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Alkynes are less reactive towards electrophylic addition than alkenes. However, in case of catalytic hydrogenation, alkynes are said to be more reactive. Why? Also, if I want to add H+ as an electrophile, then will alkenes be still more reactive than alkynes?

Does the reason lie in the mechanism of both the reactions (that was obvious, I guess)? If so, please explain, I cannot seem to justify for the later one.

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The first stage of electophilic addition is addition of a cation to alkene/alkyne with formation of a carbocations. Vinyl carbocations are much less stable then alkyl cations, so the path is strongly hindered for alkynes.

The first stage of catalitic hydrogenation is addtion of hydride-ion on the metal-surface to unsaturated hydrocarbon, forming a carbanion bound to metal surface. Vinyl-anion are more stable than alkyl-anyons for the same reasons vinyl-cations are less stable than alklyl-cation. Acetylenes also are much less hindered sterically than alkenes and adsorb on a metal surface much easier.

Please, note, than nearby substituents may affect these properties dramatically. Deactivation of alkenes in electrophilic addition by strong $\pi$-electron-withdrawing groups is well known.

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As suggested, vinyl carbocations are "much less stable" than alkyl cation and are probably NEVER intermediates in protic additions to simple (unconjugated) alkynes. Strong acids form pi complexes with alkynes and these are attacked by the resident nucleophile to produce an anti addition product.

The chemical reduction of alkynes involve a sequence of electrons and then protons being added to an alkyne which initially puts a negative charge in an sp2 orbital where it is relatively stable compared to being in an sp3 orbital if an alkene is used.

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