Entropy production of cyclic population dynamics

Nonequilibrium fluctuations of chemical reaction networks at criticality: The Schlögl model as paradigmatic case

Chemical reaction networks can undergo nonequilibrium phase transitions upon variation in external control parameters, such as the chemical potential of a species. We investigate the flux in the associated chemostats that is proportional to the entropy production and its critical fluctuations within the Schlögl model. Numerical simulations show that the corresponding diffusion coefficient diverges at the critical point as a function of system size. In the vicinity of the critical point, the diffusion coefficient follows a scaling form. We develop an analytical approach based on the chemical Langevin equation and van Kampen's system size expansion that yields the corresponding exponents in the monostable regime. In the bistable regime, we rely on a two-state approximation in order to analytically describe the critical behavior.

Discontinuous phase transition from ferromagnetic to oscillating states in a nonequilibrium mean-field spin model

We study a nonequilibrium ferromagnetic mean-field spin model exhibiting a phase with spontaneous temporal oscillations of the magnetization, on top of the usual paramagnetic and ferromagnetic phases. This behavior is obtained by introducing dynamic field variables coupled to the spins through nonreciprocal couplings. We determine a nonequilibrium generalization of the Landau free energy in terms of the large deviation function of the magnetization and of an appropriately defined smoothed stochastic time derivative of the magnetization. While the transition between paramagnetic and oscillating phase is continuous, the transition between ferromagnetic and oscillating phases is found to be discontinuous, with a coexistence of both phases, one being stable and the other one metastable. Depending on parameter values, the ferromagnetic points may either be inside or outside the limit cycle, leading to different transition scenarios. The stability of these steady states is determined from the large deviation function. We also show that in the coexistence region, the entropy production has a pronounced maximum as a function of system size.

Systems theory, thermodynamics and life: Integrated thinking across ecology, organization and biological evolution

In this paper we explore the relevance and integration of system theory and thermodynamics in terms of the Earth system. It is proposed that together, these fields explain the evolution, organization, functionality and directionality of life on Earth. We begin by summarizing historical and current thinking on the definition of life itself. We then investigate the evidence for a single unit of life. Given that any definition of life and its levels of organization are intertwined, we explore how the Earth system is structured and functions from an energetic perspective, by outlining relevant thermodynamic theory relating to molecular, metabolic, cellular, individual, population, species, ecosystem and biome organization. We next investigate the fundamental relationships between systems theory and thermodynamics in terms of the Earth system, examining the key characteristics of self-assembly, self-organization (including autonomy), emergence, non-linearity, feedback and sub-optimality. Finally, we examine the relevance of systems theory and thermodynamics with reference to two specific aspects: the tempo and directionality of evolution and the directional and predictable process of ecological succession. We discuss the importance of the entropic drive in understanding altruism, multicellularity, mutualistic and antagonistic relationships and how maximum entropy production theory may explain patterns thought to evidence the intermediate disturbance hypothesis.

Nonequilibrium Phase Transition to Temporal Oscillations in Mean-Field Spin Models

We propose a mean-field theory to describe the nonequilibrium phase transition to a spontaneously oscillating state in spin models. A nonequilibrium generalization of the Landau free energy is obtained from the joint distribution of the magnetization and its smoothed stochastic time derivative. The order parameter of the transition is a Hamiltonian, whose nonzero value signals the onset of oscillations. The Hamiltonian and the nonequilibrium Landau free energy are determined explicitly from the stochastic spin dynamics. The oscillating phase is also characterized by a nontrivial overlap distribution reminiscent of a continuous replica symmetry breaking, in spite of the absence of disorder. An illustration is given on an explicit kinetic mean-field spin model.

Intuitive view of entropy production of ideal run-and-tumble particles

This work investigates the entropy production rate, Π, of the run-and-tumble model with a focus on scaling of Π as a function of the persistence time τ. It is determined that (i) Π vanishes in the limit τ→∞, marking it as an equilibrium. Stationary distributions in this limit are represented by a superposition of Boltzmann functions in analogy to a system with quenched disorder. (ii) Optimal Π is attained in the limit τ→0, marking it as a system maximally removed from equilibrium. Paradoxically, the stationary distributions in this limit have the Boltzmann form. The value of Π in this limit is that of an unconfined run-and-tumble particle and is related to the dissipation energy of a sedimenting particle. In addition to these general conclusions, this work derives an exact expression of Π for the run-and-tumble particles in a harmonic trap.

Exponential volume dependence of entropy-current fluctuations at first-order phase transitions in chemical reaction networks

In chemical reaction networks, bistability can only occur far from equilibrium. It is associated with a first-order phase transition where the control parameter is the thermodynamic force. At the bistable point, the entropy production is known to be discontinuous with respect to the thermodynamic force. We show that the fluctuations of the entropy production have an exponential volume-dependence when the system is bistable. At the phase transition, the exponential prefactor is the height of the effective potential barrier between the two fixed-points. Our results obtained for Schlögl's model can be extended to any chemical network.

Entropy production of an active particle in a box

A run-and-tumble particle in a one-dimensional box (infinite potential well) is studied. The steady state is analytically solved and analyzed, revealing the emergent length scale of the boundary layer where particles accumulate near the walls. The mesoscopic steady state entropy production rate of the system is derived from coupled Fokker-Planck equations with a linear reaction term, resulting in an exact analytic expression. The entropy production density is shown to peak at the walls. Additionally, the derivative of the entropy production rate peaks at a system size proportional to the length scale of the accumulation boundary layer, suggesting that the behavior of the entropy production rate and its derivatives as a function of the control parameter may signify a qualitative behavior change in the physics of active systems, such as phase transitions.

Cooperation in Microbial Populations: Theory and Experimental Model Systems

Cooperative behavior, the costly provision of benefits to others, is common across all domains of life. This review article discusses cooperative behavior in the microbial world, mediated by the exchange of extracellular products called public goods. We focus on model species for which the production of a public good and the related growth disadvantage for the producing cells are well described. To unveil the biological and ecological factors promoting the emergence and stability of cooperative traits we take an interdisciplinary perspective and review insights gained from both mathematical models and well-controlled experimental model systems. Ecologically, we include crucial aspects of the microbial life cycle into our analysis and particularly consider population structures where ensembles of local communities (subpopulations) continuously emerge, grow, and disappear again. Biologically, we explicitly consider the synthesis and regulation of public good production. The discussion of the theoretical approaches includes general evolutionary concepts, population dynamics, and evolutionary game theory. As a specific but generic biological example, we consider populations of Pseudomonas putida and its regulation and use of pyoverdines, iron scavenging molecules, as public goods. The review closes with an overview on cooperation in spatially extended systems and also provides a critical assessment of the insights gained from the experimental and theoretical studies discussed. Current challenges and important new research opportunities are discussed, including the biochemical regulation of public goods, more realistic ecological scenarios resembling native environments, cell-to-cell signaling, and multispecies communities.

Entropy production as a tool for characterizing nonequilibrium phase transitions

Nonequilibrium phase transitions can be typified in a similar way to equilibrium systems, for instance, by the use of the order parameter. However, this characterization hides the irreversible character of the dynamics as well as its influence on the phase transition properties. Entropy production has been revealed to be an important concept for filling this gap since it vanishes identically for equilibrium systems and is positive for the nonequilibrium case. Based on distinct and general arguments, the characterization of phase transitions in terms of the entropy production is presented. Analysis for discontinuous and continuous phase transitions has been undertaken by taking regular and complex topologies within the framework of mean-field theory (MFT) and beyond the MFT. A general description of entropy production portraits for Z_{2} ("up-down") symmetry systems under the MFT is presented. Our main result is that a given phase transition, whether continuous or discontinuous has a specific entropy production hallmark. Our predictions are exemplified by an icon system, perhaps the simplest nonequilibrium model presenting an order-disorder phase transition and spontaneous symmetry breaking: the majority vote model. Our work paves the way to a systematic description and classification of nonequilibrium phase transitions through a key indicator of system irreversibility.

Phase transition in thermodynamically consistent biochemical oscillators

Biochemical oscillations are ubiquitous in living organisms. In an autonomous system, not influenced by an external signal, they can only occur out of equilibrium. We show that they emerge through a generic nonequilibrium phase transition, with a characteristic qualitative behavior at criticality. The control parameter is the thermodynamic force which must be above a certain threshold for the onset of biochemical oscillations. This critical behavior is characterized by the thermodynamic flux associated with the thermodynamic force, its diffusion coefficient, and the stationary distribution of the oscillating chemical species. We discuss metrics for the precision of biochemical oscillations by comparing two observables, the Fano factor associated with the thermodynamic flux and the number of coherent oscillations. Since the Fano factor can be small even when there are no biochemical oscillations, we argue that the number of coherent oscillations is more appropriate to quantify the precision of biochemical oscillations. Our results are obtained with three thermodynamically consistent versions of known models: the Brusselator, the activator-inhibitor model, and a model for KaiC oscillations.

Thermodynamics and computation during collective motion near criticality

We study self-organization of collective motion as a thermodynamic phenomenon in the context of the first law of thermodynamics. It is expected that the coherent ordered motion typically self-organises in the presence of changes in the (generalized) internal energy and of (generalized) work done on, or extracted from, the system. We aim to explicitly quantify changes in these two quantities in a system of simulated self-propelled particles and contrast them with changes in the system's configuration entropy. In doing so, we adapt a thermodynamic formulation of the curvatures of the internal energy and the work, with respect to two parameters that control the particles' alignment. This allows us to systematically investigate the behavior of the system by varying the two control parameters to drive the system across a kinetic phase transition. Our results identify critical regimes and show that during the phase transition, where the configuration entropy of the system decreases, the rates of change of the work and of the internal energy also decrease, while their curvatures diverge. Importantly, the reduction of entropy achieved through expenditure of work is shown to peak at criticality. We relate this both to a thermodynamic efficiency and the significance of the increased order with respect to a computational path. Additionally, this study provides an information-geometric interpretation of the curvature of the internal energy as the difference between two curvatures: the curvature of the free entropy, captured by the Fisher information, and the curvature of the configuration entropy.

Payoff components and their effects in a spatial three-strategy evolutionary social dilemma

We study a three-strategy spatial evolutionary prisoner's dilemma game with imitation and logit update rules. Players can follow the always-cooperating, always-defecting or the win-stay-lose-shift (WSLS) strategies and gain their payoff from games with their direct neighbors on a square lattice. The friendliness parameter of the WSLS strategy-characterizing its cooperation probability in the first round-tunes the cyclic component of the game determining whether the game can be characterized by a potential. We measured and calculated the phase diagrams of the system for a wide range of parameters. When the game is a potential game and the logit rule is applied, the theoretically predicted phase diagram agrees very well with the simulation results. Surprisingly, this phase diagram can be accurate even in the nonpotential case if there are only two surviving strategies in the stationary state; this result harmonizes with the fact that all 2×2 games are potential games. For the imitation dynamics, we found that the effects of spatiality combined with the presence of two cooperative strategies are so strong that they suppress even substantial changes in the payoff matrix, thus the phase diagrams are independent of the cyclic component's intensity. At the same time, this type of strategy update mechanism supports the formation of cooperative clusters that results in a cooperative society in a wider parameter range compared to the logit dynamics.

Self-organizing patterns in an evolutionary rock-paper-scissors game for stochastic synchronized strategy updates

We study a spatial evolutionary rock-paper-scissors game with synchronized strategy updating. Players gain their payoff from games with their four neighbors on a square lattice and can update their strategies simultaneously according to the logit rule, which is the noisy version of the best-response dynamics. For the synchronized strategy update two types of global oscillations (with an ordered strategy arrangement and periods of three and six generations) can occur in this system in the zero noise limit. At low noise values, all nine oscillating phases are present in the system by forming a self-organizing spatial pattern due to the comprising invasion and speciation processes along the interfaces separating the different domains.

Social cycling and conditional responses in the Rock-Paper-Scissors game

How humans make decisions in non-cooperative strategic interactions is a big question. For the fundamental Rock-Paper-Scissors (RPS) model game system, classic Nash equilibrium (NE) theory predicts that players randomize completely their action choices to avoid being exploited, while evolutionary game theory of bounded rationality in general predicts persistent cyclic motions, especially in finite populations. However as empirical studies have been relatively sparse, it is still a controversial issue as to which theoretical framework is more appropriate to describe decision-making of human subjects. Here we observe population-level persistent cyclic motions in a laboratory experiment of the discrete-time iterated RPS game under the traditional random pairwise-matching protocol. This collective behavior contradicts with the NE theory but is quantitatively explained, without any adjustable parameter, by a microscopic model of win-lose-tie conditional response. Theoretical calculations suggest that if all players adopt the same optimized conditional response strategy, their accumulated payoff will be much higher than the reference value of the NE mixed strategy. Our work demonstrates the feasibility of understanding human competition behaviors from the angle of non-equilibrium statistical physics.

Dynamical responses to time-dependent control parameters in the presence of noise: a normal form approach

The response of a dynamical system to systematic variations of a control parameter in time in the presence of noise is analyzed by a reduction of the multivariate dynamics to a normal form in the vicinity of bifurcations of the pitchfork and of the limit point type. Mean-field responses, mean values, second- and fourth-order cumulants, probability densities, and entropy-like quantities are evaluated as the system sweeps across the bifurcation point, moving forward toward a multiple state region or moving backward out of this region. Depending on the case stabilization of unstable states, delays and slowing down are found and their signatures on particular observables are identified with an emphasis on the role of noise and on global properties beyond linearized theory.

Diverging fluctuations in a spatial five-species cyclic dominance game

A five-species predator-prey model is studied on a square lattice where each species has two prey and two predators on the analogy to the rock-paper-scissors-lizard-Spock game. The evolution of the spatial distribution of species is governed by site exchange and invasion between the neighboring predator-prey pairs, where the cyclic symmetry can be characterized by two different invasion rates. The mean-field analysis has indicated periodic oscillations in the species densities with a frequency becoming zero for a specific ratio of invasion rates. When varying the ratio of invasion rates, the appearance of this zero-eigenvalue mode is accompanied by neutrality between the species associations. Monte Carlo simulations of the spatial system reveal diverging fluctuations at a specific invasion rate, which can be related to the vanishing dominance between all pairs of species associations.

Global attractors and extinction dynamics of cyclically competing species

Transitions to absorbing states are of fundamental importance in nonequilibrium physics as well as ecology. In ecology, absorbing states correspond to the extinction of species. We here study the spatial population dynamics of three cyclically interacting species. The interaction scheme comprises both direct competition between species as in the cyclic Lotka-Volterra model, and separated selection and reproduction processes as in the May-Leonard model. We show that the dynamic processes leading to the transient maintenance of biodiversity are closely linked to attractors of the nonlinear dynamics for the overall species' concentrations. The characteristics of these global attractors change qualitatively at certain threshold values of the mobility and depend on the relative strength of the different types of competition between species. They give information about the scaling of extinction times with the system size and thereby the stability of biodiversity. We define an effective free energy as the negative logarithm of the probability to find the system in a specific global state before reaching one of the absorbing states. The global attractors then correspond to minima of this effective energy landscape and determine the most probable values for the species' global concentrations. As in equilibrium thermodynamics, qualitative changes in the effective free energy landscape indicate and characterize the underlying nonequilibrium phase transitions. We provide the complete phase diagrams for the population dynamics and give a comprehensive analysis of the spatio-temporal dynamics and routes to extinction in the respective phases.

Current fluctuations in a particle-nonconserving reaction-diffusion process

We have considered a one-dimensional coagulation-decoagulation system of classical particles on a finite lattice with reflecting boundaries. It is known that the system undergoes a phase transition from a high-density to a low-density phase. Using a matrix product approach we have obtained an exact expression for the average entropy production rate of the system in the thermodynamic limit. We have also performed a large-deviation analysis for fluctuations of entropy production rate and particle current. It turns out that the characteristics of the kink in the large deviation function can be used to spot the phase transition point. We have found that for very weak driving field (when the system approaches its equilibrium) and also for very strong driving field (when the system is in the low-density phase) the large deviation function for fluctuations of entropy production rate is almost parabolic, while in the high-density phase it prominently deviates from Gaussian behavior. The validity of the Gallavotti-Cohen fluctuation relation for the large deviation function for particle current is also verified.

Stochastic thermodynamics, fluctuation theorems and molecular machines

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics such as work, heat and entropy production to the level of individual trajectories of well-defined non-equilibrium ensembles. It applies whenever a non-equilibrium process is still coupled to one (or several) heat bath(s) of constant temperature. Paradigmatic systems are single colloidal particles in time-dependent laser traps, polymers in external flow, enzymes and molecular motors in single molecule assays, small biochemical networks and thermoelectric devices involving single electron transport. For such systems, a first-law like energy balance can be identified along fluctuating trajectories. For a basic Markovian dynamics implemented either on the continuum level with Langevin equations or on a discrete set of states as a master equation, thermodynamic consistency imposes a local-detailed balance constraint on noise and rates, respectively. Various integral and detailed fluctuation theorems, which are derived here in a unifying approach from one master theorem, constrain the probability distributions for work, heat and entropy production depending on the nature of the system and the choice of non-equilibrium conditions. For non-equilibrium steady states, particularly strong results hold like a generalized fluctuation-dissipation theorem involving entropy production. Ramifications and applications of these concepts include optimal driving between specified states in finite time, the role of measurement-based feedback processes and the relation between dissipation and irreversibility. Efficiency and, in particular, efficiency at maximum power can be discussed systematically beyond the linear response regime for two classes of molecular machines, isothermal ones such as molecular motors, and heat engines such as thermoelectric devices, using a common framework based on a cycle decomposition of entropy production.

Evolutionary and population dynamics: a coupled approach

We study the interplay of population growth and evolutionary dynamics using a stochastic model based on birth and death events. In contrast to the common assumption of an independent population size, evolution can be strongly affected by population dynamics in general. Especially for fast reproducing microbes which are subject to selection, both types of dynamics are often closely intertwined. We illustrate this by considering different growth scenarios. Depending on whether microbes die or stop to reproduce (dormancy), qualitatively different behaviors emerge. For cooperating bacteria, a permanent increase of costly cooperation can occur. Even if not permanent, cooperation can still increase transiently due to demographic fluctuations. We validate our analysis via stochastic simulations and analytic calculations. In particular, we derive a condition for an increase in the level of cooperation.

Le Chatelier's principle in replicator dynamics

The Le Chatelier principle states that physical equilibria are not only stable, but they also resist external perturbations via short-time negative-feedback mechanisms: a perturbation induces processes tending to diminish its results. The principle has deep roots, e.g., in thermodynamics it is closely related to the second law and the positivity of the entropy production. Here we study the applicability of the Le Chatelier principle to evolutionary game theory, i.e., to perturbations of a Nash equilibrium within the replicator dynamics. We show that the principle can be reformulated as a majorization relation. This defines a stability notion that generalizes the concept of evolutionary stability. We determine criteria for a Nash equilibrium to satisfy the Le Chatelier principle and relate them to mutualistic interactions (game-theoretical anticoordination) showing in which sense mutualistic replicators can be more stable than (say) competing ones. There are globally stable Nash equilibria, where the Le Chatelier principle is violated even locally: in contrast to the thermodynamic equilibrium a Nash equilibrium can amplify small perturbations, though both types of equilibria satisfy the detailed balance condition.

Nonequilibrium entropy production for open quantum systems

We consider open quantum systems weakly coupled to a heat reservoir and driven by arbitrary time-dependent parameters. We derive exact microscopic expressions for the nonequilibrium entropy production and entropy production rate, valid arbitrarily far from equilibrium. By using the two-point energy measurement statistics for system and reservoir, we further obtain a quantum generalization of the integrated fluctuation theorem put forward by Seifert [Phys. Rev. Lett. 95, 040602 (2005)].

Information flow and information production in a population system

An approach aiming to quantify the dynamics of information within a population is developed based on the mapping of the processes underlying the system's evolution into a birth and death type stochastic process and the derivation of a balance equation for the information entropy. Information entropy flux and information entropy production are identified and their time-dependent properties, as well as their dependence on the parameters present in the problem, are analyzed. States of minimum information entropy production are shown to exist for appropriate parameter values. Furthermore, uncertainty and information production are transiently intensified when the population traverses the inflexion point stage of the logisticlike growth process.

Saddles, arrows, and spirals: deterministic trajectories in cyclic competition of four species

Population dynamics in systems composed of cyclically competing species has been of increasing interest recently. Here we investigate a system with four or more species. Using mean field theory, we study in detail the trajectories in configuration space of the population fractions. We discover a variety of orbits, shaped like saddles, spirals, and straight lines. Many of their properties are found explicitly. Most remarkably, we identify a collective variable that evolves simply as an exponential: Q ∝ e(λt), where λ is a function of the reaction rates. It provides information on the state of the system for late times (as well as for t→-∞). We discuss implications of these results for the evolution of a finite, stochastic system. A generalization to an arbitrary number of cyclically competing species yields valuable insights into universal properties of such systems.

Basins of coexistence and extinction in spatially extended ecosystems of cyclically competing species

Microscopic models based on evolutionary games on spatially extended scales have recently been developed to address the fundamental issue of species coexistence. In this pursuit almost all existing works focus on the relevant dynamical behaviors originated from a single but physically reasonable initial condition. To gain comprehensive and global insights into the dynamics of coexistence, here we explore the basins of coexistence and extinction and investigate how they evolve as a basic parameter of the system is varied. Our model is cyclic competitions among three species as described by the classical rock-paper-scissors game, and we consider both discrete lattice and continuous space, incorporating species mobility and intraspecific competitions. Our results reveal that, for all cases considered, a basin of coexistence always emerges and persists in a substantial part of the parameter space, indicating that coexistence is a robust phenomenon. Factors such as intraspecific competition can, in fact, promote coexistence by facilitating the emergence of the coexistence basin. In addition, we find that the extinction basins can exhibit quite complex structures in terms of the convergence time toward the final state for different initial conditions. We have also developed models based on partial differential equations, which yield basin structures that are in good agreement with those from microscopic stochastic simulations. To understand the origin and emergence of the observed complicated basin structures is challenging at the present due to the extremely high dimensional nature of the underlying dynamical system.

Probability currents and entropy production in nonequilibrium lattice systems

The structure of probability currents is studied for the dynamical network after consecutive contraction on two-state, nonequilibrium lattice systems. This procedure allows us to investigate the transition rates between configurations on small clusters and highlights some relevant effects of lattice symmetries on the elementary transitions that are responsible for entropy production. A method is suggested to estimate the entropy production for different levels of approximations (cluster sizes) as demonstrated in the two-dimensional contact process with mutation.