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3   \chapter{\label{chapt:intro}Introduction and Theoretical Background}
4  
5  
6
7 \section{\label{introSec:theory}Theoretical Background}
8
6   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
9 > for a given system of particles, allowing the researcher 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,
15 > available to the collection of particles is sampled stochastically,
16   or randomly. Each configuration is chosen with a given probability
17 < based on the Maxwell Boltzman distribution. These types of simulations
17 > based on the Maxwell Boltzmann 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.
# Line 30 | Line 27 | which method best suits that objective.
27   thermodynamic properties of the system are being probed, then chose
28   which method best suits that objective.
29  
30 < \subsection{\label{introSec:statThermo}Statistical Thermodynamics}
30 > \section{\label{introSec:statThermo}Statistical Mechanics}
31  
32 < ergodic hypothesis
32 > 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 Boltzmann 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  
40 < enesemble averages
40 > \subsection{\label{introSec:boltzman}Boltzmann weighted statistics}
41  
42 < \subsection{\label{introSec:monteCarlo}Monte Carlo Simulations}
42 > Consider a system, $\gamma$, with some total energy,, $E_{\gamma}$.
43 > Let $\Omega(E_{\gamma})$ represent the number of degenerate ways
44 > $\boldsymbol{\Gamma}$, 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 > \Omega(E) = \Omega(E_{\gamma}) \times \Omega(E - E_{\gamma})
51 > \label{introEq:SM1}
52 > \end{equation}
53 > Or additively as
54 > \begin{equation}
55 > \ln \Omega(E) = \ln \Omega(E_{\gamma}) + \ln \Omega(E - E_{\gamma})
56 > \label{introEq:SM2}
57 > \end{equation}
58  
59 + The solution to Eq.~\ref{introEq:SM2} maximizes the number of
60 + degenerative configurations in $E$. \cite{Frenkel1996}
61 + This gives
62 + \begin{equation}
63 + \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 + \label{introEq:SM3}
69 + \end{equation}
70 + Where $E_{\text{bath}}$ is $E-E_{\gamma}$, and
71 + $\frac{\partial E_{\text{bath}}}{\partial E_{\gamma}}$ is
72 + $-1$. Eq.~\ref{introEq:SM3} becomes
73 + \begin{equation}
74 + \frac{\partial \ln \Omega(E_{\gamma})}{\partial E_{\gamma}} =
75 + \frac{\partial \ln \Omega(E_{\text{bath}})}{\partial E_{\text{bath}}}
76 + \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 + thermodynamics.  Namely, that for a closed system, entropy will
82 + increase for an irreversible process.\cite{chandler:1987} Here the
83 + process is the partitioning of energy among the two systems.  This
84 + allows the following definition of entropy:
85 + \begin{equation}
86 + S = k_B \ln \Omega(E)
87 + \label{introEq:SM5}
88 + \end{equation}
89 + Where $k_B$ is the Boltzmann constant.  Having defined entropy, one can
90 + also define the temperature of the system using the relation
91 + \begin{equation}
92 + \frac{1}{T} = \biggl ( \frac{\partial S}{\partial E} \biggr )_{N,V}
93 + \label{introEq:SM6}
94 + \end{equation}
95 + The temperature in the system $\gamma$ is then
96 + \begin{equation}
97 + \beta( E_{\gamma} ) = \frac{1}{k_B T} =
98 +        \frac{\partial \ln \Omega(E_{\gamma})}{\partial E_{\gamma}}
99 + \label{introEq:SM7}
100 + \end{equation}
101 + Applying this to Eq.~\ref{introEq:SM4} gives the following
102 + \begin{equation}
103 + \beta( E_{\gamma} ) = \beta( E_{\text{bath}} )
104 + \label{introEq:SM8}
105 + \end{equation}
106 + Showing that the partitioning of energy between the two systems is
107 + actually a process of thermal equilibration.\cite{Frenkel1996}
108 +
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 infinitely large thermal bath, whose exchange of
115 + energy with the system $\gamma$ holds the temperature constant.  The
116 + partitioning of energy in the bath system is then related to the total
117 + energy of both systems and the fluctuations in $E_{\gamma}$:
118 + \begin{equation}
119 + \Omega( E_{\gamma} ) = \Omega( E - E_{\gamma} )
120 + \label{introEq:SM9}
121 + \end{equation}
122 + As for the expectation value, it can be defined
123 + \begin{equation}
124 + \langle A \rangle =
125 +        \int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma}
126 +        P_{\gamma} A(\boldsymbol{\Gamma})
127 + \label{introEq:SM10}
128 + \end{equation}
129 + Where $\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma}$ denotes
130 + an integration over all accessible phase space, $P_{\gamma}$ is the
131 + 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 + P_{\gamma} \propto \Omega( E_{\text{bath}} ) =
141 +        e^{\ln \Omega( E - E_{\gamma})}
142 + \label{introEq:SM11}
143 + \end{equation}
144 + With $E_{\gamma} \ll E$, $\ln \Omega$ can be expanded in a Taylor series:
145 + \begin{equation}
146 + \ln \Omega ( E - E_{\gamma}) =
147 +        \ln \Omega (E) -
148 +        E_{\gamma}  \frac{\partial \ln \Omega }{\partial E}
149 +        + \ldots
150 + \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 + P_{\gamma} \propto e^{-\beta E_{\gamma}}
157 + \label{introEq:SM13}
158 + \end{equation}
159 + Where $\ln \Omega(E)$ has been factored out of the proportionality as a
160 + constant.  Normalizing the probability ($\int\limits_{\boldsymbol{\Gamma}}
161 + d\boldsymbol{\Gamma} P_{\gamma} = 1$) gives
162 + \begin{equation}
163 + P_{\gamma} = \frac{e^{-\beta E_{\gamma}}}
164 + {\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma} e^{-\beta E_{\gamma}}}
165 + \label{introEq:SM14}
166 + \end{equation}
167 + This result is the standard Boltzmann statistical distribution.
168 + Applying it to Eq.~\ref{introEq:SM10} one can obtain the following relation for ensemble averages:
169 + \begin{equation}
170 + \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 + \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 + visit every available point in phase space.\cite{Frenkel1996} For most
182 + systems, this is a valid assumption, except in cases where the system
183 + may be trapped in a local feature (\emph{e.g.}~glasses). When valid,
184 + ergodicity allows the unification of a time averaged observation and
185 + an ensemble averaged 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 + techniques described in Sec.~\ref{introSec:monteCarlo} can be utilized.
192 + 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 + \section{\label{introSec:monteCarlo}Monte Carlo Simulations}
197 +
198   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 < named, because it heavily uses random numbers in the solution of the
201 < problem.
200 > 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 > I = (b-a)\langle f(x) \rangle
214 > \label{eq:MCex2}
215 > \end{equation}
216 > Where $\langle f(x) \rangle$ is the unweighted average over the interval
217 > $[a,b]$. 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 infinitely
221 > large.
222  
223 + However, in Statistical Mechanics, one is typically interested in
224 + integrals of the form:
225 + \begin{equation}
226 + \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 + \label{eq:mcEnsAvg}
230 + \end{equation}
231 + Where $\mathbf{r}^N$ stands for the coordinates of all $N$ particles
232 + 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 + results. Due to the Boltzmann weighting of this integral, most random
239 + configurations will have a near zero contribution to the ensemble
240 + average. This is where importance sampling comes into
241 + play.\cite{allen87:csl}
242  
243 < \subsection{\label{introSec:md}Molecular Dynamics Simulations}
243 > 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 > \begin{equation}
248 > I = \int^b_a \frac{f(x)}{\rho(x)} \rho(x) dx
249 > \label{introEq:Importance1}
250 > \end{equation}
251 > 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 > \begin{equation}
256 > I= \biggl \langle \frac{f(x)}{\rho(x)} \biggr \rangle_{\text{trials}}
257 > \label{introEq:Importance2}
258 > \end{equation}
259 > Looking at Eq.~\ref{eq:mcEnsAvg}, and realizing
260 > \begin {equation}
261 > \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 > \end{equation}
266 > Where $\rho_{kT}$ is the Boltzmann distribution.  The ensemble average
267 > can be rewritten as
268 > \begin{equation}
269 > \langle A \rangle = \int d^N \mathbf{r}~A(\mathbf{r}^N)
270 >        \rho_{kT}(\mathbf{r}^N)
271 > \label{introEq:Importance3}
272 > \end{equation}
273 > Applying Eq.~\ref{introEq:Importance1} one obtains
274 > \begin{equation}
275 > \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 > \end{equation}
280 > By selecting $\rho(\mathbf{r}^N)$ to be $\rho_{kT}(\mathbf{r}^N)$
281 > Eq.~\ref{introEq:Importance4} becomes
282 > \begin{equation}
283 > \langle A \rangle = \langle A(\mathbf{r}^N) \rangle_{\text{trials}}
284 > \label{introEq:Importance5}
285 > \end{equation}
286 > 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  
292 < time averages
292 > \subsection{\label{introSec:markovChains}Markov Chains}
293  
294 < time integrating schemes
294 > A Markov chain is a chain of states satisfying the following
295 > conditions:\cite{leach01:mm}
296 > \begin{enumerate}
297 > \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 > \end{enumerate}
300 > If given two configurations, $\mathbf{r}^N_m$ and $\mathbf{r}^N_n$,
301 > $\rho_m$ and $\rho_n$ are the probabilities 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  
306 < time reversible
306 > \newcommand{\accMe}{\operatorname{acc}}
307  
308 < symplectic methods
308 > The transition probability is given by the following:
309 > \begin{equation}
310 > \pi_{mn} = \alpha_{mn} \times \accMe(m \rightarrow n)
311 > \label{introEq:MCpi}
312 > \end{equation}
313 > 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 > \begin{equation}
318 > \boldsymbol{\rho} = \{\rho_1, \rho_2, \ldots \rho_m, \rho_n,
319 >        \ldots \rho_N \}
320 > \label{introEq:MCrhoVector}
321 > \end{equation}
322 > 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 > \begin{equation}
328 > \boldsymbol{\rho}_{\text{limit}} =
329 >        \lim_{N \rightarrow \infty} \boldsymbol{\rho}_{\text{initial}}
330 >        \boldsymbol{\Pi}^N
331 > \label{introEq:MCmarkovLimit}
332 > \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 > \boldsymbol{\rho}_{\text{limit}} = \boldsymbol{\rho}_{\text{initial}}
338 >        \boldsymbol{\Pi}
339 > \label{introEq:MCmarkovEquil}
340 > \end{equation}
341  
342 < Extended ensembles (NVT NPT)
342 > \subsection{\label{introSec:metropolisMethod}The Metropolis Method}
343  
344 < constrained dynamics
344 > In the Metropolis method\cite{metropolis:1953}
345 > Eq.~\ref{introEq:MCmarkovEquil} is solved such that
346 > $\boldsymbol{\rho}_{\text{limit}}$ matches the Boltzmann 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 > \begin{equation}
352 > \rho_m\pi_{mn} = \rho_n\pi_{nm}
353 > \label{introEq:MCmicroReverse}
354 > \end{equation}
355 > Further, $\boldsymbol{\alpha}$ is chosen to be a symmetric matrix in
356 > the Metropolis method.  Using Eq.~\ref{introEq:MCpi},
357 > Eq.~\ref{introEq:MCmicroReverse} becomes
358 > \begin{equation}
359 > \frac{\accMe(m \rightarrow n)}{\accMe(n \rightarrow m)} =
360 >        \frac{\rho_n}{\rho_m}
361 > \label{introEq:MCmicro2}
362 > \end{equation}
363 > For a Boltzmann limiting distribution,
364 > \begin{equation}
365 > \frac{\rho_n}{\rho_m} = e^{-\beta[\mathcal{U}(n) - \mathcal{U}(m)]}
366 >        = e^{-\beta \Delta \mathcal{U}}
367 > \label{introEq:MCmicro3}
368 > \end{equation}
369 > This allows for the following set of acceptance rules be defined:
370 > \begin{equation}
371 > \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 > \end{equation}
378  
379 < \section{\label{introSec:chapterLayout}Chapter Layout}
379 > 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 configuration $\mathbf{r^{\prime}}^N$.
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 > \item Accumulate the average for the configurational observable of interest.
386 > \item Repeat from step 2 until the average converges.
387 > \end{enumerate}
388 > 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 > 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 Boltzmann distribution.
393  
394 < \subsection{\label{introSec:RSA}Random Sequential Adsorption}
394 > \section{\label{introSec:MD}Molecular Dynamics Simulations}
395  
396 < \subsection{\label{introSec:OOPSE}The OOPSE Simulation Package}
396 > 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 > 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  
407 < \subsection{\label{introSec:bilayers}A Mesoscale Model for Phospholipid Bilayers}
407 > The choice of when to use molecular dynamics over Monte Carlo
408 > techniques, is normally decided by the observables in which the
409 > researcher is interested.  If the observables depend on momenta in
410 > 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 efficient.
413 >
414 > 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 >
418 > \subsection{\label{introSec:mdAlgorithm}The Molecular Dynamics Algorithm}
419 >
420 > To illustrate how the molecular dynamics technique is applied, the
421 > following sections will describe the sequence involved in a
422 > 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 >
428 > \subsection{\label{introSec:mdInit}Initialization}
429 >
430 > When selecting the initial configuration for the simulation it is
431 > important to consider what dynamics one is hoping to observe.
432 > Ch.~\ref{chapt:lipid} deals with the formation and equilibrium dynamics of
433 > 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 performed
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 give the system a non=zero total momentum or angular momentum.
440 > \item It is also sometimes desirable 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 the 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 > used.  The final point addresses the selection of the magnitude of the
452 > initial velocities.  For many simulations it is convenient 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 > \subsection{\label{introSec:mdForce}Force Evaluation}
460 >
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 > 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 > 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 > 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 characteristics.  To offset this, simulations employ the
478 > use of periodic boundary images.\cite{born:1912}
479 >
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 > 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 >
489 > \begin{figure}
490 > \centering
491 > \includegraphics[width=\linewidth]{pbcFig.eps}
492 > \caption[An illustration of periodic boundary conditions]{A 2-D illustration of periodic boundary 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 > 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 > predetermined distance, $r_{\text{cut}}$, are not included in the
501 > calculation.\cite{Frenkel1996} In a simulation 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 distance of $\text{box} / 2$.
508 >
509 > \begin{figure}
510 > \centering
511 > \includegraphics[width=\linewidth]{rCutMaxFig.eps}
512 > \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 > \label{introFig:rMax}
514 > \end{figure}
515 >
516 > 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 >
524 > \begin{figure}
525 > \centering
526 > \includegraphics[width=\linewidth]{shiftedPot.eps}
527 > \caption[Shifting the Lennard-Jones Potential]{The Lennard-Jones potential (blue line) is shifted (red line) to remove the discontinuity at $r_{\text{cut}}$.}
528 > \label{introFig:shiftPot}
529 > \end{figure}
530 >
531 > 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 >
542 > \subsection{\label{introSec:mdIntegrate} Integration of the equations of motion}
543 >
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 > q(t+\Delta t)= q(t) + v(t)\Delta t + \frac{F(t)}{2m}\Delta t^2 +
549 >        \frac{\Delta t^3}{3!}\frac{\partial q(t)}{\partial t} +
550 >        \mathcal{O}(\Delta t^4)
551 > \label{introEq:verletForward}
552 > \end{equation}
553 > As well as,
554 > \begin{equation}
555 > q(t-\Delta t)= q(t) - v(t)\Delta t + \frac{F(t)}{2m}\Delta t^2 -
556 >        \frac{\Delta t^3}{3!}\frac{\partial q(t)}{\partial t} +
557 >        \mathcal{O}(\Delta t^4)
558 > \label{introEq:verletBack}
559 > \end{equation}
560 > Adding together Eq.~\ref{introEq:verletForward} and
561 > Eq.~\ref{introEq:verletBack} results in,
562 > \begin{equation}
563 > eq here
564 > \label{introEq:verletSum}
565 > \end{equation}
566 > Or equivalently,
567 > \begin{equation}
568 > eq here
569 > \label{introEq:verletFinal}
570 > \end{equation}
571 > Which contains an error in the estimate of the new positions on the
572 > order of $\Delta t^4$.
573 >
574 > In practice, however, the simulations in this research were integrated
575 > with a velocity reformulation of the Verlet method.\cite{allen87:csl}
576 > \begin{equation}
577 > eq here
578 > \label{introEq:MDvelVerletPos}
579 > \end{equation}
580 > \begin{equation}
581 > eq here
582 > \label{introEq:MDvelVerletVel}
583 > \end{equation}
584 > The original Verlet algorithm can be regained by substituting the
585 > velocity back into Eq.~\ref{introEq:MDvelVerletPos}.  The Verlet
586 > formulations are chosen in this research because the algorithms have
587 > very little long term drift in energy conservation.  Energy
588 > conservation in a molecular dynamics simulation is of extreme
589 > importance, as it is a measure of how closely one is following the
590 > ``true'' trajectory with the finite integration scheme.  An exact
591 > solution to the integration will conserve area in phase space, as well
592 > as be reversible in time, that is, the trajectory integrated forward
593 > or backwards will exactly match itself.  Having a finite algorithm
594 > that both conserves area in phase space and is time reversible,
595 > therefore increases, but does not guarantee the ``correctness'' or the
596 > integrated trajectory.
597 >
598 > It can be shown,\cite{Frenkel1996} that although the Verlet algorithm
599 > does not rigorously preserve the actual Hamiltonian, it does preserve
600 > a pseudo-Hamiltonian which shadows the real one in phase space.  This
601 > pseudo-Hamiltonian is provably area-conserving as well as time
602 > reversible.  The fact that it shadows the true Hamiltonian in phase
603 > space is acceptable in actual simulations as one is interested in the
604 > ensemble average of the observable being measured.  From the ergodic
605 > hypothesis (Sec.~\ref{introSec:StatThermo}), it is known that the time
606 > average will match the ensemble average, therefore two similar
607 > trajectories in phase space should give matching statistical averages.
608 >
609 > \subsection{\label{introSec:MDfurther}Further Considerations}
610 > In the simulations presented in this research, a few additional
611 > parameters are needed to describe the motions.  The simulations
612 > involving water and phospholipids in Ch.~\ref{chaptLipids} are
613 > required to integrate the equations of motions for dipoles on atoms.
614 > This involves an additional three parameters be specified for each
615 > dipole atom: $\phi$, $\theta$, and $\psi$.  These three angles are
616 > taken to be the Euler angles, where $\phi$ is a rotation about the
617 > $z$-axis, and $\theta$ is a rotation about the new $x$-axis, and
618 > $\psi$ is a final rotation about the new $z$-axis (see
619 > Fig.~\ref{introFig:euleerAngles}).  This sequence of rotations can be
620 > accumulated into a single $3 \times 3$ matrix $\mathbf{A}$
621 > defined as follows:
622 > \begin{equation}
623 > eq here
624 > \label{introEq:EulerRotMat}
625 > \end{equation}
626 >
627 > The equations of motion for Euler angles can be written down as
628 > \cite{allen87:csl}
629 > \begin{equation}
630 > eq here
631 > \label{introEq:MDeuleeerPsi}
632 > \end{equation}
633 > Where $\omega^s_i$ is the angular velocity in the lab space frame
634 > along Cartesian coordinate $i$.  However, a difficulty arises when
635 > attempting to integrate Eq.~\ref{introEq:MDeulerPhi} and
636 > Eq.~\ref{introEq:MDeulerPsi}. The $\frac{1}{\sin \theta}$ present in
637 > both equations means there is a non-physical instability present when
638 > $\theta$ is 0 or $\pi$.
639 >
640 > To correct for this, the simulations integrate the rotation matrix,
641 > $\mathbf{A}$, directly, thus avoiding the instability.
642 > This method was proposed by Dullwebber
643 > \emph{et. al.}\cite{Dullwebber:1997}, and is presented in
644 > Sec.~\ref{introSec:MDsymplecticRot}.
645 >
646 > \subsubsection{\label{introSec:MDliouville}Liouville Propagator}
647 >
648 > Before discussing the integration of the rotation matrix, it is
649 > necessary to understand the construction of a ``good'' integration
650 > scheme.  It has been previously
651 > discussed(Sec.~\ref{introSec:MDintegrate}) how it is desirable for an
652 > integrator to be symplectic, or time reversible.  The following is an
653 > outline of the Trotter factorization of the Liouville Propagator as a
654 > scheme for generating symplectic integrators. \cite{Tuckerman:1992}
655 >
656 > For a system with $f$ degrees of freedom the Liouville operator can be
657 > defined as,
658 > \begin{equation}
659 > eq here
660 > \label{introEq:LiouvilleOperator}
661 > \end{equation}
662 > Here, $r_j$ and $p_j$ are the position and conjugate momenta of a
663 > degree of freedom, and $f_j$ is the force on that degree of freedom.
664 > $\Gamma$ is defined as the set of all positions and conjugate momenta,
665 > $\{r_j,p_j\}$, and the propagator, $U(t)$, is defined
666 > \begin {equation}
667 > eq here
668 > \label{introEq:Lpropagator}
669 > \end{equation}
670 > This allows the specification of $\Gamma$ at any time $t$ as
671 > \begin{equation}
672 > eq here
673 > \label{introEq:Lp2}
674 > \end{equation}
675 > It is important to note, $U(t)$ is a unitary operator meaning
676 > \begin{equation}
677 > U(-t)=U^{-1}(t)
678 > \label{introEq:Lp3}
679 > \end{equation}
680 >
681 > Decomposing $L$ into two parts, $iL_1$ and $iL_2$, one can use the
682 > Trotter theorem to yield
683 > \begin{equation}
684 > eq here
685 > \label{introEq:Lp4}
686 > \end{equation}
687 > Where $\Delta t = \frac{t}{P}$.
688 > With this, a discrete time operator $G(\Delta t)$ can be defined:
689 > \begin{equation}
690 > eq here
691 > \label{introEq:Lp5}
692 > \end{equation}
693 > Because $U_1(t)$ and $U_2(t)$ are unitary, $G|\Delta t)$ is also
694 > unitary.  Meaning an integrator based on this factorization will be
695 > reversible in time.
696 >
697 > As an example, consider the following decomposition of $L$:
698 > \begin{equation}
699 > eq here
700 > \label{introEq:Lp6}
701 > \end{equation}
702 > Operating $G(\Delta t)$ on $\Gamma)0)$, and utilizing the operator property
703 > \begin{equation}
704 > eq here
705 > \label{introEq:Lp8}
706 > \end{equation}
707 > Where $c$ is independent of $q$.  One obtains the following:  
708 > \begin{equation}
709 > eq here
710 > \label{introEq:Lp8}
711 > \end{equation}
712 > Or written another way,
713 > \begin{equation}
714 > eq here
715 > \label{intorEq:Lp9}
716 > \end{equation}
717 > This is the velocity Verlet formulation presented in
718 > Sec.~\ref{introSec:MDintegrate}.  Because this integration scheme is
719 > comprised of unitary propagators, it is symplectic, and therefore area
720 > preserving in phase space.  From the preceding factorization, one can
721 > see that the integration of the equations of motion would follow:
722 > \begin{enumerate}
723 > \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
724 >
725 > \item Use the half step velocities to move positions one whole step, $\Delta t$.
726 >
727 > \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
728 >
729 > \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
730 > \end{enumerate}
731 >
732 > \subsubsection{\label{introSec:MDsymplecticRot} Symplectic Propagation of the Rotation Matrix}
733 >
734 > Based on the factorization from the previous section,
735 > Dullweber\emph{et al.}\cite{Dullweber:1997}~ proposed a scheme for the
736 > symplectic propagation of the rotation matrix, $\mathbf{A}$, as an
737 > alternative method for the integration of orientational degrees of
738 > freedom. The method starts with a straightforward splitting of the
739 > Liouville operator:
740 > \begin{equation}
741 > eq here
742 > \label{introEq:SR1}
743 > \end{equation}
744 > Where $\boldsymbol{\tau}(\mathbf{A})$ are the torques of the system
745 > due to the configuration, and $\boldsymbol{/pi}$ are the conjugate
746 > angular momenta of the system. The propagator, $G(\Delta t)$, becomes
747 > \begin{equation}
748 > eq here
749 > \label{introEq:SR2}
750 > \end{equation}
751 > Propagation of the linear and angular momenta follows as in the Verlet
752 > scheme.  The propagation of positions also follows the Verlet scheme
753 > with the addition of a further symplectic splitting of the rotation
754 > matrix propagation, $\mathcal{G}_{\text{rot}}(\Delta t)$.
755 > \begin{equation}
756 > eq here
757 > \label{introEq:SR3}
758 > \end{equation}
759 > Where $\mathcal{G}_j$ is a unitary rotation of $\mathbf{A}$ and
760 > $\boldsymbol{\pi}$ about each axis $j$.  As all propagations are now
761 > unitary and symplectic, the entire integration scheme is also
762 > symplectic and time reversible.
763 >
764 > \section{\label{introSec:layout}Dissertation Layout}
765 >
766 > This dissertation is divided as follows:Chapt.~\ref{chapt:RSA}
767 > presents the random sequential adsorption simulations of related
768 > pthalocyanines on a gold (111) surface. Ch.~\ref{chapt:OOPSE}
769 > is about the writing of the molecular dynamics simulation package
770 > {\sc oopse}, Ch.~\ref{chapt:lipid} regards the simulations of
771 > phospholipid bilayers using a mesoscale model, and lastly,
772 > Ch.~\ref{chapt:conclusion} concludes this dissertation with a
773 > summary of all results. The chapters are arranged in chronological
774 > order, and reflect the progression of techniques I employed during my
775 > research.  
776 >
777 > The chapter concerning random sequential adsorption
778 > simulations is a study in applying the principles of theoretical
779 > research in order to obtain a simple model capable of explaining the
780 > results.  My advisor, Dr. Gezelter, and I were approached by a
781 > colleague, Dr. Lieberman, about possible explanations for partial
782 > coverage of a gold surface by a particular compound of hers. We
783 > suggested it might be due to the statistical packing fraction of disks
784 > on a plane, and set about to simulate this system.  As the events in
785 > our model were not dynamic in nature, a Monte Carlo method was
786 > employed.  Here, if a molecule landed on the surface without
787 > overlapping another, then its landing was accepted.  However, if there
788 > was overlap, the landing we rejected and a new random landing location
789 > was chosen.  This defined our acceptance rules and allowed us to
790 > construct a Markov chain whose limiting distribution was the surface
791 > coverage in which we were interested.
792 >
793 > The following chapter, about the simulation package {\sc oopse},
794 > describes in detail the large body of scientific code that had to be
795 > written in order to study phospholipid bilayer.  Although there are
796 > pre-existing molecular dynamic simulation packages available, none
797 > were capable of implementing the models we were developing.{\sc oopse}
798 > is a unique package capable of not only integrating the equations of
799 > motion in Cartesian space, but is also able to integrate the
800 > rotational motion of rigid bodies and dipoles.  Add to this the
801 > ability to perform calculations across parallel processors and a
802 > flexible script syntax for creating systems, and {\sc oopse} becomes a
803 > very powerful scientific instrument for the exploration of our model.
804 >
805 > Bringing us to Ch.~\ref{chapt:lipid}. Using {\sc oopse}, I have been
806 > able to parameterize a mesoscale model for phospholipid simulations.
807 > This model retains information about solvent ordering about the
808 > bilayer, as well as information regarding the interaction of the
809 > phospholipid head groups' dipole with each other and the surrounding
810 > solvent.  These simulations give us insight into the dynamic events
811 > that lead to the formation of phospholipid bilayers, as well as
812 > provide the foundation for future exploration of bilayer phase
813 > behavior with this model.  
814 >
815 > Which leads into the last chapter, where I discuss future directions
816 > for both{\sc oopse} and this mesoscale model.  Additionally, I will
817 > give a summary of results for this dissertation.
818 >
819 >

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