From stationary dynamics to equilibrium weights

Time-scale separation removes fast transients. Detailed balance supplies something more: compatible weights that let us calculate molecular occupancies without specifying every kinetic step. The distinction turns an enzyme cycle into a test of equilibrium, then turns equilibrium into a modelling tool for repression and allostery.

Lecture 6 gave us a smaller problem, not always an easier algebraic one. Its fast binding layer follows the changing totals. But when an enzyme binds both substrate and product, finding that fast allocation already requires coupled equations. Must we solve the detailed kinetic model every time we change the molecular state space?

Equilibrium physics offers another route. We will find the condition under which transition ratios define consistent state weights. Then we will use those weights to calculate gene regulation. The method applies to a suitable fast subsystem inside a driven cell. It does not require the whole cell to be at equilibrium.

What this lecture enables

Specify a molecular state space. Write its probability dynamics. Distinguish stationary node balance from detailed balance of transitions. When equilibrium is justified, enumerate states, assign weights, normalize them and attach activities. These are the ingredients Lecture 8 will combine with finite-pool conservation.

0–5 min
Course business.
5–11 min
1. The remaining problem. Fast stationarity versus equilibrium.
11–18 min
2. State. What information predicts the future?
18–26 min
3. Jumps. Molecular configurations and molecule counts.
26–34 min
4. Generator. Probability conservation and stationarity.
34–46 min
5. Circulation. Matched rings and the enzyme wheel.
46–55 min
6. Detailed balance. Pairwise cancellation and the cycle test.
55–65 min
7. Weights. Path independence and reversible stationary movies.
65–77 min
8. Repression. Binding entropy, concentration and activity.
77–85 min
9. Allostery. Eight states, one active fraction.
85–90 min
10. Closure. Fast allocation and slow total dynamics.
90–95 min
Lecturer addendum and the question carried to Lecture 8.

Selection if time runs short. The expandable derivations and playground are outside this clock. First omit the count-chain walkthrough in §3. Then show §9's state table and result without its limiting calculations. If necessary, defer the rest of §9. Keep the enzyme-current comparison, pairwise balance, path independence and the concentration factor in §8. Those steps establish the argument.

Part 1

Choose the state and its dynamics

To distinguish kinds of stationarity, first say what the system's state is and how that state changes.

1What fast stationarity leaves unsolved

A fast subsystem may settle quickly without becoming simple to solve. Equilibrium is additional physical structure, not another name for fast.

Keep one enzyme in view throughout the lecture. Substrate SS enters, binds free enzyme EE, is converted while bound, and leaves as product PP. Product can bind too. The enzyme occupies three states: free, substrate-bound CESC_{ES}, or product-bound CEPC_{EP}. Here is the mechanism we are simplifying:

S,E+SkSk+SCESkcatkcat+CEPk+PkPE+P,P.qE=E+CES+CEP,qS=S+CES,qP=P+CEP.\begin{gathered} \varnothing\rightsquigarrow S,\qquad E+S\xrightleftharpoons[k_{-S}]{k_{+S}}C_{ES} \xrightleftharpoons[k_{\mathrm{cat}}^-]{k_{\mathrm{cat}}^+}C_{EP} \xrightleftharpoons[k_{+P}]{k_{-P}}E+P,\qquad P\rightsquigarrow\varnothing.\\ q_E=E+C_{ES}+C_{EP},\qquad q_S=S+C_{ES},\qquad q_P=P+C_{EP}. \end{gathered}

The straight arrows resolve the binding and catalytic steps of this model. The squiggly arrows denote composite supply and removal, with fluxes vinv_{\mathrm{in}} and voutv_{\mathrm{out}}. Binding preserves the three totals. Slow conversion changes the substrate and product totals. Figure 6 will show how the same three enzyme states can carry a steady current.

Choose the observation clock before simplifying a network. Let tbindt_{\mathrm{bind}} be a binding relaxation time, tobst_{\mathrm{obs}} the time over which the dynamics of interest changes, and tenvt_{\mathrm{env}} a still slower environmental time. When the first is much shorter than the second, binding can track its conditional stationary state. When the third is much longer, those environmental variables can be treated as parameters during observation.

tbindtobstenv.t_{\mathrm{bind}}\ll t_{\mathrm{obs}}\ll t_{\mathrm{env}}. (1)

The stationary constraint still needs a solution. In Lecture 6, the fast rate function was called gg. Setting its leading fast equation to zero produced a reconstruction xfast=h(xslow)x^{\mathrm{fast}}=h(x^{\mathrm{slow}}). That calculation can involve many coupled balances. Even when a stationary solution is unique, the expression for it need not be transparent.

Choose a clock. Then ask which fast state it follows. Fast binding
tbindt_{\mathrm{bind}}
Observed dynamics
tobst_{\mathrm{obs}}
Slower environment
tenvt_{\mathrm{env}}
\ll
\ll
Relax fast variables. Keep the observed dynamics. Freeze slower inputs. Fast stationarity Solve the fast balance equations. Circulating currents may remain. Additional equilibrium structure Every resolved reverse pair balances. Use compatible states and weights. The clock comparison alone does not establish equilibrium.

Swipe or scroll inside the diagram to see it at reading size.

Figure 1. Two different reasons a model becomes simpler. A separated relaxation time justifies following a fast stationary state. Detailed balance, when it also holds, lets compatible state weights replace the kinetic stationary calculation. The clocks shown here name scales, not particular measured values.

The physical question is whether the fast transitions can balance individually. A subsystem exchanging with equilibrium-compatible surroundings can relax to thermodynamic equilibrium. Its probabilities are constrained by free energies and the ways molecules can be arranged. A subsystem exposed to maintained chemical driving can instead keep circulating even after its probabilities stop changing. We need a language that can display both cases.1, 2

Optional: which quantity is extremized at equilibrium?

The constraints choose the thermodynamic potential. “Energy is minimized and entropy is maximized” is not one unconstrained rule. For the system and surroundings specified below, the equilibrium condition takes different forms.

Held fixedEquilibrium criterionEnsemble
Total energy, volume and conserved constituent amountsMaximize entropy under those constraintsMicrocanonical
Temperature, volume and conserved constituent amountsMinimize Helmholtz free energyCanonical
Temperature, pressure and conserved constituent amountsMinimize Gibbs free energyIsothermal-isobaric
Temperature, volume and equilibrium-compatible reservoir chemical potentialsMinimize the appropriate grand potentialGrand canonical

In a reacting mixture, constituent conservation does not mean that every chemical species has fixed abundance. Nor does contact with reservoirs guarantee equilibrium. Different maintained temperatures or incompatible chemical potentials can sustain a current. The table specifies equilibrium constraints, not how quickly a particular system relaxes.3

Separate the clock test from the equilibrium test. Fast attraction licenses a stationary reduction. Balanced physical transitions supply the extra simplification we will derive.

2State replaces the relevant past

A state contains the information a model needs to predict its future, given the model's parameters and future inputs.

For an autonomous deterministic model, the state selects a trajectory. Lecture 3 wrote the canonical form x˙=f(x)\dot x=f(x), with xx a vector of state variables. Once we know x(t0)x(t_0) at the present time t0t_0, existence and uniqueness give the future trajectory. We do not need to replay the earlier history to compute the next step.

The spring shows why a visible variable need not be a complete state. Let qq be displacement, mm mass, kk the spring constant and ζ\zeta the damping coefficient. The second-order equation becomes a first-order state system by including velocity v=q˙v=\dot q:

mq¨+ζq˙+kq=0,ddt(qv)=(v(k/m)q(ζ/m)v).\begin{aligned} m\ddot q+\zeta\dot q+kq&=0,\\ \frac{d}{dt}\begin{pmatrix}q\\v\end{pmatrix} &=\begin{pmatrix}v\\-(k/m)q-(\zeta/m)v\end{pmatrix}. \end{aligned} (2)

Two springs can have the same displacement and opposite velocities. They immediately move in different directions. Position alone loses predictive information. The pair (q,v)(q,v) restores it. Here qq is a mechanical position. Later, a species-indexed qXq_X will again denote a molecular total.

A state carries the information needed at the present past future present
x(t0)x(t_0)
tt
Deterministic model: the full state selects the future trajectory. Position alone is incomplete A stochastic state selects a law -1 0 1 -1 0 1
tt0(scaled time)t-t_0\quad\text{(scaled time)}
qq
q(t0)=0,q˙(t0)=+1 or 1q(t_0)=0,\quad \dot q(t_0)=+1\ \text{or}\ -1
x=(q,q˙) distinguishes themx=(q,\dot q)\ \text{distinguishes them}
ON OFF ON OFF ON OFF Same state now. Same conditional probabilities, not one path.

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Figure 2. The present state is the model's predictive boundary. The upper sketch illustrates one deterministic trajectory passing through the present. The lower-left example solves the undamped, scaled spring with initial position zero and velocity either plus or minus one: q(t)=±sin(tt0)q(t)=\pm\sin(t-t_0). These curves share a position, not a full state. On the right, a stochastic state specifies a distribution of future jump paths rather than one selected path.

For a stochastic model, the state determines a conditional probability law. Knowing a promoter is ON need not tell us exactly when it will switch OFF. It can tell us the probabilities of switching over future intervals. The state is sufficient if older history adds no predictive information once that present state and the external conditions are specified.

Molecular configurations give us useful discrete states. A promoter can be free or repressor-bound. An enzyme can be empty, substrate-bound or product-bound. A channel can occupy open and closed conformations. These are choices of model resolution. They work when unresolved motions can be represented by the proposed transition rules. Discreteness alone does not establish that the chosen states contain all relevant memory.

Test a proposed state by asking whether two systems with that same state can have different future laws because of omitted history. If they can, add the missing variables or use a model with memory.

3Molecular states jump with conditional rates

A continuous-time Markov chain describes a system that occupies a discrete state and makes random transitions whose hazards depend on its present state.

The ON/OFF promoter makes a transition hazard concrete. Write its random state as ξ(t)\xi(t), encoding OFF as zero and ON as one. Let a>0a>0 be the OFF-to-ON hazard and b>0b>0 the ON-to-OFF hazard. In a short interval Δt\Delta t, conditional on being OFF, the probability of turning ON is

Pr{ξ(t+Δt)=1ξ(t)=0}=aΔt+o(Δt).\Pr\{\xi(t+\Delta t)=1\mid \xi(t)=0\} =a\,\Delta t+o(\Delta t). (3)

The remainder o(Δt)o(\Delta t) becomes negligible compared with Δt\Delta t as the interval shrinks. The hazard has units of inverse time. It is not a probability by itself. A large hazard means a short typical wait in the source state.

Markov and time-homogeneous are separate assumptions. The Markov property says the present state screens off the earlier history. Time homogeneity says the transition rules do not also depend explicitly on the clock time. Here we hold the surroundings fixed and use constant hazards within each state. A changing input could produce a time-dependent Markov model, or require the input to be included in the state.

Configuration states and count states are different state spaces OFF ON
aa
bb
a=2s1,b=1s1a=2\,\mathrm{s}^{-1},\quad b=1\,\mathrm{s}^{-1}
Illustrative hazards at fixed conditions. One realization Ensemble probability 0 4 8 0 1
t (s)t\ (\mathrm{s})
ξ(t)\xi(t)
0 1 2 3 0 0.5 1
t (s)t\ (\mathrm{s})
pon(t)p_{\mathrm{on}}(t)
2/32/3
Count states for addition and removal
X,X\varnothing\rightsquigarrow X,\quad X\rightsquigarrow\varnothing
Composite chemical accounting. Hazards are stated separately.
00
b0b_0
dd
11
b0b_0
2d2d
22
b0b_0
3d3d
33
NX(t)=0,1,2,N_X(t)=0,1,2,\ldots
Count-transition arrows. Each node is a number, not a species.

Swipe or scroll inside the diagram to see it at reading size.

Figure 3. A state can be a configuration or a count. The promoter uses illustrative hazards a=2s1a=2\,\mathrm{s}^{-1} and b=1s1b=1\,\mathrm{s}^{-1}, starting OFF. One computed jump history differs from the smooth ensemble probability pon(t)=(2/3)(1e3t)p_{\mathrm{on}}(t)=(2/3)(1-e^{-3t}), which we obtain from the next section's equation. The lower graph describes molecule counts. Its upward hazard is b0b_0, and the downward hazard from count nXn_X is dnXdn_X.

The addition/removal model is another Markov state space. For composite production and first-order removal, use the chemical accounting X\varnothing\rightsquigarrow X and XX\rightsquigarrow\varnothing. Their count propensities are b0b_0 and dnXdn_X, respectively. The state is the integer count NX(t)N_X(t), not the chemical species symbol XX. Its possible values form the chain 0,1,2,0,1,2,\ldots. This nearest-neighbour count process is called a birth-death process.

The count and concentration laws use different rate units. Here b0b_0 is an event frequency, producing one molecule per event, while dd is an inverse-time constant multiplying the eligible molecule count. At fixed volume, Lecture 5's conversion Ω=NAV\Omega=N_A V gives concentration input b0/Ωb_0/\Omega. The count mean obeys dNX/dt=b0dNXd\langle N_X\rangle/dt=b_0-d\langle N_X\rangle. No concentration flux should be inserted directly as a transition hazard without this conversion.

Optional: exponential waiting times and Gillespie's two draws

A constant hazard gives exponential survival. Let TT be the next-event waiting time in a fixed state, let a0a_0 be its total exit hazard, and write S(t)=Pr(T>t)S(t)=\Pr(T>t). Surviving a further small interval requires no event during that interval:

S(t+Δt)=S(t)[1a0Δt]+o(Δt),S˙=a0S,S(0)=1,S(t)=ea0t.\begin{aligned} S(t+\Delta t)&=S(t)[1-a_0\Delta t]+o(\Delta t),\\ \dot S&=-a_0S,\qquad S(0)=1,\\ S(t)&=e^{-a_0t}. \end{aligned}

The remaining wait has the same distribution as a fresh wait. Conditioning on survival until time tt gives

Pr(T>t+sT>t)=S(t+s)S(t)=ea0s.\begin{aligned} \Pr(T>t+s\mid T>t)&=\frac{S(t+s)}{S(t)}\\ &=e^{-a_0s}. \end{aligned}

This is memorylessness. If the exit hazard is zero, there is no next jump and the waiting time is infinite.

Several possible events contribute to the total hazard. Represent channel rr by an independent exponential clock of rate ara_r while the state is unchanged. The first clock to ring determines the next event. Independence gives

Pr(Tmin>t)=reart=ea0t,a0=rar.\Pr(T_{\min}>t)=\prod_r e^{-a_rt}=e^{-a_0t}, \qquad a_0=\sum_r a_r.

The event identity separates from the event time. For channel rr to fire first at time tt, its clock must ring then and every other clock must have survived. The joint density factors:

area0t=a0ea0tnext-event time densityara0event probability.a_r e^{-a_0t} =\underbrace{a_0e^{-a_0t}}_{\text{next-event time density}}\, \underbrace{\frac{a_r}{a_0}}_{\text{event probability}}.

This is why Gillespie's algorithm can draw a wait using the sum of propensities, then select a reaction using normalized propensities. After the reaction changes the state, recalculate the hazards. The clock representation does not keep obsolete rates after that change.

Competing exponential clocks: the first event ends the wait 0 0.5 1 1.5 2 0 0.5 1
t (s)t\ (\mathrm{s})
Pr(T>t)\Pr(T>t)
T1: a1=1s1T_1:\ a_1=1\,\mathrm{s}^{-1}
T2: a2=2s1T_2:\ a_2=2\,\mathrm{s}^{-1}
min(T1,T2): a0=3s1\min(T_1,T_2):\ a_0=3\,\mathrm{s}^{-1}
Pr(Tmin>t)=ete2t=e3t\Pr(T_{\min}>t)=e^{-t}e^{-2t}=e^{-3t}
Pr(event 1)=1/3,Pr(event 2)=2/3\Pr(\text{event }1)=1/3,\qquad\Pr(\text{event }2)=2/3

Swipe or scroll inside the diagram to see it at reading size.

Optional Figure B1. The fastest clock has the sum of the hazards. Rates one and two per second give a minimum waiting time with rate three per second. The next channel is the first with probability one-third and the second with probability two-thirds. The plotted curves are their exponential survival probabilities.

Turn a molecular configuration or count into a Markov model by specifying its conditional event hazards, their units and the external conditions held fixed.

4Stationarity balances each node

The generator collects the transition hazards into one probability equation. A stationary solution balances arrivals and departures at each state.

Build the ON/OFF equation by counting probability flow. Let poff(t)p_{\mathrm{off}}(t) and pon(t)p_{\mathrm{on}}(t) be state probabilities, in that order. The ON probability gains apoffa p_{\mathrm{off}} per unit time and loses bponb p_{\mathrm{on}}. The OFF probability has the opposite balance:

ddt(poffpon)=(abab)Q(poffpon).\frac{d}{dt}\begin{pmatrix}p_{\mathrm{off}}\\p_{\mathrm{on}}\end{pmatrix} =\underbrace{\begin{pmatrix}-a&b\\a&-b\end{pmatrix}}_{Q} \begin{pmatrix}p_{\mathrm{off}}\\p_{\mathrm{on}}\end{pmatrix}. (4)
Build the generator one source-state column at a time OFF ON
a: OFFONa:\ \mathrm{OFF}\to\mathrm{ON}
b: ONOFFb:\ \mathrm{ON}\to\mathrm{OFF}
Start in OFF
(aa)\begin{pmatrix}-a\\a\end{pmatrix}
column sum = 0 Start in ON
(bb)\begin{pmatrix}b\\-b\end{pmatrix}
column sum = 0
Q=(abab)Q=\begin{pmatrix}-a&b\\a&-b\end{pmatrix}
p˙=Qp\dot p=Qp
Rows are destinations. Columns are sources. Hazards have inverse-time units.
qij: ji,iqij=0,ddtipi=0q_{ij}:\ j\to i,\qquad \sum_i q_{ij}=0,\qquad \frac{d}{dt}\sum_i p_i=0

Swipe or scroll inside the diagram to see it at reading size.

Figure 4. A generator column describes what can happen from one source state. Departures subtract from the source row. Arrivals add to destination rows. Thus each column sums to zero, preserving total probability. The arrows here are state transitions, not chemical reactions.

Use the same convention for a general finite state space. The entry qijq_{ij} is the hazard from state jj to state ii, for distinct states. A negative diagonal records the total exit hazard. With probabilities in a column,

qjj=ijqij,p˙i=jiqijpj(jiqji)pi,p˙=Qp.\begin{aligned} q_{jj}&=-\sum_{i\ne j}q_{ij},\\ \dot p_i&=\sum_{j\ne i}q_{ij}p_j-\left(\sum_{j\ne i}q_{ji}\right)p_i,\\ \dot p&=Qp. \end{aligned} (5)

The indices are destination, source. In particular, iqij=0\sum_iq_{ij}=0 for each source jj. If 11 denotes the column of ones, then 1Q=01^\top Q=0 and d(1p)/dt=0d(1^\top p)/dt=0. A doubly indexed qijq_{ij} is a generator entry. A species-indexed qXq_X remains a concentration total.

This is the chemical master equation on a state graph. A reaction with count change γr\gamma_r and propensity ar(n)a_r(n) adds that hazard to the entry from count state nn to n+γrn+\gamma_r. Distinct reaction channels can contribute to the same matrix entry. Lecture 3's x˙=Γv(x)\dot x=\Gamma v(x) balances concentrations across reactions. Here p˙=Qp\dot p=Qp balances probabilities across states. The two equations describe different quantities.

At stationarity the probability vector stops changing. Write pp^* for a nonnegative, normalized stationary distribution:

Qp=0,ipi=1.Qp^*=0,\qquad \sum_i p_i^*=1. (6)

A finite irreducible chain has one such distribution. Irreducible means every state can reach every other through positive-rate paths. For an infinite count space, existence and normalization need separate checks. Stationarity says nothing yet about balancing each forward transition against its reverse.

The two-state example can be solved without matrix algebra. Setting apoff=bpona p_{\mathrm{off}}^*=b p_{\mathrm{on}}^* and using normalization gives pon=a/(a+b)p_{\mathrm{on}}^*=a/(a+b). Substituting poff=1ponp_{\mathrm{off}}=1-p_{\mathrm{on}} into the time-dependent equation also gives

pon(t)=aa+b+[pon(0)aa+b]e(a+b)t.p_{\mathrm{on}}(t)=\frac{a}{a+b} +\left[p_{\mathrm{on}}(0)-\frac{a}{a+b}\right]e^{-(a+b)t}. (7)

Thus the stationary probability depends on a ratio of hazards, while the relaxation time is 1/(a+b)1/(a+b). Multiplying both hazards by ten preserves the occupancy but accelerates the dynamics tenfold. We will need exactly this distinction when equilibrium weights replace rate constants.

Optional: how long until a gene first turns ON?

A first-passage question needs kinetics, not just occupancies. Consider illustrative promoter states closed, open and ON. The labels distinguish inaccessible, accessible and transcriptionally active configurations. They are not a claim that every mammalian promoter has exactly these three states. Let closed-to-open, open-to-closed and open-to-ON hazards be a,b,ca,b,c, with a,c>0a,c>0 and b0b\ge0.

Condition on the first jump to find the mean time. Let τclosed\tau_{\mathrm{closed}} and τopen\tau_{\mathrm{open}} be expected times to first reach ON. From closed, the mean opening wait is 1/a1/a. From open, the mean next-event wait is 1/(b+c)1/(b+c), followed by a return to closed with probability b/(b+c)b/(b+c):

τclosed=1/a+τopen,τopen=1/(b+c)+bb+cτclosed,τclosed=1a+1c+bac,τopen=1+b/ac.\begin{aligned} \tau_{\mathrm{closed}}&=1/a+\tau_{\mathrm{open}},\\ \tau_{\mathrm{open}}&=1/(b+c)+\frac{b}{b+c}\tau_{\mathrm{closed}},\\ \tau_{\mathrm{closed}}&=\frac1a+\frac1c+\frac{b}{ac},\qquad \tau_{\mathrm{open}}=\frac{1+b/a}{c}. \end{aligned}

The last term in the closed-state result is the delay from repeated failed attempts. With a=2,b=1,c=4min1a=2,b=1,c=4\,\mathrm{min}^{-1}, the mean times are 1/2+1/4+1/8=7/81/2+1/4+1/8=7/8 minute from closed and 3/83/8 minute from open. Departures after reaching ON cannot affect a first-arrival time.

First arrival at ON: repeated closures add a delay closed open ON
a=2a=2
b=1b=1
c=4c=4
Stop on first arrival. Hazards are in inverse minutes. Later departures from ON do not matter. 0 0.25 0.5 0.75 1 closed
7/87/8
open
3/83/8
mean first-passage time (minutes)
τclosed=1a+1c+bac\tau_{\mathrm{closed}}=\frac1a+\frac1c+\frac{b}{ac}

Swipe or scroll inside the diagram to see it at reading size.

Optional Figure B2. A return pathway delays activation. The diagram is stopped on first arrival at ON. Bars show the means derived above, not the duration of every realization.

The general equation uses the backward generator. Let AA be a target set and BB the remaining states. For finite mean hitting times, set τi=0\tau_i=0 on AA. A first-step expansion from each remaining source state gives

1=iqijτi(jB),QBBτB=1.-1=\sum_i q_{ij}\tau_i\quad(j\in B), \qquad \pf{Q_{BB}^{\top}\tau_B=-1}.

The right side is the vector of minus ones. Delete target rows and columns to form QBBQ_{BB}, but retain the original diagonal entries. Recomputing the diagonals would remove the probability loss into the target. The transpose is required because our forward probability equation uses a column generator.

Construct a column generator and solve Qp=0Qp^*=0 with normalization. Interpret that solution as node balance, not as absence of transitions or proof of thermodynamic equilibrium.

Part 2

Distinguish balanced occupancies from balanced transitions

The same stationary probabilities can describe an equilibrated system or a continuously driven machine.

5Fixed occupancies can hide an enzyme current

A stationary system can keep moving around a cycle. An enzyme processing maintained substrate and product reservoirs gives that probability current a physical meaning.

Compare two rings with the same three states. In both rings, counterclockwise hazards are one per second. Set clockwise hazards to one per second in the first ring and two per second in the second. Rotation symmetry gives p1=p2=p3=1/3p_1^*=p_2^*=p_3^*=1/3 in both. Direct substitution into the node balances verifies that result.

Directional traffic distinguishes the rings. Define one-way probability flux ϕij=qjipi\phi_{i\to j}=q_{ji}p_i and net edge current JijJ_{i\to j} by subtracting its reverse:

Jij=qjipiqijpj.J_{i\to j}=q_{ji}p_i-q_{ij}p_j. (8)

The balanced ring has J=(1)(1/3)(1)(1/3)=0J=(1)(1/3)-(1)(1/3)=0 on every edge. The driven ring has J=(2)(1/3)(1)(1/3)=1/3s1J=(2)(1/3)-(1)(1/3)=1/3\,\mathrm{s}^{-1} clockwise on every edge. At each node, one net current enters and the same current leaves. The occupancy stays fixed.

Identical stationary probabilities do not imply identical traffic Balanced ring
11
22
33
k+=1k_{+}=1
k=1k_-=1
All hazards in inverse seconds. 1
1/31/3
2
1/31/3
3
1/31/3
p=(1/3,1/3,1/3)p^*=(1/3,\,1/3,\,1/3)^\top
Jcycle=0s1J_{\mathrm{cycle}}=0\,\mathrm{s}^{-1}
A=0\mathcal A=0
Driven ring
11
22
33
k+=2k_{+}=2
k=1k_-=1
All hazards in inverse seconds. 1
1/31/3
2
1/31/3
3
1/31/3
p=(1/3,1/3,1/3)p^*=(1/3,\,1/3,\,1/3)^\top
Jcycle=1/3s1J_{\mathrm{cycle}}=1/3\,\mathrm{s}^{-1}
A=ln8\mathcal A=\ln 8
The bars describe time spent in each state. The arrows describe the traffic.

Swipe or scroll inside the diagram to see it at reading size.

Figure 5. Stationary bars hide different traffic. Both rings spend one-third of their time in each state. Only the right ring has directional circulation. The arrow labels denote uniform clockwise and counterclockwise hazards, not chemical rate constants. The displayed cycle affinity A\mathcal A is the logarithm of the forward/reverse rate-product ratio, defined below.

In a single ring, stationarity makes the oriented edge currents equal. For the orientation 12311\to2\to3\to1, node 2 has p˙2=J12J23\dot p_2=J_{1\to2}-J_{2\to3}. Setting that derivative and the other node derivatives to zero gives J12=J23=J31J_{1\to2}=J_{2\to3}=J_{3\to1}. Call the common value JcycleJ_{\mathrm{cycle}}. Adding the three values would count transitions along the cycle, not three independent cycles.

Now resolve a familiar enzyme into three molecular states. The enzyme binds substrate, catalyzes a reversible conversion while occupied, and releases product. Treat the following as resolved elementary steps of the model:

E+SkSk+SCES,CESkcatkcat+CEP,E+PkPk+PCEP.\begin{aligned} E+S&\xrightleftharpoons[k_{-S}]{k_{+S}}C_{ES},\\ C_{ES}&\xrightleftharpoons[k_{\mathrm{cat}}^-]{k_{\mathrm{cat}}^+}C_{EP},\\ E+P&\xrightleftharpoons[k_{-P}]{k_{+P}}C_{EP}. \end{aligned} (9)

A bare species symbol denotes its free concentration. A complex is named by its constituents. Thus CESC_{ES} is substrate-bound enzyme, while ESES is the product of two free concentrations. The enzyme total is qE=E+CES+CEPq_E=E+C_{ES}+C_{EP}.

Maintained free substrate and product turn this into a linear state model for one enzyme. In state order (E,CES,CEP)(E,C_{ES},C_{EP}), the clockwise hazards are k+SSk_{+S}S, kcat+k_{\mathrm{cat}}^+ and kPk_{-P}. The reverse hazards are kSk_{-S}, kcatk_{\mathrm{cat}}^- and k+PPk_{+P}P. A bimolecular binding constant has concentration-inverse time-inverse units. Multiplication by the fixed free ligand produces the required inverse-time hazard.

A maintained substrate-to-product flow drives the enzyme wheel Resolved elementary chemical steps
E+SkSk+SCESkcatkcat+CEPk+PkPE+PE+S\xrightleftharpoons[k_{-S}]{k_{+S}}C_{ES}\xrightleftharpoons[k_{\mathrm{cat}}^-]{k_{\mathrm{cat}}^+}C_{EP}\xrightleftharpoons[k_{+P}]{k_{-P}}E+P
MAINTAINED RESERVOIRS
supply S P  removal\text{supply}\ \rightsquigarrow S\ \rightsquigarrow P\ \rightsquigarrow\ \text{removal}
Overall material flow. Its free-energy source is the reservoir difference.
EE
CESC_{ES}
CEPC_{EP}
one enzyme\text{one enzyme}
state graph\text{state graph}
k+SSk_{+S}S
k+PPk_{+P}P
kcat+/kcatk_{\mathrm{cat}}^+\quad/\quad k_{\mathrm{cat}}^-
The leading fast problem Set aside the slow catalytic edge.
CESC_{ES}
EE
CEPC_{EP}
Only binding redistribution remains. A fast tree can equilibrate.
A=lnk+SSkcat+kPkSkcatk+PP\mathcal A=\ln\frac{k_{+S}S\,k_{\mathrm{cat}}^+\,k_{-P}}{k_{-S}\,k_{\mathrm{cat}}^-\,k_{+P}P}
A conditionally equilibrated fast layer can belong to a driven whole.

Swipe or scroll inside the diagram to see it at reading size.

Figure 6. Chemical flow turns an enzyme-state wheel. The upper mechanism uses labelled elementary arrows. The horizontal supply-to-removal line uses bare composite arrows because it summarizes unresolved boundary processes and net conversion. The lower arrows are transitions of one enzyme between configurations. Maintained substrate and product can drive the complete cycle. The inset removes slow catalysis to identify a different object: the fast binding-only subsystem.

The reservoirs provide the free energy for sustained conversion. Define the dimensionless cycle affinity as the logarithm of the clockwise/reverse hazard-product ratio:

A=lnk+SSkcat+kPkSkcatk+PP.\mathcal A= \ln\frac{k_{+S}S\,k_{\mathrm{cat}}^+\,k_{-P}} {k_{-S}\,k_{\mathrm{cat}}^-\,k_{+P}P}. (10)

For a thermodynamically consistent enzyme coupled only to this substrate-to-product conversion, A=(μSμP)/(kBT)\mathcal A=(\mu_S-\mu_P)/(k_BT). Here μS,μP\mu_S,\mu_P are chemical potentials per molecule, kBk_B is Boltzmann's constant and TT is absolute temperature. Internal enzyme free-energy changes cancel around a complete turn. The net reservoir change remains.

A finite substrate stock can drive a transient, but maintained throughput needs maintained conditions. As a closed stock converts, substrate falls and product accumulates. The chemical driving changes. Maintaining a nonzero cycle current indefinitely instead requires continued supply and removal, or another specified source of free energy. The picture is like flowing water turning a mill: the rotating wheel is not itself the source of the flow.

The count and concentration readings agree after multiplication by the enzyme total. For an ensemble of equivalent enzymes under the same fixed reservoirs, the state probabilities equal the corresponding enzyme fractions. The net concentration throughput is qEJcycleq_EJ_{\mathrm{cycle}}. The current alone has units of inverse time. Multiplying by qEq_E gives concentration per time, the flux used in Lecture 3. A driven cycle dissipates free energy even when no useful external work is extracted.1

Look for stationary currents as well as occupancies. For an enzyme, identify the reservoir conversion behind the cycle and convert its per-enzyme current to a concentration flux with qEq_E.

6Detailed balance cancels each edge current

Detailed balance requires every resolved transition to have the same probability flux as its physical reverse. It is stronger than stationarity.

Balance each pair before summing at a node. Write peqp^{\mathrm{eq}} for an equilibrium distribution. Detailed balance requires

qjipieq=qijpjeqon every reversible edge.\pf{q_{ji}p_i^{\mathrm{eq}}=q_{ij}p_j^{\mathrm{eq}}} \quad\text{on every reversible edge}. (11)

Each net current in (8) is then zero. Summing those pairwise cancellations at any node gives Qpeq=0Qp^{\mathrm{eq}}=0. Thus detailed balance implies stationarity. The right-hand ring in Figure 5 supplies the counterexample to the converse.

Equilibrium does not stop the microscopic jumps. In the balanced ring, each one-way edge flux is still 1/3s11/3\,\mathrm{s}^{-1}. Forward and reverse transitions continue. Detailed balance removes their directional imbalance, not their traffic. A single trajectory at equilibrium is not a molecule frozen in one state.

The three-state cycle supplies a rate-only equilibrium test. Rearrange (11) to express each neighbouring probability ratio. Multiplication around the cycle makes every probability appear once above and once below:

1=p2eqp1eqp3eqp2eqp1eqp3eq=q21q32q13q12q23q31. 1=\frac{p_2^{\mathrm{eq}}}{p_1^{\mathrm{eq}}} \frac{p_3^{\mathrm{eq}}}{p_2^{\mathrm{eq}}} \frac{p_1^{\mathrm{eq}}}{p_3^{\mathrm{eq}}} =\frac{q_{21}q_{32}q_{13}}{q_{12}q_{23}q_{31}}. (12)

The forward and reverse rate products must match. For the balanced ring the ratio is one. For the driven ring it is 23/13=82^3/1^3=8, so its affinity is ln8\ln8. No equilibrium distribution can balance all three of those driven edge pairs simultaneously. The problem is not failure to guess the right probabilities.

What a two-state balance establishes

A finite tree cannot support a stationary edge current. At a leaf, its single incident edge must have zero net current. Remove that leaf and repeat. This includes the two-state ON/OFF chain.

Reversibility of an observed graph is not automatically physical equilibrium. Distinct fuel-driven mechanisms can connect the same two observed states. Opposing channel currents can cancel when those mechanisms are combined into one edge. A thermodynamic test must resolve the physical reverse channels and their reservoirs. The birth-death description of expression also does not make synthesis and degradation microscopic reverses of each other.1

Keep the earlier use of “equilibrium” in view. In dynamical-systems language, an ODE equilibrium is simply a fixed point. Lecture 4's stability test asks whether nearby trajectories return to it. Here thermodynamic equilibrium imposes physical balance on resolved transitions. Neither a stable fixed point nor a stationary probability vector proves that stronger property.

Test a proposed equilibrium by comparing each forward/reverse flux or the rate products around cycles. State which physical channels have been resolved before drawing a thermodynamic conclusion.

7Equilibrium weights are path-independent

Balanced cycle products let us assign one consistent weight to every state. The occupancy calculation no longer needs every individual kinetic rate.

A probability ratio can be built along any path. Detailed balance gives pjeq/pieq=qji/qijp_j^{\mathrm{eq}}/p_i^{\mathrm{eq}}=q_{ji}/q_{ij}. Suppose the ratio from state 1 to 2 is two, and from 2 to 3 is two. Then the indirect path assigns state 3 four times the weight of state 1. A direct edge from 1 to 3 must give the same ratio.

Compatible cycles make the assignment independent of the chosen route. Select state 1 as a root with weight one. Multiply rate ratios along a path to each other state. If two paths gave different answers, following one forward and the other backward would give a cycle-product ratio different from one. Therefore the cycle criterion is exactly what makes this construction consistent.

Equilibrium makes two routes assign the same probability ratio Compatible routes
11
22
33
22
22
44
via 2: 2×2=4\text{via 2: }2\times2=4
Edge labels are forward/reverse rate ratios. Incompatible routes
11
22
33
22
22
1/21/2
via 2: 2×2=4\text{via 2: }2\times2=4
Edge labels are forward/reverse rate ratios.
w=(1,2,4),peq=w/7w=(1,2,4),\quad p^{\mathrm{eq}}=w/7
No rate-compatible state potential. The same condition makes stationary movies reversible
pieqqji=pjeqqijp_i^{\mathrm{eq}}q_{ji}=p_j^{\mathrm{eq}}q_{ij}
Probability of a path equals probability of its reversed path.

Swipe or scroll inside the diagram to see it at reading size.

Figure 7. Two routes either agree or reveal a drive. On the left, edge ratios give weights (1,2,4)(1,2,4) and normalized probabilities (1,2,4)/7(1,2,4)/7. On the right, the driven ring gives ratio four via state 2 but one-half on the direct route from 1 to 3. These are ratios of hazards, not the hazards themselves. No compatible energy difference can have both values.

Logarithms turn multiplicative weights into additive state potentials. Define β=1/(kBT)\beta=1/(k_BT). Assign a potential GiG_i so the ratio across each edge is

qjiqij=eβ(GjGi),pieq=eβGiZ,Z=jeβGj.\frac{q_{ji}}{q_{ij}} =e^{-\beta(G_j-G_i)},\qquad p_i^{\mathrm{eq}}=\frac{e^{-\beta G_i}}{Z}, \qquad Z=\sum_j e^{-\beta G_j}. (13)

The constant ZZ, called the partition function, normalizes the weights. Adding the same constant to every GiG_i changes neither ratios nor probabilities. In the compatible example, choose G1=0G_1=0. Then G2=kBTln2G_2=-k_BT\ln2 and G3=kBTln4G_3=-k_BT\ln4.

One condition, four equivalent forms

For a finite, irreducible, time-homogeneous Markov chain with positive rates in both directions on every present edge, the following are equivalent:

  1. A positive stationary distribution satisfies detailed balance.
  2. Every cycle has equal forward and reverse rate products.
  3. There is a path-independent state potential compatible with every edge ratio in (13).
  4. The stationary trajectory law is unchanged by reversing time.

The weight construction proves the equivalence of the first three statements. Pairwise balance implies the cycle criterion by (12). The cycle criterion makes the root-to-state construction path-independent. Normalizing those weights gives a positive distribution that balances every edge and therefore is stationary. No general stationary linear solve was required.1

Time reversal states the same balance as a movie test. At equilibrium, a stationary movie and its backward replay have the same probability law. Individual enzymes still jump. But neither a jump nor an entire sequence of jumps has a statistically preferred direction. A driven enzyme wheel does: over a long movie, more complete conversions run from substrate to product than backward.

Optional: derive the generator of the reversed movie

Match the frequencies of reversed jumps. A forward jump from ii to jj occurs with stationary frequency piqjip_i^*q_{ji}. It appears as a jump from jj to ii in the backward movie. Dividing that frequency by the probability of the reversed starting state gives

qijrev=qjipipj(ij).q^{\mathrm{rev}}_{ij}=\frac{q_{ji}p_i^*}{p_j^*}\qquad(i\ne j).

Detailed balance makes this equal to qijq_{ij}. Stationarity also makes the forward and reversed escape rates equal. For a complete path, the ratios of jump factors telescope against the initial-probability ratio, and the holding-time factors cancel. Thus under detailed balance the two path densities agree. The exposition works through that multiplication explicitly.

A state potential needs a physical interpretation before it is a thermodynamic free energy. Equation (13) first establishes a mathematical compatibility property. In a molecular model, GiG_i includes the chosen reservoir contributions and any internal multiplicities absorbed into the state description. The kinetic ratios must describe physical reverse channels with compatible energy exchange. Merely defining Gi=kBTlnpiG_i=-k_BT\ln p_i^* for an arbitrary stationary vector does not pass the edge-ratio test. The driven ring has a perfectly positive stationary vector and fails it.

The simplification concerns occupancies, not every dynamical question. Multiplying every hazard by the same factor leaves all ratios and equilibrium probabilities unchanged. Relaxation and first-passage times change. We can dispense with many kinetic constants when predicting equilibrium allocation, but not when predicting speed. The time-reversal statement here concerns molecular configurations and counts. A mechanical state containing velocity requires velocity reversal as well.

Optional: Wegscheider's compatibility condition for chemical rate equations

The same consistency question exists for nonlinear mass-action networks. Choose a forward orientation for each elementary reversible reaction. For species X1,,XnX_1,\ldots,X_n, write reaction rr as

iαirXikrkr+iβirXi,γr=βrαr,Γ=(γ1,,γm).\sum_i\alpha_{ir}X_i \xrightleftharpoons[k_r^-]{k_r^+} \sum_i\beta_{ir}X_i,\qquad \gamma_r=\beta_r-\alpha_r,\qquad \Gamma=(\gamma_1,\ldots,\gamma_m).

Here the coefficient vectors describe reactants and products, as in Lecture 3. At a positive detailed-balanced composition, forward and reverse mass-action fluxes match separately. To compare constants without taking logarithms of dimensional quantities, choose a common standard concentration cc^\circ and define dimensionless activities ai=xi/ca_i=x_i/c^\circ.

Kr=kr+kr(c)αrβr,iaiγir=Kr,Γlogaeq=logK.K_r=\frac{k_r^+}{k_r^-}(c^\circ)^{|\alpha_r|-|\beta_r|}, \qquad \prod_i a_i^{\gamma_{ir}}=K_r,\qquad \Gamma^\top\log a^{\mathrm{eq}}=\log K.

The notation αr=iαir|\alpha_r|=\sum_i\alpha_{ir} denotes reactant molecularity, and similarly for products. The logarithms act componentwise. The linear equation for log activities has a solution exactly when every stoichiometric dependence zz satisfying Γz=0\Gamma z=0 also satisfies

zlogK=0rKrzr=1.\pf{z^\top\log K=0} \quad\Longleftrightarrow\quad \prod_r K_r^{z_r}=1. (W)

These are the stoichiometric Wegscheider conditions. They guarantee existence of a positive detailed-balanced composition for this elementary reversible mass-action model. Claims about attraction or an individual conserved class require their own hypotheses. For a monomolecular ring, (W) becomes the familiar cycle-product test.3

Stoichiometric dependencies can exist without a visible graph cycle
Ak1k1+BA\xrightleftharpoons[k_1^-]{k_1^+}B
K1=2K_1=2
Ck2k2+DC\xrightleftharpoons[k_2^-]{k_2^+}D
K2=3K_2=3
A+Ck3k3+B+DA+C\xrightleftharpoons[k_3^-]{k_3^+}B+D
K3=6K_3=6
γ3=γ1+γ2\gamma_3=\gamma_1+\gamma_2
BDAC=BADCK3=K1K2\frac{BD}{AC}=\frac BA\,\frac DC\quad\Longrightarrow\quad K_3=K_1K_2
Changing only the last equilibrium constant from 6 to 7 breaks compatibility.

Swipe or scroll inside the diagram to see it at reading size.

Optional Figure B3. A stoichiometric dependence can hide from the state-graph picture. The third reaction changes composition by the sum of the first two changes. Its equilibrium constant must therefore be the product of theirs, even though the reaction-complex graph has no cycle. These are explicitly modelled elementary reversible pairs.

For the three reactions shown, equilibrium demands B/A=K1B/A=K_1, D/C=K2D/C=K_2 and BD/(AC)=K3BD/(AC)=K_3. The first two imply the third only if K3=K1K2K_3=K_1K_2. Constants two, three and six are compatible. Replacing only six by seven makes the three equations inconsistent. This is why the general chemical theorem concerns the kernel of the stoichiometric matrix, not only visible loops in a drawing.

Construct equilibrium weights from compatible edge ratios, then normalize. Use the resulting probabilities for allocation while retaining kinetic information for response times and checking the physical meaning of the potential.

Part 3

Turn equilibrium states into regulation

Once the fast equilibrium hypothesis is justified, molecular states and their activities can replace a long kinetic mechanism.

8State weights predict repression

A two-state gene recovers the familiar repression law by counting configurations and assigning activities. The concentration factor comes from molecular multiplicity.

Specify the subsystem before assigning its weights. Consider one gene that is free, GG, or bound by a repressor, CGRC_{GR}. Hold free repressor concentration RR fixed. This is justified by a large reservoir or negligible depletion from binding the gene. Assume the binding configurations equilibrate rapidly relative to the readout and that their resolved transitions are not themselves fuel-driven.

Binding competes with the number of ways a repressor can remain free. Imagine NN indistinguishable repressors distributed among MM background lattice sites, with at most one per site. If the gene is free, there are (MN)\binom{M}{N} arrangements. If one repressor is bound to the gene, the remaining repressors have (MN1)\binom{M}{N-1} arrangements. Thus

bound multiplicityfree multiplicity=(MN1)(MN)=NMN+1NM,NM.\frac{\text{bound multiplicity}}{\text{free multiplicity}} =\frac{\binom{M}{N-1}}{\binom{M}{N}} =\frac{N}{M-N+1}\simeq\frac{N}{M}, \qquad N\ll M. (14)

Binding may be energetically favourable, but it removes the freedom to occupy many solution locations. More free repressors increase the number of bound arrangements relative to free-gene arrangements. This is why the binding weight depends on concentration, not only on one binding-energy value.

Count molecular arrangements, then normalize two weights Free gene
GG
(MN)\binom{M}{N}
Repressor-bound gene
CGRC_{GR}
(MN1)\binom{M}{N-1}
bound multiplicityfree multiplicity=NMN+1NM\frac{\text{bound multiplicity}}{\text{free multiplicity}}=\frac{N}{M-N+1}\simeq\frac NM
Binding reduces available locations. More free repressors compensate for that loss.
wG=1,wCGR=R/Kdw_G=1,\quad w_{C_{GR}}=R/K_d
pbound=RKd+Rp_{\mathrm{bound}}=\frac{R}{K_d+R}
rˉ=r0(1pbound)\bar r=r_0(1-p_{\mathrm{bound}})
Activities: free gene active, bound gene silent. -2 0 2 0 0.5 1
log10(R/Kd)\log_{10}(R/K_d)
probability / fold-change\text{probability / fold-change}
bound probability relative initiation rate

Swipe or scroll inside the diagram to see it at reading size.

Figure 8. Binding energy and multiplicity produce a concentration weight. The small lattice drawings illustrate the counting operation, not a measured cell volume or literal numerical choice for the dilute limit. The relative bound weight becomes R/KdR/K_d. The rising bound probability and falling relative initiation rate are distinct readouts of the same state distribution.

The lattice count becomes a concentration ratio with an explicit volume conversion. Let each background lattice cell have volume vsitev_{\mathrm{site}}, so M=V/vsiteM=V/v_{\mathrm{site}} in solution volume VV. In the free-gene state, molar repressor concentration is R=N/(NAV)R=N/(N_A V). The corresponding standard concentration c=1/(NAvsite)c^\circ=1/(N_Av_{\mathrm{site}}) then gives

NM=NvsiteV=Rc.\frac NM=\frac{N v_{\mathrm{site}}}{V}=\frac R{c^\circ}.

The reservoir assumption also requires that binding one repressor does not appreciably change the free pool. In this counting picture, that means many available repressors. The lattice cell is a bookkeeping reference, not a measured physical compartment inside the cell.

A standard binding free energy packages the remaining state preference into a measurable affinity. Let ΔGbind\Delta G_{\mathrm{bind}}^\circ be the binding free energy associated with the chosen standard concentration. Multiplying the concentration factor by the binding Boltzmann factor gives

wCGRwG=RceβΔGbind=RKd,Kd=ceβΔGbind.\frac{w_{C_{GR}}}{w_G} =\frac{R}{c^\circ}e^{-\beta\Delta G_{\mathrm{bind}}^\circ} =\frac{R}{K_d}, \qquad K_d=c^\circ e^{\beta\Delta G_{\mathrm{bind}}^\circ}. (15)

The free energy sets the measurable binding affinity. A more favourable binding free energy lowers KdK_d. The concentration factor is dimensionless. It also follows from the dilute-solution chemical potential, whose concentration-dependent term is kBTln(R/c)k_BT\ln(R/c^\circ).4

Bookkeeping conventions cannot change the physical weight ratio. Changing the standard concentration changes the numerical standard free energy consistently, leaving KdK_d unchanged. Multiplicity can be counted explicitly or absorbed into a coarse-state free energy, but not counted twice.

Normalize the two weights to obtain the occupancy. Choose the free-state weight as one. Then the state sum and bound probability are

Z=1+RKd,pbound=R/Kd1+R/Kd=RKd+R.Z=1+\frac{R}{K_d},\qquad p_{\mathrm{bound}}=\frac{R/K_d}{1+R/K_d} =\pf{\frac{R}{K_d+R}}. (16)

At R=KdR=K_d, the states have equal weights and the bound probability is one-half. At low free repressor the bound fraction is approximately R/KdR/K_d. At high free repressor it approaches one. This is the Langmuir binding isotherm. Its algebraic resemblance to Michaelis–Menten does not identify binding KdK_d with catalytic-QSSA KMK_M.

Occupancy becomes regulation only after we assign activities. Suppose the free gene initiates transcription at frequency r0r_0, while the bound gene is silent. The mean initiation frequency per gene is the state-probability-weighted activity:

rˉ=r0pfree+0pbound=r0KdKd+R.\bar r=r_0p_{\mathrm{free}}+0\,p_{\mathrm{bound}} =\pf{\frac{r_0K_d}{K_d+R}}. (17)

We have recovered the effective repression law from Lecture 3. We specified allowed states, a binding free energy and state activities. We did not specify every microscopic association pathway or solve its transient kinetics. A leaky bound state would instead contribute its nonzero activity times pboundp_{\mathrm{bound}}.

Keep the probability and concentration interpretations distinct. One gene is either bound or not bound at a given moment. In an ensemble of equivalent genes under the same reservoir conditions, the expected bound fraction is pboundp_{\mathrm{bound}}. In the deterministic ensemble description, qG=G+CGRq_G=G+C_{GR} and CGR/qG=pboundC_{GR}/q_G=p_{\mathrm{bound}}. Multiplying (17) by qGq_G gives a concentration production flux. Subsequent RNA and protein removal still affect the measured expression level.

The reduction has a boundary

Fixed free RR is not fixed total qRq_R. If gene binding or other sinks deplete the free pool, conservation must determine RR along with the occupancies. Nor does equilibrium binding make transcription an equilibrium reaction. Transcription is a driven readout outside the binding allocation. Lecture 8 combines this state calculation with finite-pool accounting.

Derive a repression law by enumerating states, retaining the concentration factor in their weights, and averaging declared state activities. Identify free concentration and the readout assumptions before comparing the result with expression data.

9Allostery shifts the active population

The same states-and-weights method handles a protein whose ligand-binding affinity depends on its conformation. Binding can regulate catalysis by shifting the probability of an active state.

Choose a two-site protein with two concerted conformations. Call them active AA and inactive II. In the Monod–Wyman–Changeux construction, the whole protein changes conformation together. Within a fixed conformation, the two sites are equivalent and bind independently. Two sites have four occupancy patterns: empty, first bound, second bound and both bound. With two conformations, there are eight molecular states.5

Each conformation has its own affinity and unliganded weight. Let cc denote free ligand concentration. Let KAK_A and KIK_I be dissociation constants within the active and inactive conformations. Choose unliganded active weight one and unliganded inactive weight L=eβ(GI0GA0)L=e^{-\beta(G_I^0-G_A^0)}, where the superscript zero denotes the unliganded state. Summing the four weights in each row of Figure 9 gives

WA=1+2(c/KA)+(c/KA)2=(1+c/KA)2,WI=L[1+2(c/KI)+(c/KI)2]=L(1+c/KI)2,pA=WAWA+WI.\begin{aligned} W_A&=1+2(c/K_A)+(c/K_A)^2=(1+c/K_A)^2,\\ W_I&=L[1+2(c/K_I)+(c/K_I)^2]=L(1+c/K_I)^2,\\ p_A&=\pf{\frac{W_A}{W_A+W_I}}. \end{aligned} (18)

The factor two counts the two distinct single-bound patterns. There is no direct interaction between sites within one conformation. Their occupancies become coupled in the full ensemble because both sites favour the same protein-wide conformational shift.

Two concerted conformations, two ligand sites, eight states active
11
c/KAc/K_A
c/KAc/K_A
(c/KA)2(c/K_A)^2
inactive
LL
Lc/KILc/K_I
Lc/KILc/K_I
L(c/KI)2L(c/K_I)^2
WA=(1+c/KA)2,WI=L(1+c/KI)2W_A=(1+c/K_A)^2,\qquad W_I=L(1+c/K_I)^2
pA=WAWA+WIp_A=\frac{W_A}{W_A+W_I}
Arithmetic example
L=100,KA=1nML=100,\quad K_A=1\,\mathrm{nM}
KI=100nMK_I=100\,\mathrm{nM}
c=10nM: WA=WI=121c=10\,\mathrm{nM}:\ W_A=W_I=121
pA=1/2p_A=1/2
-2 0 2 4 0 0.5 1
log10(c/nM)\log_{10}(c/\mathrm{nM})
fraction\text{fraction}
Plot: L=10, same affinities\text{Plot: }L=10\text{, same affinities}
active conformation fraction of occupied ligand sites Count occupancy and conformation separately. They answer different questions.

Swipe or scroll inside the diagram to see it at reading size.

Figure 9. Binding reshapes an active/inactive ensemble. Circles mark two distinct sites. Filled circles are bound ligands. The eight state weights sum to (18). The solid curve is active-conformation probability. The dashed curve is the fraction of ligand sites occupied, derived in the optional calculation. The plotted comparison uses L=10L=10 to make their difference visible. The separate arithmetic example uses L=100L=100. All parameter values here are illustrative model choices.

Preferential ligand binding can overcome an inactive conformational bias. For a simple numerical calculation, set L=100L=100, KA=1nMK_A=1\,\mathrm{nM} and KI=100nMK_I=100\,\mathrm{nM}. With no ligand, the active probability is 1/(1+100)=1/1011/(1+100)=1/101. At c=10nMc=10\,\mathrm{nM}, the active weight is (1+10)2=121(1+10)^2=121, while the inactive weight is 100(1+0.1)2=121100(1+0.1)^2=121. Half the population is active. The plot uses L=10L=10 instead, so the difference between activity and binding is easy to see. At c=1nMc=1\,\mathrm{nM} in that plot, about 28% of proteins are active but only 15% of sites are occupied.

The high-ligand limit need not be fully active. At large cc, the leading quadratic terms give pA1/[1+L(KA/KI)2]=100/101p_A\to1/[1+L(K_A/K_I)^2]=100/101 for these choices. A ligand binding more strongly to the inactive conformation would instead favour inactivity. The allosteric response reflects relative affinities and conformational weights, not merely the existence of two sites.

An active fraction is useful only for a stated activity readout. If an active protein catalyzes a slow reaction at frequency rAr_A and an inactive one has frequency rIr_I, the mean frequency is rˉ=rApA+rI(1pA)\bar r=r_Ap_A+r_I(1-p_A). This assumes the readout does not invalidate the fast equilibrium allocation. The response can resemble a Hill curve, but it is not generally an exact Hill law, and a fitted exponent need not equal the number of sites.

Optional: arbitrary site number and the distinction between activity and binding

The binomial theorem performs the state count. With nn independent equivalent sites in a conformation, there are (nj)\binom{n}{j} patterns with jj bound ligands. Thus

WA=j=0n(nj)(c/KA)j=(1+c/KA)n,WI=L(1+c/KI)n.W_A=\sum_{j=0}^n\binom nj(c/K_A)^j=(1+c/K_A)^n,\qquad W_I=L(1+c/K_I)^n.

Count occupied sites to obtain a different observable. For Z=WA+WIZ=W_A+W_I, differentiating each weight with respect to lnc\ln c multiplies it by its ligand count. The mean fraction of occupied sites, denoted θ\theta, is therefore

θ=1nlnZlnc=(c/KA)(1+c/KA)n1+L(c/KI)(1+c/KI)n1(1+c/KA)n+L(1+c/KI)n.\theta=\frac1n\frac{\partial\ln Z}{\partial\ln c} =\frac{(c/K_A)(1+c/K_A)^{n-1} +L(c/K_I)(1+c/K_I)^{n-1}} {(1+c/K_A)^n+L(1+c/K_I)^n}.

The zero-ligand limit separates the observables immediately. No sites are occupied, so θ=0\theta=0, but the active probability is 1/(1+L)1/(1+L). For example, choosing L=1L=1 would make half the unliganded proteins active. An inactive conformation can also carry bound ligands. Comparing a binding experiment with an activity experiment therefore requires selecting the appropriate state observable.

Independently constraining affinities and conformational preferences can test the model more sharply than fitting every parameter to one sigmoid.5

Build a richer regulatory law by listing joint molecular states and summing their weights. Keep ligand occupancy, conformational activity and catalytic output as separate readouts of that same distribution.

10Equilibrate the fast layer, evolve the totals

The equilibrium shortcut applies to a selected fast subsystem. Its changing conditions and slow activities still describe a driven biological system.

Return to the enzyme wheel and separate its clocks. If binding relaxes much faster than catalysis and supply, the leading fast problem contains the two binding pairs but not the slow catalytic edge. At fixed free substrate and product, that binding state graph is a tree. Its equilibrium ratios give relative enzyme weights 11, S/Kd,SS/K_{d,S} and P/Kd,PP/K_{d,P}, where Kd,S=kS/k+SK_{d,S}=k_{-S}/k_{+S} and Kd,P=kP/k+PK_{d,P}=k_{-P}/k_{+P}.

ZE=1+SKd,S+PKd,P,CES=qES/Kd,SZE,CEP=qEP/Kd,PZE.Z_E=1+\frac{S}{K_{d,S}}+\frac{P}{K_{d,P}},\qquad C_{ES}=q_E\frac{S/K_{d,S}}{Z_E},\qquad C_{EP}=q_E\frac{P/K_{d,P}}{Z_E}. (19)

Weighting those enzyme states by forward and reverse catalytic frequencies gives the signed net flux

vcat=qEkcat+S/Kd,SkcatP/Kd,P1+S/Kd,S+P/Kd,P.v_{\mathrm{cat}}= q_E\,\frac{k_{\mathrm{cat}}^+S/K_{d,S}-k_{\mathrm{cat}}^-P/K_{d,P}} {1+S/K_{d,S}+P/K_{d,P}}. (20)

Equation (20) is a rapid-binding approximation expressed in free concentrations. Its net flux can be nonzero. The fast allocation is equilibrated to leading order, while slow catalysis changes the surrounding composition. Small departures from limiting binding balance carry the finite throughput, just as Lecture 6's moving slow manifold has nonzero motion on the slow clock.

Finite pools require conservation alongside the weights. The totals qS=S+CESq_S=S+C_{ES} and qP=P+CEPq_P=P+C_{EP} are conserved by binding, not by catalysis. With substrate input vinv_{\mathrm{in}} and product output voutv_{\mathrm{out}}, all measured as concentration fluxes in a fixed volume, their balances are

q˙E=0,q˙S=vinvcat,q˙P=vcatvout.\dot q_E=0,\qquad \dot q_S=v_{\mathrm{in}}-v_{\mathrm{cat}},\qquad \dot q_P=v_{\mathrm{cat}}-v_{\mathrm{out}}. (21)

These total balances are exact for the declared mechanism and boundary processes. The equilibrium constraints used to reconstruct the complexes are approximations. The free concentrations in (19) must be solved together with the total relations when binding appreciably depletes the pools. Equilibrium structure simplifies the closure without promising that every finite-pool calculation has a short explicit formula.

Equilibrium allocates the fast states. Activities move the totals. 1. Specify the current totals
qE=E+CES+CEP,qS=S+CES,qP=P+CEPq_E=E+C_{ES}+C_{EP},\quad q_S=S+C_{ES},\quad q_P=P+C_{EP}
2. Reconstruct the fast binding allocation
CES=ES/Kd,S,CEP=EP/Kd,PC_{ES}=ES/K_{d,S},\quad C_{EP}=EP/K_{d,P}
3. Weight the state-specific catalytic activities
vcat=kcat+CESkcatCEPv_{\mathrm{cat}}=k_{\mathrm{cat}}^+C_{ES}-k_{\mathrm{cat}}^-C_{EP}
4. Evolve totals on the retained clock
q˙S=vinvcat,q˙P=vcatvout\dot q_S=v_{\mathrm{in}}-v_{\mathrm{cat}},\quad\dot q_P=v_{\mathrm{cat}}-v_{\mathrm{out}}
Binding balances are a leading fast approximation. Total balances are exact. Lecture 8 couples the equilibrium allocation to finite-pool conservation.

Swipe or scroll inside the diagram to see it at reading size.

Figure 10. The interface to the binding-catalysis model. Start from current totals, reconstruct fast binding states, read their state-specific activities, then evolve the totals. The binding equations describe a leading slow-manifold allocation. They do not assert an exactly zero complex derivative throughout a changing trajectory.

The modeller now has two distinct closure choices. A fast attracting subsystem can justify a stationary kinetic calculation. A fast subsystem with compatible equilibrium structure can instead use physical state weights. In either case, the chosen states and reservoirs must be specified, and state-dependent activities convert the fast distribution into slow output. A fast driven promoter that fails detailed balance needs its stationary currents retained rather than hidden inside equilibrium weights.

What Lecture 8 can now assemble

Lecture 6 supplied exact total projection and the justification for fast reconstruction. This lecture supplied the equilibrium compatibility test and the states–weights–activities calculation. Lecture 8 puts them together: finite-pool conservation, a compatible fast binding layer and state-dependent catalysis. The result is a mechanistic model class, not a guarantee that every biological mechanism belongs to it or that every resulting slow system is stable.

Use equilibrium to allocate a justified fast layer, then use its activities to evolve the totals. Keep conservation exact, label the equilibrium approximation, and leave driven channels outside it unless their stationary kinetics are explicitly retained.


Epilogue: equilibrium inside a living cell

Optional reading, outside the lecture clock. If a living cell must consume free energy, why have we spent a lecture on equilibrium?

A claim about a part is not a claim about the whole cell. A growing bacterium imports nutrients, exports waste and maintains chemical differences that would disappear if metabolism stopped. Its overall state is not thermodynamic equilibrium. Yet a repressor can bind and unbind many times before its gene makes another transcript. That fast occupancy can be close to equilibrium even while transcription, translation and growth consume free energy.2

Draw the boundary around the process you want to approximate. Inside a passive promoter-binding model are the free and bound gene states. Outside are the maintained repressor pool and the machinery that reads the promoter. The binding calculation predicts which fraction of the time the promoter is available. It does not claim that making RNA is reversible, or that maintaining the repressor pool is free. Slow changes in that pool move the equilibrium allocation that binding tracks.

The enzyme makes the boundary especially clear. Remove the slow catalytic edge from Figure 6. The fast binding graph has two branches, one for substrate and one for product. Each branch can balance with its own reservoir. Restore catalysis and those branches close a cycle. Now one completed turn converts substrate to product. Maintained substrate and product chemical potentials can drive that turn even though each binding branch remains very close to balance.

Close to balance does not mean exactly zero throughput. With very fast binding, large forward and reverse binding traffic differ by a small fraction. Their difference carries the same finite current as the slower catalytic step. The leading equilibrium weights discard that small relative imbalance, not the slow conversion. Increasing the binding speed in the playground makes the exact occupancies approach those weights while product formation continues.

A fast subsystem can also fail the equilibrium test. An ATP-consuming remodeler inside the promoter boundary may sustain a cycle. Accelerating all its transitions makes it relax faster but does not remove its chemical drive. Its stationary kinetics, rather than equilibrium weights, determine its occupancy. The distinction is physical: inspect the reactions and reservoirs inside the boundary, not only the timescale.

Equilibrium is useful because it can describe allocation without describing every motion. We retain the states, free energies, reservoir conditions and state activities that determine the observable. We set aside fast kinetic details only where the approximation permits it. A driven cell can therefore contain locally equilibrated binding layers whose changing activities organize its much slower dynamics. That is the modelling opportunity carried into Lecture 8.

Questions to develop further

The classroom story ends at a modelling capability. The following questions use that capability, but are not additional points on the 95-minute route. They can become focused student contributions or companion calculations.

The exposition develops the calculations, the lineage traces their conceptual and experimental origins, and the worked extension compares equilibrium and driven promoter models. These companion chapters are released separately. They are not prerequisites for following the core.

Playground: an enzyme's current and energy budget

Watch a glycolytic conversion through the enzyme's states. Triosephosphate isomerase interconverts dihydroxyacetone phosphate (DHAP) and glyceraldehyde 3-phosphate (GAP). GAP feeds the downstream reactions of glycolysis. The three-state model below uses S=DHAPS=\mathrm{DHAP} and P=GAPP=\mathrm{GAP}. It is a teaching model of binding, conversion and release, not a fitted microscopic mechanism of this enzyme.

The energy benchmark comes from a pathway calculation. Flamholz and colleagues found an optimized driving force of about 2.9kJ/mol2.9\,\mathrm{kJ/mol} for bottleneck reactions of the classical glycolytic pathway, including this isomerase. Their calculation constrained metabolite concentrations to 1μM1\,\mu\mathrm M10mM10\,\mathrm{mM}, at pH 7.5 and ionic strength 0.2 M. This is a model-derived pathway benchmark, not a measured universal intracellular value. We use it as the default free-energy change, ΔrG=2.9kJ/mol\Delta_rG=-2.9\,\mathrm{kJ/mol}. The kinetic constants and enzyme concentration below are illustrative.6

The complete cycle's energy constrains its rate ratios. For fixed free substrate and product, define the dimensionless cycle affinity A=ΔrG/(RT)\mathcal A=-\Delta_rG/(RT). Let JJ be signed net conversions per enzyme per second. Under local detailed balance, with no additional fuel channel or useful-work load, the stationary entropy production and dissipated power per enzyme are

S˙prod=kBJA,Pdiss=kBTJA.\dot{\mathcal S}_{\mathrm{prod}}=k_BJ\mathcal A,\qquad \mathcal P_{\mathrm{diss}}=k_BTJ\mathcal A.

At the teaching temperature T=298.15KT=298.15\,\mathrm K, RT=2.479kJ/molRT=2.479\,\mathrm{kJ/mol}. The benchmark gives A=1.170\mathcal A=1.170, or 1.170kBT1.170\,k_BT per net conversion. Multiplying by the actual current gives a power, not another energy. At equilibrium the net current vanishes although opposing traffic continues. With reversed drive both JJ and A\mathcal A change sign, so entropy production remains nonnegative.

DHAP ⇌ GAP: follow the enzyme, then count the cost

Glucose is processed into two three-carbon compounds. This step interconverts them: DHAPGAP\mathrm{DHAP}\leftrightsquigarrow\mathrm{GAP}. The enzyme is triosephosphate isomerase. Downstream glycolysis consumes GAP. ATP-producing steps lie elsewhere in the pathway. This conversion itself does not hydrolyze ATP.

All panels show a stationary state under maintained reservoir conditions. Arrowheads show net conversion. The table retains both directions of traffic, including at equilibrium. No random molecular movie is being simulated.

1 · Reservoirs drive the enzyme wheel

Maintained free pools, not conserved totals S/Kd,S=S/K_{d,S}=
P/Kd,P=P/K_{d,P}=
Three enzyme states and their net stationary cycle current The enzyme can be free, substrate-bound or product-bound. Arrows show the common net current. Both directions of traffic are listed below. Efree enzyme CES DHAP bound CEP GAP bound net cycles / enzyme / s State arrows, not elementary reaction arrows

Clockwise means substrate to product: bind DHAP, convert it while bound, release GAP. Counterclockwise reverses that sequence. The free pools determine association hazards. Increasing either clock changes kinetics, not the imposed conversion energy.

2 · Energy × current gives power

Affinity A=ΔrG/(RT)\mathcal A=-\Delta_rG/(RT)dimensionless
Signed cycle current JJper enzyme per second
Concentration flux v=qEJv=q_EJμM per second
Entropy production S˙prod/kB\dot{\mathcal S}_{\mathrm{prod}}/k_Bper enzyme per second
Power per enzymezeptowatts (10−21 W)
Power per solution volumeμW per litre

3 · See the traffic that cancels

Directional transitions per enzyme per second. “Forward” always means clockwise, including when net conversion reverses.

Enzyme-state pairForwardReverseNet
ECESE\rightleftharpoons C_{ES}
CESCEPC_{ES}\rightleftharpoons C_{EP}
CEPEC_{EP}\rightleftharpoons E

4 · When does equilibrium describe the binding layer?

Teal bars are exact stationary occupancies of the full three-state model. Rose ticks are the rapid-binding prediction, proportional to (1,S/Kd,S,P/Kd,P)(1,S/K_{d,S},P/K_{d,P}). Both refer to the same reservoirs. Raise the binding frequency while holding catalysis fixed.

EE
CESC_{ES}
CEPC_{EP}

Try three comparisons. Set the energy to zero: traffic remains but its net current and power vanish. Restore the glycolytic benchmark and increase only enzyme concentration: per-enzyme behaviour stays fixed but total throughput and power rise. Finally accelerate binding: its occupancies approach equilibrium weights while the catalytic current remains finite.

Model equations, thermodynamic constraint and what the numbers do not establish

The adjustable energy represents a change in the reservoir ratio. Define Sˉ=S/Kd,S\bar S=S/K_{d,S} and Pˉ=P/Kd,P\bar P=P/K_{d,P}. The model takes equal forward and reverse catalytic frequencies kcatk_{\mathrm{cat}}, and a common dissociation frequency koffk_{\mathrm{off}}. In state order (E,CES,CEP)(E,C_{ES},C_{EP}), choose the clockwise and reverse hazards

f=(koffSˉ, kcat, koff),r=(koff, kcat, koffPˉ).f=(k_{\mathrm{off}}\bar S,\ k_{\mathrm{cat}},\ k_{\mathrm{off}}),\qquad r=(k_{\mathrm{off}},\ k_{\mathrm{cat}},\ k_{\mathrm{off}}\bar P).

Choose the product pool to enforce the physical cycle affinity. All six hazards have inverse-second units. Their product ratio must obey

lnf0f1f2r0r1r2=lnSˉPˉ=ΔrGRT,Pˉ=SˉeΔrG/(RT).\ln\frac{f_0f_1f_2}{r_0r_1r_2} =\ln\frac{\bar S}{\bar P} =-\frac{\Delta_rG}{RT},\qquad \bar P=\bar S\,e^{\Delta_rG/(RT)}.

The implied concentration equilibrium constant is Keq=Kd,P/Kd,SK_{\mathrm{eq}}=K_{d,P}/K_{d,S}. Thus ΔrG=RTln[P/(KeqS)]\Delta_rG=RT\ln[P/(K_{\mathrm{eq}}S)], with a dimensionless logarithm. We do not assign unverified absolute dissociation constants or metabolite concentrations. The controls set scaled free pools and a consistent reservoir ratio. Equal catalytic frequencies are an illustrative choice, not a claim about measured isomerase kinetics.

Stationarity, not the rapid-binding approximation, supplies the displayed current. The calculation constructs the column generator and solves Qp=0Qp^*=0 with 1p=1\mathbf1^\top p^*=1. It then computes Ji=fipiripi+1J_i=f_ip_i^*-r_ip_{i+1}^*, with indices taken cyclically. All three net currents agree. The rose ticks are a separate approximation, not inputs to that solve.

The power is for this conversion, not all of glycolysis. No ATP hydrolysis, mechanical load, futile side cycle or hidden enzyme channel is included. A realistic pathway budget would sum its reaction fluxes times their free-energy drops and keep ATP production explicitly. The supplied energy benchmark is a published constrained-model result. The displayed rates, occupancies and powers are predictions of this uncalibrated teaching model at 298.15 K.


References

These sources support the equilibrium construction and its scope. Unless identified otherwise, plotted rates and concentrations are illustrative model choices. The playground's glycolytic energy benchmark is a published model result, not a measured kinetic calibration.

  1. K.-M. Nam, R. Martinez-Corral and J. Gunawardena. “The linear framework: using graph theory to reveal the algebra and thermodynamics of biomolecular systems.” Interface Focus 12 (2022), 20220013. Section 4 connects detailed balance, cycle conditions and state weights. Full text / DOI
  2. R. Phillips. “Napoleon is in equilibrium.” Annual Review of Condensed Matter Physics 6 (2015), 85–111. A local-equilibrium perspective on biological regulation and its limits. DOI
  3. M. Feinberg. Foundations of Chemical Reaction Network Theory. Springer (2019). Chapter 14, especially Example 14.4.10 and Remark 14.4.11, distinguishes stoichiometric compatibility from a graph-cycle shortcut. Book / DOI
  4. L. Bintu and colleagues. “Transcriptional regulation by the numbers: models.” Current Opinion in Genetics & Development 15 (2005), 116–124. States, multiplicities and the extra assumptions connecting occupancy to expression. Inspected author preprint: q-bio/0412010. Journal DOI
  5. S. Marzen, H. G. Garcia and R. Phillips. “Statistical mechanics of Monod–Wyman–Changeux (MWC) models.” Journal of Molecular Biology 425 (2013), 1433–1460. Explicit state counting and distinct allosteric observables. DOI
  6. A. Flamholz, E. Noor, A. Bar-Even, W. Liebermeister and R. Milo. “Glycolytic strategy as a tradeoff between energy yield and protein cost.” PNAS 110 (2013), 10039–10044. Pages 10040–10041 and Figure 3 give the flux–force relation and the constrained glycolytic energy benchmark. DOI · Open full text