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18   \setlength{\belowcaptionskip}{30 pt}
19  
20   \bibpunct{[}{]}{,}{s}{}{;}
21 < \bibliographystyle{aip}
21 > \bibliographystyle{achemso}
22  
23   \begin{document}
24  
25   \title{The Langevin Hull: Constant pressure and temperature dynamics for non-periodic systems}
26  
27 < \author{Charles F. Varedeman II, Kelsey Stocker, and J. Daniel
27 > \author{Charles F. Vardeman II, Kelsey M. Stocker, and J. Daniel
28   Gezelter\footnote{Corresponding author. \ Electronic mail: gezelter@nd.edu} \\
29   Department of Chemistry and Biochemistry,\\
30   University of Notre Dame\\
# Line 39 | Line 39 | Notre Dame, Indiana 46556}
39   \begin{abstract}
40    We have developed a new isobaric-isothermal (NPT) algorithm which
41    applies an external pressure to the facets comprising the convex
42 <  hull surrounding the objects in the system. Additionally, a Langevin
43 <  thermostat is applied to facets of the hull to mimic contact with an
44 <  external heat bath. This new method, the ``Langevin Hull'',
45 <  performs better than traditional affine transform methods for
46 <  systems containing heterogeneous mixtures of materials with
47 <  different compressibilities. It does not suffer from the edge
48 <  effects of boundary potential methods, and allows realistic
49 <  treatment of both external pressure and thermal conductivity to an
50 <  implicit solvents.  We apply this method to several different
51 <  systems including bare nano-particles, nano-particles in explicit
52 <  solvent, as well as clusters of liquid water and ice. The predicted
53 <  mechanical and thermal properties of these systems are in good
54 <  agreement with experimental data.
42 >  hull surrounding the system.  A Langevin thermostat is also applied
43 >  to the facets to mimic contact with an external heat bath. This new
44 >  method, the ``Langevin Hull'', can handle heterogeneous mixtures of
45 >  materials with different compressibilities.  These are systems that
46 >  are problematic for traditional affine transform methods.  The
47 >  Langevin Hull does not suffer from the edge effects of boundary
48 >  potential methods, and allows realistic treatment of both external
49 >  pressure and thermal conductivity due to the presence of an implicit
50 >  solvent.  We apply this method to several different systems
51 >  including bare metal nanoparticles, nanoparticles in an explicit
52 >  solvent, as well as clusters of liquid water. The predicted
53 >  mechanical properties of these systems are in good agreement with
54 >  experimental data and previous simulation work.
55   \end{abstract}
56  
57   \newpage
# Line 65 | Line 65 | Affine transform methods
65  
66   \section{Introduction}
67  
68 < Affine transform methods
68 > The most common molecular dynamics methods for sampling configurations
69 > from an isobaric-isothermal (NPT) ensemble maintain a target pressure
70 > in a simulation by coupling the volume of the system to a {\it
71 >  barostat}, which is an extra degree of freedom propagated along with
72 > the particle coordinates.  These methods require periodic boundary
73 > conditions, because when the instantaneous pressure in the system
74 > differs from the target pressure, the volume is reduced or expanded
75 > using {\it affine transforms} of the system geometry. An affine
76 > transform scales the size and shape of the periodic box as well as the
77 > particle positions within the box (but not the sizes of the
78 > particles). The most common constant pressure methods, including the
79 > Melchionna modification\cite{Melchionna1993} to the
80 > Nos\'e-Hoover-Andersen equations of
81 > motion,\cite{Hoover85,ANDERSEN:1980vn,Sturgeon:2000kx} the Berendsen
82 > pressure bath,\cite{ISI:A1984TQ73500045} and the Langevin
83 > Piston,\cite{FELLER:1995fk,Jakobsen:2005uq} all utilize scaled
84 > coordinate transformation to adjust the box volume.  As long as the
85 > material in the simulation box has a relatively uniform
86 > compressibility, the standard affine transform approach provides an
87 > excellent way of adjusting the volume of the system and applying
88 > pressure directly via the interactions between atomic sites.
89  
90 < \begin{figure}
91 < \includegraphics[width=\linewidth]{AffineScale}
92 < \caption{Affine Scale}
93 < \label{affineScale}
94 < \end{figure}
90 > One problem with this approach appears when the system being simulated
91 > is an inhomogeneous mixture in which portions of the simulation box
92 > are incompressible relative to other portions.  Examples include
93 > simulations of metallic nanoparticles in liquid environments, proteins
94 > at ice / water interfaces, as well as other heterogeneous or
95 > interfacial environments.  In these cases, the affine transform of
96 > atomic coordinates will either cause numerical instability when the
97 > sites in the incompressible medium collide with each other, or will
98 > lead to inefficient sampling of system volumes if the barostat is set
99 > slow enough to avoid the instabilities in the incompressible region.
100  
76
101   \begin{figure}
102   \includegraphics[width=\linewidth]{AffineScale2}
103 < \caption{Affine Scale2}
104 < \label{affineScale2}
103 > \caption{Affine scaling methods use box-length scaling to adjust the
104 >  volume to adjust to under- or over-pressure conditions. In a system
105 >  with a uniform compressibility (e.g. bulk fluids) these methods can
106 >  work well.  In systems containing heterogeneous mixtures, the affine
107 >  scaling moves required to adjust the pressure in the
108 >  high-compressibility regions can cause molecules in low
109 >  compressibility regions to collide.}
110 > \label{affineScale}
111   \end{figure}
112  
113 < Heterogeneous mixtures of materials with different compressibilities?
113 > One may also wish to avoid affine transform periodic boundary methods
114 > to simulate {\it explicitly non-periodic systems} under constant
115 > pressure conditions. The use of periodic boxes to enforce a system
116 > volume requires either effective solute concentrations that are much
117 > higher than desirable, or unreasonable system sizes to avoid this
118 > effect.  For example, calculations using typical hydration boxes
119 > solvating a protein under periodic boundary conditions are quite
120 > expensive.  A 62 $\AA^3$ box of water solvating a moderately small
121 > protein like hen egg white lysozyme (PDB code: 1LYZ) yields an
122 > effective protein concentration of 100 mg/mL.\cite{Asthagiri20053300}
123  
124 < Explicitly non-periodic systems
124 > Typically protein concentrations in the cell are on the order of
125 > 160-310 mg/ml,\cite{Brown1991195} and the factor of 20 difference
126 > between simulations and the cellular environment may have significant
127 > effects on the structure and dynamics of simulated protein structures.
128  
87 Elastic Bag
129  
130 < Spherical Boundary approaches
130 > \subsection*{Boundary Methods}
131 > There have been a number of approaches to handle simulations of
132 > explicitly non-periodic systems that focus on constant or
133 > nearly-constant {\it volume} conditions while maintaining bulk-like
134 > behavior.  Berkowitz and McCammon introduced a stochastic (Langevin)
135 > boundary layer inside a region of fixed molecules which effectively
136 > enforces constant temperature and volume (NVT)
137 > conditions.\cite{Berkowitz1982} In this approach, the stochastic and
138 > fixed regions were defined relative to a central atom.  Brooks and
139 > Karplus extended this method to include deformable stochastic
140 > boundaries.\cite{iii:6312} The stochastic boundary approach has been
141 > used widely for protein simulations. [CITATIONS NEEDED]
142  
143 < \section{Methodology}
143 > The electrostatic and dispersive behavior near the boundary has long
144 > been a cause for concern when performing simulations of explicitly
145 > non-periodic systems.  Early work led to the surface constrained soft
146 > sphere dipole model (SCSSD)\cite{Warshel1978} in which the surface
147 > molecules are fixed in a random orientation representative of the bulk
148 > solvent structural properties. Belch {\it et al.}\cite{Belch1985}
149 > simulated clusters of TIPS2 water surrounded by a hydrophobic bounding
150 > potential. The spherical hydrophobic boundary induced dangling
151 > hydrogen bonds at the surface that propagated deep into the cluster,
152 > affecting most of molecules in the simulation.  This result echoes an
153 > earlier study which showed that an extended planar hydrophobic surface
154 > caused orientational preference at the surface which extended
155 > relatively deep (7 \r{A}) into the liquid simulation
156 > cell.\cite{Lee1984} The surface constrained all-atom solvent (SCAAS)
157 > model \cite{King1989} improved upon its SCSSD predecessor. The SCAAS
158 > model utilizes a polarization constraint which is applied to the
159 > surface molecules to maintain bulk-like structure at the cluster
160 > surface. A radial constraint is used to maintain the desired bulk
161 > density of the liquid. Both constraint forces are applied only to a
162 > pre-determined number of the outermost molecules.
163  
164 < A new method which uses a constant pressure and temperature bath that
165 < interacts with the objects that are currently at the edge of the
166 < system.
164 > Beglov and Roux have developed a boundary model in which the hard
165 > sphere boundary has a radius that varies with the instantaneous
166 > configuration of the solute (and solvent) molecules.\cite{beglov:9050}
167 > This model contains a clear pressure and surface tension contribution
168 > to the free energy which XXX.
169  
170 < Novel features: No a priori geometry is defined, No affine transforms,
171 < No fictitious particles, No bounding potentials.
170 > \subsection*{Restraining Potentials}
171 > Restraining {\it potentials} introduce repulsive potentials at the
172 > surface of a sphere or other geometry.  The solute and any explicit
173 > solvent are therefore restrained inside the range defined by the
174 > external potential.  Often the potentials include a weak short-range
175 > attraction to maintain the correct density at the boundary.  Beglov
176 > and Roux have also introduced a restraining boundary potential which
177 > relaxes dynamically depending on the solute geometry and the force the
178 > explicit system exerts on the shell.\cite{Beglov:1995fk}
179  
180 < Simulation starts as a collection of atomic locations in 3D (a point
181 < cloud).
180 > Recently, Krilov {\it et al.} introduced a {\it flexible} boundary
181 > model that uses a Lennard-Jones potential between the solvent
182 > molecules and a boundary which is determined dynamically from the
183 > position of the nearest solute atom.\cite{LiY._jp046852t,Zhu:xw} This
184 > approach allows the confining potential to prevent solvent molecules
185 > from migrating too far from the solute surface, while providing a weak
186 > attractive force pulling the solvent molecules towards a fictitious
187 > bulk solvent.  Although this approach is appealing and has physical
188 > motivation, nanoparticles do not deform far from their original
189 > geometries even at temperatures which vaporize the nearby solvent. For
190 > the systems like this, the flexible boundary model will be nearly
191 > identical to a fixed-volume restraining potential.
192  
193 < Delaunay triangulation finds all facets between coplanar neighbors.
193 > \subsection*{Hull methods}
194 > The approach of Kohanoff, Caro, and Finnis is the most promising of
195 > the methods for introducing both constant pressure and temperature
196 > into non-periodic simulations.\cite{Kohanoff:2005qm,Baltazar:2006ru}
197 > This method is based on standard Langevin dynamics, but the Brownian
198 > or random forces are allowed to act only on peripheral atoms and exert
199 > force in a direction that is inward-facing relative to the facets of a
200 > closed bounding surface.  The statistical distribution of the random
201 > forces are uniquely tied to the pressure in the external reservoir, so
202 > the method can be shown to sample the isobaric-isothermal ensemble.
203 > Kohanoff {\it et al.} used a Delaunay tessellation to generate a
204 > bounding surface surrounding the outermost atoms in the simulated
205 > system.  This is not the only possible triangulated outer surface, but
206 > guarantees that all of the random forces point inward towards the
207 > cluster.
208  
209 < The Convex Hull is the set of facets that have no concave corners at a
210 < vertex.
209 > In the following sections, we extend and generalize the approach of
210 > Kohanoff, Caro, and Finnis. The new method, which we are calling the
211 > ``Langevin Hull'' applies the external pressure, Langevin drag, and
212 > random forces on the {\it facets of the hull} instead of the atomic
213 > sites comprising the vertices of the hull.  This allows us to decouple
214 > the external pressure contribution from the drag and random force.
215 > The methodology is introduced in section \ref{sec:meth}, tests on
216 > crystalline nanoparticles, liquid clusters, and heterogeneous mixtures
217 > are detailed in section \ref{sec:tests}.  Section \ref{sec:discussion}
218 > summarizes our findings.
219  
220 < Molecules on the convex hull are dynamic. As they re-enter the
221 < cluster, all interactions with the external bath are removed.The
110 < external bath applies pressure to the facets of the convex hull in
111 < direct proportion to the area of the facet.Thermal coupling depends on
112 < the solvent temperature, friction and the size and shape of each
113 < facet.
220 > \section{Methodology}
221 > \label{sec:meth}
222  
223 + The Langevin Hull uses an external bath at a fixed constant pressure
224 + ($P$) and temperature ($T$).  This bath interacts only with the
225 + objects on the exterior hull of the system.  Defining the hull of the
226 + simulation is done in a manner similar to the approach of Kohanoff,
227 + Caro and Finnis.\cite{Kohanoff:2005qm} That is, any instantaneous
228 + configuration of the atoms in the system is considered as a point
229 + cloud in three dimensional space.  Delaunay triangulation is used to
230 + find all facets between coplanar
231 + neighbors.\cite{delaunay,springerlink:10.1007/BF00977785}  In highly
232 + symmetric point clouds, facets can contain many atoms, but in all but
233 + the most symmetric of cases the facets are simple triangles in 3-space
234 + that contain exactly three atoms.
235 +
236 + The convex hull is the set of facets that have {\it no concave
237 +  corners} at an atomic site.\cite{Barber96,EDELSBRUNNER:1994oq} This
238 + eliminates all facets on the interior of the point cloud, leaving only
239 + those exposed to the bath. Sites on the convex hull are dynamic; as
240 + molecules re-enter the cluster, all interactions between atoms on that
241 + molecule and the external bath are removed.  Since the edge is
242 + determined dynamically as the simulation progresses, no {\it a priori}
243 + geometry is defined. The pressure and temperature bath interacts only
244 + with the atoms on the edge and not with atoms interior to the
245 + simulation.
246 +
247 + \begin{figure}
248 + \includegraphics[width=\linewidth]{hullSample}
249 + \caption{The external temperature and pressure bath interacts only
250 +  with those atoms on the convex hull (grey surface).  The hull is
251 +  computed dynamically at each time step, and molecules can move
252 +  between the interior (Newtonian) region and the Langevin hull.}
253 + \label{fig:hullSample}
254 + \end{figure}
255 +
256 + Atomic sites in the interior of the simulation move under standard
257 + Newtonian dynamics,
258   \begin{equation}
259 < m_i \dot{\mathbf v}_i(t)=-{\mathbf \nabla}_i U
259 > m_i \dot{\mathbf v}_i(t)=-{\mathbf \nabla}_i U,
260 > \label{eq:Newton}
261   \end{equation}
262 <
262 > where $m_i$ is the mass of site $i$, ${\mathbf v}_i(t)$ is the
263 > instantaneous velocity of site $i$ at time $t$, and $U$ is the total
264 > potential energy.  For atoms on the exterior of the cluster
265 > (i.e. those that occupy one of the vertices of the convex hull), the
266 > equation of motion is modified with an external force, ${\mathbf
267 >  F}_i^{\mathrm ext}$,
268   \begin{equation}
269 < m_i \dot{\mathbf v}_i(t)=-{\mathbf \nabla}_i U + {\mathbf F}_i^{\mathrm ext}
269 > m_i \dot{\mathbf v}_i(t)=-{\mathbf \nabla}_i U + {\mathbf F}_i^{\mathrm ext}.
270   \end{equation}
271  
272 + The external bath interacts indirectly with the atomic sites through
273 + the intermediary of the hull facets.  Since each vertex (or atom)
274 + provides one corner of a triangular facet, the force on the facets are
275 + divided equally to each vertex.  However, each vertex can participate
276 + in multiple facets, so the resultant force is a sum over all facets
277 + $f$ containing vertex $i$:
278   \begin{equation}
279   {\mathbf F}_{i}^{\mathrm ext} = \sum_{\begin{array}{c}\mathrm{facets\
280      } f \\ \mathrm{containing\ } i\end{array}} \frac{1}{3}\  {\mathbf
281    F}_f^{\mathrm ext}
282   \end{equation}
283  
284 + The external pressure bath applies a force to the facets of the convex
285 + hull in direct proportion to the area of the facet, while the thermal
286 + coupling depends on the solvent temperature, viscosity and the size
287 + and shape of each facet. The thermal interactions are expressed as a
288 + standard Langevin description of the forces,
289   \begin{equation}
290   \begin{array}{rclclcl}
291   {\mathbf F}_f^{\text{ext}} & = &  \text{external pressure} & + & \text{drag force} & + & \text{random force} \\
292   & = &  -\hat{n}_f P A_f  & - & \Xi_f(t) {\mathbf v}_f(t)  & + & {\mathbf R}_f(t)
293   \end{array}
294   \end{equation}
295 <
295 > Here, $A_f$ and $\hat{n}_f$ are the area and (outward-facing) normal
296 > vectors for facet $f$, respectively.  ${\mathbf v}_f(t)$ is the
297 > velocity of the facet centroid,
298 > \begin{equation}
299 > {\mathbf v}_f(t) =  \frac{1}{3} \sum_{i=1}^{3} {\mathbf v}_i,
300 > \end{equation}
301 > and $\Xi_f(t)$ is an approximate ($3 \times 3$) resistance tensor that
302 > depends on the geometry and surface area of facet $f$ and the
303 > viscosity of the fluid.  The resistance tensor is related to the
304 > fluctuations of the random force, $\mathbf{R}(t)$, by the
305 > fluctuation-dissipation theorem,
306   \begin{eqnarray}
137 A_f & = & \text{area of facet}\ f \\
138 \hat{n}_f & = & \text{facet normal} \\
139 P & = & \text{external pressure}
140 \end{eqnarray}
141
142 \begin{eqnarray}
143 {\mathbf v}_f(t) & = & \text{velocity of facet} \\
144 & = & \frac{1}{3} \sum_{i=1}^{3} {\mathbf v}_i \\
145 \Xi_f(t) & = & \text{is a hydrodynamic tensor that depends} \\
146 & & \text{on the geometry and surface area of} \\
147 & & \text{facet} \ f\ \text{and the viscosity of the fluid.}
148 \end{eqnarray}
149
150 \begin{eqnarray}
307   \left< {\mathbf R}_f(t) \right> & = & 0 \\
308   \left<{\mathbf R}_f(t) {\mathbf R}_f^T(t^\prime)\right> & = & 2 k_B T\
309 < \Xi_f(t)\delta(t-t^\prime)
309 > \Xi_f(t)\delta(t-t^\prime).
310 > \label{eq:randomForce}
311   \end{eqnarray}
312  
313 < Implemented in OpenMD.\cite{Meineke:2005gd,openmd}
313 > Once the resistance tensor is known for a given facet, a stochastic
314 > vector that has the properties in Eq. (\ref{eq:randomForce}) can be
315 > calculated efficiently by carrying out a Cholesky decomposition to
316 > obtain the square root matrix of the resistance tensor,
317 > \begin{equation}
318 > \Xi_f = {\bf S} {\bf S}^{T},
319 > \label{eq:Cholesky}
320 > \end{equation}
321 > where ${\bf S}$ is a lower triangular matrix.\cite{Schlick2002} A
322 > vector with the statistics required for the random force can then be
323 > obtained by multiplying ${\bf S}$ onto a random 3-vector ${\bf Z}$ which
324 > has elements chosen from a Gaussian distribution, such that:
325 > \begin{equation}
326 > \langle {\bf Z}_i \rangle = 0, \hspace{1in} \langle {\bf Z}_i \cdot
327 > {\bf Z}_j \rangle = \frac{2 k_B T}{\delta t} \delta_{ij},
328 > \end{equation}
329 > where $\delta t$ is the timestep in use during the simulation. The
330 > random force, ${\bf R}_{f} = {\bf S} {\bf Z}$, can be shown to
331 > have the correct properties required by Eq. (\ref{eq:randomForce}).
332  
333 < \section{Tests \& Applications}
333 > Our treatment of the resistance tensor is approximate.  $\Xi$ for a
334 > rigid triangular plate would normally be treated as a $6 \times 6$
335 > tensor that includes translational and rotational drag as well as
336 > translational-rotational coupling. The computation of resistance
337 > tensors for rigid bodies has been detailed
338 > elsewhere,\cite{JoseGarciadelaTorre02012000,Garcia-de-la-Torre:2001wd,GarciadelaTorreJ2002,Sun:2008fk}
339 > but the standard approach involving bead approximations would be
340 > prohibitively expensive if it were recomputed at each step in a
341 > molecular dynamics simulation.
342  
343 < \subsection{Bulk modulus of gold nanoparticles}
343 > Instead, we are utilizing an approximate resistance tensor obtained by
344 > first constructing the Oseen tensor for the interaction of the
345 > centroid of the facet ($f$) with each of the subfacets $\ell=1,2,3$,
346 > \begin{equation}
347 > T_{\ell f}=\frac{A_\ell}{8\pi\eta R_{\ell f}}\left(I +
348 >  \frac{\mathbf{R}_{\ell f}\mathbf{R}_{\ell f}^T}{R_{\ell f}^2}\right)
349 > \end{equation}
350 > Here, $A_\ell$ is the area of subfacet $\ell$ which is a triangle
351 > containing two of the vertices of the facet along with the centroid.
352 > $\mathbf{R}_{\ell f}$ is the vector between the centroid of facet $f$
353 > and the centroid of sub-facet $\ell$, and $I$ is the ($3 \times 3$)
354 > identity matrix.  $\eta$ is the viscosity of the external bath.
355  
356   \begin{figure}
357 < \includegraphics[width=\linewidth]{pressure_tb}
358 < \caption{Pressure response is rapid (18 \AA gold nanoparticle), target
359 < pressure = 4 GPa}
360 < \label{pressureResponse}
357 > \includegraphics[width=\linewidth]{hydro}
358 > \caption{The resistance tensor $\Xi$ for a facet comprising sites $i$,
359 >  $j$, and $k$ is constructed using Oseen tensor contributions between
360 >  the centoid of the facet $f$ and each of the sub-facets ($i,f,j$),
361 >  ($j,f,k$), and ($k,f,i$). The centroids of the sub-facets are
362 >  located at $1$, $2$, and $3$, and the area of each sub-facet is
363 >  easily computed using half the cross product of two of the edges.}
364 > \label{hydro}
365   \end{figure}
366 +
367 + The tensors for each of the sub-facets are added together, and the
368 + resulting matrix is inverted to give a $3 \times 3$ resistance tensor
369 + for translations of the triangular facet,
370 + \begin{equation}
371 + \Xi_f(t) =\left[\sum_{i=1}^3 T_{if}\right]^{-1}.
372 + \end{equation}
373 + Note that this treatment ignores rotations (and
374 + translational-rotational coupling) of the facet.  In compact systems,
375 + the facets stay relatively fixed in orientation between
376 + configurations, so this appears to be a reasonably good approximation.
377 +
378 + We have implemented this method by extending the Langevin dynamics
379 + integrator in our code, OpenMD.\cite{Meineke2005,openmd}  At each
380 + molecular dynamics time step, the following process is carried out:
381 + \begin{enumerate}
382 + \item The standard inter-atomic forces ($\nabla_iU$) are computed.
383 + \item Delaunay triangulation is carried out using the current atomic
384 +  configuration.
385 + \item The convex hull is computed and facets are identified.
386 + \item For each facet:
387 + \begin{itemize}
388 + \item[a.] The force from the pressure bath ($-PA_f\hat{n}_f$) is
389 +  computed.
390 + \item[b.] The resistance tensor ($\Xi_f(t)$) is computed using the
391 +  viscosity ($\eta$) of the bath.
392 + \item[c.] Facet drag ($-\Xi_f(t) \mathbf{v}_f(t)$) forces are
393 +  computed.
394 + \item[d.] Random forces ($\mathbf{R}_f(t)$) are computed using the
395 +  resistance tensor and the temperature ($T$) of the bath.
396 + \end{itemize}
397 + \item The facet forces are divided equally among the vertex atoms.
398 + \item Atomic positions and velocities are propagated.
399 + \end{enumerate}
400 + The Delaunay triangulation and computation of the convex hull are done
401 + using calls to the qhull library.\cite{Qhull} There is a minimal
402 + penalty for computing the convex hull and resistance tensors at each
403 + step in the molecular dynamics simulation (roughly 0.02 $\times$ cost
404 + of a single force evaluation), and the convex hull is remarkably easy
405 + to parallelize on distributed memory machines (see Appendix A).
406  
407 + \section{Tests \& Applications}
408 + \label{sec:tests}
409 +
410 + To test the new method, we have carried out simulations using the
411 + Langevin Hull on: 1) a crystalline system (gold nanoparticles), 2) a
412 + liquid droplet (SPC/E water),\cite{Berendsen1987} and 3) a
413 + heterogeneous mixture (gold nanoparticles in a water droplet). In each
414 + case, we have computed properties that depend on the external applied
415 + pressure.  Of particular interest for the single-phase systems is the
416 + isothermal compressibility,
417 + \begin{equation}
418 + \kappa_{T} = -\frac{1}{V} \left ( \frac{\partial V}{\partial P} \right
419 + )_{T}.
420 + \label{eq:BM}
421 + \end{equation}
422 +
423 + One problem with eliminating periodic boundary conditions and
424 + simulation boxes is that the volume of a three-dimensional point cloud
425 + is not well-defined.  In order to compute the compressibility of a
426 + bulk material, we make an assumption that the number density, $\rho =
427 + \frac{N}{V}$, is uniform within some region of the point cloud.  The
428 + compressibility can then be expressed in terms of the average number
429 + of particles in that region,
430 + \begin{equation}
431 + \kappa_{T} = -\frac{1}{N} \left ( \frac{\partial N}{\partial P} \right
432 + )_{T}
433 + \label{eq:BMN}
434 + \end{equation}
435 + The region we used is a spherical volume of 10 \AA\ radius centered in
436 + the middle of the cluster. $N$ is the average number of molecules
437 + found within this region throughout a given simulation. The geometry
438 + and size of the region is arbitrary, and any bulk-like portion of the
439 + cluster can be used to compute the compressibility.
440 +
441 + One might assume that the volume of the convex hull could simply be
442 + taken as the system volume $V$ in the compressibility expression
443 + (Eq. \ref{eq:BM}), but this has implications at lower pressures (which
444 + are explored in detail in the section on water droplets).
445 +
446 + The metallic force field in use for the gold nanoparticles is the
447 + quantum Sutton-Chen (QSC) model.\cite{PhysRevB.59.3527} In all
448 + simulations involving point charges, we utilized damped shifted-force
449 + (DSF) electrostatics\cite{Fennell06} which is a variant of the Wolf
450 + summation\cite{wolf:8254} that has been shown to provide good forces
451 + and torques on molecular models for water in a computationally
452 + efficient manner.\cite{Fennell06} The damping parameter ($\alpha$) was
453 + set to 0.18 \AA$^{-1}$, and the cutoff radius was set to 12 \AA.  The
454 + Spohr potential was adopted in depicting the interaction between metal
455 + atoms and the SPC/E water molecules.\cite{ISI:000167766600035}
456 +
457 + \subsection{Compressibility of gold nanoparticles}
458 +
459 + The compressibility (and its inverse, the bulk modulus) is well-known
460 + for gold, and is captured well by the embedded atom method
461 + (EAM)~\cite{PhysRevB.33.7983} potential
462 + and related multi-body force fields.  In particular, the quantum
463 + Sutton-Chen potential gets nearly quantitative agreement with the
464 + experimental bulk modulus values, and makes a good first test of how
465 + the Langevin Hull will perform at large applied pressures.
466 +
467 + The Sutton-Chen (SC) potentials are based on a model of a metal which
468 + treats the nuclei and core electrons as pseudo-atoms embedded in the
469 + electron density due to the valence electrons on all of the other
470 + atoms in the system.\cite{Chen90} The SC potential has a simple form that closely
471 + resembles the Lennard Jones potential,
472 + \begin{equation}
473 + \label{eq:SCP1}
474 + U_{tot}=\sum _{i}\left[ \frac{1}{2}\sum _{j\neq i}D_{ij}V^{pair}_{ij}(r_{ij})-c_{i}D_{ii}\sqrt{\rho_{i}}\right] ,
475 + \end{equation}
476 + where $V^{pair}_{ij}$ and $\rho_{i}$ are given by
477 + \begin{equation}
478 + \label{eq:SCP2}
479 + V^{pair}_{ij}(r)=\left( \frac{\alpha_{ij}}{r_{ij}}\right)^{n_{ij}}, \rho_{i}=\sum_{j\neq i}\left( \frac{\alpha_{ij}}{r_{ij}}\right) ^{m_{ij}}.
480 + \end{equation}
481 + $V^{pair}_{ij}$ is a repulsive pairwise potential that accounts for
482 + interactions between the pseudoatom cores. The $\sqrt{\rho_i}$ term in
483 + Eq. (\ref{eq:SCP1}) is an attractive many-body potential that models
484 + the interactions between the valence electrons and the cores of the
485 + pseudo-atoms. $D_{ij}$, $D_{ii}$ set the appropriate overall energy
486 + scale, $c_i$ scales the attractive portion of the potential relative
487 + to the repulsive interaction and $\alpha_{ij}$ is a length parameter
488 + that assures a dimensionless form for $\rho$. These parameters are
489 + tuned to various experimental properties such as the density, cohesive
490 + energy, and elastic moduli for FCC transition metals. The quantum
491 + Sutton-Chen (QSC) formulation matches these properties while including
492 + zero-point quantum corrections for different transition
493 + metals.\cite{PhysRevB.59.3527}
494 +
495 + In bulk gold, the experimentally-measured value for the bulk modulus
496 + is 180.32 GPa, while previous calculations on the QSC potential in
497 + periodic-boundary simulations of the bulk have yielded values of
498 + 175.53 GPa.\cite{XXX} Using the same force field, we have performed a
499 + series of relatively short (200 ps) simulations on 40 \r{A} radius
500 + nanoparticles under the Langevin Hull at a variety of applied
501 + pressures ranging from 0 GPa to XXX.  We obtain a value of 177.547 GPa
502 + for the bulk modulus for gold using this echnique.
503 +
504   \begin{figure}
505 < \includegraphics[width=\linewidth]{temperature_tb}
506 < \caption{Temperature equilibration depends on surface area and bath
507 <  viscosity.  Target Temperature = 300K}
508 < \label{temperatureResponse}
505 > \includegraphics[width=\linewidth]{stacked}
506 > \caption{The response of the internal pressure and temperature of gold
507 >  nanoparticles when first placed in the Langevin Hull
508 >  ($T_\mathrm{bath}$ = 300K, $P_\mathrm{bath}$ = 4 GPa), starting
509 >  from initial conditions that were far from the bath pressure and
510 >  temperature.  The pressure response is rapid (after the breathing mode oscillations in the nanoparticle die out), and the rate of thermal equilibration depends on both exposed surface area (top panel) and the viscosity of the bath (middle panel).}
511 > \label{pressureResponse}
512   \end{figure}
513  
514   \begin{equation}
# Line 178 | Line 516 | pressure = 4 GPa}
516      P}\right)
517   \end{equation}
518  
519 + \subsection{Compressibility of SPC/E water clusters}
520 +
521 + Prior molecular dynamics simulations on SPC/E water (both in
522 + NVT~\cite{Glattli2002} and NPT~\cite{Motakabbir1990, Pi2009}
523 + ensembles) have yielded values for the isothermal compressibility that
524 + agree well with experiment.\cite{Fine1973} The results of two
525 + different approaches for computing the isothermal compressibility from
526 + Langevin Hull simulations for pressures between 1 and 6500 atm are
527 + shown in Fig. \ref{fig:compWater} along with compressibility values
528 + obtained from both other SPC/E simulations and experiment.
529 + Compressibility values from all references are for applied pressures
530 + within the range 1 - 1000 atm.
531 +
532   \begin{figure}
533 < \includegraphics[width=\linewidth]{compress_tb}
534 < \caption{Isothermal Compressibility (18 \AA gold nanoparticle)}
535 < \label{temperatureResponse}
533 > \includegraphics[width=\linewidth]{new_isothermalN}
534 > \caption{Compressibility of SPC/E water}
535 > \label{fig:compWater}
536   \end{figure}
537  
538 < \subsection{Compressibility of SPC/E water clusters}
538 > Isothermal compressibility values calculated using the number density
539 > (Eq. \ref{eq:BMN}) expression are in good agreement with experimental
540 > and previous simulation work throughout the 1 - 1000 atm pressure
541 > regime.  Compressibilities computed using the Hull volume, however,
542 > deviate dramatically from the experimental values at low applied
543 > pressures.  The reason for this deviation is quite simple; at low
544 > applied pressures, the liquid is in equilibrium with a vapor phase,
545 > and it is entirely possible for one (or a few) molecules to drift away
546 > from the liquid cluster (see Fig. \ref{fig:coneOfShame}).  At low
547 > pressures, the restoring forces on the facets are very gentle, and
548 > this means that the hulls often take on relatively distorted
549 > geometries which include large volumes of empty space.
550  
551   \begin{figure}
552 < \includegraphics[width=\linewidth]{g_r_theta}
553 < \caption{Definition of coordinates}
554 < \label{coords}
552 > \includegraphics[width=\linewidth]{flytest2}
553 > \caption{At low pressures, the liquid is in equilibrium with the vapor
554 >  phase, and isolated molecules can detach from the liquid droplet.
555 >  This is expected behavior, but the volume of the convex hull
556 >  includes large regions of empty space.  For this reason,
557 >  compressibilities are computed using local number densities rather
558 >  than hull volumes.}
559 > \label{fig:coneOfShame}
560   \end{figure}
561  
562 + At higher pressures, the equilibrium strongly favors the liquid phase,
563 + and the hull geometries are much more compact.  Because of the
564 + liquid-vapor effect on the convex hull, the regional number density
565 + approach (Eq. \ref{eq:BMN}) provides more reliable estimates of the
566 + compressibility.
567 +
568 + In both the traditional compressibility formula (Eq. \ref{eq:BM}) and
569 + the number density version (Eq. \ref{eq:BMN}), multiple simulations at
570 + different pressures must be done to compute the first derivatives.  It
571 + is also possible to compute the compressibility using the fluctuation
572 + dissipation theorem using either fluctuations in the
573 + volume,\cite{Debenedetti1986},
574 + \begin{equation}
575 + \kappa_{T} = \frac{\left \langle V^{2} \right \rangle - \left \langle
576 +    V \right \rangle ^{2}}{V \, k_{B} \, T},
577 + \end{equation}
578 + or, equivalently, fluctuations in the number of molecules within the
579 + fixed region,
580 + \begin{equation}
581 + \kappa_{T} = \frac{\left \langle N^{2} \right \rangle - \left \langle
582 +    N \right \rangle ^{2}}{N \, k_{B} \, T},
583 + \end{equation}
584 + Thus, the compressibility of each simulation can be calculated
585 + entirely independently from all other trajectories. However, the
586 + resulting compressibilities were still as much as an order of
587 + magnitude larger than the reference values. However, compressibility
588 + calculation that relies on the hull volume will suffer these effects.
589 + WE NEED MORE HERE.
590 +
591 + \subsection{Molecular orientation distribution at cluster boundary}
592 +
593 + In order for non-periodic boundary conditions to be widely applicable,
594 + they must be constructed in such a way that they allow a finite system
595 + to replicate the properties of the bulk.  Early non-periodic
596 + simulation methods (e.g. hydrophobic boundary potentials) induced
597 + spurious orientational correlations deep within the simulated
598 + system.\cite{Lee1984,Belch1985} This behavior spawned many methods for
599 + fixing and characterizing the effects of artifical boundaries
600 + including methods which fix the orientations of a set of edge
601 + molecules.\cite{Warshel1978,King1989}
602 +
603 + As described above, the Langevin Hull does not require that the
604 + orientation of molecules be fixed, nor does it utilize an explicitly
605 + hydrophobic boundary, orientational constraint or radial constraint.
606 + Therefore, the orientational correlations of the molecules in a water
607 + cluster are of particular interest in testing this method.  Ideally,
608 + the water molecules on the surface of the cluster will have enough
609 + mobility into and out of the center of the cluster to maintain a
610 + bulk-like orientational distribution in the absence of orientational
611 + and radial constraints.  However, since the number of hydrogen bonding
612 + partners available to molecules on the exterior are limited, it is
613 + likely that there will be some effective hydrophobicity of the hull.
614 +
615 + To determine the extent of these effects demonstrated by the Langevin
616 + Hull, we examined the orientationations exhibited by SPC/E water in a
617 + cluster of 1372 molecules at 300 K and at pressures ranging from 1 -
618 + 1000 atm.  The orientational angle of a water molecule is described
619   \begin{equation}
620   \cos{\theta}=\frac{\vec{r}_i\cdot\vec{\mu}_i}{|\vec{r}_i||\vec{\mu}_i|}
621   \end{equation}
622 + where $\vec{r}_{i}$ is the vector between molecule {\it i}'s center of
623 + mass and the cluster center of mass and $\vec{\mu}_{i}$ is the vector
624 + bisecting the H-O-H angle of molecule {\it i} Bulk-like distributions
625 + will result in $\langle \cos \theta \rangle$ values close to zero.  If
626 + the hull exhibits an overabundance of externally-oriented oxygen sites
627 + the average orientation will be negative, while dangling hydrogen
628 + sites will result in positive average orientations.
629  
630 + Fig. \ref{fig:pAngle} shows the distribution of $\cos{\theta}$ values
631 + for molecules in the interior of the cluster (squares) and for
632 + molecules included in the convex hull (circles).
633   \begin{figure}
634   \includegraphics[width=\linewidth]{pAngle}
635 < \caption{SPC/E water clusters: only minor dewetting at the boundary}
636 < \label{pAngle}
635 > \caption{Distribution of $\cos{\theta}$ values for molecules on the
636 >  interior of the cluster (squares) and for those participating in the
637 >  convex hull (circles) at a variety of pressures.  The Langevin hull
638 >  exhibits minor dewetting behavior with exposed oxygen sites on the
639 >  hull water molecules.  The orientational preference for exposed
640 >  oxygen appears to be independent of applied pressure. }
641 > \label{fig:pAngle}
642   \end{figure}
643  
644 < \begin{figure}
645 < \includegraphics[width=\linewidth]{isothermal}
646 < \caption{Compressibility of SPC/E water}
647 < \label{compWater}
648 < \end{figure}
644 > As expected, interior molecules (those not included in the convex
645 > hull) maintain a bulk-like structure with a uniform distribution of
646 > orientations. Molecules included in the convex hull show a slight
647 > preference for values of $\cos{\theta} < 0.$ These values correspond
648 > to molecules with oxygen directed toward the exterior of the cluster,
649 > forming a dangling hydrogen bond acceptor site.
650  
651 + In the absence of an electrostatic contribution from the exterior
652 + bath, the orientational distribution of water molecules included in
653 + the Langevin Hull will slightly resemble the distribution at a neat
654 + water liquid/vapor interface.  Previous molecular dynamics simulations
655 + of SPC/E water \cite{Taylor1996} have shown that molecules at the
656 + liquid/vapor interface favor an orientation where one hydrogen
657 + protrudes from the liquid phase. This behavior is demonstrated by
658 + experiments \cite{Du1994} \cite{Scatena2001} showing that
659 + approximately one-quarter of water molecules at the liquid/vapor
660 + interface form dangling hydrogen bonds. The negligible preference
661 + shown in these cluster simulations could be removed through the
662 + introduction of an implicit solvent model, which would provide the
663 + missing electrostatic interactions between the cluster molecules and
664 + the surrounding temperature/pressure bath.
665 +
666 + The orientational preference exhibited by hull molecules in the
667 + Langevin hull is significantly weaker than the preference caused by an
668 + explicit hydrophobic bounding potential.  Additionally, the Langevin
669 + Hull does not require that the orientation of any molecules be fixed
670 + in order to maintain bulk-like structure, even at the cluster surface.
671 +
672   \subsection{Heterogeneous nanoparticle / water mixtures}
673  
674 + \section{Discussion}
675 + \label{sec:discussion}
676  
677 < \section{Appendix A: Hydrodynamic tensor for triangular facets}
677 > The Langevin Hull samples the isobaric-isothermal ensemble for
678 > non-periodic systems by coupling the system to an bath characterized
679 > by pressure, temperature, and solvent viscosity.  This enables the
680 > study of heterogeneous systems composed of materials of significantly
681 > different compressibilities.  Because the boundary is dynamically
682 > determined during the simulation and the molecules interacting with
683 > the boundary can change, the method and has minimal perturbations on
684 > the behavior of molecules at the edges of the simulation.  Further
685 > work on this method will involve implicit electrostatics at the
686 > boundary (which is missing in the current implementation) as well as
687 > more sophisticated treatments of the surface geometry (alpha
688 > shapes\cite{EDELSBRUNNER:1994oq,EDELSBRUNNER:1995cj} and Tight
689 > Cocone\cite{Dey:2003ts}). The non-convex hull geometries are
690 > significantly more expensive ($\mathcal{O}(N^2)$) than the convex hull
691 > ($\mathcal{O}(N \log N)$), but would enable the use of hull volumes
692 > directly in computing the compressibility of the sample.
693  
694 + \section*{Appendix A: Computing Convex Hulls on Parallel Computers}
695 +
696 + In order to use the Langevin Hull for simulations on parallel
697 + computers, one of the more difficult tasks is to compute the bounding
698 + surface, facets, and resistance tensors when the processors have
699 + incomplete information about the entire system's topology.  Most
700 + parallel decomposition methods assign primary responsibility for the
701 + motion of an atomic site to a single processor, and we can exploit
702 + this to efficiently compute the convex hull for the entire system.
703 +
704 + The basic idea involves splitting the point cloud into
705 + spatially-overlapping subsets and computing the convex hulls for each
706 + of the subsets.  The points on the convex hull of the entire system
707 + are all present on at least one of the subset hulls. The algorithm
708 + works as follows:
709 + \begin{enumerate}
710 + \item Each processor computes the convex hull for its own atomic sites
711 +  (left panel in Fig. \ref{fig:parallel}).
712 + \item The Hull vertices from each processor are communicated to all of
713 +  the processors, and each processor assembles a complete list of hull
714 +  sites (this is much smaller than the original number of points in
715 +  the point cloud).
716 + \item Each processor computes the global convex hull (right panel in
717 +  Fig. \ref{fig:parallel}) using only those points that are the union
718 +  of sites gathered from all of the subset hulls.  Delaunay
719 +  triangulation is then done to obtain the facets of the global hull.
720 + \end{enumerate}
721 +
722   \begin{figure}
723 < \includegraphics[width=\linewidth]{hydro}
724 < \caption{Hydro}
725 < \label{hydro}
723 > \includegraphics[width=\linewidth]{parallel}
724 > \caption{When the sites are distributed among many nodes for parallel
725 >  computation, the processors first compute the convex hulls for their
726 >  own sites (dashed lines in left panel). The positions of the sites
727 >  that make up the subset hulls are then communicated to all
728 >  processors (middle panel).  The convex hull of the system (solid line in
729 >  right panel) is the convex hull of the points on the union of the subset
730 >  hulls.}
731 > \label{fig:parallel}
732   \end{figure}
733  
734 < \begin{equation}
735 < \Xi_f(t) =\left[\sum_{i=1}^3 T_{if}\right]^{-1}
736 < \end{equation}
734 > The individual hull operations scale with
735 > $\mathcal{O}(\frac{n}{p}\log\frac{n}{p})$ where $n$ is the total
736 > number of sites, and $p$ is the number of processors.  These local
737 > hull operations create a set of $p$ hulls each with approximately
738 > $\frac{n}{3pr}$ sites (for a cluster of radius $r$). The worst-case
739 > communication cost for using a ``gather'' operation to distribute this
740 > information to all processors is $\mathcal{O}( \alpha (p-1) + \frac{n
741 >  \beta (p-1)}{3 r p^2})$, while the final computation of the system
742 > hull scales as $\mathcal{O}(\frac{n}{3r}\log\frac{n}{3r})$.
743  
744 < \begin{equation}
745 < T_{if}=\frac{A_i}{8\pi\eta R_{if}}\left(I +
746 <  \frac{\mathbf{R}_{if}\mathbf{R}_{if}^T}{R_{if}^2}\right)
747 < \end{equation}
744 > For a large number of atoms on a moderately parallel machine, the
745 > total costs are dominated by the computations of the individual hulls,
746 > and communication of these hulls to so the Langevin hull sees roughly
747 > linear speed-up with increasing processor counts.
748  
749 < \section{Appendix B: Computing Convex Hulls on Parallel Computers}
232 <
233 < \section{Acknowledgments}
749 > \section*{Acknowledgments}
750   Support for this project was provided by the
751   National Science Foundation under grant CHE-0848243. Computational
752   time was provided by the Center for Research Computing (CRC) at the

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