, OR and NOT circuits.
Combination of these elements can lead to complex logical networks.
The realisability of logical functions by chemical bistable systems was
mentioned by Rossler (l974b):
The functions AND and OR are trivially realized by algebraic addition, in the
presence of a threshold. Now any flip-flop is a threshold device. Hence any pair of
'convergent' reactions (leading to the same product) realizes these functions in a
straightforward manner. If both influxes are required for the setting (or resetting,
respectively) of the flip-flop, AND is realized, and if either is sufficient, OR.
7. The possible fabrication of a molecular electronic device (MED)
resulted in serious interest in elaborating the principles of molecular computa-
tion (Conrad, 1985). Switching is possible even at molecular level by means of
conformational changes. Three promising mechanisms of switching, namely
electron tunnelling in short periodic arrays, soliton switching and soliton
valving was reviewed (Carter, 1984).
7.8 Kinetic theories of selection

7.8.1 Prebiological evolution
7.8.1.1 Introductory remarks
Several, not completely disjoint phases of biological evolution can be
distinguished:
(I) during chemical evolution the building blocks of biopolymers are formed
spontaneously from small molecules;
(2) the building blocks just mentioned were self-organised into structures
having the ability to exhibit self-replication;
(3) the evolution of species can be identified with the conventional subject of
evolutionary theories.
The second phase, namely the self-organising mechanism of the molecular

self-replication has been investigated by Eigen (1971) and his coworkers
(Eigen & Schuster, 1979) unifying the detailed results of biochemical
experiments with mathematical models of chemical kinetics. Theoretical
studies have initially been motivated by the 'test-tube experiments' on RNA
evolution (for an early review see Spiegelman (1971)). The molecular
mechanism of RNA replication is still always being studied (Biebricher eta/.,
1983).
Eigen's approach is based on the concepts of 'quasispecies' and 'hyper-
cycles'. Quasispecies is considered as a set of molecules acting as a group.
Not single molecules, but quasispecies are the target of evolution. Hypercy-
cles are mentioned in the next Subsection.
7.8.1.2 The hypercycle: the basic model

According to the founders of the concept (Eigen & Schuster, 1979, page v):
A. Hypercycles are a principle of natural self-organization allowing an

integration and coherent evolution of a set of functionally coupled self-
replicative entitites.
B. Hypercyles are a novel class of nonlinear reaction networks with
unique properties, amenable to a unified mathematical treatment.
C. Hypercycles are able to originate in the mutant distribution of a single
Darwinian quasi-species through stabilization of its diverging mutant
genes. Once nucleated hypercycles evolve to a higher complexity by a
process analogous to gene duplication and specialization.
The original mathematical model is based on three assumed properties:

'metabolism', 'self-reproduction' and 'mutability'. The simplest deterministic
equation derived is:
X;= (A;Q;- D;) + L W;kXk + F;. (7.34)
k~i
By X; the quantity of the population variable is described. Metabolism,

according to its present interpretation spontaneous formation and decom-
position, is expressed by the terms (A;Q;x;) and (D;x;) respectively. Self-
reproduction is reflected by the fact that the rate of formation depends on x.
Mutability is introduced by the quality factor Q;. It expresses the measure of
the exactness of copying. The term L W;kxk describes the contribution to the
i~k
increase of X; by mutations. A conservation relation
IA;(1 - Q;)x; =
;
L L w;kxk
; k '#:;
(7.35)
Applications 215
holds for the 'error copies' obtained by mutation.

F; describes the changes of the individuals by non-chemical interactions.
Specifically,
F; =F,(x;/ L xk)
k
(7.36)
expresses that each species conributes to the total flow F, in proportion to its
presence. Using the assumption of 'constant overall organisation'
L xk = constant = en (7.37)
k
and consequently
(7.38)
where E; =A;- D; is the 'excess productivity'.

Introducing the notation
W;; =A;Q; - D; (7.39)
for the (intrinsic) selective value, and
E*(t) ='[_Ekxk/'[_xk
k k
for the average excess productivity the differential equation (7.34) can be
transformed for the constraint of 'constant overall organisation' as follows:
X;= (W;;- E*(t))x;(t) + L W;kxk(t). (7.40)
k.;. i
Remarks
I. Generalisations of the model are possible within the framework of the
hypercycle concept:
- kinetics of the 'metabolism' might have more complex nonlinearity;

- self-reproduction can be realised via cyclic catalytic process;
- more detailed description of the mutation can be given;
- different kinds of constraint can be given instead of the 'constant overall
organisation':
- discrete state-space stochastic models can be defined to describe pheno-
mena, e.g. in finite populations.
Stochastic effects due both to finite population size and to other sources
have been reviewed recently (Schuster (1985); for the details see McCaskill
(1984) and Sigmund (1984). 'Random drift' or 'random selection' and
'random replication' are the most important stochastic phenomena which
play a role in the evolution of polynucleotides. The former is important in
small populations and in particular in the limit of kinetic degeneracy. The
term degeneracy means that there is no difference in the rate constants of the
same type of reactions of the competing 'subunits'. Replication was consi-
dered as a multitype branching process, which is a particular class of
stochastic process. This approach makes it possible to analyse the mutation-
evoked error propagation. (For further details see the reference given above.)
2. From the methodological point of view the hypercycle model is the most
impressive example of the possibility of unifying detailed biochemical
examinations and mathematical models of chemical reactions. Both the
prebiotic relevance of the model and its mathematical structure were studied,
sometimes critically (e.g. King, 1981; Miiller-Herold, 1983; Szathmiuy,
1984). It was suggested that the hypercyclic evolution is not as effective as
conventional autocatalysis, and the model should be defined by multiple time
singular perturbation theory.
Rossler (1981, l983b) presented the outline of the possibility of a
'deductive prebiology' based on the particular properties of chemical
dynamic systems. As he emphasises, the creation of a chemical system with
huge (say 10 10 000 ) state variables is very easy, in contrast to electronic
systems.
Just purchase some ten substances at a pharmacist's: a liter of distilled water, a gram
of ammonium chloride, and some grams of sodium carbonate plus some other salts.
This mixture, when shaken continually at 40"C, is bound to implement an equilibrium
between some I 0 10 000 substances. With infinite observation time granted, the
expectation value of all these state variables become non-zero. Mathematically this
whole machine exists the very moment the ten substances have been poured together.
(Rossler, 1983b)
Rossler argued that the very long-term qualitative dynamic behaviour of
an evolving chemical system cannot be analysed. The attractor can be
different from the present known attractors: dynamic systems describing
evolution internally select a sequence of subsystems in which each generates a
viable successor even if the environment changes during the process.
7.8.2 The origin of asymmetry of biomolecules

I. Substances that can exist in pairs of optical antipodes are found in nature
almost exclusively only in one form: amino acids in proteins belong to the L-
type, most of the sugars are o-type. The question of the formation of this
asymmetry can be treated by two approaches: (i) biological asymmetry is the
clear implication of certain well-defined physical asymmetries; (ii) asymmetry
spontaneously emerges by some self-organising mechanism.
2. There are some physical factors which can be considered as possible
candidates to cause biological asymmetry. The most often mentioned
physical phenomenon is the weak parity violating interaction. It seems to be
very appealing to explain biological asymmetry by the the general asymmetry
of the physical world.
Applications 217
In a series of papers Kondepundi & Nelson (1983, 1984, 1985) have

investigated the consequences of the energy difference A£ between Land D
enantiomers causing differences also in the rate constants expressed by the
=
factor g AE/k 8 T = (kLfk 0 ) - 1. (The subscripts L and D of the rate
constant k refer to the enantiomers; k 8 is the Boltzmann constant.) The
crucial point of this approach is the relative effect of the factor g and the
fluctuations. The order of magnitude of g is about 10- 17 • It is an open
question whether small or perhaps very large volumes are necessary. Very
different estimations are known for the time being, but g seems to be too
small to imply biological asymmetry.
3. Theories suggesting the spontaneous formation of biological asymmetry
are based on two-component chemical systems, which are symmetric for the
two components (mirror-image reaction systems). Fluctuations in the initial
conditions are amplified by the kinetic mechanism leading to macroscopic
asymmetry. (For a review of critical evaluation of models for the amplifica-
tion of chirality see Fajszi & Czege (1981).) The measure of the asymmetry
can be expressed by
11 =(L - D)/(L + D).
One of the simplest models capable of chemical amplification is
dL(t)fdt = kLL(t)- r(L(t)- D(t))
(7.41)
dD(t)/dt = k 0 D(t) + r(L(t) - D(t)).
In this model there is no interaction among the enantiomers, r is the velocity
of racemisation.
In case of kL = k 0 = k the 11 versus g function is
11- g (7.42)
= (rfk) + j(rfk) 2 + g2 •
The simplest model taking into consideration heterochiral interactions was

given by Franck ( 1953):
dL(t)/dt = (k - k 2 D(t))L(t)
(7.43)
dD(t)Jdt = (k - k 2 L(t))D(t).
The symmetric stationary state L* = D* = kjk 2 is unstable; small differences
in the initial conditions determine which component survives and which dies
out. (For a similar but more complex reaction scheme see Seelig (1971).)
Since biological asymmetry due to physical asymmetry has not been
verified, more realistic selection kinetic mechanisms are searched for to get a
more detailed picture of the origin of optical chirality.
It may be useful to make comparisons (see Table 7.2) between the models
of this chapter in order to see what we have done and obtained when
applying the mathematical models of chemical reactions in some areas of
science.
Table 7.2 Comparison of models.
Field of application Model type Methods Results

Biochemical control Michaelis- Qualitative, Conditions for oscillation, periodic perturbation
theory Menten-like numerical of oscillations may lead to chaos
equations
Neurochemical CDS Algorithm for calculating the transport coefficients

fluctuations
Periodicity and ceo Numerical 'Abnormal' temporal patterns occur due to the
aperiodicity in integration, impairment of the control system
neurochemical phase space
systems analysis
Population genetics Deterministic Stroboscopic Examination of 'generalised' gradient systems

selection method
equations
Ecokinetics ceo Compartmental Model discrimination

analysis
Generalised ceo Bifurcation Equilibrium --+ limit cycle --+ nonperiodic

Lotka-Volterra analysis oscillation
Stochastic ecology CDS, Shift in the extinction-survival property due to
stochastic presence of small mutant populations
differential
equation
Eutrophication in CDS Simulation Explanation for the irregular behaviour of blue

Lake Balaton algae
Aggregation of cells Infinite Analytic Determination of duration necessary to reach the

dimensional maximal degree of aggregation
deterministic
Harmonic ceo Analytic Linear oscillators are structurally unstable

oscillation
Multi vibrators CDS Simulation
Prebiological Deterministic, Qualitative Selection of specific biomolecules

evolution stochastic
The origin of Combination Kinetic mechanisms might lead to selection due to

asymmetry of of small fluctuations
biomolecules deterministic
and stochastic
models
References
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Akin, E. ( 1979). The geometry of population genetics (Lecture Notes in Biomathema-
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Alberding, N., Frauenfelder, H. & Haenggi, P. (1978). Stochastic theory of ligand
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Index
'abnormal' dynamic behaviour 191 Biltzmann equation 3, 5

absorption of drugs 12 biochemical control theory 177, 218-19
acetylcholine 186, 187, 188, 189 biochemistry 5
activator xxii, 175-6 biological memory 8-9
activity 4, 8, 9 biomathematical model 12
activity coefficient 4 biomathematics 107, 196
acyclicity 31, 45, 46, 67, 78 biomodality 138
adenosine 5'-diphosphate xv, 31, 185 biomolecular reaction 2, 3, 55, 107
adenosine 5'-triphosphate xv, 31, 185 biomolecule 121-3, 216
aggregation 71, 207, 218-19 birth and death process 112, 140, 141,
algae 204 142
algebraic description of a reaction 29 bistable reaction 135
algebraic structure 21 blowing up 159
algebraic structure of reaction networks Bodenstein principle 88
I Boulding ecodynamics 194
amplification of fluctuations 129 boundedness 32
analogue computer 15 Brownian motion xx, 98, 100, 101, 116,
anomalous fluctuation 138 130, 207
asymmetry of biomolecules 216-17 Brusselator 166
atom xv, 4, 22, 24, 29, 30
atom-free stoichiometry 26, 28 canonic reaction 65, 67, 74
atomic balance 22, 24, 26 ceo model 19, 159
atomic component 24 CDS model 19, 159
atomic matrix xvi, 22, 24, 29 cell 5, 21, 174
atomic reaction 24, 29 cellular automata 210
atomic stoichiometry 24 cellular model 169
atomic structure 21, 22, 24, 26 central limit theorem 171
autonomous ordinary differential centre-manifold approach 154, 155
equation 18, 19 change of scale 87
autonomous polynomial differential chaos II, 19, 20, 38, 49, 59, 60, 61
equation 35 chaotic behaviour 12, 60, 183
chaotic chemical reaction 62
Balaton 202 Chapman-Enskog approximation 3
Belousov-Zhabotinskii reaction 39, 58, Chapman-Kolmegorov equation 71,
59, 60, 61, 81, 163, 173 96,99
bifurcate II charge 27
bifurcation parameter xxii, 56, 123 charge transfer 12
bifurcation phenomenon 13, 166, 178 chemical amplification 211
bifurcation point xxii, 54 chemical circuit 210-13
Index 253
chemical thermodynamics 18 cooperation 12, 177

chemistry 3, 7, 93 cooperative phenomenon 13
chronon 15 core 73
closed compartmental system 30 correlation function xviii, 116
closed generalized compartmental cosmology 16
system 30 covalent bond xiv, 5
cluster formation 6, 207 creation of mass 27
cluster growth 6 critical point 6, 95, 135, 172
coexistence 44, 196-8 critical species 50
cold flame 54 cross-catalytic mechanism 81
cold plasma 5 cross-effect 34
collision 2, 3, 4, 5, 23 curve 19
coloured noise 151, 152 cyclic phenomenon 16
combinatorial model I 04
compartmental analysis 12 DCD model 19
compartmental ecokinetics 195 decomposition (of density functions
compartmental system 12, 30, 69, 73, and discrete distributing) 140
107 deficiency xvii, 29, 43, 78
competition 12, 177 deformation tensor 8-9
competitive phenomenon 13, 196 deoxyribonucleic acid xviii, 127, 128
complete 29 dependence 33, 35
completeness 28 dependent 23, 24
complex xvii, 12, 30 designing oscillatory reactions 56
complex vector xvii, 23 destruction 27, 28
component xx, I, 22, 24, 26, 27, 29, 30, detailed balance 3, 45, 46
34, 163 determination 14
composition I, 7 deterministic 8-9, 18, 19, 21
concentration xiv, xxiv, 5, 7, 8-9, 10, deterministic dynamic system 48
26, 33 deterministic model 6, 7, II, 33, 34, 46,
concentration vector xiv, xvii, 10 149, 162, 163, 206
condensed matter 6 deterministic process 18
condensed phase reaction 4 dichotomous noise xix, !52
conformation 5, 79 difference equation 19
conformation change 8-9, 127, 188 differential-difference equation 10, 103
comformational change 5 differential equation 7, 12, 19, 35, 54,
connectedness of the state-space 29 55
conservative 27, 28, 29, 30, 32 differential system 19
conservative reaction 30, 71 diffusion 4, 6, 8-9, 14, 16, 97, 162-75
conservativity 27, 28, 30, 32, 67, 78 diffusion matrix xxii, 97
consistency in the thermodynamic limit diffusion process 97, 100, Ill
160 digital computer 15
constituent 33 dilute gas 4, 8-9
constitutive functional xv, 17, 18, direct problem 38, 63
constitutive quantity xv, 7, 16, 17, 18 directed edge 30
construction of material 28 discrete 15, 16, 19, 21
continuous component xvii, 17, 78 discrete state I 0, 91
continuous flow stirred tank reactor 50 discrete state-space 7, 10, 16, 18, 99
continuous mechanics 16 discrete time 15, 18
continuous semigroup xx discrete-time model 15
continuous state model 7, 33 dissipative process 7, 116
continuous state-space 16, 97, 163 dissipative structure 13
continuous time 10, 15,.33, 91, 163 drift 201
254 Index
drift vector 97 fast reactions 125-8

dynamic system xv, 14, 18, 85 feature sensitivity analysis 84
Feinberg-Horn-Jackson graph 70
ecodynamics 194-6 Field-Kt!ros-Noyes-model xvi, 39
ecokinetics 218-19, 195, 197 field theory 16
ecological case study 202 first integral xvi, 86
ecological model 12 first-order endpoint xvii, 72
ecological system 12 first-order Markov process 18
econometrics 77 first-order phase transition 134
ecosystem 195-7, 199-201 first-order reaction 23, 30
electric field 5 fluctuation 6, 7, 8-9, II, 91, 185
electrolytes 4, 8-9 fluctuation around the equilibrium
electron 24, 27 point 7, 84
elementary reaction xiii, 2, 22, 23, 24, fluctuation-dissipation theorem 7, 92,
25, 26, 27, 29, 30, 33, 34, 35 94, 95, 115, 116, 125, 148, 157
elementary reaction vector xvi, xvii, 22, fluctuation phenomenon 10, 93, 128
23,24 fluctuation theory II
elliptic differential operator xxiii, 164 Fokker-Pianck equation 98, 110, Ill,
empty reaction 65 136, 149, 150, 154, 155
endpoint xvii, 172 formal 14, 30
energetic interaction 16 formal linear combination 24, 30
energy level 12 formal reaction kinetics 202
entropy, as 'chemical component' 126 forward rate 3
entry point xvii, 72 Fourier transform xxi, 117
enzyme xv, xxiii, 4, 5, 26, 27, 182, 187 'free-energy-like' function Ill
enzyme kinetics 5, 119, 147, 177-9 functional 17
enzyme reaction 4, 182 functional differential equation 8-9
enzyme-substrate interaction xv, xxiv,
26, 179
enzyme system 8-9 gain-loss equation II
epidemiology 13 gas-phase reaction 3, 6
equilibrium 7, 8-9, II, 16 Gaussian process 139
equilibrium distribution 4, 118 general solution 25, 26
equilibrium fluctuation 93, 117, 126 generalised compartmental system 30,
69-70, 72
equilibrium measurement 10
generalised Lotka-Volterra model xvii,
equilibrium point xvi, 137
ergodic properties 12 196, 198, 218-19, 201
estimation of reaction rate constant 71, generation 15
157 genetic model 12
eutrophication 218, 219 Gierer-Meinhardt model xxii, 175
eutrophication process 202 glycolitic oscillation 182
evolution 199, 201, 213 glyoxylate cycle 31
gradient system xvii, 80, 82, 193
evolution law 19
group of general linear transformations
exotic behaviour II
exotic chemical system II xvi, 87
group of transformations xxii, xxiii, 165
exotic kinetics II
growth phenomena 209-10
exotic reaction 49
experimental observation 25
explodator 56, 58 harmonic oscillation 218-19
external fluctuation 95, 146, 156, 201 heterogeneous reaction 4
external noise 10, 96, 147, 153 hierarchial level 12
historyxv, 16, 17,18,21
fading memory 6 homogeneity 14
Index 255
homogeneous reaction kinetics 49 kinetic initial value problem 64

homogeneous spatial distribution 7 kinetic logic 47, 67
hot plasma 5 kinetic model 14, 19, 50, 61
hyperchaos II kinetic theories of selection 213
hypercycle 214, 215 kinetic theory of phase transition 6
kinetics 35
identifiability 62 Kolmogorov equation 5, 97, 98, 99
incidence relation 31 Krameri-Moyal-Stratonovich equation
independence 22, 24 98, Ill, 115
independence of components 28 Kurtz-type infinitesimal transition
independence of elementary reactions probabilities xx
28
independent component 22, 25 Lake Balaton 202, 218-19
independent elementary reactions 22, lake models 203
24, 28 Iangevin equation 148
induced kinetic differential equation Laplace transform xx, 105, 108
xvi, 35, 39, 55, 86, 88 Laplacian operator xxiii
industrial chemical system II law of atomic balance 22, 24, 26, 29, 30
infinite system 7 law of definite proportions 28
infinitesimal transition probability xx, law of large numbers 171
II, 99, 103 law of mass balance 27
infinitesimal transition probability law of multiple proportions 28
matrix xiii, 102 length xv, 23, 30
inhibitor xxiii, 175-6 ligand migration 121, 122
inner fluctuation 204 limit cycle 12, 131, 154, 189, 198, 212
instability 13, 91, 129 Lindeberg condition 97
instability point 7, 8-9, 128 linear 33
interacting populations 194 linear combination 23, 24, 25, 26, 29,
internal component 29 30
internal fluctuation 10, 95, 156 linear nonequilibrium thermodynamics
internal state 5 116, 127
internal structure 3, 6 linearly dependent 23
inverse problem 38, 63, 72 linearly independent 24, 25
invertibility, 18 linkage class xvii, 43
ion 23, 24 local sensitivity coefficient 83
ion reaction 4 logical circuit 213
irreversible 23 Lohmann mechanism 31
irreversible phenomenon 16 Lohmann reaction 30
irreversible process 16 long-term behaviour 12
isola 53 Lorenz equation xvi, xvii, xviii, 59, 62,
64-5 .
isomerisation 79
isotope exchange 12 Lotka-Volterra mechanism 30
iterated map 19 Lotka-Volterra model 27, 54, 55, 129,
194
Lotka-Volterra reaction 30, 44, 62, 113
jump process 10, 110, 112 lumping xiv, 6, 34, 78-9
kinetic condition 12 macrophysics 16

kinetic differential equation xiv, xvi, 7, macroscopic 3, 5, 137, 194
19, 35, 64, 65, 67 macroscopic approach I
kinetic equation 7, 8-9, 33 macroscopic average value 7
kinetic experiment 50, 54, 60 macroscopic continuum 8-9
kinetic gradient system 80 macroscopic effect 7
256 Index
macroscopic structure 13, 95 nature of time 16

macroscopic system 6, 10, 92 negative cross-effect 7, 64, 66
macroscopic theory 16 network I, 12
macroscopic variable II network thermodynamics 211
Markov chain 18 neurochemical fluctuation 218-19
Markov process xx, 10, 18, 19, 96 neurochemical oscillation 188-90
Markovian jump process 10 neurochemistry 185
Markovian property 18 noise-induced transition 96, 147, 149,
mass 27 151
mass action I, 2, 3, 177, 178, 179 nonequilibrium statistical mechanics 3,
mass action kinetic II, 32, 34, 35 5, 8-9, 93
mass balance 27 nonequilibrium thermodynamics 16,
mass-conserving 27 115, 116, 167
master equation 10, II, 104, 106, 107, nonlinear 2, 57
108, Ill, 120, 130, 136-7, 168 nonlinear equation II
mathematical analysis 33 nonlinear phenomenon II
mathematical model 14 nonlinear science I
mathematical system theory 16 nonlinear system 13, 147, 148
maximum of the stationary distribution nucleation process 169
xxii, xxiii, 143
mechanics 16, 84-6 occupation number 6
mechanism 32, 41 oil 16
membrane channel 123, 124, 185 order of an elementary reaction 23
membrane noise 95, 123, 124, 125, 187 order of a reaction (with respect to a
memory 6, 8-9, 17 component) 2
memory-free 18 ordinary differential equation 2, 10, 18
mesoscopic 8-9, 94, 163 Oregonator model 26, 27
metalanguage 12, 177, 202 origin of asymmetry of biomolecules
Michaelis-Menten reaction xv, 26, 39, 218-19
119, 178, 180 Ornstein-Uhlenbeck process 152, 157
microbiology 13 oscillation 185, 193
microphysics 16 oscillatory reaction II, 38, 54, 56
microreversibility 3 oscillatory solution 165
microscopic I, 3, 10, 167 overall reaction 22
mobility 4, 8-9 overshoot-undershoot 57
molecular computation 213 oxyacid 6
molecular weight distribution 17
molecularity xiii, 23 parameter estimation 74
monomolecular reaction 2 parameter sensitivity 83
Monte Carlo methods 112 particle xix, 16, 24
morphogenesis 174, 176 particle number xxiii, 7
motion xv, 14, 116 pattern formation 163, 174
multimodality II, 143, 144 Pauli equation 5
multistability 49, 53 periodic perturbation 183
multistage reactor 12 periodic solution II, 19, 38, 165
multistationarity II, 49, 50, 133, 136, periodicity 54, 56
143, 144 phase transition 6, 8-9, 13, 131, 209
multivibrator 212,218-19 phenomenological description 6
mushroom 53 phenomenological kinetics 5
mutarotation of simple sugars 2 phenomenological theory 3
phosphorus 204
natural selection 20 I physical chemistry 22, 34
nature of determination 14, 18, 19 physicochemical background 2
Index 257
physics 93 reaction 21, 22, 26, 27, 31, 33

phytoplankton 204 reaction-diffusion system 163, 166
plasma 4, 5, 8-9, 147 reaction kinetics I, 7, 16, 21
plasmachemistry 5 reaction rate 2, 4, 7, 8-9, 16, 17, 157
Poincare map, plot 19, 20, 192 reactor 12, 21
Poisson distribution 138, 139, 142 recurrence 12
Poisson process xxi, I 00, I 0 I reference category 5
polymer 4, 6, 8-9, 17 regular behaviour II
polymerisation 207, 208 relaxation time xxii, 134, 136
polynomial differential equation 7, 64 release 186
population dynamics 16, 134 reservoir 26
population genetics 192, 194, 218-19 reverse rate 3
population growth 20 I reversibility 3
positive equilibrium point xvi, 54 reversible 23
potential xvii, xx, 80 Riemannian manifold xvi, 85
prebiological evolution 213, 218-19 Rossler equation xvi, 63
prebiotic chemical model 12
predator 197, 200 salt 6
prediction 203 scaling theory 137
pressure xx, 2, 21 secondary structure 5
prey 197, 200 second-order endpoint xvii, 72
primary structure 4, 5 second order mechanism 23
principle of quasistationarity 88 second-order phase transition 133
probability xx, 5, II, 18 sediment 204
process 16, 18 selection 12, 213
process-time 14 self-replication 213
process without after-effect 10, 96 semigroup operator 99
product xvi, xix, xxiv, 26 sensitivity 83-4
product complex vector xvi, xvii, 23 separation 35
protein 4, 5 short complex 23, 32
pseudo-wave 173 simulation method 112-15, 168
site xv, 16, 17, 18
size 7, 8-9
qualitative analysis 12 small fluctuation 7
qualitative property 7, 12, 19, 164 small system 91, 95, 110
qualitative theory 12, 37, 57 sociobiological model 12
quantitative sociology 13 socioeconomic situation 13
quantum mechanics 3, 15 solid 4, 6
quantum statistical mechanics 3 solid phase 6
quantum theory 15 solid phase reaction xiii, 6
quasicomponent 6, 76
solid state 8-9
quasithermodynamic behaviour 41, 45 solitary wave 166
solution 35
radical 4, 23, 27 source of information 7
random environment 201 spatial course 16
random variable 14 spatial homogeneity 14
rate 35 spatial structure 163, 172-4
rate constant xvii, xix, xxi, 2, 7, 108, spatial transport 12
117, 119, 128, 141 spatio-temporal phenomenon 16, 101,
rate equation 2 163
rate law 3 species xiii, I, 5, 21
rate of reaction 2 spectral density function xx, 117
reactant complex vector xv, xvi, xvii, 23 spectrum xx, 117, 119, 124
258 Index
spectrum line xix, 126 temporal evolution 5, 10

stability 96 temporal process 14, 16
stable stationary point II, 12 ternary interaction 12
stablesteady state xxii, 47 test-tube 21
state xix, xx, xxi, 6, 14, 16, 17, 18,77 theoretical reaction kinetics 12
state-space xv, 14, 16, 19, 29, 96-7, 159 theory of dissipative structures 13
state variable 6, 16, 17, 18 theory of irreversible processes 16
stationarity 12 thermodynamic 21
stationary distribution xxii, xxiii, II, thermodynamic flow 16
109, 133, 142, 169 thermodynamic fluctuation theory II,
statistical mechanical treatment 5 139
statistical mechanics 6 thermodynamics II, 15, 16, 91, 93, 95
steady state approximation 178 thermomechanics 6, 8-9, 17
stochastic description I 0 time xiv, 15, 19
stochastic differential equation 147, 157 time delay 8-9
stochastic dynamic system xxii, 147, time evolution xiv, xv, 21, 26, 33
148 time homogeneous Markov process 19
stochastic ecology 218-19 topochemistry 8-9
stochastic model xiii, 6, 7, 10, 19, 29, traditional belief 40
91, 99, 105, 162, 167, 202, 206 trajectory 19, 40, 55
stochastic process xx, xxi, xxii, 5, 6, 18, transformation group xvi, xxii, xxiii,
91, 96 84, 85
stochastic reaction kinetics, logical transient bimodality 144, 145
status 91 transition probability xix, 19
stochastic thermodynamics 93 transition state theory 4, 5
stochastic thermostatics 93 transmitter 125, 186, 188
stoichiometric coefficient xiii, xvi, xvii, transmitter-receptor interaction 187
xxi, 23, 33, 34 transport process 4, 8-9, 14, 16, 21
stoichiometric matrix xvi, xvii, 22, 23, transport theory 3
29 travelling wave solution 165
stoichiometric space xvi, xvii, 23, 32 trigger wave 173
stoichiometry I, II, 21, 26, 28, 29, 35 trimolecular reaction 2
stress tensor 8-9 Turing model 175
structural characterisation 62 two-cell model xxii, xxiii, 168
structural identifiability 82
structurally stable 7 unimodal distribution II
structure 14, 26, 32 unimodality 138, 140
structure of the state space 14, 16 unique stationary point II
subconservative 28, 29 uniqueness 67
subconservativity 28, 31, 32, 67 unstable stationary point II, 12, 167
substrate xvi, xx, xxiv, 4, 27
superconservative 28, 29 vector of concentrations 34
superconservativity 32 velocity I, 2, 7
supply 26 vesicular hypothesis 186
surface reaction 4 Vol'pert graph 30, 31, 205
sustained oscillation II Vol'pert's theorem 45
symmetry 6, 84-8, 164
synapse 185 weak reversibility 29, 43, 44
synergetics 13, 95 well-mixed 21
system 17, 18 white noise xxi, 148, 150
system theory 16, 73 Wiener process xx, 148, 157
Wiener-Khintchine relation 116, 117
temporal change 2 without after-effect I 0
Index 259
XYZ models 19 zero deficiency theorem 42, 62

zero divergence 86
zero complex xvi, xviii, xxi, 30 zeroth approximation 7, 8-9
zero deficiency 69

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NONLINEAR SCIENCE THEORY AND APPLICATIONS

Chaos A. V. Holden (Editor)

P. Erdi and J. T6th

Manchester University Press

British Library cataloguing in publication data

ISBN 0 7190 2208 8 hardback

Typeset in Times 10/12 pt

Printed in Great Britain

Preface and acknowledgements XI

Symbols used in the text xm

1 Chemical kinetics: a prototype of nonlinear

2 The structure of kinetic models 14

3 Stoichiometry: the algebraic structure of complex chemical

4 Mass action kinetic deterministic models 33

4.6.4 On the structural characterisation of chaotic chemical

5 Continuous time discrete state stochastic models 91

5.1.3.1 Introductory remarks 96

5. 7 Stationary distributions: uni- versus multimodality 138

6 Chemical reaction accompanied by diffusion 162

6.4 Spatial structures 172

Chemical kinetics may be considered as a prototype of nonlinear science,

mathematician is obvious. This book is the result of a ·quasicontinuous

Budapest, February 1986

Peter Erdi, Janos T6th

c(t) vector of concentrations of chemical components at time t

this sign is used throughout to mean 'is defined by' or 'is

NA space of A-dimensional vectors of nonnegative integers

k vector of rate constants

0" parameter of the Lorenz equation

f function in the domain of A

Pt(t) the probability that one channel is open

Xm extrema of stationary probability density function

J.l death rate constant

component formation function

1.1 Mass action kinetics: macroscopic and microscopic approach

is given by this law as

r(t) = - 1/a(dcAfdt) = - l/b(dc8 /dt) = 1/c(dccfdt)

problem of interest to establish in what way the chemical action depends on

neglecting chemical reactions). However, chemical reactions and transport

1.2 Physical models of chemical reactions

Very often cells contain a small number of individual molecules of a given

the occupation numbers of 'internal states'. This approach forms an

(I) by lumping into a system having M ~ N number of quasicomponents;

1.3 Deterministic and stochastic models

Characteristic Characterisation of the Memory effects Character of the Relationship between

be calculated from equilibrium measurements.

To describe fluctuation phenomena a continuous time, discrete state

turc of A is determined by the stoichiometry. Introducing a .... as the

I.4 Regular and exotic behaviour

I. 5 Chemical kinetics as a metalanguage

.X;(t) = x;(t)(_t;(x(t))- jtl xj(t)./j(x(t))}

There is little chance of giving a general qualitative analysis of (1.6) except

The conceptual and mathematical framework of competitive and co-

2.1 Temporal processes

cp((t + s), x 0 ) = cp(s, cp(t, x 0 )). (2.1)

The motion of a dynamic system is the one variable function:

cpx.: T--+A (2.2)

2.2 Properties of process-time

2.2.1 Discrete versus continuous

(I) time is really continuous;

Arguments for selecting a discrete time variable are that:

(I) time is really discrete;

2·2.2 Time, thermodynamics, chemical kinetics