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18   \setlength{\belowcaptionskip}{30 pt}
19  
20   \bibpunct{[}{]}{,}{s}{}{;}
21 < \bibliographystyle{aip}
21 > \bibliographystyle{achemso}
22  
23   \begin{document}
24  
# 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 facets of the hull to mimic contact with an external heat
44 >  bath. This new method, the ``Langevin Hull'', performs better than
45 >  traditional affine transform methods for systems containing
46 >  heterogeneous mixtures of materials with different
47 >  compressibilities. It does not suffer from the edge effects of
48 >  boundary potential methods, and allows realistic treatment of both
49 >  external pressure and thermal conductivity to an implicit solvent.
50 >  We apply this method to several different systems including bare
51 >  metal nanoparticles, nanoparticles in an explicit solvent, as well
52 >  as clusters of liquid water. The predicted mechanical properties of
53 >  these systems are in good agreement with experimental data and
54 >  previous simulation work.
55   \end{abstract}
56  
57   \newpage
# Line 66 | Line 66 | of an isobaric-isothermal (NPT) ensemble attempt to ma
66   \section{Introduction}
67  
68   The most common molecular dynamics methods for sampling configurations
69 < of an isobaric-isothermal (NPT) ensemble attempt to maintain a target
70 < pressure in a simulation by coupling the volume of the system to an
71 < extra degree of freedom, the {\it barostat}.  These methods require
72 < periodic boundary conditions, because when the instantaneous pressure
73 < in the system differs from the target pressure, the volume is
74 < typically reduced or expanded using {\it affine transforms} of the
75 < system geometry. An affine transform scales both the box lengths as
76 < well as the scaled particle positions (but not the sizes of the
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{melchionna93} to the
80 < Nos\'e-Hoover-Andersen equations of motion, the Berendsen pressure
81 < bath, and the Langevin Piston, all utilize coordinate transformation
82 < to adjust the box volume.
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 + 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 +
101   \begin{figure}
102   \includegraphics[width=\linewidth]{AffineScale2}
103 < \caption{Affine Scaling constant pressure methods use box-length
104 <  scaling to adjust the volume to adjust to under- or over-pressure
105 <  conditions. In a system with a uniform compressibility (e.g. bulk
106 <  fluids) these methods can work well.  In systems containing
107 <  heterogeneous mixtures, the affine scaling moves required to adjust
108 <  the pressure in the high-compressibility regions can cause molecules
109 <  in low compressibility regions to collide.}
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 + 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 shells
119 + solvating a protein under periodic boundary conditions are quite
120 + expensive. [CALCULATE EFFECTIVE PROTEIN CONCENTRATIONS IN TYPICAL
121 + SIMULATIONS]
122  
123 < Heterogeneous mixtures of materials with different compressibilities?
123 > \subsection*{Boundary Methods}
124 > There have been a number of approaches to handle simulations of
125 > explicitly non-periodic systems that focus on constant or
126 > nearly-constant {\it volume} conditions while maintaining bulk-like
127 > behavior.  Berkowitz and McCammon introduced a stochastic (Langevin)
128 > boundary layer inside a region of fixed molecules which effectively
129 > enforces constant temperature and volume (NVT)
130 > conditions.\cite{Berkowitz1982} In this approach, the stochastic and
131 > fixed regions were defined relative to a central atom.  Brooks and
132 > Karplus extended this method to include deformable stochastic
133 > boundaries.\cite{iii:6312} The stochastic boundary approach has been
134 > used widely for protein simulations. [CITATIONS NEEDED]
135  
136 < Explicitly non-periodic systems
136 > The electrostatic and dispersive behavior near the boundary has long
137 > been a cause for concern when performing simulations of explicitly
138 > non-periodic systems.  Early work led to the surface constrained soft
139 > sphere dipole model (SCSSD)\cite{Warshel1978} in which the surface
140 > molecules are fixed in a random orientation representative of the bulk
141 > solvent structural properties. Belch {\it et al.}\cite{Belch1985}
142 > simulated clusters of TIPS2 water surrounded by a hydrophobic bounding
143 > potential. The spherical hydrophobic boundary induced dangling
144 > hydrogen bonds at the surface that propagated deep into the cluster,
145 > affecting most of molecules in the simulation.  This result echoes an
146 > earlier study which showed that an extended planar hydrophobic surface
147 > caused orientational preference at the surface which extended
148 > relatively deep (7 \r{A}) into the liquid simulation
149 > cell.\cite{Lee1984} The surface constrained all-atom solvent (SCAAS)
150 > model \cite{King1989} improved upon its SCSSD predecessor. The SCAAS
151 > model utilizes a polarization constraint which is applied to the
152 > surface molecules to maintain bulk-like structure at the cluster
153 > surface. A radial constraint is used to maintain the desired bulk
154 > density of the liquid. Both constraint forces are applied only to a
155 > pre-determined number of the outermost molecules.
156  
157 < Elastic Bag
157 > Beglov and Roux have developed a boundary model in which the hard
158 > sphere boundary has a radius that varies with the instantaneous
159 > configuration of the solute (and solvent) molecules.\cite{beglov:9050}
160 > This model contains a clear pressure and surface tension contribution
161 > to the free energy which XXX.
162  
163 < Spherical Boundary approaches
163 > \subsection*{Restraining Potentials}
164 > Restraining {\it potentials} introduce repulsive potentials at the
165 > surface of a sphere or other geometry.  The solute and any explicit
166 > solvent are therefore restrained inside the range defined by the
167 > external potential.  Often the potentials include a weak short-range
168 > attraction to maintain the correct density at the boundary.  Beglov
169 > and Roux have also introduced a restraining boundary potential which
170 > relaxes dynamically depending on the solute geometry and the force the
171 > explicit system exerts on the shell.\cite{Beglov:1995fk}
172  
173 < \section{Methodology}
173 > Recently, Krilov {\it et al.} introduced a {\it flexible} boundary
174 > model that uses a Lennard-Jones potential between the solvent
175 > molecules and a boundary which is determined dynamically from the
176 > position of the nearest solute atom.\cite{LiY._jp046852t,Zhu:xw} This
177 > approach allows the confining potential to prevent solvent molecules
178 > from migrating too far from the solute surface, while providing a weak
179 > attractive force pulling the solvent molecules towards a fictitious
180 > bulk solvent.  Although this approach is appealing and has physical
181 > motivation, nanoparticles do not deform far from their original
182 > geometries even at temperatures which vaporize the nearby solvent. For
183 > the systems like this, the flexible boundary model will be nearly
184 > identical to a fixed-volume restraining potential.
185  
186 < A new method which uses a constant pressure and temperature bath that
187 < interacts with the objects that are currently at the edge of the
188 < system.
186 > \subsection*{Hull methods}
187 > The approach of Kohanoff, Caro, and Finnis is the most promising of
188 > the methods for introducing both constant pressure and temperature
189 > into non-periodic simulations.\cite{Kohanoff:2005qm,Baltazar:2006ru}
190 > This method is based on standard Langevin dynamics, but the Brownian
191 > or random forces are allowed to act only on peripheral atoms and exert
192 > force in a direction that is inward-facing relative to the facets of a
193 > closed bounding surface.  The statistical distribution of the random
194 > forces are uniquely tied to the pressure in the external reservoir, so
195 > the method can be shown to sample the isobaric-isothermal ensemble.
196 > Kohanoff {\it et al.} used a Delaunay tessellation to generate a
197 > bounding surface surrounding the outermost atoms in the simulated
198 > system.  This is not the only possible triangulated outer surface, but
199 > guarantees that all of the random forces point inward towards the
200 > cluster.
201  
202 < Novel features: No a priori geometry is defined, No affine transforms,
203 < No fictitious particles, No bounding potentials.
204 <
205 < Simulation starts as a collection of atomic locations in 3D (a point
206 < cloud).
202 > In the following sections, we extend and generalize the approach of
203 > Kohanoff, Caro, and Finnis. The new method, which we are calling the
204 > ``Langevin Hull'' applies the external pressure, Langevin drag, and
205 > random forces on the {\it facets of the hull} instead of the atomic
206 > sites comprising the vertices of the hull.  This allows us to decouple
207 > the external pressure contribution from the drag and random force.
208 > The methodology is introduced in section \ref{sec:meth}, tests on
209 > crystalline nanoparticles, liquid clusters, and heterogeneous mixtures
210 > are detailed in section \ref{sec:tests}.  Section \ref{sec:discussion}
211 > summarizes our findings.
212  
213 < Delaunay triangulation finds all facets between coplanar neighbors.
213 > \section{Methodology}
214 > \label{sec:meth}
215  
216 < The Convex Hull is the set of facets that have no concave corners at a
217 < vertex.
216 > The Langevin Hull uses an external bath at a fixed constant pressure
217 > ($P$) and temperature ($T$).  This bath interacts only with the
218 > objects on the exterior hull of the system.  Defining the hull of the
219 > simulation is done in a manner similar to the approach of Kohanoff,
220 > Caro and Finnis.\cite{Kohanoff:2005qm} That is, any instantaneous
221 > configuration of the atoms in the system is considered as a point
222 > cloud in three dimensional space.  Delaunay triangulation is used to
223 > find all facets between coplanar
224 > neighbors.\cite{delaunay,springerlink:10.1007/BF00977785}  In highly
225 > symmetric point clouds, facets can contain many atoms, but in all but
226 > the most symmetric of cases the facets are simple triangles in 3-space
227 > that contain exactly three atoms.
228  
229 < Molecules on the convex hull are dynamic. As they re-enter the
230 < cluster, all interactions with the external bath are removed.The
231 < external bath applies pressure to the facets of the convex hull in
232 < direct proportion to the area of the facet.Thermal coupling depends on
233 < the solvent temperature, friction and the size and shape of each
234 < facet.
229 > The convex hull is the set of facets that have {\it no concave
230 >  corners} at an atomic site.\cite{Barber96,EDELSBRUNNER:1994oq} This
231 > eliminates all facets on the interior of the point cloud, leaving only
232 > those exposed to the bath. Sites on the convex hull are dynamic; as
233 > molecules re-enter the cluster, all interactions between atoms on that
234 > molecule and the external bath are removed.  Since the edge is
235 > determined dynamically as the simulation progresses, no {\it a priori}
236 > geometry is defined. The pressure and temperature bath interacts only
237 > with the atoms on the edge and not with atoms interior to the
238 > simulation.
239  
240 + \begin{figure}
241 + \includegraphics[width=\linewidth]{hullSample}
242 + \caption{The external temperature and pressure bath interacts only
243 +  with those atoms on the convex hull (grey surface).  The hull is
244 +  computed dynamically at each time step, and molecules can move
245 +  between the interior (Newtonian) region and the Langevin hull.}
246 + \label{fig:hullSample}
247 + \end{figure}
248 +
249 + Atomic sites in the interior of the simulation move under standard
250 + Newtonian dynamics,
251   \begin{equation}
252 < m_i \dot{\mathbf v}_i(t)=-{\mathbf \nabla}_i U
252 > m_i \dot{\mathbf v}_i(t)=-{\mathbf \nabla}_i U,
253 > \label{eq:Newton}
254   \end{equation}
255 <
255 > where $m_i$ is the mass of site $i$, ${\mathbf v}_i(t)$ is the
256 > instantaneous velocity of site $i$ at time $t$, and $U$ is the total
257 > potential energy.  For atoms on the exterior of the cluster
258 > (i.e. those that occupy one of the vertices of the convex hull), the
259 > equation of motion is modified with an external force, ${\mathbf
260 >  F}_i^{\mathrm ext}$,
261   \begin{equation}
262 < m_i \dot{\mathbf v}_i(t)=-{\mathbf \nabla}_i U + {\mathbf F}_i^{\mathrm ext}
262 > m_i \dot{\mathbf v}_i(t)=-{\mathbf \nabla}_i U + {\mathbf F}_i^{\mathrm ext}.
263   \end{equation}
264  
265 + The external bath interacts indirectly with the atomic sites through
266 + the intermediary of the hull facets.  Since each vertex (or atom)
267 + provides one corner of a triangular facet, the force on the facets are
268 + divided equally to each vertex.  However, each vertex can participate
269 + in multiple facets, so the resultant force is a sum over all facets
270 + $f$ containing vertex $i$:
271   \begin{equation}
272   {\mathbf F}_{i}^{\mathrm ext} = \sum_{\begin{array}{c}\mathrm{facets\
273      } f \\ \mathrm{containing\ } i\end{array}} \frac{1}{3}\  {\mathbf
274    F}_f^{\mathrm ext}
275   \end{equation}
276  
277 + The external pressure bath applies a force to the facets of the convex
278 + hull in direct proportion to the area of the facet, while the thermal
279 + coupling depends on the solvent temperature, viscosity and the size
280 + and shape of each facet. The thermal interactions are expressed as a
281 + standard Langevin description of the forces,
282   \begin{equation}
283   \begin{array}{rclclcl}
284   {\mathbf F}_f^{\text{ext}} & = &  \text{external pressure} & + & \text{drag force} & + & \text{random force} \\
285   & = &  -\hat{n}_f P A_f  & - & \Xi_f(t) {\mathbf v}_f(t)  & + & {\mathbf R}_f(t)
286   \end{array}
287   \end{equation}
288 <
288 > Here, $A_f$ and $\hat{n}_f$ are the area and (outward-facing) normal
289 > vectors for facet $f$, respectively.  ${\mathbf v}_f(t)$ is the
290 > velocity of the facet centroid,
291 > \begin{equation}
292 > {\mathbf v}_f(t) =  \frac{1}{3} \sum_{i=1}^{3} {\mathbf v}_i,
293 > \end{equation}
294 > and $\Xi_f(t)$ is an approximate ($3 \times 3$) resistance tensor that
295 > depends on the geometry and surface area of facet $f$ and the
296 > viscosity of the fluid.  The resistance tensor is related to the
297 > fluctuations of the random force, $\mathbf{R}(t)$, by the
298 > fluctuation-dissipation theorem,
299   \begin{eqnarray}
150 A_f & = & \text{area of facet}\ f \\
151 \hat{n}_f & = & \text{facet normal} \\
152 P & = & \text{external pressure}
153 \end{eqnarray}
154
155 \begin{eqnarray}
156 {\mathbf v}_f(t) & = & \text{velocity of facet} \\
157 & = & \frac{1}{3} \sum_{i=1}^{3} {\mathbf v}_i \\
158 \Xi_f(t) & = & \text{is a hydrodynamic tensor that depends} \\
159 & & \text{on the geometry and surface area of} \\
160 & & \text{facet} \ f\ \text{and the viscosity of the fluid.}
161 \end{eqnarray}
162
163 \begin{eqnarray}
300   \left< {\mathbf R}_f(t) \right> & = & 0 \\
301   \left<{\mathbf R}_f(t) {\mathbf R}_f^T(t^\prime)\right> & = & 2 k_B T\
302 < \Xi_f(t)\delta(t-t^\prime)
302 > \Xi_f(t)\delta(t-t^\prime).
303 > \label{eq:randomForce}
304   \end{eqnarray}
305  
306 < Implemented in OpenMD.\cite{Meineke:2005gd,openmd}
306 > Once the resistance tensor is known for a given facet, a stochastic
307 > vector that has the properties in Eq. (\ref{eq:randomForce}) can be
308 > calculated efficiently by carrying out a Cholesky decomposition to
309 > obtain the square root matrix of the resistance tensor,
310 > \begin{equation}
311 > \Xi_f = {\bf S} {\bf S}^{T},
312 > \label{eq:Cholesky}
313 > \end{equation}
314 > where ${\bf S}$ is a lower triangular matrix.\cite{Schlick2002} A
315 > vector with the statistics required for the random force can then be
316 > obtained by multiplying ${\bf S}$ onto a random 3-vector ${\bf Z}$ which
317 > has elements chosen from a Gaussian distribution, such that:
318 > \begin{equation}
319 > \langle {\bf Z}_i \rangle = 0, \hspace{1in} \langle {\bf Z}_i \cdot
320 > {\bf Z}_j \rangle = \frac{2 k_B T}{\delta t} \delta_{ij},
321 > \end{equation}
322 > where $\delta t$ is the timestep in use during the simulation. The
323 > random force, ${\bf R}_{f} = {\bf S} {\bf Z}$, can be shown to
324 > have the correct properties required by Eq. (\ref{eq:randomForce}).
325  
326 < \section{Tests \& Applications}
326 > Our treatment of the resistance tensor is approximate.  $\Xi$ for a
327 > rigid triangular plate would normally be treated as a $6 \times 6$
328 > tensor that includes translational and rotational drag as well as
329 > translational-rotational coupling. The computation of resistance
330 > tensors for rigid bodies has been detailed
331 > elsewhere,\cite{JoseGarciadelaTorre02012000,Garcia-de-la-Torre:2001wd,GarciadelaTorreJ2002,Sun:2008fk}
332 > but the standard approach involving bead approximations would be
333 > prohibitively expensive if it were recomputed at each step in a
334 > molecular dynamics simulation.
335  
336 < \subsection{Bulk modulus of gold nanoparticles}
336 > Instead, we are utilizing an approximate resistance tensor obtained by
337 > first constructing the Oseen tensor for the interaction of the
338 > centroid of the facet ($f$) with each of the subfacets $\ell=1,2,3$,
339 > \begin{equation}
340 > T_{\ell f}=\frac{A_\ell}{8\pi\eta R_{\ell f}}\left(I +
341 >  \frac{\mathbf{R}_{\ell f}\mathbf{R}_{\ell f}^T}{R_{\ell f}^2}\right)
342 > \end{equation}
343 > Here, $A_\ell$ is the area of subfacet $\ell$ which is a triangle
344 > containing two of the vertices of the facet along with the centroid.
345 > $\mathbf{R}_{\ell f}$ is the vector between the centroid of facet $f$
346 > and the centroid of sub-facet $\ell$, and $I$ is the ($3 \times 3$)
347 > identity matrix.  $\eta$ is the viscosity of the external bath.
348  
349   \begin{figure}
350 < \includegraphics[width=\linewidth]{pressure_tb}
351 < \caption{Pressure response is rapid (18 \AA gold nanoparticle), target
352 < pressure = 4 GPa}
353 < \label{pressureResponse}
350 > \includegraphics[width=\linewidth]{hydro}
351 > \caption{The resistance tensor $\Xi$ for a facet comprising sites $i$,
352 >  $j$, and $k$ is constructed using Oseen tensor contributions between
353 >  the centoid of the facet $f$ and each of the sub-facets ($i,f,j$),
354 >  ($j,f,k$), and ($k,f,i$). The centroids of the sub-facets are
355 >  located at $1$, $2$, and $3$, and the area of each sub-facet is
356 >  easily computed using half the cross product of two of the edges.}
357 > \label{hydro}
358   \end{figure}
359  
360 + The tensors for each of the sub-facets are added together, and the
361 + resulting matrix is inverted to give a $3 \times 3$ resistance tensor
362 + for translations of the triangular facet,
363 + \begin{equation}
364 + \Xi_f(t) =\left[\sum_{i=1}^3 T_{if}\right]^{-1}.
365 + \end{equation}
366 + Note that this treatment ignores rotations (and
367 + translational-rotational coupling) of the facet.  In compact systems,
368 + the facets stay relatively fixed in orientation between
369 + configurations, so this appears to be a reasonably good approximation.
370 +
371 + We have implemented this method by extending the Langevin dynamics
372 + integrator in our code, OpenMD.\cite{Meineke2005,openmd}  At each
373 + molecular dynamics time step, the following process is carried out:
374 + \begin{enumerate}
375 + \item The standard inter-atomic forces ($\nabla_iU$) are computed.
376 + \item Delaunay triangulation is carried out using the current atomic
377 +  configuration.
378 + \item The convex hull is computed and facets are identified.
379 + \item For each facet:
380 + \begin{itemize}
381 + \item[a.] The force from the pressure bath ($-PA_f\hat{n}_f$) is
382 +  computed.
383 + \item[b.] The resistance tensor ($\Xi_f(t)$) is computed using the
384 +  viscosity ($\eta$) of the bath.
385 + \item[c.] Facet drag ($-\Xi_f(t) \mathbf{v}_f(t)$) forces are
386 +  computed.
387 + \item[d.] Random forces ($\mathbf{R}_f(t)$) are computed using the
388 +  resistance tensor and the temperature ($T$) of the bath.
389 + \end{itemize}
390 + \item The facet forces are divided equally among the vertex atoms.
391 + \item Atomic positions and velocities are propagated.
392 + \end{enumerate}
393 + The Delaunay triangulation and computation of the convex hull are done
394 + using calls to the qhull library.\cite{Qhull} There is a minimal
395 + penalty for computing the convex hull and resistance tensors at each
396 + step in the molecular dynamics simulation (roughly 0.02 $\times$ cost
397 + of a single force evaluation), and the convex hull is remarkably easy
398 + to parallelize on distributed memory machines (see Appendix A).
399 +
400 + \section{Tests \& Applications}
401 + \label{sec:tests}
402 +
403 + To test the new method, we have carried out simulations using the
404 + Langevin Hull on: 1) a crystalline system (gold nanoparticles), 2) a
405 + liquid droplet (SPC/E water),\cite{Berendsen1987} and 3) a
406 + heterogeneous mixture (gold nanoparticles in a water droplet). In each
407 + case, we have computed properties that depend on the external applied
408 + pressure.  Of particular interest for the single-phase systems is the
409 + isothermal compressibility,
410 + \begin{equation}
411 + \kappa_{T} = -\frac{1}{V} \left ( \frac{\partial V}{\partial P} \right
412 + )_{T}.
413 + \label{eq:BM}
414 + \end{equation}
415 +
416 + One problem with eliminating periodic boundary conditions and
417 + simulation boxes is that the volume of a three-dimensional point cloud
418 + is not well-defined.  In order to compute the compressibility of a
419 + bulk material, we make an assumption that the number density, $\rho =
420 + \frac{N}{V}$, is uniform within some region of the point cloud.  The
421 + compressibility can then be expressed in terms of the average number
422 + of particles in that region,
423 + \begin{equation}
424 + \kappa_{T} = -\frac{1}{N} \left ( \frac{\partial N}{\partial P} \right
425 + )_{T}
426 + \label{eq:BMN}
427 + \end{equation}
428 + The region we used is a spherical volume of 10 \AA\ radius centered in
429 + the middle of the cluster. $N$ is the average number of molecules
430 + found within this region throughout a given simulation. The geometry
431 + and size of the region is arbitrary, and any bulk-like portion of the
432 + cluster can be used to compute the compressibility.
433 +
434 + One might assume that the volume of the convex hull could simply be
435 + taken as the system volume $V$ in the compressibility expression
436 + (Eq. \ref{eq:BM}), but this has implications at lower pressures (which
437 + are explored in detail in the section on water droplets).
438 +
439 + The metallic force field in use for the gold nanoparticles is the
440 + quantum Sutton-Chen (QSC) model.\cite{PhysRevB.59.3527} In all
441 + simulations involving point charges, we utilized damped shifted-force
442 + (DSF) electrostatics\cite{Fennell06} which is a variant of the Wolf
443 + summation\cite{wolf:8254} that has been shown to provide good forces
444 + and torques on molecular models for water in a computationally
445 + efficient manner.\cite{Fennell06} The damping parameter ($\alpha$) was
446 + set to 0.18 \AA$^{-1}$, and the cutoff radius was set to 12 \AA.  The
447 + Spohr potential was adopted in depicting the interaction between metal
448 + atoms and the SPC/E water molecules.\cite{ISI:000167766600035}
449 +
450 + \subsection{Compressibility of gold nanoparticles}
451 +
452 + The compressibility is well-known for gold, and it provides a good first
453 + test of how the method compares to other similar methods.  
454 +
455   \begin{figure}
456 < \includegraphics[width=\linewidth]{temperature_tb}
457 < \caption{Temperature equilibration depends on surface area and bath
458 <  viscosity.  Target Temperature = 300K}
459 < \label{temperatureResponse}
456 > \includegraphics[width=\linewidth]{P_T_combined}
457 > \caption{Pressure and temperature response of an 18 \AA\ gold
458 >  nanoparticle initially when first placed in the Langevin Hull
459 >  ($T_\mathrm{bath}$ = 300K, $P_\mathrm{bath}$ = 4 GPa) and starting
460 >  from initial conditions that were far from the bath pressure and
461 >  temperature.  The pressure response is rapid, and the thermal
462 >  equilibration depends on both total surface area and the viscosity
463 >  of the bath.}
464 > \label{pressureResponse}
465   \end{figure}
466  
467   \begin{equation}
# Line 199 | Line 477 | pressure = 4 GPa}
477  
478   \subsection{Compressibility of SPC/E water clusters}
479  
480 + Prior molecular dynamics simulations on SPC/E water (both in
481 + NVT~\cite{Glattli2002} and NPT~\cite{Motakabbir1990, Pi2009}
482 + ensembles) have yielded values for the isothermal compressibility that
483 + agree well with experiment.\cite{Fine1973} The results of two
484 + different approaches for computing the isothermal compressibility from
485 + Langevin Hull simulations for pressures between 1 and 6500 atm are
486 + shown in Fig. \ref{fig:compWater} along with compressibility values
487 + obtained from both other SPC/E simulations and experiment.
488 + Compressibility values from all references are for applied pressures
489 + within the range 1 - 1000 atm.
490 +
491   \begin{figure}
492 < \includegraphics[width=\linewidth]{g_r_theta}
493 < \caption{Definition of coordinates}
494 < \label{coords}
492 > \includegraphics[width=\linewidth]{new_isothermalN}
493 > \caption{Compressibility of SPC/E water}
494 > \label{fig:compWater}
495   \end{figure}
496  
497 + Isothermal compressibility values calculated using the number density
498 + (Eq. \ref{eq:BMN}) expression are in good agreement with experimental
499 + and previous simulation work throughout the 1 - 1000 atm pressure
500 + regime.  Compressibilities computed using the Hull volume, however,
501 + deviate dramatically from the experimental values at low applied
502 + pressures.  The reason for this deviation is quite simple; at low
503 + applied pressures, the liquid is in equilibrium with a vapor phase,
504 + and it is entirely possible for one (or a few) molecules to drift away
505 + from the liquid cluster (see Fig. \ref{fig:coneOfShame}).  At low
506 + pressures, the restoring forces on the facets are very gentle, and
507 + this means that the hulls often take on relatively distorted
508 + geometries which include large volumes of empty space.
509 +
510 + \begin{figure}
511 + \includegraphics[width=\linewidth]{flytest2}
512 + \caption{At low pressures, the liquid is in equilibrium with the vapor
513 +  phase, and isolated molecules can detach from the liquid droplet.
514 +  This is expected behavior, but the volume of the convex hull
515 +  includes large regions of empty space.  For this reason,
516 +  compressibilities are computed using local number densities rather
517 +  than hull volumes.}
518 + \label{fig:coneOfShame}
519 + \end{figure}
520 +
521 + At higher pressures, the equilibrium strongly favors the liquid phase,
522 + and the hull geometries are much more compact.  Because of the
523 + liquid-vapor effect on the convex hull, the regional number density
524 + approach (Eq. \ref{eq:BMN}) provides more reliable estimates of the
525 + compressibility.
526 +
527 + In both the traditional compressibility formula (Eq. \ref{eq:BM}) and
528 + the number density version (Eq. \ref{eq:BMN}), multiple simulations at
529 + different pressures must be done to compute the first derivatives.  It
530 + is also possible to compute the compressibility using the fluctuation
531 + dissipation theorem using either fluctuations in the
532 + volume,\cite{Debenedetti1986},
533 + \begin{equation}
534 + \kappa_{T} = \frac{\left \langle V^{2} \right \rangle - \left \langle
535 +    V \right \rangle ^{2}}{V \, k_{B} \, T},
536 + \end{equation}
537 + or, equivalently, fluctuations in the number of molecules within the
538 + fixed region,
539 + \begin{equation}
540 + \kappa_{T} = \frac{\left \langle N^{2} \right \rangle - \left \langle
541 +    N \right \rangle ^{2}}{N \, k_{B} \, T},
542 + \end{equation}
543 + Thus, the compressibility of each simulation can be calculated
544 + entirely independently from all other trajectories. However, the
545 + resulting compressibilities were still as much as an order of
546 + magnitude larger than the reference values. However, compressibility
547 + calculation that relies on the hull volume will suffer these effects.
548 + WE NEED MORE HERE.
549 +
550 + \subsection{Molecular orientation distribution at cluster boundary}
551 +
552 + In order for non-periodic boundary conditions to be widely applicable,
553 + they must be constructed in such a way that they allow a finite system
554 + to replicate the properties of the bulk.  Early non-periodic
555 + simulation methods (e.g. hydrophobic boundary potentials) induced
556 + spurious orientational correlations deep within the simulated
557 + system.\cite{Lee1984,Belch1985} This behavior spawned many methods for
558 + fixing and characterizing the effects of artifical boundaries
559 + including methods which fix the orientations of a set of edge
560 + molecules.\cite{Warshel1978,King1989}
561 +
562 + As described above, the Langevin Hull does not require that the
563 + orientation of molecules be fixed, nor does it utilize an explicitly
564 + hydrophobic boundary, orientational constraint or radial constraint.
565 + Therefore, the orientational correlations of the molecules in a water
566 + cluster are of particular interest in testing this method.  Ideally,
567 + the water molecules on the surface of the cluster will have enough
568 + mobility into and out of the center of the cluster to maintain a
569 + bulk-like orientational distribution in the absence of orientational
570 + and radial constraints.  However, since the number of hydrogen bonding
571 + partners available to molecules on the exterior are limited, it is
572 + likely that there will be some effective hydrophobicity of the hull.
573 +
574 + To determine the extent of these effects demonstrated by the Langevin
575 + Hull, we examined the orientationations exhibited by SPC/E water in a
576 + cluster of 1372 molecules at 300 K and at pressures ranging from 1 -
577 + 1000 atm.  The orientational angle of a water molecule is described
578   \begin{equation}
579   \cos{\theta}=\frac{\vec{r}_i\cdot\vec{\mu}_i}{|\vec{r}_i||\vec{\mu}_i|}
580   \end{equation}
581 <
581 > where $\vec{r}_{i}$ is the vector between molecule {\it i}'s center of
582 > mass and the cluster center of mass and $\vec{\mu}_{i}$ is the vector
583 > bisecting the H-O-H angle of molecule {\it i} (See
584 > Fig. \ref{fig:coords}).
585   \begin{figure}
586 < \includegraphics[width=\linewidth]{pAngle}
587 < \caption{SPC/E water clusters: only minor dewetting at the boundary}
588 < \label{pAngle}
586 > \includegraphics[width=\linewidth]{g_r_theta}
587 > \caption{Orientation angle of the water molecules relative to the
588 >  center of the cluster.  Bulk-like distributions will result in
589 >  $\langle \cos \theta \rangle$ values close to zero.  If the hull
590 >  exhibits an overabundance of externally-oriented oxygen sites the
591 >  average orientation will be negative, while dangling hydrogen sites
592 >  will result in positive average orientations.}
593 > \label{fig:coords}
594   \end{figure}
595  
596 + Fig. \ref{fig:pAngle} shows the distribution of $\cos{\theta}$ values
597 + for molecules in the interior of the cluster (squares) and for
598 + molecules included in the convex hull (circles).
599   \begin{figure}
600 < \includegraphics[width=\linewidth]{isothermal}
601 < \caption{Compressibility of SPC/E water}
602 < \label{compWater}
600 > \includegraphics[width=\linewidth]{pAngle}
601 > \caption{Distribution of $\cos{\theta}$ values for molecules on the
602 >  interior of the cluster (squares) and for those participating in the
603 >  convex hull (circles) at a variety of pressures.  The Langevin hull
604 >  exhibits minor dewetting behavior with exposed oxygen sites on the
605 >  hull water molecules.  The orientational preference for exposed
606 >  oxygen appears to be independent of applied pressure. }
607 > \label{fig:pAngle}
608   \end{figure}
609  
610 + As expected, interior molecules (those not included in the convex
611 + hull) maintain a bulk-like structure with a uniform distribution of
612 + orientations. Molecules included in the convex hull show a slight
613 + preference for values of $\cos{\theta} < 0.$ These values correspond
614 + to molecules with oxygen directed toward the exterior of the cluster,
615 + forming a dangling hydrogen bond acceptor site.
616 +
617 + In the absence of an electrostatic contribution from the exterior
618 + bath, the orientational distribution of water molecules included in
619 + the Langevin Hull will slightly resemble the distribution at a neat
620 + water liquid/vapor interface.  Previous molecular dynamics simulations
621 + of SPC/E water \cite{Taylor1996} have shown that molecules at the
622 + liquid/vapor interface favor an orientation where one hydrogen
623 + protrudes from the liquid phase. This behavior is demonstrated by
624 + experiments \cite{Du1994} \cite{Scatena2001} showing that
625 + approximately one-quarter of water molecules at the liquid/vapor
626 + interface form dangling hydrogen bonds. The negligible preference
627 + shown in these cluster simulations could be removed through the
628 + introduction of an implicit solvent model, which would provide the
629 + missing electrostatic interactions between the cluster molecules and
630 + the surrounding temperature/pressure bath.
631 +
632 + The orientational preference exhibited by hull molecules in the
633 + Langevin hull is significantly weaker than the preference caused by an
634 + explicit hydrophobic bounding potential.  Additionally, the Langevin
635 + Hull does not require that the orientation of any molecules be fixed
636 + in order to maintain bulk-like structure, even at the cluster surface.
637 +
638   \subsection{Heterogeneous nanoparticle / water mixtures}
639  
640 + \section{Discussion}
641 + \label{sec:discussion}
642  
643 < \section{Appendix A: Hydrodynamic tensor for triangular facets}
643 > The Langevin Hull samples the isobaric-isothermal ensemble for
644 > non-periodic systems by coupling the system to an bath characterized
645 > by pressure, temperature, and solvent viscosity.  This enables the
646 > study of heterogeneous systems composed of materials of significantly
647 > different compressibilities.  Because the boundary is dynamically
648 > determined during the simulation and the molecules interacting with
649 > the boundary can change, the method and has minimal perturbations on
650 > the behavior of molecules at the edges of the simulation.  Further
651 > work on this method will involve implicit electrostatics at the
652 > boundary (which is missing in the current implementation) as well as
653 > more sophisticated treatments of the surface geometry (alpha
654 > shapes\cite{EDELSBRUNNER:1994oq,EDELSBRUNNER:1995cj} and Tight
655 > Cocone\cite{Dey:2003ts}). The non-convex hull geometries are
656 > significantly more expensive ($\mathcal{O}(N^2)$) than the convex hull
657 > ($\mathcal{O}(N \log N)$), but would enable the use of hull volumes
658 > directly in computing the compressibility of the sample.
659  
660 + \section*{Appendix A: Computing Convex Hulls on Parallel Computers}
661 +
662 + In order to use the Langevin Hull for simulations on parallel
663 + computers, one of the more difficult tasks is to compute the bounding
664 + surface, facets, and resistance tensors when the processors have
665 + incomplete information about the entire system's topology.  Most
666 + parallel decomposition methods assign primary responsibility for the
667 + motion of an atomic site to a single processor, and we can exploit
668 + this to efficiently compute the convex hull for the entire system.
669 +
670 + The basic idea involves splitting the point cloud into
671 + spatially-overlapping subsets and computing the convex hulls for each
672 + of the subsets.  The points on the convex hull of the entire system
673 + are all present on at least one of the subset hulls. The algorithm
674 + works as follows:
675 + \begin{enumerate}
676 + \item Each processor computes the convex hull for its own atomic sites
677 +  (left panel in Fig. \ref{fig:parallel}).
678 + \item The Hull vertices from each processor are passed out to all of
679 +  the processors, and each processor assembles a complete list of hull
680 +  sites (this is much smaller than the original number of points in
681 +  the point cloud).
682 + \item Each processor computes the global convex hull (right panel in
683 +  Fig. \ref{fig:parallel}) using only those points that are the union
684 +  of sites gathered from all of the subset hulls.  Delaunay
685 +  triangulation is then done to obtain the facets of the global hull.
686 + \end{enumerate}
687 +
688   \begin{figure}
689 < \includegraphics[width=\linewidth]{hydro}
690 < \caption{Hydro}
691 < \label{hydro}
689 > \includegraphics[width=\linewidth]{parallel}
690 > \caption{When the sites are distributed among many nodes for parallel
691 >  computation, the processors first compute the convex hulls for their
692 >  own sites (dashed lines in left panel). The positions of the sites
693 >  that make up the subset hulls are then communicated to all
694 >  processors (middle panel).  The convex hull of the system (solid line in right panel) is the convex hull of the points on the union of the subset hulls.}
695 > \label{fig:parallel}
696   \end{figure}
697  
698 < \begin{equation}
699 < \Xi_f(t) =\left[\sum_{i=1}^3 T_{if}\right]^{-1}
700 < \end{equation}
698 > The individual hull operations scale with
699 > $\mathcal{O}(\frac{n}{p}\log\frac{n}{p})$ where $n$ is the total
700 > number of sites, and $p$ is the number of processors.  These local
701 > hull operations create a set of $p$ hulls each with approximately
702 > $\frac{n}{3pr}$ sites (for a cluster of radius $r$). The worst-case
703 > communication cost for using a ``gather'' operation to distribute this
704 > information to all processors is $\mathcal{O}( \alpha (p-1) + \frac{n
705 >  \beta (p-1)}{3 r p^2})$, while the final computation of the system
706 > hull scales as $\mathcal{O}(\frac{n}{3r}\log\frac{n}{3r})$.
707  
708 < \begin{equation}
709 < T_{if}=\frac{A_i}{8\pi\eta R_{if}}\left(I +
710 <  \frac{\mathbf{R}_{if}\mathbf{R}_{if}^T}{R_{if}^2}\right)
711 < \end{equation}
708 > For a large number of atoms on a moderately parallel machine, the
709 > total costs are dominated by the computations of the individual hulls,
710 > and communication of these hulls to so the Langevin hull sees roughly
711 > linear speed-up with increasing processor counts.
712  
713 < \section{Appendix B: Computing Convex Hulls on Parallel Computers}
245 <
246 < \section{Acknowledgments}
713 > \section*{Acknowledgments}
714   Support for this project was provided by the
715   National Science Foundation under grant CHE-0848243. Computational
716   time was provided by the Center for Research Computing (CRC) at the

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