J. theor. Biol.

(1979) 81, 389-400

Simple Chemical Reaction Systems with Limit

Cycle Behaviourt
J. SCHNAKENBERG

Institut ,fiir Theoretische Physik,

Rheinisch- WestfZilische Technische Hochschule,
Seffent-Melaten, D1500 Aachen, Germany

(Received 3 March 1978, and in revised form 28 September 1978)

It is shown that for exhibiting limit cycle behaviour a two-component

chemical reaction system has to involve at least three reactions among
which one must be autocatalytic of the type 2X + .$3X + Under
this condition, possible candidates for chemical limit cycle systems are
selected by postulating their steady state to be an instable focus. This
procedure can be reduced to the selection of appropriate stoichiometric
coefficients and is readily performed by a medium size computer. The result
is quite a lot of limit cycle systems which are altogether simpler than, for
example, the “Brusselator” with its number of four reactions. One of the
results is briefly discussed.

1. Introduction
The very essence of quite a lot of biological models is a definite type of a
mathematical instability generated in a thermodynamic or chemical reaction
system by pulling its state sufficiently far from the thermodynamic
equilibrium. Prominent examples are multiple steady-state systems serving
as models for regulation of biosynthesis (Lavenda, 1972) or for nerve
excitation (Schnakenberg, 1977), the different steady states being identified
with the states of low or high rates of protein synthesis or with the ground
and excited state of the nerve membrane, respectively. It seems that a
variation of the biological or ecological periphery of many a model without
touching its qualitative mathematical structure may change its original
biological or ecological context to quite another one. This remark also
applies to limit cycle models which are discussed in context with metabolic
regulation (Griffith, 1968; Hunding, 1974; Tyson, 1975), with spatio-
temporal organization (Lefever, 1968 ; Hess, Boiteux, Busse, Gerisch, 1975 ;
Nicolis, Prigogine, 1977), with ecological cycles of population densities
(May, 1973; Lin & Kahn, 1976; Brauer, 1977) or with biological clocks
-I- This work was supported by the Deutsche Forschungsgemeinschaft, SFB 160.
389
QO22-~5193:79/230389+ 1’ %02.00/O 0 1979 Academic Press Inc. (London) Ltd.
390 J. SCHNAKENBERG

(Winfree, 1970; Kauffman & Wille, 1975; Kauffman, 1977). For example,
the “Brusselator” (Glansdorff & Prigogine, 1971 ; Nicolis & Prigogine,
1977), a particularly simple chemical reaction system exhibiting a limit cycle,
has been utilized as a mathematical model for several of the above-
mentioned biological phenomena.
On these grounds, it seems suggestive to design a biological or ecological
model by firstly selecting a mathematical structure exhibiting the wanted
type of instability and then secondly adjusting it to the actual biological or
ecological situation. Concerning the first step, the selection will not be
unique such that one should choose the simplest structure which fits to the
actual phenomenon in view unless experimental information inevitably
requires a more complex model. From this point of view, the present paper is
devoted to the question for the most simple chemical reaction systems which
are capable of producing limit cycle oscillations. In this question, the
expression “most simple chemical reaction system” is ambiguous and needs
some limitation. Not even the meaning of a “chemical reaction system” is
unique since such a system may be characterized either by very general
postulates (Perelson & Wallwork, 1977) or by writing down a set of
stoichiometric equations :
‘4,+v,,X,+v,,X,+. . .*Bp+V;pX1+v;pX2+. .. (1)
for chemical reactions p = 1,2, . . . involving internal reactants Xi, X,, .
at variable concentrations and external reactants A,, B, at fixed
concentrations. The vip and v$ are the forward and reverse stoichiometric
coefficients of Xi in the reaction with number p providing for catalytic or
autocatalytic steps if VipV:p > 0.
In this paper, we adopt (1) as a definition of a chemical reaction system
and then ask for a set of equations (1) which produces limit cycle oscillations
with the use of as few as possible reactions p = 1, 2, . , . involving as few as
possible reactants Xi, i = 1,2, . ., with as low as possible stoichiometric
coefficients tlip, vi,. Quite a similar question has been asked by Tyson &
Light (1973). The mathematical results of the present paper essentially agree
with that of Tyson and Light, however, the conclusion of the latter authors
that the “Brusselators” are the simplest examples of chemical limit cycle
oscillations is not confirmed: as we shall see, there are slightly simpler
chemical limit cycle systems and there are, above all, very many such
systems.
For a general survey concerning the mathematics, physics and chemistry
of limit cycle systems the reader is referred to the review papers of Nicolis &
Portnow (1973), Noyes & Field (1974) or to the monographs of Minorsky
(1974) and Tyson (1976).
 SIMPLE CHEMICAL LIMIT CYCLE SYSTEMS 391

2. Assumptions and Strategy

With each of the chemical reactions p = 1,2, . . . in (1) a reaction flux
J, = R,-R; (2)
is associated where the forward and reverse rates are assumed as
R, = k PY’px~~ . ,1 R; = k’ xv&+ . (3)
1 P 1

xi is the concentration of the reactant Xi and the constants k,, kb include

fixed concentrations of external reactants. Regarding the concentration
dependence of the reaction rates assumption (3) is rather incisive. For the
following calculations in this paper, a less incisive assumption would
certainly be sufficient. The essential point is the monotonic dependence of
R,, Rb on the concentrations weighted by the stoichiometric coefficients. In
order to confine the mathematical formalism we take (3) as the simplest
model of such a monotonic dependence.
(2) together with (1) yields autonomous first-order differential equations
for the xi:

2 = 1 AipJP, Aip = VI,- vip, i=l,2,....

P
Since an autonomous first-order differential equation in one variable can
never have periodic solutions, we need at least two reactants. On the other
hand, we know limit cycle systems with two internal reactants, e.g. the
“Brusselator”. This causes us to restrict ourselves to the case of two variables
Xi, i = 1,2, for the following.
Due to the monotonic dependence of R, Rb, on the xl, the system of
differential equations (4) has at least one steady-state -Y1, X2 defined by

c Ai,& = 0, i = 1, 2. (5)
P

Let X,, -Yz be an arbitrary steady state and

6Xi=Xi-X-i, i=l,2. (6)
Linearizing (4) in terms of the deviations 6xi from X-<we obtain

(7)
where
392 J. SCHNAKENBERG

The solution of (7) is

6xi = ti e”‘, (9)
with the eigenvalues z given by
z = 4 f- (42 -D)i, (10)
4 = H#Q1+~22)~ D = ~llcb22-~12~21. (11)
We now try to generate a limit cycle by forcing the steady state to be an
instable focus, i.e.
4>0 and D>$'>O w
or
411+422 > 0 and -4124 21 > $(+I, -422j2. (131
If there is only one single steady state (X1, x2), i.e. if (5) has a unique
solution, and if this steady state satisfies (12), then the system necessarily
exhibits limit cycle behaviour since the trajectory in the x1 -x,-plane cannot
intersect itself and due to the monotonic dependence of the rates on the
variables x1 x2 in (3) including all reverse rates it also cannot diverge
(Schnakenberg, 1977). We therefore now look for two-variable systems with
a steady state satisfying (12). Having found an appropriate candidate we then
ask for the possibility that this steady state is unique.

3. Number and Types of the Reactions

For the argumentation in this section we need an expression for the
diagonal elements 4ii of equation (8) which is easily obtained by inserting (3)
into (8) as

4ii = ; c Aip(\~ipRp- vf,R;)

1P
= -; c ~(v~p-vi,v:,)R,+(v:~-vj,V~p)R~~,(14)
I P
where R,, Rb are the steady state values of the rates R,, Rb, respectively.
Regarding the necessary number of reactions, systems with one single
reaction are immediately ruled out since their steady state is the
thermodynamic equilibrium around which a limit cycle cannot occur. For
systems of two variables involved in two chemical reactions, the steady state
condition (5) is a homogeneous system of two linear equations for the steady
state reaction fluxes J,, J2 which either has the unique trivial solution
Jr = 0, J, = 0, i.e. the thermodynamic equilibrium as before, or a
 SIMPLE CHEMICAL LIMIT CYCLE SYSTEMS 393

continuously degenerate solution for Jr, Jz and thus for the steady state
(X1, X2) itself. These degenerate states will define a continuous curve in the
x1 -x,-plane which cannot end in a finite point within x1 > 0, x2 > 0, which
means that none of the degenerate steady states can be surrounded by a limit
cycle. We are thus led to ask now for chemical reaction systems with two
variables and three reactions and an instable focus as its steady state.
Ff none of the three reactions were catalytic or autocatalytic, i.e. ~~~~~~~
= 0
for i = I, 2 and p = 1, 2,3 we would derive from (14)

c#Jii= - ; 1 (!&Rp + I@?;) < 0, i= 1,2, (15)

1P
which again contradicts the condition C/I>
catalytic reaction step would help us to satisfy
reaction p = 1, i.e. vi1 = v1 I > 0 but viPv$
i = I,2 and p = 1,2,3 which upon insertion
0 in (12). Not even a simple
C#I> 0: let X, act as catalyst in
= 0 for all remaining cases of
into (14) gives

and c$~? < 0 as before. Thus, we conclude that at least one of the three
reactions must be autocatalytic, say for p = 1, which we choose to be of the
form
vX,fv,,X~3(v+1)X~+v;~X~, v21v;t =o, (17)
whereas reactions p = 2,3 are supposed to be neither catalytic nor
autocatalytic, i.e. vi,v:, = 0 for i = 1, 2 and p = 2, 3. The condition
\lzl sil = 0 means that X, may or may not be involved in the autocatalytic
reaction, but if so then neither as catalyst nor as autocatalyst. Also, we have
restricted the type of autocatalysis by assuming that a single reaction step
increasesthe number of XI only by one, i.e. A, 1 = v’,1- v11 = 1 and not by a
larger number A, r 3 1.
We conclude the considerations concerning the number and type of
reactions by proving that v = 1 in the autocatalytic reaction (17) would not
lead to limit cycle oscillations. To this purpose we rewrite (PI I as

where use has been made of the very definition of C$J~~ in (8) for the term
p = 1 and of (14) or (17), respectively, for the terms p = 2 and p = 3. Now,
394 J. SCHNAKENBERG

for I’ = 1 we have from (2) and (3)

and hence

(20)

From the definition (5) for the steady state for i = 1 and A,, 1 we
eliminate J, as

(21)
Inserting (21) into (20) and (20) into (18) with A,, = 1 and writing
JP = R,--R:, and Alp = v~~--v~~ we eventually obtain

x {[v&lp- 1)+v;,]R,+Cv;,(v;,- l)+VlplRp) d 0, (22)

since n(n- 1) 3 0 for II = 0, 1,2, . . . . As before, we also have $22 < 0 and
hence we cannot satisfy the limit cycle condition C$> 0 in (12) for v = 1. This
proof closely resembles that of Tyson & Light (1973) where it is shown that
limit cycles cannot occur in chemical reaction systems with exclusively
bimolecular reaction steps. Our proof given above says that not even
reaction steps of arbitrary high order in the two non-autocatalytic reactions
would cause limit cycle behaviour if the autocatalytic reaction is bimolecular.
This conclusion leads us to set v1 r = v = 2 for the following considerations.

4. Unidirectional Fluxes and the Evaluation Method

A limit cycle is a phenomenon which typically occurs in extreme non-
equilibrium situations of chemical reaction systems. In such situations, the
reaction fluxes J, are almost unidirectional which means that either the
forward rate R, is large compared to the reverse rate Rb, R, 9 Rb such that
R; may be neglected, Rb zz 0, or vice versa Rb $ R, and R, z 0. Since this
unidirectional approximation will considerably simplify our further
investigations, let us continue our search for limit cycle candidates by
independently choosing either of the two possible unidirectional versions of
each of the fluxes J,. As regarding the unidirectional version of the flux J1 of
the autocatalytic reaction, however, we have no choice. This is easily derived
from (18) and (20): from (18) we conclude aJ,/aZ, > 0 since necessarily
4 11 > 0 for a limit cycle and the sum on the right-hand side of (18) is always
 SIMPLE CHEMICAL LIMIT CYCLE SYSTEMS 395
positive. With 8J,/i,?i > 0 we immediately derive J, > 0 from (20) as a
necessary condition for a limit cycle. Thus, the unidirectional version of the
autocatalytic flux J, must be directed towards a production of the
autocatalytic species X, :
J l-+ k 11s3xy2,
2’ (23)
For a shorthand notation of the unidirectional approximation for J2, J3 we
rewrite J, = R,-R6 as
Jp= 4[(1+a,)R,-(l-o,)R’,], p = 2,3 (241
such that CJ~= + 1 or o_p= - 1 describe the unidirectional forward and
reverse approximations J, = EP and 1, = - !$, respectively. Recalculating
now $ij from (8) with the use of the unidirectional approximations (23) and
(24) gives

where we have already decided to set vJ I = v = 2 and A1 1 = 1.

In the next step we eliminate & and .J3 from the steady state condition (5)
and express them in terms of J1 as
J, = c,J,, p = 2,3, (26)
where
~2 = &tA13-A23)K ~3 = (A22-bb)lS (27)
and
S = AIA~ -A,3An. (28)
In order to avoid a continuously degenerate steady state we require S # 0.
For the unidirectional approximation (26) can be written as

fTp= + 1: RP = CJ,,
(29)
op = - 1: 4tp = CJ,. I
Since 8, > 0 and wP > 0 by definition and J1 > 0 as necessary condition
for limit cycles we therefore require cPcp > 0 for p = 2,3. Eventually, we
write
vjp = 4(lAjpl+ vjp)> v;, = P(lAjj,l-\lj,) for P = 2, 3, (30)
since Ajp = v;, - vjp and vjPvi, = 0 for p = 2, 3. Inserting (29) and (30) into
(25) gives
cjij = aij.il JXj, (31)
396 J. SCHNAKENBERG

with

~ij = Ail vjl + f 1 cpAip(lAjpl-OpAjp). (32)

037
Note that aij is exclusively determined by the stoichiometric coefficients and
the choice of the forward or reverse versions of the unidirectional
approximations in the reactions p = 2,3. The conditions (13) for the steady
state to be an instable focus are now expressed by

(33)

and can be combined into

(34)
with
il = C(l~12~211)f-(l~12~21--alIl~221Plll~221
(35)
CT2= @I ,/l%,l3
and the following conditions to be satisfied:

a,, > 0, a12az1 < 0, bI2~2,l ’ 411422l. (36)

In (35) and (36) use has been made of the fact that uZ2 < 0 since always
4 22 < 0 which follows from (14) for v2Pv;P = 0, p = 1,2, 3. Moreover, we
still have to satisfy
s # 0, cpop > 0, p = 2,3 (37)
as discussedabove.
What remains to be done is a systematic variation of the stoichiometric
coefficients viP, viP for i = 2, p = 1 and i = 1,2, p = 2,3 and of the
unidirectional approximations gp = k 1 for p = 2,3 such that no further
catalytic or autocatalytic reactions are introduced, i.e. viPvi, = 0 for the
above cases,and the conditions (36) and (37) are simultaneously satisfied.
The number of combinations of the viP, vi, and gP to be evaluated is limited
by setting boundaries for maximum values of the stoichiometric coefficients
and may considerably be reduced by symmetry arguments which avoid the
repetition of equivalent cases.The whole procedure can be performed by a
medium size computer (a WANG 2200 in our case) and the result is a
surprisingly large number of candidates for limit cycle systems which of
course crucially depends on the boundaries for the maximum values of the
stoichiometric coefficients. In Table 1 a selection of particularly simple cases
is shown for three different types of the autocatalytic reaction p = 1.
 SIMPLE CHEMICAL LIMIT CYCLE SYSTEMS 397

TABLE 1
Candidates for limit cycle systems

p=l p=2 p=3 51 t,

2x t Y + 3X A-Y X-+B 0.414 I.000

2XiY+3X ?A i 2) X --t B 0.414 1.000
2x+y-3x 3Ai3Y X --* B 0.414 1.000
‘X*Y+3X A+X-*2Y 2X + 2B 0,293 0.707
2x + Y + 3X 3A-X+21 X-B 0.189 0.707
3X+Y+3X A+X+2Y 2X+B+Y 0.239 0,577
2x + Y -+ 3x 2A+X+3Y 2X-2B 0.184 0.577
2x -t Y * 3X ?A+X+3Y ZX+B+Y 0.142 0,447
A+2.Y --) 3X B+3X -41 XfY+2C 0.09 1 0.500
?A+2X-3XfY X+2Y*3B 2x+y+3c 0.219 0,447
2A+2X-3X$-Y X+2Y+3B 3x + Y+2c 0.063 @250

In order to facilitate the reading of the table we have rewritten the

reactants X,, X, as X, Y, X being the autocatalytic reactant. Also we have
introduced external reactants A, B, C with constant concentrations so that a
conservation law for numbers of moleculesis formally satisfied for each of the
reactions p = 1,2,3. Moreover, a determination of the concentrations of
A, R, C can now serve to fix the position of the steady state such that
condition (34) is fulfilled. The arrows in the reactions denote the directions of
the unidirectional approximations as to satisfy the conditions for an instable
focus.

5. Realization of Limit Cycles: an Example

We now have to make sure that the above listed candidates for hmit cycle
behaviour with an instable focus as steady state really show hmit cycle
behaviour. This might not happen for two reasons:
(1) Besidesthe instable focus one or more stable steady states might be
present such that the trajectory in the x1 -x,-plane leaves the instable focus
but approaches a stable steady state instead of performing a limit cycle.
(2) The unidirectional approximation, i.e. the elimination of either the
forward or the reverse rate in the reactions violates the criterion for bounded
trajectories cited at the end of section 2. It might thus happen that a
trajectory leaves the instable focus but diverges towards infinite values of
.x1, x2 instead of performing a limit cycle.
Whereas the presenceof additional steady states beyond the instable fociis
may be prevented by a suitable choice of external parameters iike the
398 J. SCHNAKENBERG

concentrations of A, B, C the question of how to avoid diverging trajectories

needs some more attention. In general, the recipe for regaining bounded
trajectories is to reintroduce the forward or reverse rates eliminated by the
unidirectional approximation with such small rate constants that the
condition for an instable focus as steady state remains valid. It will turn out
for most of the limit cycle candidates that the reintroduction of one of the
eliminated rates into only one particular reaction is sufficient for re-
establishing the boundedness of the trajectories in the phase plane. Instead of
discussing the procedure for the most general case let us consider as an
example the first case in Table 1, namely
2X+Y$?X, AZ r, x 2 B. (38)
By the way, this system is a slight extension of
2X+Ac?3X, X8B (391
by one further reaction step A z Y and the introduction of an intermediate
reactant Y The system (39) shows multiple steady states and has been
proposed by Schliigl (1972) as a particularly simple and analytically solvable
example for a non-equilibrium phase transition of a soft-mode type.
After a simple scale transformation of concentrations and time the
differential equations of the unidirectional version of (38) read
dx dy
z = x*y-x, dt = -x*y+,:

with a w A. Equation (40) has a steady state at X = a, j = l/a which is an

instable focus for \/z- 1 < a < 1, this latter inequality being the individual
form of condition (34) for the present example. The trajectory, however, may
diverge as x --+ 0 and y -+ cc at finite x24! instead of performing a limit cycle.
The system (40) has also been discussed by Selkov (1968) as a mathematical
model for self-oscillations in glycolysis.
To make sure that the trajectory of our example remains bounded under
any external condition, it is sufficient to reintroduce only one of the reverse
rates eliminated by the unidirectional approximation, namely that of
reaction p = 3 such that (40) is transformed into
dx dy
- = X2y-X+bk, -dt = -x*y+a,
dr
with b -+, B. The system (41) has a unique steady state at
 SIMPLE CHEMICAL LIMIT CYCLE SYSTEMS 393
which for b + a is an instable focus if again ,+,k! - 1 < a < 1. Due to b > 0,
however, the trajectory is bounded now under any external conditions and
thus necessarily tends into a limit cycle.
The system of differential equations (41) bears some resemblance with that
of the unidirectional version of the “Brusselator” and other models related or
isomorphic to the “Brusselator” (Ebeling, 197Sj, however, it is
mathematically not isomorphic to the “Brusselator” and chemically
originates from a different and smaller system of reactions. Quite formally,
the unidirectional “Brusselator” with its four reactions A +X,
B-t-X + Y+D, 2X-t Y -+ 3X, X -+ E could be condensed into the three
reactions A r’,X, B+ X -+ Y+D, 2X + Y -+ 3X, but this latter system of
reactions is chemically rather dubious since its unidirectional, i.e. extreme
non-equilibrium version with A -+ X instead of A S X has no steady state at
all and is thus instable under any conditions. On the contrary, the systems of
three unidirectional reactions of Table 1 do have steady states and the
reintroduction of reverse rates is only one of several possibilities to stabilize
the system.

6. Conclusion
Our systematic search has yielded a lot of simple chemical reaction systems
with two variable reactants interrelated by three reactions as candidates for
limit cycle behaviour. As demonstrated for an example in the preceding
section, these candidates can be forced to perform a limit cycle by an
appropriate choice of the external parameters and of the internal rate
constants. Apart from the example just mentioned we have not yet started a
systematic individual inspection of the candidates and do not yet know
which ones may possibly serve as a model basis for a certain periodic
biological phenomenon. Adjusting or extending a particular candidate to a
particular biological or ecological situation will certainly affect its detailed
mathematical behaviour, however, we do not expect that it would destroy or
fundamentally change the type of its mathematical instability.

The author is very much indebtedto H, J. Bebberfor many elucidatin_g

and helpfti
discassions
asweli asfor someadditional computer studies.

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