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1 mmeineke 914
2    
3     \chapter{\label{chapt:intro}Introduction and Theoretical Background}
4    
5    
6 mmeineke 953 The techniques used in the course of this research fall under the two
7     main classes of molecular simulation: Molecular Dynamics and Monte
8     Carlo. Molecular Dynamic simulations integrate the equations of motion
9     for a given system of particles, allowing the researher to gain
10     insight into the time dependent evolution of a system. Diffusion
11     phenomena are readily studied with this simulation technique, making
12     Molecular Dynamics the main simulation technique used in this
13     research. Other aspects of the research fall under the Monte Carlo
14     class of simulations. In Monte Carlo, the configuration space
15     available to the collection of particles is sampled stochastichally,
16     or randomly. Each configuration is chosen with a given probability
17     based on the Maxwell Boltzman distribution. These types of simulations
18     are best used to probe properties of a system that are only dependent
19     only on the state of the system. Structural information about a system
20     is most readily obtained through these types of methods.
21 mmeineke 914
22 mmeineke 953 Although the two techniques employed seem dissimilar, they are both
23     linked by the overarching principles of Statistical
24     Thermodynamics. Statistical Thermodynamics governs the behavior of
25     both classes of simulations and dictates what each method can and
26     cannot do. When investigating a system, one most first analyze what
27     thermodynamic properties of the system are being probed, then chose
28     which method best suits that objective.
29 mmeineke 914
30 mmeineke 1003 \section{\label{introSec:statThermo}Statistical Mechanics}
31 mmeineke 914
32 mmeineke 1001 The following section serves as a brief introduction to some of the
33     Statistical Mechanics concepts present in this dissertation. What
34     follows is a brief derivation of Blotzman weighted statistics, and an
35     explanation of how one can use the information to calculate an
36     observable for a system. This section then concludes with a brief
37     discussion of the ergodic hypothesis and its relevance to this
38     research.
39 mmeineke 914
40 mmeineke 1001 \subsection{\label{introSec:boltzman}Boltzman weighted statistics}
41 mmeineke 914
42 mmeineke 1001 Consider a system, $\gamma$, with some total energy,, $E_{\gamma}$.
43 mmeineke 1003 Let $\Omega(E_{\gamma})$ represent the number of degenerate ways
44 mmeineke 1001 $\boldsymbol{\Gamma}$, the collection of positions and conjugate
45     momenta of system $\gamma$, can be configured to give
46     $E_{\gamma}$. Further, if $\gamma$ is in contact with a bath system
47     where energy is exchanged between the two systems, $\Omega(E)$, where
48     $E$ is the total energy of both systems, can be represented as
49     \begin{equation}
50 mmeineke 1003 \Omega(E) = \Omega(E_{\gamma}) \times \Omega(E - E_{\gamma})
51 mmeineke 1001 \label{introEq:SM1}
52     \end{equation}
53     Or additively as
54     \begin{equation}
55 mmeineke 1003 \ln \Omega(E) = \ln \Omega(E_{\gamma}) + \ln \Omega(E - E_{\gamma})
56 mmeineke 1001 \label{introEq:SM2}
57     \end{equation}
58    
59     The solution to Eq.~\ref{introEq:SM2} maximizes the number of
60 mmeineke 1003 degenerative configurations in $E$. \cite{Frenkel1996}
61 mmeineke 1001 This gives
62     \begin{equation}
63 mmeineke 1003 \frac{\partial \ln \Omega(E)}{\partial E_{\gamma}} = 0 =
64     \frac{\partial \ln \Omega(E_{\gamma})}{\partial E_{\gamma}}
65     +
66     \frac{\partial \ln \Omega(E_{\text{bath}})}{\partial E_{\text{bath}}}
67     \frac{\partial E_{\text{bath}}}{\partial E_{\gamma}}
68 mmeineke 1001 \label{introEq:SM3}
69     \end{equation}
70     Where $E_{\text{bath}}$ is $E-E_{\gamma}$, and
71 mmeineke 1003 $\frac{\partial E_{\text{bath}}}{\partial E_{\gamma}}$ is
72 mmeineke 1001 $-1$. Eq.~\ref{introEq:SM3} becomes
73     \begin{equation}
74 mmeineke 1003 \frac{\partial \ln \Omega(E_{\gamma})}{\partial E_{\gamma}} =
75     \frac{\partial \ln \Omega(E_{\text{bath}})}{\partial E_{\text{bath}}}
76 mmeineke 1001 \label{introEq:SM4}
77     \end{equation}
78    
79     At this point, one can draw a relationship between the maximization of
80     degeneracy in Eq.~\ref{introEq:SM3} and the second law of
81 mmeineke 1003 thermodynamics. Namely, that for a closed system, entropy will
82     increase for an irreversible process.\cite{chandler:1987} Here the
83 mmeineke 1001 process is the partitioning of energy among the two systems. This
84     allows the following definition of entropy:
85     \begin{equation}
86 mmeineke 1003 S = k_B \ln \Omega(E)
87 mmeineke 1001 \label{introEq:SM5}
88     \end{equation}
89     Where $k_B$ is the Boltzman constant. Having defined entropy, one can
90     also define the temperature of the system using the relation
91     \begin{equation}
92 mmeineke 1003 \frac{1}{T} = \biggl ( \frac{\partial S}{\partial E} \biggr )_{N,V}
93 mmeineke 1001 \label{introEq:SM6}
94     \end{equation}
95     The temperature in the system $\gamma$ is then
96     \begin{equation}
97 mmeineke 1003 \beta( E_{\gamma} ) = \frac{1}{k_B T} =
98     \frac{\partial \ln \Omega(E_{\gamma})}{\partial E_{\gamma}}
99 mmeineke 1001 \label{introEq:SM7}
100     \end{equation}
101     Applying this to Eq.~\ref{introEq:SM4} gives the following
102     \begin{equation}
103 mmeineke 1003 \beta( E_{\gamma} ) = \beta( E_{\text{bath}} )
104 mmeineke 1001 \label{introEq:SM8}
105     \end{equation}
106     Showing that the partitioning of energy between the two systems is
107 mmeineke 1003 actually a process of thermal equilibration.\cite{Frenkel1996}
108 mmeineke 1001
109     An application of these results is to formulate the form of an
110     expectation value of an observable, $A$, in the canonical ensemble. In
111     the canonical ensemble, the number of particles, $N$, the volume, $V$,
112     and the temperature, $T$, are all held constant while the energy, $E$,
113     is allowed to fluctuate. Returning to the previous example, the bath
114     system is now an infinitly large thermal bath, whose exchange of
115 mmeineke 1003 energy with the system $\gamma$ holds the temperature constant. The
116 mmeineke 1001 partitioning of energy in the bath system is then related to the total
117 mmeineke 1003 energy of both systems and the fluctuations in $E_{\gamma}$:
118 mmeineke 1001 \begin{equation}
119 mmeineke 1003 \Omega( E_{\gamma} ) = \Omega( E - E_{\gamma} )
120 mmeineke 1001 \label{introEq:SM9}
121     \end{equation}
122     As for the expectation value, it can be defined
123     \begin{equation}
124 mmeineke 1003 \langle A \rangle =
125     \int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma}
126     P_{\gamma} A(\boldsymbol{\Gamma})
127 mmeineke 1001 \label{introEq:SM10}
128 mmeineke 1003 \end{equation}
129     Where $\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma}$ denotes
130     an integration over all accessable phase space, $P_{\gamma}$ is the
131 mmeineke 1001 probability of being in a given phase state and
132     $A(\boldsymbol{\Gamma})$ is some observable that is a function of the
133     phase state.
134    
135     Because entropy seeks to maximize the number of degenerate states at a
136     given energy, the probability of being in a particular state in
137     $\gamma$ will be directly proportional to the number of allowable
138     states the coupled system is able to assume. Namely,
139     \begin{equation}
140 mmeineke 1003 P_{\gamma} \propto \Omega( E_{\text{bath}} ) =
141     e^{\ln \Omega( E - E_{\gamma})}
142 mmeineke 1001 \label{introEq:SM11}
143     \end{equation}
144 mmeineke 1003 With $E_{\gamma} \ll E$, $\ln \Omega$ can be expanded in a Taylor series:
145 mmeineke 1001 \begin{equation}
146 mmeineke 1003 \ln \Omega ( E - E_{\gamma}) =
147     \ln \Omega (E) -
148     E_{\gamma} \frac{\partial \ln \Omega }{\partial E}
149     + \ldots
150 mmeineke 1001 \label{introEq:SM12}
151     \end{equation}
152     Higher order terms are omitted as $E$ is an infinite thermal
153     bath. Further, using Eq.~\ref{introEq:SM7}, Eq.~\ref{introEq:SM11} can
154     be rewritten:
155     \begin{equation}
156 mmeineke 1003 P_{\gamma} \propto e^{-\beta E_{\gamma}}
157 mmeineke 1001 \label{introEq:SM13}
158     \end{equation}
159     Where $\ln \Omega(E)$ has been factored out of the porpotionality as a
160 mmeineke 1003 constant. Normalizing the probability ($\int\limits_{\boldsymbol{\Gamma}}
161     d\boldsymbol{\Gamma} P_{\gamma} = 1$) gives
162 mmeineke 1001 \begin{equation}
163 mmeineke 1003 P_{\gamma} = \frac{e^{-\beta E_{\gamma}}}
164     {\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma} e^{-\beta E_{\gamma}}}
165 mmeineke 1001 \label{introEq:SM14}
166     \end{equation}
167     This result is the standard Boltzman statistical distribution.
168     Applying it to Eq.~\ref{introEq:SM10} one can obtain the following relation for ensemble averages:
169     \begin{equation}
170 mmeineke 1003 \langle A \rangle =
171     \frac{\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma}
172     A( \boldsymbol{\Gamma} ) e^{-\beta E_{\gamma}}}
173     {\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma} e^{-\beta E_{\gamma}}}
174 mmeineke 1001 \label{introEq:SM15}
175     \end{equation}
176    
177     \subsection{\label{introSec:ergodic}The Ergodic Hypothesis}
178    
179     One last important consideration is that of ergodicity. Ergodicity is
180     the assumption that given an infinite amount of time, a system will
181 mmeineke 1003 visit every available point in phase space.\cite{Frenkel1996} For most
182 mmeineke 1001 systems, this is a valid assumption, except in cases where the system
183 mmeineke 1003 may be trapped in a local feature (\emph{e.g.}~glasses). When valid,
184 mmeineke 1001 ergodicity allows the unification of a time averaged observation and
185     an ensemble averged one. If an observation is averaged over a
186     sufficiently long time, the system is assumed to visit all
187     appropriately available points in phase space, giving a properly
188     weighted statistical average. This allows the researcher freedom of
189     choice when deciding how best to measure a given observable. When an
190     ensemble averaged approach seems most logical, the Monte Carlo
191 mmeineke 1003 techniques described in Sec.~\ref{introSec:monteCarlo} can be utilized.
192 mmeineke 1001 Conversely, if a problem lends itself to a time averaging approach,
193     the Molecular Dynamics techniques in Sec.~\ref{introSec:MD} can be
194     employed.
195    
196 mmeineke 1003 \section{\label{introSec:monteCarlo}Monte Carlo Simulations}
197 mmeineke 914
198 mmeineke 953 The Monte Carlo method was developed by Metropolis and Ulam for their
199     work in fissionable material.\cite{metropolis:1949} The method is so
200 mmeineke 955 named, because it heavily uses random numbers in its
201     solution.\cite{allen87:csl} The Monte Carlo method allows for the
202     solution of integrals through the stochastic sampling of the values
203     within the integral. In the simplest case, the evaluation of an
204     integral would follow a brute force method of
205     sampling.\cite{Frenkel1996} Consider the following single dimensional
206     integral:
207     \begin{equation}
208     I = f(x)dx
209     \label{eq:MCex1}
210     \end{equation}
211     The equation can be recast as:
212     \begin{equation}
213 mmeineke 977 I = (b-a)\langle f(x) \rangle
214 mmeineke 955 \label{eq:MCex2}
215     \end{equation}
216 mmeineke 977 Where $\langle f(x) \rangle$ is the unweighted average over the interval
217 mmeineke 955 $[a,b]$. The calculation of the integral could then be solved by
218     randomly choosing points along the interval $[a,b]$ and calculating
219     the value of $f(x)$ at each point. The accumulated average would then
220     approach $I$ in the limit where the number of trials is infintely
221     large.
222 mmeineke 914
223 mmeineke 955 However, in Statistical Mechanics, one is typically interested in
224     integrals of the form:
225     \begin{equation}
226 mmeineke 977 \langle A \rangle = \frac{\int d^N \mathbf{r}~A(\mathbf{r}^N)%
227     e^{-\beta V(\mathbf{r}^N)}}%
228     {\int d^N \mathbf{r}~e^{-\beta V(\mathbf{r}^N)}}
229 mmeineke 955 \label{eq:mcEnsAvg}
230     \end{equation}
231 mmeineke 977 Where $\mathbf{r}^N$ stands for the coordinates of all $N$ particles
232 mmeineke 1003 and $A$ is some observable that is only dependent on position. This is
233     the ensemble average of $A$ as presented in
234     Sec.~\ref{introSec:statThermo}, except here $A$ is independent of
235     momentum. Therefore the momenta contribution of the integral can be
236     factored out, leaving the configurational integral. Application of the
237     brute force method to this system would yield highly inefficient
238 mmeineke 955 results. Due to the Boltzman weighting of this integral, most random
239     configurations will have a near zero contribution to the ensemble
240 mmeineke 1003 average. This is where importance sampling comes into
241 mmeineke 955 play.\cite{allen87:csl}
242 mmeineke 914
243 mmeineke 955 Importance Sampling is a method where one selects a distribution from
244     which the random configurations are chosen in order to more
245     efficiently calculate the integral.\cite{Frenkel1996} Consider again
246     Eq.~\ref{eq:MCex1} rewritten to be:
247 mmeineke 956 \begin{equation}
248 mmeineke 977 I = \int^b_a \frac{f(x)}{\rho(x)} \rho(x) dx
249     \label{introEq:Importance1}
250 mmeineke 956 \end{equation}
251 mmeineke 977 Where $\rho(x)$ is an arbitrary probability distribution in $x$. If
252     one conducts $\tau$ trials selecting a random number, $\zeta_\tau$,
253     from the distribution $\rho(x)$ on the interval $[a,b]$, then
254     Eq.~\ref{introEq:Importance1} becomes
255 mmeineke 956 \begin{equation}
256 mmeineke 977 I= \biggl \langle \frac{f(x)}{\rho(x)} \biggr \rangle_{\text{trials}}
257     \label{introEq:Importance2}
258 mmeineke 956 \end{equation}
259 mmeineke 977 Looking at Eq.~\ref{eq:mcEnsAvg}, and realizing
260 mmeineke 956 \begin {equation}
261 mmeineke 977 \rho_{kT}(\mathbf{r}^N) =
262     \frac{e^{-\beta V(\mathbf{r}^N)}}
263     {\int d^N \mathbf{r}~e^{-\beta V(\mathbf{r}^N)}}
264     \label{introEq:MCboltzman}
265 mmeineke 956 \end{equation}
266 mmeineke 977 Where $\rho_{kT}$ is the boltzman distribution. The ensemble average
267     can be rewritten as
268 mmeineke 956 \begin{equation}
269 mmeineke 977 \langle A \rangle = \int d^N \mathbf{r}~A(\mathbf{r}^N)
270     \rho_{kT}(\mathbf{r}^N)
271     \label{introEq:Importance3}
272 mmeineke 956 \end{equation}
273 mmeineke 977 Applying Eq.~\ref{introEq:Importance1} one obtains
274 mmeineke 956 \begin{equation}
275 mmeineke 977 \langle A \rangle = \biggl \langle
276     \frac{ A \rho_{kT}(\mathbf{r}^N) }
277     {\rho(\mathbf{r}^N)} \biggr \rangle_{\text{trials}}
278     \label{introEq:Importance4}
279 mmeineke 956 \end{equation}
280 mmeineke 977 By selecting $\rho(\mathbf{r}^N)$ to be $\rho_{kT}(\mathbf{r}^N)$
281     Eq.~\ref{introEq:Importance4} becomes
282 mmeineke 956 \begin{equation}
283 mmeineke 977 \langle A \rangle = \langle A(\mathbf{r}^N) \rangle_{\text{trials}}
284     \label{introEq:Importance5}
285 mmeineke 956 \end{equation}
286 mmeineke 977 The difficulty is selecting points $\mathbf{r}^N$ such that they are
287     sampled from the distribution $\rho_{kT}(\mathbf{r}^N)$. A solution
288     was proposed by Metropolis et al.\cite{metropolis:1953} which involved
289     the use of a Markov chain whose limiting distribution was
290     $\rho_{kT}(\mathbf{r}^N)$.
291 mmeineke 955
292 mmeineke 1003 \subsection{\label{introSec:markovChains}Markov Chains}
293 mmeineke 955
294 mmeineke 956 A Markov chain is a chain of states satisfying the following
295 mmeineke 977 conditions:\cite{leach01:mm}
296     \begin{enumerate}
297 mmeineke 956 \item The outcome of each trial depends only on the outcome of the previous trial.
298     \item Each trial belongs to a finite set of outcomes called the state space.
299 mmeineke 977 \end{enumerate}
300     If given two configuartions, $\mathbf{r}^N_m$ and $\mathbf{r}^N_n$,
301     $\rho_m$ and $\rho_n$ are the probablilities of being in state
302     $\mathbf{r}^N_m$ and $\mathbf{r}^N_n$ respectively. Further, the two
303     states are linked by a transition probability, $\pi_{mn}$, which is the
304     probability of going from state $m$ to state $n$.
305 mmeineke 955
306 mmeineke 977 \newcommand{\accMe}{\operatorname{acc}}
307    
308 mmeineke 956 The transition probability is given by the following:
309     \begin{equation}
310 mmeineke 977 \pi_{mn} = \alpha_{mn} \times \accMe(m \rightarrow n)
311     \label{introEq:MCpi}
312 mmeineke 956 \end{equation}
313 mmeineke 977 Where $\alpha_{mn}$ is the probability of attempting the move $m
314     \rightarrow n$, and $\accMe$ is the probability of accepting the move
315     $m \rightarrow n$. Defining a probability vector,
316     $\boldsymbol{\rho}$, such that
317 mmeineke 956 \begin{equation}
318 mmeineke 977 \boldsymbol{\rho} = \{\rho_1, \rho_2, \ldots \rho_m, \rho_n,
319     \ldots \rho_N \}
320     \label{introEq:MCrhoVector}
321 mmeineke 956 \end{equation}
322 mmeineke 977 a transition matrix $\boldsymbol{\Pi}$ can be defined,
323     whose elements are $\pi_{mn}$, for each given transition. The
324     limiting distribution of the Markov chain can then be found by
325     applying the transition matrix an infinite number of times to the
326     distribution vector.
327 mmeineke 956 \begin{equation}
328 mmeineke 977 \boldsymbol{\rho}_{\text{limit}} =
329     \lim_{N \rightarrow \infty} \boldsymbol{\rho}_{\text{initial}}
330     \boldsymbol{\Pi}^N
331     \label{introEq:MCmarkovLimit}
332 mmeineke 956 \end{equation}
333     The limiting distribution of the chain is independent of the starting
334     distribution, and successive applications of the transition matrix
335     will only yield the limiting distribution again.
336     \begin{equation}
337 mmeineke 977 \boldsymbol{\rho}_{\text{limit}} = \boldsymbol{\rho}_{\text{initial}}
338     \boldsymbol{\Pi}
339     \label{introEq:MCmarkovEquil}
340 mmeineke 956 \end{equation}
341    
342 mmeineke 1003 \subsection{\label{introSec:metropolisMethod}The Metropolis Method}
343 mmeineke 956
344 mmeineke 977 In the Metropolis method\cite{metropolis:1953}
345     Eq.~\ref{introEq:MCmarkovEquil} is solved such that
346     $\boldsymbol{\rho}_{\text{limit}}$ matches the Boltzman distribution
347     of states. The method accomplishes this by imposing the strong
348     condition of microscopic reversibility on the equilibrium
349     distribution. Meaning, that at equilibrium the probability of going
350     from $m$ to $n$ is the same as going from $n$ to $m$.
351 mmeineke 956 \begin{equation}
352 mmeineke 977 \rho_m\pi_{mn} = \rho_n\pi_{nm}
353     \label{introEq:MCmicroReverse}
354 mmeineke 956 \end{equation}
355 mmeineke 977 Further, $\boldsymbol{\alpha}$ is chosen to be a symetric matrix in
356     the Metropolis method. Using Eq.~\ref{introEq:MCpi},
357     Eq.~\ref{introEq:MCmicroReverse} becomes
358 mmeineke 956 \begin{equation}
359 mmeineke 977 \frac{\accMe(m \rightarrow n)}{\accMe(n \rightarrow m)} =
360     \frac{\rho_n}{\rho_m}
361     \label{introEq:MCmicro2}
362 mmeineke 956 \end{equation}
363 mmeineke 977 For a Boltxman limiting distribution,
364 mmeineke 956 \begin{equation}
365 mmeineke 977 \frac{\rho_n}{\rho_m} = e^{-\beta[\mathcal{U}(n) - \mathcal{U}(m)]}
366     = e^{-\beta \Delta \mathcal{U}}
367     \label{introEq:MCmicro3}
368 mmeineke 956 \end{equation}
369     This allows for the following set of acceptance rules be defined:
370     \begin{equation}
371 mmeineke 1003 \accMe( m \rightarrow n ) =
372     \begin{cases}
373     1& \text{if $\Delta \mathcal{U} \leq 0$,} \\
374     e^{-\beta \Delta \mathcal{U}}& \text{if $\Delta \mathcal{U} > 0$.}
375     \end{cases}
376     \label{introEq:accRules}
377 mmeineke 956 \end{equation}
378    
379 mmeineke 1003 Using the acceptance criteria from Eq.~\ref{introEq:accRules} the
380     Metropolis method proceeds as follows
381     \begin{enumerate}
382     \item Generate an initial configuration $\mathbf{r}^N$ which has some finite probability in $\rho_{kT}$.
383     \item Modify $\mathbf{r}^N$, to generate configuratioon $\mathbf{r^{\prime}}^N$.
384     \item If the new configuration lowers the energy of the system, accept the move with unity ($\mathbf{r}^N$ becomes $\mathbf{r^{\prime}}^N$). Otherwise accept with probability $e^{-\beta \Delta \mathcal{U}}$.
385 mmeineke 956 \item Accumulate the average for the configurational observable of intereest.
386 mmeineke 1003 \item Repeat from step 2 until the average converges.
387     \end{enumerate}
388 mmeineke 956 One important note is that the average is accumulated whether the move
389     is accepted or not, this ensures proper weighting of the average.
390 mmeineke 1003 Using Eq.~\ref{introEq:Importance4} it becomes clear that the
391     accumulated averages are the ensemble averages, as this method ensures
392     that the limiting distribution is the Boltzman distribution.
393 mmeineke 956
394 mmeineke 1003 \section{\label{introSec:MD}Molecular Dynamics Simulations}
395 mmeineke 914
396 mmeineke 956 The main simulation tool used in this research is Molecular Dynamics.
397     Molecular Dynamics is when the equations of motion for a system are
398     integrated in order to obtain information about both the positions and
399     momentum of a system, allowing the calculation of not only
400     configurational observables, but momenta dependent ones as well:
401     diffusion constants, velocity auto correlations, folding/unfolding
402 mmeineke 1003 events, etc. Due to the principle of ergodicity,
403     Sec.~\ref{introSec:ergodic}, the average of these observables over the
404     time period of the simulation are taken to be the ensemble averages
405     for the system.
406 mmeineke 914
407 mmeineke 956 The choice of when to use molecular dynamics over Monte Carlo
408     techniques, is normally decided by the observables in which the
409 mmeineke 1001 researcher is interested. If the observables depend on momenta in
410 mmeineke 956 any fashion, then the only choice is molecular dynamics in some form.
411     However, when the observable is dependent only on the configuration,
412     then most of the time Monte Carlo techniques will be more efficent.
413 mmeineke 914
414 mmeineke 956 The focus of research in the second half of this dissertation is
415     centered around the dynamic properties of phospholipid bilayers,
416     making molecular dynamics key in the simulation of those properties.
417 mmeineke 914
418 mmeineke 1003 \subsection{\label{introSec:mdAlgorithm}The Molecular Dynamics Algorithm}
419 mmeineke 914
420 mmeineke 956 To illustrate how the molecular dynamics technique is applied, the
421     following sections will describe the sequence involved in a
422 mmeineke 1003 simulation. Sec.~\ref{introSec:mdInit} deals with the initialization
423     of a simulation. Sec.~\ref{introSec:mdForce} discusses issues
424     involved with the calculation of the forces.
425     Sec.~\ref{introSec:mdIntegrate} concludes the algorithm discussion
426     with the integration of the equations of motion.\cite{Frenkel1996}
427 mmeineke 914
428 mmeineke 1003 \subsection{\label{introSec:mdInit}Initialization}
429 mmeineke 914
430 mmeineke 956 When selecting the initial configuration for the simulation it is
431     important to consider what dynamics one is hoping to observe.
432 mmeineke 1003 Ch.~\ref{chapt:lipid} deals with the formation and equilibrium dynamics of
433 mmeineke 956 phospholipid membranes. Therefore in these simulations initial
434     positions were selected that in some cases dispersed the lipids in
435     water, and in other cases structured the lipids into preformed
436     bilayers. Important considerations at this stage of the simulation are:
437     \begin{itemize}
438     \item There are no major overlaps of molecular or atomic orbitals
439     \item Velocities are chosen in such a way as to not gie the system a non=zero total momentum or angular momentum.
440     \item It is also sometimes desireable to select the velocities to correctly sample the target temperature.
441     \end{itemize}
442    
443     The first point is important due to the amount of potential energy
444     generated by having two particles too close together. If overlap
445     occurs, the first evaluation of forces will return numbers so large as
446     to render the numerical integration of teh motion meaningless. The
447     second consideration keeps the system from drifting or rotating as a
448     whole. This arises from the fact that most simulations are of systems
449     in equilibrium in the absence of outside forces. Therefore any net
450     movement would be unphysical and an artifact of the simulation method
451 mmeineke 1003 used. The final point addresses the selection of the magnitude of the
452 mmeineke 956 initial velocities. For many simulations it is convienient to use
453     this opportunity to scale the amount of kinetic energy to reflect the
454     desired thermal distribution of the system. However, it must be noted
455     that most systems will require further velocity rescaling after the
456     first few initial simulation steps due to either loss or gain of
457     kinetic energy from energy stored in potential degrees of freedom.
458    
459 mmeineke 1003 \subsection{\label{introSec:mdForce}Force Evaluation}
460 mmeineke 956
461     The evaluation of forces is the most computationally expensive portion
462     of a given molecular dynamics simulation. This is due entirely to the
463     evaluation of long range forces in a simulation, typically pair-wise.
464     These forces are most commonly the Van der Waals force, and sometimes
465 mmeineke 1003 Coulombic forces as well. For a pair-wise force, there are $N(N-1)/ 2$
466     pairs to be evaluated, where $N$ is the number of particles in the
467     system. This leads to the calculations scaling as $N^2$, making large
468 mmeineke 956 simulations prohibitive in the absence of any computation saving
469     techniques.
470    
471     Another consideration one must resolve, is that in a given simulation
472     a disproportionate number of the particles will feel the effects of
473 mmeineke 1003 the surface.\cite{allen87:csl} For a cubic system of 1000 particles
474     arranged in a $10 \times 10 \times 10$ cube, 488 particles will be
475     exposed to the surface. Unless one is simulating an isolated particle
476     group in a vacuum, the behavior of the system will be far from the
477     desired bulk charecteristics. To offset this, simulations employ the
478     use of periodic boundary images.\cite{born:1912}
479 mmeineke 956
480     The technique involves the use of an algorithm that replicates the
481     simulation box on an infinite lattice in cartesian space. Any given
482     particle leaving the simulation box on one side will have an image of
483 mmeineke 1003 itself enter on the opposite side (see Fig.~\ref{introFig:pbc}). In
484     addition, this sets that any given particle pair has an image, real or
485     periodic, within $fix$ of each other. A discussion of the method used
486     to calculate the periodic image can be found in
487     Sec.\ref{oopseSec:pbc}.
488 mmeineke 956
489 mmeineke 1003 \begin{figure}
490     \centering
491     \includegraphics[width=\linewidth]{pbcFig.eps}
492     \caption[An illustration of periodic boundry conditions]{A 2-D illustration of periodic boundry conditions. As one particle leaves the right of the simulation box, an image of it enters the left.}
493     \label{introFig:pbc}
494     \end{figure}
495    
496 mmeineke 956 Returning to the topic of the computational scale of the force
497     evaluation, the use of periodic boundary conditions requires that a
498     cutoff radius be employed. Using a cutoff radius improves the
499     efficiency of the force evaluation, as particles farther than a
500 mmeineke 1003 predetermined distance, $r_{\text{cut}}$, are not included in the
501     calculation.\cite{Frenkel1996} In a simultation with periodic images,
502     $r_{\text{cut}}$ has a maximum value of $\text{box}/2$.
503     Fig.~\ref{introFig:rMax} illustrates how when using an
504     $r_{\text{cut}}$ larger than this value, or in the extreme limit of no
505     $r_{\text{cut}}$ at all, the corners of the simulation box are
506     unequally weighted due to the lack of particle images in the $x$, $y$,
507     or $z$ directions past a disance of $\text{box} / 2$.
508 mmeineke 956
509 mmeineke 1003 \begin{figure}
510     \centering
511     \includegraphics[width=\linewidth]{rCutMaxFig.eps}
512 mmeineke 1006 \caption[An explanation of $r_{\text{cut}}$]{The yellow atom has all other images wrapped to itself as the center. If $r_{\text{cut}}=\text{box}/2$, then the distribution is uniform (blue atoms). However, when $r_{\text{cut}}>\text{box}/2$ the corners are disproportionately weighted (green atoms) vs the axial directions (shaded regions).}
513 mmeineke 1003 \label{introFig:rMax}
514     \end{figure}
515    
516 mmeineke 1006 With the use of an $r_{\text{cut}}$, however, comes a discontinuity in
517     the potential energy curve (Fig.~\ref{introFig:shiftPot}). To fix this
518     discontinuity, one calculates the potential energy at the
519     $r_{\text{cut}}$, and adds that value to the potential, causing
520     the function to go smoothly to zero at the cutoff radius. This
521     shifted potential ensures conservation of energy when integrating the
522     Newtonian equations of motion.
523 mmeineke 956
524 mmeineke 1006 \begin{figure}
525     \centering
526     \includegraphics[width=\linewidth]{shiftedPot.eps}
527     \caption[Shifting the Lennard-Jones Potential]{The Lennard-Jones potential is shifted to remove the discontiuity at $r_{\text{cut}}$.}
528     \label{introFig:shiftPot}
529     \end{figure}
530    
531 mmeineke 978 The second main simplification used in this research is the Verlet
532     neighbor list. \cite{allen87:csl} In the Verlet method, one generates
533     a list of all neighbor atoms, $j$, surrounding atom $i$ within some
534     cutoff $r_{\text{list}}$, where $r_{\text{list}}>r_{\text{cut}}$.
535     This list is created the first time forces are evaluated, then on
536     subsequent force evaluations, pair calculations are only calculated
537     from the neighbor lists. The lists are updated if any given particle
538     in the system moves farther than $r_{\text{list}}-r_{\text{cut}}$,
539     giving rise to the possibility that a particle has left or joined a
540     neighbor list.
541 mmeineke 956
542 mmeineke 1003 \subsection{\label{introSec:mdIntegrate} Integration of the equations of motion}
543 mmeineke 978
544     A starting point for the discussion of molecular dynamics integrators
545     is the Verlet algorithm. \cite{Frenkel1996} It begins with a Taylor
546     expansion of position in time:
547     \begin{equation}
548     eq here
549     \label{introEq:verletForward}
550     \end{equation}
551     As well as,
552     \begin{equation}
553     eq here
554     \label{introEq:verletBack}
555     \end{equation}
556     Adding together Eq.~\ref{introEq:verletForward} and
557     Eq.~\ref{introEq:verletBack} results in,
558     \begin{equation}
559     eq here
560     \label{introEq:verletSum}
561     \end{equation}
562     Or equivalently,
563     \begin{equation}
564     eq here
565     \label{introEq:verletFinal}
566     \end{equation}
567     Which contains an error in the estimate of the new positions on the
568     order of $\Delta t^4$.
569    
570     In practice, however, the simulations in this research were integrated
571 mmeineke 1001 with a velocity reformulation of teh Verlet method.\cite{allen87:csl}
572 mmeineke 978 \begin{equation}
573     eq here
574     \label{introEq:MDvelVerletPos}
575     \end{equation}
576     \begin{equation}
577     eq here
578     \label{introEq:MDvelVerletVel}
579     \end{equation}
580     The original Verlet algorithm can be regained by substituting the
581     velocity back into Eq.~\ref{introEq:MDvelVerletPos}. The Verlet
582     formulations are chosen in this research because the algorithms have
583     very little long term drift in energy conservation. Energy
584     conservation in a molecular dynamics simulation is of extreme
585     importance, as it is a measure of how closely one is following the
586     ``true'' trajectory wtih the finite integration scheme. An exact
587     solution to the integration will conserve area in phase space, as well
588     as be reversible in time, that is, the trajectory integrated forward
589     or backwards will exactly match itself. Having a finite algorithm
590     that both conserves area in phase space and is time reversible,
591     therefore increases, but does not guarantee the ``correctness'' or the
592     integrated trajectory.
593    
594 mmeineke 1001 It can be shown,\cite{Frenkel1996} that although the Verlet algorithm
595 mmeineke 978 does not rigorously preserve the actual Hamiltonian, it does preserve
596     a pseudo-Hamiltonian which shadows the real one in phase space. This
597     pseudo-Hamiltonian is proveably area-conserving as well as time
598     reversible. The fact that it shadows the true Hamiltonian in phase
599     space is acceptable in actual simulations as one is interested in the
600     ensemble average of the observable being measured. From the ergodic
601     hypothesis (Sec.~\ref{introSec:StatThermo}), it is known that the time
602     average will match the ensemble average, therefore two similar
603     trajectories in phase space should give matching statistical averages.
604    
605 mmeineke 979 \subsection{\label{introSec:MDfurther}Further Considerations}
606 mmeineke 978 In the simulations presented in this research, a few additional
607     parameters are needed to describe the motions. The simulations
608     involving water and phospholipids in Chapt.~\ref{chaptLipids} are
609     required to integrate the equations of motions for dipoles on atoms.
610     This involves an additional three parameters be specified for each
611     dipole atom: $\phi$, $\theta$, and $\psi$. These three angles are
612     taken to be the Euler angles, where $\phi$ is a rotation about the
613     $z$-axis, and $\theta$ is a rotation about the new $x$-axis, and
614     $\psi$ is a final rotation about the new $z$-axis (see
615     Fig.~\ref{introFig:euleerAngles}). This sequence of rotations can be
616 mmeineke 979 accumulated into a single $3 \times 3$ matrix $\mathbf{A}$
617 mmeineke 978 defined as follows:
618     \begin{equation}
619     eq here
620     \label{introEq:EulerRotMat}
621     \end{equation}
622    
623     The equations of motion for Euler angles can be written down as
624     \cite{allen87:csl}
625     \begin{equation}
626     eq here
627     \label{introEq:MDeuleeerPsi}
628     \end{equation}
629     Where $\omega^s_i$ is the angular velocity in the lab space frame
630     along cartesian coordinate $i$. However, a difficulty arises when
631 mmeineke 979 attempting to integrate Eq.~\ref{introEq:MDeulerPhi} and
632 mmeineke 978 Eq.~\ref{introEq:MDeulerPsi}. The $\frac{1}{\sin \theta}$ present in
633     both equations means there is a non-physical instability present when
634     $\theta$ is 0 or $\pi$.
635    
636     To correct for this, the simulations integrate the rotation matrix,
637 mmeineke 979 $\mathbf{A}$, directly, thus avoiding the instability.
638 mmeineke 978 This method was proposed by Dullwebber
639     \emph{et. al.}\cite{Dullwebber:1997}, and is presented in
640     Sec.~\ref{introSec:MDsymplecticRot}.
641    
642     \subsubsection{\label{introSec:MDliouville}Liouville Propagator}
643    
644 mmeineke 980 Before discussing the integration of the rotation matrix, it is
645     necessary to understand the construction of a ``good'' integration
646     scheme. It has been previously
647     discussed(Sec.~\ref{introSec:MDintegrate}) how it is desirable for an
648     integrator to be symplectic, or time reversible. The following is an
649     outline of the Trotter factorization of the Liouville Propagator as a
650     scheme for generating symplectic integrators. \cite{Tuckerman:1992}
651 mmeineke 978
652 mmeineke 980 For a system with $f$ degrees of freedom the Liouville operator can be
653     defined as,
654     \begin{equation}
655     eq here
656     \label{introEq:LiouvilleOperator}
657     \end{equation}
658     Here, $r_j$ and $p_j$ are the position and conjugate momenta of a
659     degree of freedom, and $f_j$ is the force on that degree of freedom.
660     $\Gamma$ is defined as the set of all positions nad conjugate momenta,
661     $\{r_j,p_j\}$, and the propagator, $U(t)$, is defined
662     \begin {equation}
663     eq here
664     \label{introEq:Lpropagator}
665     \end{equation}
666     This allows the specification of $\Gamma$ at any time $t$ as
667     \begin{equation}
668     eq here
669     \label{introEq:Lp2}
670     \end{equation}
671     It is important to note, $U(t)$ is a unitary operator meaning
672     \begin{equation}
673     U(-t)=U^{-1}(t)
674     \label{introEq:Lp3}
675     \end{equation}
676    
677     Decomposing $L$ into two parts, $iL_1$ and $iL_2$, one can use the
678     Trotter theorem to yield
679     \begin{equation}
680     eq here
681     \label{introEq:Lp4}
682     \end{equation}
683     Where $\Delta t = \frac{t}{P}$.
684     With this, a discrete time operator $G(\Delta t)$ can be defined:
685     \begin{equation}
686     eq here
687     \label{introEq:Lp5}
688     \end{equation}
689     Because $U_1(t)$ and $U_2(t)$ are unitary, $G|\Delta t)$ is also
690     unitary. Meaning an integrator based on this factorization will be
691     reversible in time.
692    
693     As an example, consider the following decomposition of $L$:
694     \begin{equation}
695     eq here
696     \label{introEq:Lp6}
697     \end{equation}
698     Operating $G(\Delta t)$ on $\Gamma)0)$, and utilizing the operator property
699     \begin{equation}
700     eq here
701     \label{introEq:Lp8}
702     \end{equation}
703     Where $c$ is independent of $q$. One obtains the following:
704     \begin{equation}
705     eq here
706     \label{introEq:Lp8}
707     \end{equation}
708     Or written another way,
709     \begin{equation}
710     eq here
711     \label{intorEq:Lp9}
712     \end{equation}
713     This is the velocity Verlet formulation presented in
714     Sec.~\ref{introSec:MDintegrate}. Because this integration scheme is
715     comprised of unitary propagators, it is symplectic, and therefore area
716     preserving in phase space. From the preceeding fatorization, one can
717     see that the integration of the equations of motion would follow:
718     \begin{enumerate}
719     \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
720    
721     \item Use the half step velocities to move positions one whole step, $\Delta t$.
722    
723     \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
724    
725     \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
726     \end{enumerate}
727    
728     \subsubsection{\label{introSec:MDsymplecticRot} Symplectic Propagation of the Rotation Matrix}
729    
730     Based on the factorization from the previous section,
731     Dullweber\emph{et al.}\cite{Dullweber:1997}~ proposed a scheme for the
732     symplectic propagation of the rotation matrix, $\mathbf{A}$, as an
733     alternative method for the integration of orientational degrees of
734     freedom. The method starts with a straightforward splitting of the
735     Liouville operator:
736     \begin{equation}
737     eq here
738     \label{introEq:SR1}
739     \end{equation}
740     Where $\boldsymbol{\tau}(\mathbf{A})$ are the tourques of the system
741     due to the configuration, and $\boldsymbol{/pi}$ are the conjugate
742     angular momenta of the system. The propagator, $G(\Delta t)$, becomes
743     \begin{equation}
744     eq here
745     \label{introEq:SR2}
746     \end{equation}
747     Propagation fo the linear and angular momenta follows as in the Verlet
748     scheme. The propagation of positions also follows the verlet scheme
749     with the addition of a further symplectic splitting of the rotation
750     matrix propagation, $\mathcal{G}_{\text{rot}}(\Delta t)$.
751     \begin{equation}
752     eq here
753     \label{introEq:SR3}
754     \end{equation}
755     Where $\mathcal{G}_j$ is a unitary rotation of $\mathbf{A}$ and
756     $\boldsymbol{\pi}$ about each axis $j$. As all propagations are now
757     unitary and symplectic, the entire integration scheme is also
758     symplectic and time reversible.
759    
760 mmeineke 1001 \section{\label{introSec:layout}Dissertation Layout}
761 mmeineke 914
762 mmeineke 1001 This dissertation is divided as follows:Chapt.~\ref{chapt:RSA}
763     presents the random sequential adsorption simulations of related
764     pthalocyanines on a gold (111) surface. Chapt.~\ref{chapt:OOPSE}
765     is about the writing of the molecular dynamics simulation package
766     {\sc oopse}, Chapt.~\ref{chapt:lipid} regards the simulations of
767     phospholipid bilayers using a mesoscale model, and lastly,
768     Chapt.~\ref{chapt:conclusion} concludes this dissertation with a
769     summary of all results. The chapters are arranged in chronological
770     order, and reflect the progression of techniques I employed during my
771     research.
772 mmeineke 914
773 mmeineke 1001 The chapter concerning random sequential adsorption
774     simulations is a study in applying the principles of theoretical
775     research in order to obtain a simple model capaable of explaining the
776     results. My advisor, Dr. Gezelter, and I were approached by a
777     colleague, Dr. Lieberman, about possible explanations for partial
778     coverge of a gold surface by a particular compound of hers. We
779     suggested it might be due to the statistical packing fraction of disks
780     on a plane, and set about to simulate this system. As the events in
781     our model were not dynamic in nature, a Monte Carlo method was
782     emplyed. Here, if a molecule landed on the surface without
783     overlapping another, then its landing was accepted. However, if there
784     was overlap, the landing we rejected and a new random landing location
785     was chosen. This defined our acceptance rules and allowed us to
786     construct a Markov chain whose limiting distribution was the surface
787     coverage in which we were interested.
788 mmeineke 914
789 mmeineke 1001 The following chapter, about the simulation package {\sc oopse},
790     describes in detail the large body of scientific code that had to be
791     written in order to study phospholipid bilayer. Although there are
792     pre-existing molecular dynamic simulation packages available, none
793     were capable of implementing the models we were developing.{\sc oopse}
794     is a unique package capable of not only integrating the equations of
795     motion in cartesian space, but is also able to integrate the
796     rotational motion of rigid bodies and dipoles. Add to this the
797     ability to perform calculations across parallel processors and a
798     flexible script syntax for creating systems, and {\sc oopse} becomes a
799     very powerful scientific instrument for the exploration of our model.
800    
801     Bringing us to Chapt.~\ref{chapt:lipid}. Using {\sc oopse}, I have been
802     able to parametrize a mesoscale model for phospholipid simulations.
803     This model retains information about solvent ordering about the
804     bilayer, as well as information regarding the interaction of the
805     phospholipid head groups' dipole with each other and the surrounding
806     solvent. These simulations give us insight into the dynamic events
807     that lead to the formation of phospholipid bilayers, as well as
808     provide the foundation for future exploration of bilayer phase
809     behavior with this model.
810    
811     Which leads into the last chapter, where I discuss future directions
812     for both{\sc oopse} and this mesoscale model. Additionally, I will
813     give a summary of results for this dissertation.
814    
815