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Kinetics
42
CHAPTER 3. KINETICS 43
2
where the first nonzero term on the right is the mixed derivative ˆA ˆB (0, 0), since all
ˆ r
the derivatives before it are zero by the above considerations. Therefore, a first term
approximation to the rate function r is
r = kAB
ˆ2r
where the constant k is ˆA ˆB (0, 0). This argument is the basis for many models involving
interacting species.
We can use the same principle for other reactions as well. Consider the reaction
2A æ C
where two A’s come together to form a C. This can be seen as a special case of the reaction
A+B æ C where A and B are the same species. Hence, in this case the rate of the reaction
has the form r = kA2 .
Similarly, for the reaction
–A + —B æ “C + ”D (3.1)
the rate would be r = kA– B — . Namely, the reaction rate depends on the products of the
concentrations of the reactants with exponents coming from the coefficients in the reaction.
These coefficients are called the stoichiometric coefficients.
To complete the formulation one needs to supply the initial conditions A(0) = A0 , B(0) =
B0 , C(0) = C0 , D(0) = D0 .
3.1.4 Examples
Example 3.1. A æ 2C
The rate of the reaction is r = kA. The kinetic equations are
dA
= ≠kA
dt
dC
= 2kA
dt
Since dt
d
(2A + C) = 0, a conservation law is given by 2A(t) + C(t) = 2A0 + C0 . Hence,
C(t) = 2A0 + C0 ≠ 2A(t). The steady states are found by setting the derivatives equal
to zero, which gives A = 0. From the conservation law, the corresponding value for C is
C = C0 + 2A0 . Hence, the reaction continues until A is exhausted and the amount of C
has increased by 2A0 .
Example 3.2.
A⌦C +D
A + B æ 2A + C
The first line represents a reversible reaction and is actually a shorthand for two reactions
AæC +D and C +D æA
We therefore have three reactions in total. Each reaction has its own reaction rate. For
the reversible reactions we represent the rates by r1 and r≠1 , and the last reaction’s rate
is denoted r2 . These rates are determined by the Law of Mass Action as
r1 = k1 A
r≠1 = k≠1 CD
r2 = k2 AB.
Next we write the kinetic equation for each species, adding the rates as per the Law of
Mass Action:
dA
= ≠r1 + r≠1 ≠ r2 + 2r2
dt
= ≠k1 A + k≠1 CD + k2 AB
Note that in the third reaction, species A is both a reactant and a product (such a reaction
is called an autocatalytic reaction since A is used to produce more of itself); therefore, the
rate in each direction is determined separately and added. The kinetic equations for the
other species are found similarly:
dB
= ≠k2 AB
dt
dC
= k1 A ≠ k≠1 CD + k2 AB
dt
dD
= k1 A ≠ k≠1 CD.
dt
CHAPTER 3. KINETICS 46
2X1 æ 4X2
X2 æ 3X1 + X3
CHAPTER 3. KINETICS 47
Theorem 3.1 (Null Space Theorem). The basis vectors of S€ correspond to independent
conservation laws of the system.
Example 3.4. Continuing the last example, equation (3.7) takes the form
Q R
A B a1 A B
≠2 4 0 c d 0
aa2 b = ,
3 ≠1 1 0
a3
which can be solved by any convenient way. For example, the first row implies a1 = 2a2 , and
using this in the second row gives a3 = ≠5a2 . Alternatively, we can form the augmented
matrix and do row reducing:
A B A B
≠2 4 0 0 1 ≠2 0 0
æ ,
3 ≠1 1 0 0 5 1 0
which again gives a1 = 2a2 and a3 = ≠5a2 . Hence, all vectors of the form (2a2 , a2 , ≠5a2 )€
are solutions. In other words, a1 = (2, 1, ≠5)€ is a basis for the null space. The corre-
sponding conservation law is
Remark We should note that the criterion (3.7) derived from (3.6) is not completely
equivalent to (3.6). Indeed, while (3.7) implies (3.6), it is possible that (3.6) may be
satisfied without (3.7) being true. This means that there may be occasions where
there are more conservation laws than given by (3.7). As an example, consider the
system of reactions
A æ 3B
A æ 2C.
The rate vector is r = (k1 A, k2 A)€ = A(k1 , k2 )€ and the transpose of the stoichio-
metric matrix is A B
≠1 3 0
S =
€
.
≠1 0 2
Then
r€ S€ = A(≠k1 ≠ k2 , 3k1 , 2k2 ).
It can be seen that the vector a =(6, 2, 3)€ satisfies r€ S€ a = 0 as well as S€ a = 0,
so we could find it by solving (3.7). It corresponds to the conservation law 6A + 2B +
3C = const. Note that the null space N (S€ ) has dimension one (since S€ has rank
two), so this conservation law is all we could possibly find by solving (3.7). There is,
however, another independent conservation law, which is
It corresponds to the vector ā = (3k1 , k1 + k2 , 0)€ , which depends on the rate con-
stants. Note that S€ ā ”= 0, so a is not in the null space of S€ . Nevertheless,
r€ S€ ā = 0, so it also corresponds to a conservation law.
CHAPTER 3. KINETICS 49
3.3 Stability
Consider the vector differential equation
dx
= f (x), (3.8)
dt
where x œ Rn and f : Rn æ Rn is a continuously differentiable function. For example,
the kinetic equations (3.4) are in this form since the rate vector is a function of the xi ’s.
A steady state (equilibrium) solution xs is a constant solution of (3.8), so it satisfies
the algebraic equation f (xs ) = 0. Hence, if the system starts from the initial condition
x(0) = xs , then x(t) = xs for all t > 0.
The concept of stability is about what happens to solutions starting from nearby initial
conditions. A steady state is said to be stable if all solutions starting from sufficiently near
initial conditions stay close to xs for all t > 0. A steady state is said to be asymptotically
stable if it is stable and in addition all solutions starting from sufficiently near near initial
conditions converge to xs . A steady state is said to be unstable if it is not stable. Roughly
speaking, in any neighborhood of an unstable equilibrium xs one can always find an initial
point such that the corresponding solution leaves the neighborhood of xs .
Since stability is about solutions close to the steady state, one can use perturbation
arguments to derive conditions for its stability and instability. Hence, suppose the initial
condition is
x(0) = xs + Áv
where v is some vector and Á is a small scalar. Expand the corresponding solution in a
power series
x(t) ≥ x0 (t) + Áx1 (t) + Á2 x2 (t) + · · ·
and substitute in (3.8). Then,
where the last line is obtained by a Taylor series expansion of f around x0 . Recall that
Df denotes the Jacobian matrix of f , whose components are
ˆfi
[Df ]ij = .
ˆxj
This is a linear differential equation, so we seek exponential solutions of the form x1 (t) =
e⁄t v. (The appearance of v is due to the initial condition.) Substituting into the O(Á)
equation, we have
⁄e⁄t v = Df (x0 ) · e⁄t v
The exponential terms can be cancelled since they are never zero. Using the fact that
x0 = xs and defining the matrix A = Df (x0 ) = Df (xs ), we have
Av = ⁄v.
Theorem 3.2. The steady state xs is asymptotically stable if all the eigenvalues of the
Jacobian matrix Df (xs ) have negative real parts, and it is unstable if at least one eigenvalue
of Df (xs ) has positive real part.
The problem of determining the stability of the steady state is thus reduced to finding
the eigenvalues of the Jacobian matrix evaluated at the steady state. In fact, the exact
values of the eigenvalues are not needed, we only need the signs of their real parts. For
one-dimensional systems, the criterion is simply whether the sign of the derivative f Õ (xs )
is negative or positive. For two dimensional systems, the Jacobian is a real 2 ◊ 2 matrix
so the two eigenvalues are either both real, or they are a complex conjugate pair. Recall
that the product of the eigenvalues of a matrix equals its determinant, and the sum of the
eigenvalues equals its trace (the sum of the diagonal elements). If both eigenvalues are real,
then the stability condition is that they should both be negative, which implies that their
sum is negative and their product is positive. On the other hand, if the two eigenvalues are
complex conjugate, then the stability condition is that the real parts should be negative,
which implies that their sum is negative and their product is positive (the product of a
complex conjugate pair cannot be negative since it equals the square of the magnitude of the
complex number). In both cases, we conclude the the steady state of a 2-dimensional system
is asymptotically stable if the Jacobian matrix has positive determinant and negative trace.
Example 3.5. xÕ = x3 ≠ 4x. Here, f (x) = x3 ≠ 4x = x(x2 ≠ 4), so the equilibrium points
(steady states) are x = 0, ±2. Furthermore, f Õ (x) = 3x2 ≠ 4, f Õ (±2) > 0 and f Õ (0) < 0.
Therefore, the points x = ±2 are unstable and x = 0 is asymptotically stable.
xÕ = x(2 ≠ x ≠ y)
yÕ = x ≠ y
has two equilibrium points: (0, 0) and (1, 1). The Jacobian matrix is
A B
2 ≠ 2x ≠ y ≠x
Df = .
1 ≠1
CHAPTER 3. KINETICS 51
To find the steady states we set all derivatives to zero. The second equation implies
that either I = 0 or S = k2 /k1 . For I = 0, the first equation gives S = N since k3 ”= 0.
Hence (N, 0) is a steady state and corresponds to the absence of any infected individuals
(disease-free equilibrium). (By the conservation law, the value of R is also zero at this
equilibrium point.)
On the other hand, for S ú = k2 /k1 , the first equation gives
k3 (N ≠ k1 )
k2
Iú = ,
k1 + k3
which is positive if k3 > 0 and N > kk21 . In this case, (S ú , I ú ) is also a steady state, called the
endemic equilibrium. For a given population size N , the endemic equilibrium exists only
if k1 is sufficiently larger than k2 , that is, infection rate is sufficiently larger than recovery
rate. Note that in the SIR model (i.e., when k3 = 0) there is no endemic equilibrium state.
To determine the stability of the steady states (see Section ??) we calculate the Jacobian
matrix A B
≠k1 I ≠ k3 ≠k1 S ≠ k3
Df = .
k1 I k1 S ≠ k2
At the disease-free equilibrium,
A B
≠k3 ≠k1 N ≠ k3
Df (N, 0) =
0 k1 N ≠ k2
The eigenvalues are ≠k3 and k1 N ≠ k2 . So, the disease-free equilibrium is asymptotically
stable if k3 > 0 and N < k2 /k1 and unstable if N > k2 /k1 .
At the endemic equilibrium,
A B
≠k1 I ú ≠ k3 ≠k2 ≠ k3
Df (S , I ) =
ú ú
k1 I ú 0
The trace is ≠(k1 I ú + k3 ) < 0 and the determinant is = k1 I ú (k2 + k3 ) > 0 whenever
I > 0. Hence, the endemic equilibrium is stable when it exists (i.e., when I ú > 0).
ú
S+E ⌦C
C æ P + E.
CHAPTER 3. KINETICS 53
ds
S0 = ≠k1 E0 S0 s + (k≠1 + k1 S0 s)E0 c
dt
dc
E0 = k1 E0 S0 s ≠ (k2 + k≠1 + k1 S0 s)E0 c.
dt
CHAPTER 3. KINETICS 54
Ÿ ln s0 + s0 = ≠⁄· + A (3.14)
s̄0 = 1
and substituting into the second one gives the linear equation
dc̄0
= 1 ≠ (Ÿ + 1)c̄0
d¯·
which has the solution
1
c̄0 (¯
·) = (1 ≠ e≠(Ÿ+1)¯· ).
Ÿ+1
Matching. The solution coming out of the initial layer must be the same as the solution
going into the initial layer. Thus, we have the requirements
lim s̄0 (¯
· ) = lim s0 (· )
·¯æŒ · æ0+
lim c̄0 (¯
· ) = lim c0 (· )
·¯æŒ · æ0+
CHAPTER 3. KINETICS 56
s(· ) ≥ s0 (· ) + s̄0 (¯
· ) ≠ s0 (0)
c(· ) ≥ c0 (· ) + c̄0 (¯
· ) ≠ c0 (0).
s(· ) ≥ s0 (· )
s0 (· ) 1 ≠(Ÿ+1)· /Á
c(· ) ≥ ≠ e
Ÿ + s0 (· ) Ÿ + 1