<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Archiving and Interchange DTD v1.0 20120330//EN" "JATS-archivearticle1.dtd">
<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta>
      <journal-title-group>
        <journal-title>Recent Advances in Petri Nets and Concurrency, S. Donatelli, J. Kleijn, R.J. Machado, J.M. Fernandes
(eds.), CEUR Workshop Proceedings</journal-title>
      </journal-title-group>
      <issn pub-type="ppub">1613-0073</issn>
    </journal-meta>
    <article-meta>
      <title-group>
        <article-title>Cycle structure in SR and DSR graphs: implications for multiple equilibria and stable oscillation in chemical reaction networks</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Murad Banaji</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Department of Mathematics, University of Portsmouth</institution>
          ,
          <addr-line>Lion Gate Building, Lion Terrace, Portsmouth, Hampshire PO1 3HF</addr-line>
          ,
          <country country="UK">UK</country>
        </aff>
      </contrib-group>
      <pub-date>
        <year>2012</year>
      </pub-date>
      <fpage>7</fpage>
      <lpage>22</lpage>
      <abstract>
        <p>Associated with a chemical reaction network is a natural labelled bipartite multigraph termed an SR graph, and its directed version, the DSR graph. These objects are closely related to Petri nets. The construction of SR and DSR graphs for chemical reaction networks is presented. Conclusions about asymptotic behaviour of the associated dynamical systems which can be drawn easily from the graphs are discussed. In particular, theorems on ruling out the possibility of multiple equilibria or stable oscillation in chemical reaction networks based on computations on SR/DSR graphs are presented. These include both published and new results. The power and limitations of such results are illustrated via several examples.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>
        The applicability of such work, particularly in biological contexts, is greatly
increased if only weak assumptions are made about kinetics. Consequently, there
is a growing body of recent work on CRNs with essentially arbitrary kinetics.
It has been shown that examination of Petri nets associated with a CRN allows
conclusions about persistence, that is, whether ω-limit sets of interior points of
Rn≥0 can intersect the boundary of Rn≥0 [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ]. Work on multistationarity has been
extended beyond the mass-action setting [
        <xref ref-type="bibr" rid="ref7 ref8">7, 8</xref>
        ]: some conclusions of this work
will be outlined below. Finally, recent work applying the theory of monotone
dynamical systems [
        <xref ref-type="bibr" rid="ref10 ref9">9, 10</xref>
        ] in innovative ways to CRNs [
        <xref ref-type="bibr" rid="ref11">11</xref>
        ] has close links with
some of the new material presented below.
      </p>
      <p>
        Outline. After some preliminaries, the construction of SR and DSR graphs
is presented, and their relationship to Petri nets is discussed. Some recent results
about multistationarity based on cycle structure in these objects are described.
Subsequently, a new result on monotonicity in CRNs is proved. This result,
Proposition 4, is a graph-theoretic corollary of results in [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ]. It bears an
interesting relationship to results in [
        <xref ref-type="bibr" rid="ref11">11</xref>
        ], which provide stronger conclusions about
convergence, but make different assumptions, and a somewhat different claim.
Finally, several examples, some raising interesting open questions, are presented.
At various points, in order to simplify the exposition, the results are presented
in less generality than possible, with more technical results being referenced.
2
2.1
      </p>
    </sec>
    <sec id="sec-2">
      <title>Preliminaries</title>
      <sec id="sec-2-1">
        <title>A motivating example</title>
        <p>
          Consider the following simple family of CRNs treated in [
          <xref ref-type="bibr" rid="ref13 ref14">13, 14</xref>
          ]:
SYS 1
A1 + A2
A2 + A3
        </p>
        <p>A3</p>
        <p>B1</p>
        <p>B2
2A1</p>
        <p>SYS 2
A1 + A2
A2 + A3
A3 + A4</p>
        <p>A4</p>
        <p>B1
B2</p>
        <p>B3
2A1
· · ·
· · ·</p>
        <p>SYS n
Ai + Ai+1 Bi,</p>
        <p>i = 1, . . . , n + 1
An+2 2A1
The reader may wish to look ahead to Figure 2 to see representations of the SR
graphs associated with the first three CRNs in this family. This family will be
revisited in Section 7, and the theory to be presented will imply the following
conclusions (to be made precise below): when n is even, SYS n does not allow
multiple nondegenerate equilibria; when n is odd, SYS n cannot have a
nontrivial periodic attractor. Both conclusions require only minimal assumptions about
the kinetics.
2.2</p>
      </sec>
      <sec id="sec-2-2">
        <title>Dynamical systems associated with CRNs</title>
        <p>In a spatially homogeneous setting, a chemical reaction system in which n
reactants participate in m reactions has dynamics governed by the ordinary
differential equation
x˙ = Γ v(x).
(1)
(2)
x = [x1, . . . , xn]T is the nonnegative vector of reactant concentrations, and v =
[v1, . . . , vm]T is the vector of reaction rates, assumed to be C1. A reaction rate
is the rate at which a reaction proceeds to the right and may take any real value.
Γ is the (constant) n × m stoichiometric matrix of the reaction system. Since
reactant concentrations cannot be negative, it is always reasonable to assume
invariance of Rn≥0, i.e. xi = 0 ⇒ x˙ i ≥ 0.</p>
        <p>The jth column of Γ , termed Γj , is the reaction vector for the jth reaction,
and a stoichiometric matrix is defined only up to an arbitrary signing of its
columns. In other words, given any m × m signature matrix D (i.e. any diagonal
matrix with diagonal entries ±1), one could replace Γ with Γ D and v(x) with
Dv(x). Obviously the dynamical system is left unchanged. The subspace Im(Γ )
of Rn spanned by the reaction vectors is called the stoichiometric subspace.
n
The intersection of any coset of the Im(Γ ) with R≥0 is called a stoichiometry
class.</p>
        <p>Two generalisations of (2) which include explicit inflow and outflow of
substrates are worth considering. The first of these is a so-called CFSTR
x˙ = q(xin − x) + Γ v(x).
q ∈ R, the flow rate, is generally assumed to be positive, but we allow q = 0 so
that (2) becomes a special case of (3). xin ∈ Rn is a constant nonnegative vector
representing the “feed” (i.e., inflow) concentrations. The second class of systems
is:</p>
        <p>x˙ = xin + Γ v(x) − Q(x).</p>
        <p>Here Q(x) = [q1(x1), . . . , qn(xn)]T , with each qi(xi) assumed to be a C1 function
satisfying ∂∂xqii &gt; 0, and all other quantities defined as before. Systems (4) include
systems (3) with q 6= 0, while systems (2) lie in the closure of systems (4).</p>
        <p>
          Define the m × n matrix V = [Vji] where Vji = ∂∂vxji . A very reasonable,
but weak, assumption about many reaction systems is that reaction rates are
monotonic functions of substrate concentrations as assumed in [
          <xref ref-type="bibr" rid="ref14 ref15 ref16">14–16</xref>
          ] amongst
other places. We use the following definition from [
          <xref ref-type="bibr" rid="ref14">14</xref>
          ] (there called NAC):
A reaction system is N1C if i) Γij Vji ≤ 0 for all i and j, and ii) Γij =
0 ⇒ Vji = 0.
        </p>
        <p>
          As discussed in [
          <xref ref-type="bibr" rid="ref14">14</xref>
          ], the relationship between signs of entries in Γ and V
encoded in the N1C criterion is fulfilled by all reasonable reaction kinetics
(including mass action and Michaelis-Menten kinetics for example), provided that
reactants never occur on both sides of a reaction.
(3)
(4)
3
3.1
        </p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>Introduction to SR and DSR graphs</title>
      <sec id="sec-3-1">
        <title>Construction and relation to Petri nets</title>
        <p>SR graphs are signed, bipartite multigraphs with two vertex sets VS (termed
“Svertices”) and VR (termed “R-vertices”). The edges E form a multiset, consisting
of unordered pairs of vertices, one from VS and one from VR. Each edge is signed
and labelled either with a positive real number or the formal label ∞. In other
words, there are functions sgn : E → {−1, 1}, and lbl : E → (0, ∞) ∪ {∞}. The
quintuple (VS , VR, E, sgn, lbl) defines an SR graph.</p>
        <p>DSR graphs are similar, but have an additional “orientation function” on
their edges, O : E → {−1, 0, 1}. The sextuple (VS , VR, E, sgn, lbl, O) defines a
DSR graph. If O(e) = −1 we will say that the edge e has “S-to-R direction”, if
O(e) = 1, then e has “R-to-S direction”, and if O(e) = 0, then e is “undirected”.
An undirected edge can be regarded as an edge with both S-to-R and R-to-S
direction, and indeed, several results below are unchanged if an undirected edge
is treated as a pair of antiparallel edges of the same sign. SR graphs can be
regarded as the subset of DSR graphs where all edges are undirected.</p>
        <p>Both the underlying meanings, and the formal structures, of Petri nets and
SR/DSR graphs have some similarity. If we replace each undirected edge in a
DSR graph with a pair of antiparallel edges, a DSR graph is simply a Petri
net graph, i.e. a bipartite, multidigraph. Similarly, an SR graph is a bipartite
multigraph. S-vertices correspond to variables, while R-vertices correspond to
processes which govern their interaction. The notions of variable and process
are similar to the notions of “place” and “transition” for a Petri net. Edges in
SR/DSR graphs tell us which variables participate in each process, with
additional qualitative information on the nature of this participation in the form
of signs, labels, and directions; edges in Petri nets inform on which objects are
changed by a transition, again with additional information in the form of labels
(multiplicities) and directions. Thus both Petri net graphs and SR/DSR graphs
encode partial information about associated dynamical systems, while neither
includes an explicit notion of time.</p>
        <p>
          There are some important differences, however. Where SR/DSR graphs
generally represent the structures of continuous-state, continuous-time dynamical
systems, Petri nets most often correspond to discrete-state, discrete-time
systems, although the translation to a continuous-state and continuous-time
context is possible [
          <xref ref-type="bibr" rid="ref17">17</xref>
          ]. Although in both cases additional structures give partial
information about these dynamical systems, there are differences of meaning
and emphasis. Signs on edges in a DSR graph, crucial to much of the
associated theory, are analogous to directions on edges in a Petri net: for example for
an irreversible chemical reaction, an arc from a substrate to reaction vertex in
the Petri net would correspond to a negative, undirected, edge in the SR/DSR
graph. Unlike SR/DSR graphs, markings (i.e. vertex-labellings representing the
current state) are often considered an intrinsic component of Petri nets.
        </p>
        <p>
          Apart from formal variations between Petri nets and SR/DSR graphs,
differences in the notions of state and time lead naturally to differences in the
questions asked. Most current work using SR/DSR graphs aims to inform on
the existence, nature, and stability of limit sets of the associated local semiflows.
Analogous questions are certainly possible with Petri nets, for example questions
about the existence of stationary probability distributions for stochastic Petri
nets [
          <xref ref-type="bibr" rid="ref18">18</xref>
          ]. However, much study, for example about reachability, safeness and
boundedness, concerns the structure of the state space itself, and has no obvious
analogy in the SR/DSR case. This explains to some extent the importance of
markings in the study of Petri nets; in the case of SR/DSR graphs, the
underlying space is generally assumed to have a simple structure, and the aim is to
draw conclusions which are largely independent of initial conditions.
3.2
        </p>
      </sec>
      <sec id="sec-3-2">
        <title>SR and DSR graphs associated with CRNs</title>
        <p>
          SR and DSR graphs can be associated with arbitrary CRNs and more general
dynamical systems [
          <xref ref-type="bibr" rid="ref7 ref8">7, 8</xref>
          ]. For example, the construction extends to situations
where there are modulators of reactions which do not themselves participate
in reactions, and where substrates occur on both sides of a reaction. Here, for
simplicity, the construction is presented for an N1C reaction system with
stoichiometric matrix Γ . Assume that there is a set of substrates VS = {S1, . . . , Sn},
having concentrations x1, . . . , xn, and reactions VR = {R1, . . . , Rm} occurring
at rates v1, . . . , vm. The labels in VS and VR will be used to refer both to the
substrate/reaction, and the associated substrate/reaction vertices.
– If Γij 6= 0 (i.e. there is net production or consumption of Si reaction j), and
also ∂∂vxji is not identically zero, i.e. the concentration of substrate i affects
the rate of reaction j, then there is an undirected edge {Si, Rj }.
– If Γij 6= 0, but ∂∂vxji ≡ 0, then the edge {Si, Rj } has only R-to-S direction.
The edge {Si, Rj } has the sign of Γij and label |Γij |. Thus the labels on edges are
just stoichiometries, while the signs on edges encode information on which
substrates occur together on each side of a reaction. A more complete discussion of
the meanings of edge-signs in terms of “activation” and “inhibition” is presented
in [
          <xref ref-type="bibr" rid="ref8">8</xref>
          ]. Note that in the context of N1C reaction systems, the following features
(which are reasonably common in the more general setting) do not occur: edges
with only R-to-S direction; multiple edges between a vertex pair; and edges with
edge-label ∞.
        </p>
        <p>SR/DSR graphs can be uniquely associated with (2), (3), or (4): in the case
of (3) and (4), the inflows and outflows are ignored, and the SR/DSR graph is
just that derived from the associated system (2). The construction is most easily
visualised via an example. Consider, first, the simple system of two reactions:
A + B</p>
        <p>C,</p>
        <p>A</p>
        <p>B
This has SR graph, shown in Figure 1, left. If all substrates affect the rates
of reactions in which they participate then this is also the DSR graph for the
reaction. If, now, the second reaction is irreversible, i.e. one can write
A + B</p>
        <p>C,</p>
        <p>A → B,
and consequently the concentration of B does not affect the rate of the
second reaction1, then the SR graph remains the same, losing information about
irreversibility, but the DSR graph now appears as in Figure 1 right.
1 Note that this is usually, but not always, implied by irreversibility: it is possible for
the product of an irreversible reaction to influence a reaction rate.
(5)
(6)</p>
        <p>R1
B
1</p>
        <p>A
1
R2
1
C
1
1</p>
        <p>R1
B
1
In the usual way, cycles in SR (DSR) graphs are minimal undirected (directed)
paths from some vertex to itself. All paths have a sign, defined as the product
of signs of edges in the path. Given any subgraph E, its size (or length, if it is a
path) |E| is the number of edges in E. Paths of length two will be called short
paths. Any path E of even length also has a parity</p>
        <p>P (E) = (−1)|E|/2sign(E).</p>
        <p>A cycle C is an e-cycle if P (C) = 1, and an o-cycle otherwise. Given a cycle
C containing edges e1, e2, . . . , e2r such that ei and e(i mod 2r)+1 are adjacent for
each i = 1, . . . , 2r, define:
stoich(C) =
r
Y lbl(e2i−1) −
i=1
r
Y lbl(e2i) .
i=1
Note that this definition is independent of the starting point chosen on the cycle.
A cycle with stoich(C) = 0 is termed an s-cycle.</p>
        <p>
          An S-to-R path in an SR graph is a non-self-intersecting path between an
Svertex and an R-vertex. R-to-R paths and S-to-S paths are similarly defined,
though in these cases the initial and terminal vertices may coincide. Any cycle is
both an R-to-R path and an S-to-S path. Two cycles have S-to-R intersection
if each component of their intersection is an S-to-R path. This definition can be
generalised to DSR graphs in a natural way, but to avoid technicalities regarding
cycle orientation, the reader is referred to [
          <xref ref-type="bibr" rid="ref8">8</xref>
          ] for the details. Further notation
will be presented as needed.
        </p>
        <p>Returning to the family of CRNs in (1), these give SR graphs shown in
Figure 2. If all reactants can influence the rates of reactions in which they
participate, then these are also their DSR graphs (otherwise some edges may become
directed). Each SR graph contains a single cycle, which is an e-cycle (resp.
ocycle) if n is odd (resp. even). These cycles all fail to be s-cycles because of the
unique edge-label of 2.
SYS 1
2
2</p>
        <p>SYS 2</p>
        <p>SYS 3
2</p>
      </sec>
    </sec>
    <sec id="sec-4">
      <title>Existing results on CRNs, injectivity and monotonicity</title>
      <sec id="sec-4-1">
        <title>Injectivity and multiple equilibria</title>
        <p>A function f : X → Rn is injective if for any x, y ∈ X, f (x) = f (y) implies
x = y. Injectivity of a vector field on some domain is sufficient to guarantee that
there can be no more than one equilibrium on this domain. Define the following
easily computable condition on an SR or DSR graph:</p>
        <p>Condition (∗): All e-cycles are s-cycles, and no two e-cycles have S-to-R
intersection.</p>
        <p>
          Note that if an SR/DSR graph has no e-cycles, then Condition (∗) is trivially
fulfilled. A key result in [
          <xref ref-type="bibr" rid="ref7">7</xref>
          ] was:
Proposition 1. An N1C reaction system of the form (4) with SR graph
satisfying Condition (∗) is injective.
        </p>
        <p>
          Proof. See Theorem 1 in [
          <xref ref-type="bibr" rid="ref7">7</xref>
          ].
        </p>
        <p>
          In [
          <xref ref-type="bibr" rid="ref8">8</xref>
          ] this result was strengthened considerably and extended beyond CRNs.
In the context of CRNs with N1C kinetics it specialises to:
Proposition 2. An N1C reaction system of the form (4) with DSR graph
satisfying Condition (∗) is injective.
        </p>
        <p>
          Proof. See Corollary 4.2 in [
          <xref ref-type="bibr" rid="ref8">8</xref>
          ].
        </p>
        <p>
          Proposition 2 is stronger than Proposition 1 because irreversibility is taken
into account. In the case without outflows (2), attention must be restricted to
some fixed stoichiometric class. The results then state that no stoichiometry
class can contain more than one nondegenerate equilibrium in the interior of the
positive orthant [
          <xref ref-type="bibr" rid="ref19 ref8">8, 19</xref>
          ]. (In this context, a degenerate equilibrium is defined to
be an equilibrium with a zero eigenvalue and corresponding eigenvector lying in
the stoichiometric subspace.) The case with partial outflows was also treated.
5.2
        </p>
      </sec>
      <sec id="sec-4-2">
        <title>Monotonicity</title>
        <p>
          A closed, convex, solid, pointed cone K ⊂ Rn is termed a proper cone [
          <xref ref-type="bibr" rid="ref20">20</xref>
          ].
The reader is referred to [
          <xref ref-type="bibr" rid="ref20">20</xref>
          ] for basic definitions related to cones. Any proper
cone defines a partial order on Rn as follows: given two points x, y ∈ Rn:
1. x ≥ y ⇔ x − y ∈ K;
2. x &gt; y ⇔ x ≥ y and x 6= y;
3. x y ⇔ x − y ∈ int K.
        </p>
        <p>An extremal ray is a one dimensional face of a cone. A proper cone with exactly
n extremal rays is termed simplicial. Simplicial cones have the feature that unit
vectors on the extremal rays can be chosen as basis vectors for a new coordinate
system. Consider some linear subspace A ⊂ Rn. Then any closed, convex, pointed
cone K ⊂ A with nonempty interior in A is termed A-proper. If, further, K has
exactly dim(A) extremal rays, then K is termed A-simplicial.</p>
        <p>Consider some local semiflow φ defined on X ⊂ Rn. Assume that there is
some linear subspace A ⊂ Rn with a coset A0 with nonempty intersection with
X, and such that φ leaves A0 ∩ X invariant. Suppose further that there is an
A-proper cone K such that for all x, y ∈ A0 ∩ X, x &gt; y ⇒ φt(x) &gt; φt(y) for
all values of t ≥ 0 such that φt(x) and φt(y) are defined. Then we say that
φ|A0 ∩X preserves K, and that φ|A0 ∩X is monotone. If, further, x &gt; y ⇒
φt(x) φt(y) for all values of t &gt; 0 such that φt(x) and φt(y) are defined, then
φ|A0 ∩X is strongly monotone. A local semiflow is monotone with respect to the
nonnegative orthant if and only if the Jacobian of the vector field has nonnegative
off-diagonal elements, in which case the vector field is termed cooperative.</p>
        <p>
          Returning to (3), in the case q = 0, all stoichiometry classes are invariant,
while if q &gt; 0, there is a globally attracting stoichiometry class. Conditions for
monotonicity of φ restricted to invariant subspaces of Rn were discussed
extensively in [
          <xref ref-type="bibr" rid="ref12">12</xref>
          ]. Here the immediate aim is to develop graph-theoretic corollaries
of one of these results, and to raise some interesting open questions.
        </p>
        <p>Given a vector y ∈ Rn, define</p>
        <p>Q1(y) ≡ {v ∈ Rn | viyi ≥ 0}.</p>
        <p>A matrix Γ is R-sorted (resp. S-sorted) if any two distinct columns (resp.
rows) Γi and Γj of Γ satisfy Γi ∈ Q1(−Γj ). A matrix Γ 0 is R-sortable (resp.
S-sortable) if there exists a signature matrix D such that Γ ≡ Γ 0 D (resp.
Γ ≡ DΓ 0 ) is well-defined, and is R-sorted (resp. S-sorted).</p>
        <p>Proposition 3. Consider a system of N1C reactions of the form (3) whose
stoichiometric matrix Γ is R-sortable, and whose reaction vectors {Γk} are linearly
independent. Let S = Im(Γ ). Then there is an S-simplicial cone K preserved by
the system restricted to any invariant stoichiometry class, such that each reaction
vector is collinear with an extremal ray of K.</p>
        <p>
          Proof. This is a specialisation of Corollary A7 in [
          <xref ref-type="bibr" rid="ref12">12</xref>
          ].
        </p>
        <p>
          Systems fulfilling the assumptions of Proposition 3, cannot have periodic
orbits intersecting the interior of the positive orthant which are stable on their
stoichiometry class. In fact, mild additional assumptions ensure strong
monotonicity guaranteeing generic convergence of bounded trajectories to equilibria
[
          <xref ref-type="bibr" rid="ref10 ref9">9, 10</xref>
          ].
6
        </p>
      </sec>
    </sec>
    <sec id="sec-5">
      <title>Graph-theoretic implications of Proposition 3</title>
      <p>Some more notation is needed for the results to follow. The S-degree
(Rdegree) of an SR graph G is the maximum degree of its S-vertices (R-vertices).
Analogous to the terminology for matrices, a subgraph E is R-sorted
(Ssorted) if each R-to-R (S-to-S) path Ek in E satisfies P (Ek) = 1. Note that E is
R-sorted if and only if each R-to-R path Ek of length 2 in E satisfies P (Ek) = 1.</p>
      <p>An R-flip on a SR/DSR graph G is an operation which changes the signs
on all edges incident on some R-vertex in G. (This is equivalent to exchanging
left and right for the chemical reaction associated with the R-vertex). An
Rresigning is a sequence of R-flips. An S-flip and S-resigning can be defined
similarly. Given a set of R-vertices {Rk} in G, the closed neighbourhood of {Rk}
will be denoted G{Rk}, i.e., G{Rk} is the subgraph consisting of {Rk} along with
all edges incident on vertices of {Rk}, and all S-vertices adjacent to those in
{Rk}.</p>
      <p>Proposition 4. Consider a system of N1C reactions of the form (3) with
stoichiometric matrix Γ , and whose reaction vectors {Γk} are linearly independent.
Define S = Im(Γ ). Associate with the system the SR graph G. Suppose that
1. G has S-degree ≤ 2.
2. All cycles in G are e-cycles.</p>
      <p>Then there is an S-simplicial cone K preserved by the system restricted to any
invariant stoichiometry class, such that each reaction vector is collinear with an
extremal ray of K.</p>
      <p>The key idea of the proof is simple: if the system satisfies the conditions of
Proposition 4, then the conditions of Proposition 3 are also met. In this case,
the extremal vectors of the cone K define a local coordinate system on each
stoichiometry class, such that the (restricted) system is cooperative in this
coordinate system. This interpretation in terms of recoordinatisation is best illustrated
with an example.</p>
      <p>Consider SYS 1 from (1) with SR graph shown in Figure 2 left, which can
easily be confirmed to satisfy the conditions of Proposition 4. Define the following
matrices:
Γ , the stoichiometric matrix, has rank 3, and so Proposition 4 applies. Let
x1, . . . , x5 be the concentrations of the five substrates involved, v1, v2, v3 be the
rates of the three reactions, and vij ≡ ∂∂xvji . Assuming that the system is N1C
means that V ≡ [vij ] has sign structure</p>
      <p> + + 0 − 0 
sgn(V ) =  0 + + 0 − </p>
      <p>− 0 + 0 0
where + denotes a nonnegative quantity, and − denotes a nonpositive quantity.
Consider now any coordinates y satisfying x = T y. Note that T is a re-signed
version of Γ . Choosing some left inverse for T , say T 0 , gives y1 = x1 − 2x2 + 2x3,
y2 = x1 − x2 + 2x3 and y3 = x1 − x2 + x3. (The choice of T 0 is not unique, but
this does not affect the argument.) Calculation gives that J = T 0 Γ V T has sign
structure</p>
      <p> − + + 
sgn(J ) =  + − +  ,
+ + −
i.e., restricting to any invariant stoichiometry class, the dynamical system for
the evolution of the quantities y1, y2, y3 is cooperative. Further, the evolution of
{xi} is uniquely determined by the evolution of {yi} via the equation x = T y.</p>
      <p>It is time to return to the steps leading to the proof of Proposition 4. In
Lemmas 1 and 2 below, G is an SR graph with S-degree ≤ 2. This implies the
following: consider R-vertices v, v0 and v00 such that v 6= v0 and v 6= v00 (v0 = v00
is possible). Assume there exist two distinct short paths in G, one from v to v0
and one from v to v00 . These paths must be edge disjoint, for otherwise there
must be an S-vertex lying on both A and B, and hence having degree ≥ 3.
Lemma 1. Suppose G is a connected SR graph with S-degree ≤ 200, and has some
connected, R-sorted, subgraph E containing R-vertices v0 and v . Assume that
there is a path C1 of length 4 between v0 and v00 containing an R-vertex not in
E. Then either C1 is even or G contains an o-cycle.</p>
      <p>Proof. If v0 = v00 , then C1 is not even, then it is itself and e-cycle. Otherwise
consider any path C2 connecting v0 and v00 and lying entirely in E. C2 exists
since E is connected, and P (C2) = 1 since E is R-sorted. Since G has S-degree
≤ 2, and |C1| = 4, C1 and C2 share only endpoints, v0 and v00 , and hence together
they form a cycle C. If P (C1) = −1, then P (C) = P (C2)P (C1) = −1, and so C
is an o-cycle.
tu
Lemma 2. Suppose G is a connected SR graph with S-degree ≤ 2 which does
not contain an o-cycle. Then it can be R-sorted.</p>
      <p>Proof. The result is trivial if G contains a single R-vertex, as it contains no
short R-to-R paths. Suppose the result is true for graphs containing k R-vertices.</p>
      <p>Then it must be true for graphs containing k + 1 R-vertices. Suppose G contains
k + 1 R-vertices. Enumerate these R-vertices as R1, . . . , Rk+1 in such a way that
G− ≡ G{R1,...,Rk} is connected. This is possible since G is connected.</p>
      <p>By the induction hypothesis, G− can be R-sorted. Having R-sorted G−,
consider Rk+1. If all short paths between Rk+1 and R-vertices in G− have the same
parity, then either they are all even and G is R-sorted; or they are all odd, and
a single R-flip on Rk+1 R-sorts G. (Note that an R-flip on Rk+1 does not affect
the parity of any R-to-R paths in G−.) Otherwise there must be two distinct
short paths of opposite sign, between Rk+1 and R-vertices v0 , v00 ∈ G− (v0 = v00
is possible). Since G has S-degree ≤ 2, these paths must be edge-disjoint, and
together form an odd path of length 4 from v0 to Rk+1 to v00 . By Lemma 1, G
contains an o-cycle.
tu</p>
      <p>PROOF of Proposition 4. From Lemma 2, if no connected component of
G contains an o-cycle then each connected component of G (and hence G itself)
can be R-sorted. The fact that G can be R-sorted corresponds to choosing a
signing of the stoichiometric matrix Γ such that any two columns Γi and Γj
satisfy Γi ∈ Q1(−Γj ). Thus the conditions of Proposition 3 are satisfied. tu
7</p>
    </sec>
    <sec id="sec-6">
      <title>Examples illustrating the result and its limitations</title>
      <p>Example 1: SYS n from Section 1. It is easy to confirm that the reactions in
SYS n have linearly independent reaction vectors for all n . Moreover, as
illustrated by Figure 2, the corresponding SR graphs contain a single cycle, which,
for odd (even) n is an e-cycle (o-cycle). Thus for even n, Proposition 1 and
subsequent remarks apply, ruling out the possibility of more than one positive
nondegenerate equilibrium for (2) on each stoichiometry class, or in the case
with outflows (4), ruling out multiple equilibria altogether; meanwhile, while for
odd n, Proposition 4 can be applied to (2) or (3), implying that restricted to any
invariant stoichiometry class the system is monotone, and the restricted
dynamical system cannot have an attracting periodic orbit intersecting the interior of
the nonnegative orthant.</p>
      <sec id="sec-6-1">
        <title>Example 2: Generalised interconversion networks. Consider the fol</title>
        <p>lowing system of chemical reactions:</p>
        <p>A</p>
        <p>B,</p>
        <p>A</p>
        <p>C,</p>
        <p>A</p>
        <p>D,</p>
        <p>B</p>
        <p>
          C
(7)
with SR graph shown in Figure 3. Formally, such systems have R-degree ≤ 2 and
have SR graphs which are S-sorted. Although Proposition 4 cannot be applied,
such “interconversion networks”, with the N1C assumption, in fact give rise to
cooperative dynamical systems [
          <xref ref-type="bibr" rid="ref12">12</xref>
          ], and a variety of different techniques give
strong convergence results, both with and without outflows [
          <xref ref-type="bibr" rid="ref11 ref16 ref21">16, 11, 21</xref>
          ].
        </p>
        <p>
          This example highlights that there is an immediate dual to Lemma 2, and
hence Proposition 4. The following lemma can be regarded as a restatement of
well-known results on systems preserving orthant cones (see [
          <xref ref-type="bibr" rid="ref10">10</xref>
          ], for example,
and the discussion for CRNs in [
          <xref ref-type="bibr" rid="ref11">11</xref>
          ]). Its proof is omitted as it follows closely
that of Lemma 2.
R2
        </p>
        <p>R1
A</p>
        <p>C
R3</p>
        <p>R4
B</p>
        <p>Lemma 3. Let G be an SR graph with R-degree ≤ 2 and containing no o-cycles.
Then, via an S-resigning, G can be S-sorted.</p>
        <p>Although the S-sorting process is formally similar to the R-sorting one, the
interpretation of the result is quite different: changing the sign of the ith row of Γ
and the ith column of V is equivalent to a recoordinatisation replacing
concentration xi with −xi. Such recoordinatisations give rise to a cooperative system
if and only if the original system is monotone with respect to an orthant cone.</p>
      </sec>
      <sec id="sec-6-2">
        <title>Example 3: Linearly independent reaction vectors are not neces</title>
        <p>sary for monotonicity. Consider the system of three reactions involving four
substrates</p>
        <p>A
with stoichiometric matrix Γ and SR graph shown in Figure 4.</p>
        <p>Γ = 

T =  −10 01 00  .
Note: i) T has rank 3, ii) Im(Γ ) ⊂ Im(T ), and iii) regarding the columns of T
as extremal vectors of a cone K, K has trivial intersection with Im(Γ ). One can
proceed to choose some left inverse T 0 of T , and calculate that the Jacobian
J = T 0 Γ V T has nonnegative off-diagonal entries. In other words the y-variables
define a cooperative dynamical system. The relationship between T and Γ is
further discussed in the concluding section.</p>
        <p>
          Note that although K has empty interior in R4, both K and Im(Γ ) lie in the
hyperplane H = Im(T ) defined by x1 + x3 = 0. As K is H-proper, attention can
be restricted to invariant cosets of H. With mild additional assumptions on the
kinetics, the theory in [
          <xref ref-type="bibr" rid="ref21">21</xref>
          ] can be applied to get strong convergence results, but
this is not pursued here.
        </p>
      </sec>
      <sec id="sec-6-3">
        <title>Example 4a: The absence of o-cycles is not necessary for mono</title>
        <p>
          tonicity. Consider the following system of 4 chemical reactions on 5 substrates:
A
Γ , the stoichiometric matrix, has rank 3, and the system has SR graph containing
both e- and o-cycles (Figure 5). Further, there are substrates participating in 3
reactions, and reactions involving 3 substrates (and so it is neither R-sortable nor
S-sortable). Thus, all the conditions for the results quoted so far in this paper,
and for theorems in [
          <xref ref-type="bibr" rid="ref11">11</xref>
          ], are immediately violated. However, applying theory in
[
          <xref ref-type="bibr" rid="ref12">12</xref>
          ], the system is order preserving. In particular, Im(T ) is a 4D subspace of R5
containing Im(Γ ) (the stoichiometric subspace), and T defines a cone K which
is preserved by the system restricted to cosets of Im(T ).
        </p>
        <p>R4
A</p>
        <p>E</p>
        <p>C
R1</p>
        <p>R3
B</p>
        <p>D
R2</p>
      </sec>
      <sec id="sec-6-4">
        <title>Example 4b: The absence of o-cycles is not necessary for mono</title>
        <p>
          tonicity. Returning to the system of reactions in (5), the system has SR graph
containing an o-cycle (Figure 1, left). Nevertheless, the system was shown in
[
          <xref ref-type="bibr" rid="ref12">12</xref>
          ] to preserve a nonsimplicial cone for all N1C kinetics. In fact, the further
analysis in [
          <xref ref-type="bibr" rid="ref21">21</xref>
          ] showed that with mild additional assumptions this system is
strongly monotone and all orbits on each stoichiometry class converge to an
equilibrium which is unique on that stoichiometry class. It is worth mentioning
that this example is fundamentally different from Example 4a, and that it is
currently unclear how commonly reaction systems preserve orders generated by
nonsimplicial cones.
8
        </p>
      </sec>
    </sec>
    <sec id="sec-7">
      <title>Discussion and open questions</title>
      <p>The results presented here provide only a glimpse of the possibilities for analysis
of limit sets of CRNs using graph-theoretic – and more generally combinatorial –
approaches. The literature in this area is growing rapidly, and new techniques are
constantly being brought into play. Working with the weakest possible kinetic
assumptions often gives rise to approaches quite different from those used in
the previous study of mass-action systems. Conversely, it is possible that such
approaches can be used to provide explicit restrictions on the kinetics for which
a system displays some particular behaviour.</p>
      <p>
        The paper highlights an interesting duality between questions of
multistationarity and questions of stable periodic behaviour, a duality already implicit
in discussions of interaction graphs [
        <xref ref-type="bibr" rid="ref22 ref23 ref24 ref25">22–25</xref>
        ]. Loosely, the absence of e-cycles
(positive cycles) is associated with injectivity for systems described by SR graphs (I
graphs); and the absence of o-cycles (negative cycles) is associated with absence
of periodic attractors for systems described by SR graphs (I graphs). The
connections between apparently unrelated SR and I graph results on injectivity have
been clarified in [
        <xref ref-type="bibr" rid="ref26">26</xref>
        ], but there is still considerable work to be done to clarify
the results on monotonicity.
      </p>
      <p>
        One open question regards the relationship between the theory and examples
presented here on monotonicity, and previous results, particularly Theorem 1 in
[
        <xref ref-type="bibr" rid="ref11">11</xref>
        ], on monotonicity in “reaction coordinates”. Note that by Proposition 4.5 in
[
        <xref ref-type="bibr" rid="ref11">11</xref>
        ] the “positive loop property” described there is precisely Conditions 1 and 2
in Proposition 4 here. At the same time, the requirement that the stoichiometric
matrix has full rank, is not needed for monotonicity in reaction coordinates.
In some cases (e.g. Example 3 above), it can be shown that this requirement
is unnecessary for monotonicity too, but it is currently unclear whether this is
always the case. On the other hand, as illustrated by Examples 4a and 4b, the
positive loop property is not needed for monotonicity.
      </p>
      <p>
        Consider again Examples 3 and 4a. The key fact is that their stoichiometric
matrices admit factorisations Γ = T1T2, taking the particular forms
 −1 0 1 1 
 011 −110 −−110 −100  =  −010 001 100 000  
0 0 0 −1 0 0 0 1
In each case, the first factor, T1, has exactly one nonzero entry in each row. On
the other hand, the second factor, T2, is S-sorted. The theory in [
        <xref ref-type="bibr" rid="ref12">12</xref>
        ] ensures
that these conditions are sufficient (though not necessary) to guarantee that the
system restricted to some coset of Im(T1), is monotone with respect to the order
defined by T1. The dynamical implications of this factorisation result will be
elaborated on in future work.
      </p>
      <p>
        A broad open question concerns the extent to which the techniques
presented here extend to systems with discrete-time, and perhaps also
discretestate space. In [
        <xref ref-type="bibr" rid="ref6">6</xref>
        ], there were shown to be close relationships, but also subtle
differences, between results on persistence in the continuous-time,
continuousstate context, and results on liveness in the discrete-time, discrete-state context.
Even discretising only time can lead to difficulties: while the interpretation of
injectivity results in the context of discrete-time, continuous-state, systems is
straightforward, the dynamical implications of monotonicity can differ from the
continuous-time case. For example, strongly monotone disrete-time dynamical
systems may have stable k-cycles for k ≥ 2 [
        <xref ref-type="bibr" rid="ref27">27</xref>
        ]. When the state space is
discrete, an additional difficulty which may arise concerns differentiability of the
associated functions, an essential requirement for the results presented here.
      </p>
      <p>
        Finally, the work on monotonicity here has an interesting relationship with
examples presented by Kunze and Siegel, for example in [
        <xref ref-type="bibr" rid="ref28">28</xref>
        ]. This connection
remains to be explored and clarified.
      </p>
    </sec>
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