trunk/tengDissertation/Introduction.tex

\chapter{\label{chapt:introduction}INTRODUCTION AND THEORETICAL BACKGROUND}

\section{\label{introSection:classicalMechanics}Classical
Mechanics}

Closely related to Classical Mechanics, Molecular Dynamics
simulations are carried out by integrating the equations of motion
for a given system of particles. There are three fundamental ideas
behind classical mechanics. Firstly, One can determine the state of
a mechanical system at any time of interest; Secondly, all the
mechanical properties of the system at that time can be determined
by combining the knowledge of the properties of the system with the
specification of this state; Finally, the specification of the state
when further combine with the laws of mechanics will also be
sufficient to predict the future behavior of the system.

\subsection{\label{introSection:newtonian}Newtonian Mechanics}
The discovery of Newton's three laws of mechanics which govern the
motion of particles is the foundation of the classical mechanics.
Newton’s first law defines a class of inertial frames. Inertial
frames are reference frames where a particle not interacting with
other bodies will move with constant speed in the same direction.
With respect to inertial frames Newton’s second law has the form
\begin{equation}
F = \frac {dp}{dt} = \frac {mv}{dt}
\label{introEquation:newtonSecondLaw}
\end{equation}
A point mass interacting with other bodies moves with the
acceleration along the direction of the force acting on it. Let
$F_{ij}$ be the force that particle $i$ exerts on particle $j$, and
$F_{ji}$ be the force that particle $j$ exerts on particle $i$.
Newton’s third law states that
\begin{equation}
F_{ij} = -F_{ji}
 \label{introEquation:newtonThirdLaw}
\end{equation}

Conservation laws of Newtonian Mechanics play very important roles
in solving mechanics problems. The linear momentum of a particle is
conserved if it is free or it experiences no force. The second
conservation theorem concerns the angular momentum of a particle.
The angular momentum $L$ of a particle with respect to an origin
from which $r$ is measured is defined to be
\begin{equation}
L \equiv r \times p \label{introEquation:angularMomentumDefinition}
\end{equation}
The torque $\tau$ with respect to the same origin is defined to be
\begin{equation}
N \equiv r \times F \label{introEquation:torqueDefinition}
\end{equation}
Differentiating Eq.~\ref{introEquation:angularMomentumDefinition},
\[
\dot L = \frac{d}{{dt}}(r \times p) = (\dot r \times p) + (r \times
\dot p)
\]
since
\[
\dot r \times p = \dot r \times mv = m\dot r \times \dot r \equiv 0
\]
thus,
\begin{equation}
\dot L = r \times \dot p = N
\end{equation}
If there are no external torques acting on a body, the angular
momentum of it is conserved. The last conservation theorem state
that if all forces are conservative, Energy
\begin{equation}E = T + V \label{introEquation:energyConservation}
\end{equation}
 is conserved. All of these conserved quantities are
important factors to determine the quality of numerical integration
scheme for rigid body \cite{Dullweber1997}.

\subsection{\label{introSection:lagrangian}Lagrangian Mechanics}

Newtonian Mechanics suffers from two important limitations: it
describes their motion in special cartesian coordinate systems.
Another limitation of Newtonian mechanics becomes obvious when we
try to describe systems with large numbers of particles. It becomes
very difficult to predict the properties of the system by carrying
out calculations involving the each individual interaction between
all the particles, even if we know all of the details of the
interaction. In order to overcome some of the practical difficulties
which arise in attempts to apply Newton's equation to complex
system, alternative procedures may be developed.

\subsubsection{\label{introSection:halmiltonPrinciple}Hamilton's
Principle}

Hamilton introduced the dynamical principle upon which it is
possible to base all of mechanics and, indeed, most of classical
physics. Hamilton's Principle may be stated as follow,

The actual trajectory, along which a dynamical system may move from
one point to another within a specified time, is derived by finding
the path which minimizes the time integral of the difference between
the kinetic, $K$, and potential energies, $U$ \cite{Tolman1979}.
\begin{equation}
\delta \int_{t_1 }^{t_2 } {(K - U)dt = 0} ,
\label{introEquation:halmitonianPrinciple1}
\end{equation}

For simple mechanical systems, where the forces acting on the
different part are derivable from a potential and the velocities are
small compared with that of light, the Lagrangian function $L$ can
be define as the difference between the kinetic energy of the system
and its potential energy,
\begin{equation}
L \equiv K - U = L(q_i ,\dot q_i ) ,
\label{introEquation:lagrangianDef}
\end{equation}
then Eq.~\ref{introEquation:halmitonianPrinciple1} becomes
\begin{equation}
\delta \int_{t_1 }^{t_2 } {L dt = 0} ,
\label{introEquation:halmitonianPrinciple2}
\end{equation}

\subsubsection{\label{introSection:equationOfMotionLagrangian}The
Equations of Motion in Lagrangian Mechanics}

For a holonomic system of $f$ degrees of freedom, the equations of
motion in the Lagrangian form is
\begin{equation}
\frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
\frac{{\partial L}}{{\partial q_i }} = 0,{\rm{ }}i = 1, \ldots,f
\label{introEquation:eqMotionLagrangian}
\end{equation}
where $q_{i}$ is generalized coordinate and $\dot{q_{i}}$ is
generalized velocity.

\subsection{\label{introSection:hamiltonian}Hamiltonian Mechanics}

Arising from Lagrangian Mechanics, Hamiltonian Mechanics was
introduced by William Rowan Hamilton in 1833 as a re-formulation of
classical mechanics. If the potential energy of a system is
independent of generalized velocities, the generalized momenta can
be defined as
\begin{equation}
p_i = \frac{\partial L}{\partial \dot q_i}
\label{introEquation:generalizedMomenta}
\end{equation}
The Lagrange equations of motion are then expressed by
\begin{equation}
p_i  = \frac{{\partial L}}{{\partial q_i }}
\label{introEquation:generalizedMomentaDot}
\end{equation}

With the help of the generalized momenta, we may now define a new
quantity $H$ by the equation
\begin{equation}
H = \sum\limits_k {p_k \dot q_k }  - L ,
\label{introEquation:hamiltonianDefByLagrangian}
\end{equation}
where $ \dot q_1  \ldots \dot q_f $ are generalized velocities and
$L$ is the Lagrangian function for the system.

Differentiating Eq.~\ref{introEquation:hamiltonianDefByLagrangian},
one can obtain
\begin{equation}
dH = \sum\limits_k {\left( {p_k d\dot q_k  + \dot q_k dp_k  -
\frac{{\partial L}}{{\partial q_k }}dq_k  - \frac{{\partial
L}}{{\partial \dot q_k }}d\dot q_k } \right)}  - \frac{{\partial
L}}{{\partial t}}dt \label{introEquation:diffHamiltonian1}
\end{equation}
Making use of  Eq.~\ref{introEquation:generalizedMomenta}, the
second and fourth terms in the parentheses cancel. Therefore,
Eq.~\ref{introEquation:diffHamiltonian1} can be rewritten as
\begin{equation}
dH = \sum\limits_k {\left( {\dot q_k dp_k  - \dot p_k dq_k }
\right)}  - \frac{{\partial L}}{{\partial t}}dt
\label{introEquation:diffHamiltonian2}
\end{equation}
By identifying the coefficients of $dq_k$, $dp_k$ and dt, we can
find
\begin{equation}
\frac{{\partial H}}{{\partial p_k }} = q_k
\label{introEquation:motionHamiltonianCoordinate}
\end{equation}
\begin{equation}
\frac{{\partial H}}{{\partial q_k }} =  - p_k
\label{introEquation:motionHamiltonianMomentum}
\end{equation}
and
\begin{equation}
\frac{{\partial H}}{{\partial t}} =  - \frac{{\partial L}}{{\partial
t}}
\label{introEquation:motionHamiltonianTime}
\end{equation}

Eq.~\ref{introEquation:motionHamiltonianCoordinate} and
Eq.~\ref{introEquation:motionHamiltonianMomentum} are Hamilton's
equation of motion. Due to their symmetrical formula, they are also
known as the canonical equations of motions \cite{Goldstein2001}.

An important difference between Lagrangian approach and the
Hamiltonian approach is that the Lagrangian is considered to be a
function of the generalized velocities $\dot q_i$ and the
generalized coordinates $q_i$, while the Hamiltonian is considered
to be a function of the generalized momenta $p_i$ and the conjugate
generalized coordinate $q_i$. Hamiltonian Mechanics is more
appropriate for application to statistical mechanics and quantum
mechanics, since it treats the coordinate and its time derivative as
independent variables and it only works with 1st-order differential
equations\cite{Marion1990}.

In Newtonian Mechanics, a system described by conservative forces
conserves the total energy \ref{introEquation:energyConservation}.
It follows that Hamilton's equations of motion conserve the total
Hamiltonian.
\begin{equation}
\frac{{dH}}{{dt}} = \sum\limits_i {\left( {\frac{{\partial
H}}{{\partial q_i }}\dot q_i  + \frac{{\partial H}}{{\partial p_i
}}\dot p_i } \right)}  = \sum\limits_i {\left( {\frac{{\partial
H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
\frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
q_i }}} \right) = 0} \label{introEquation:conserveHalmitonian}
\end{equation}

\section{\label{introSection:statisticalMechanics}Statistical
Mechanics}

The thermodynamic behaviors and properties of Molecular Dynamics
simulation are governed by the principle of Statistical Mechanics.
The following section will give a brief introduction to some of the
Statistical Mechanics concepts and theorem presented in this
dissertation.

\subsection{\label{introSection:ensemble}Phase Space and Ensemble}

Mathematically, phase space is the space which represents all
possible states. Each possible state of the system corresponds to
one unique point in the phase space. For mechanical systems, the
phase space usually consists of all possible values of position and
momentum variables. Consider a dynamic system in a cartesian space,
where each of the $6f$ coordinates and momenta is assigned to one of
$6f$ mutually orthogonal axes, the phase space of this system is a
$6f$ dimensional space. A point, $x = (q_1 , \ldots ,q_f ,p_1 ,
\ldots ,p_f )$, with a unique set of values of $6f$ coordinates and
momenta is a phase space vector.

A microscopic state or microstate of a classical system is
specification of the complete phase space vector of a system at any
instant in time. An ensemble is defined as a collection of systems
sharing one or more macroscopic characteristics but each being in a
unique microstate. The complete ensemble is specified by giving all
systems or microstates consistent with the common macroscopic
characteristics of the ensemble. Although the state of each
individual system in the ensemble could be precisely described at
any instance in time by a suitable phase space vector, when using
ensembles for statistical purposes, there is no need to maintain
distinctions between individual systems, since the numbers of
systems at any time in the different states which correspond to
different regions of the phase space are more interesting. Moreover,
in the point of view of statistical mechanics, one would prefer to
use ensembles containing a large enough population of separate
members so that the numbers of systems in such different states can
be regarded as changing continuously as we traverse different
regions of the phase space. The condition of an ensemble at any time
can be regarded as appropriately specified by the density $\rho$
with which representative points are distributed over the phase
space. The density of distribution for an ensemble with $f$ degrees
of freedom is defined as,
\begin{equation}
\rho  = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
\label{introEquation:densityDistribution}
\end{equation}
Governed by the principles of mechanics, the phase points change
their value which would change the density at any time at phase
space. Hence, the density of distribution is also to be taken as a
function of the time.

The number of systems $\delta N$ at time $t$ can be determined by,
\begin{equation}
\delta N = \rho (q,p,t)dq_1  \ldots dq_f dp_1  \ldots dp_f.
\label{introEquation:deltaN}
\end{equation}
Assuming a large enough population of systems are exploited, we can
sufficiently approximate $\delta N$ without introducing
discontinuity when we go from one region in the phase space to
another. By integrating over the whole phase space,
\begin{equation}
N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
\label{introEquation:totalNumberSystem}
\end{equation}
gives us an expression for the total number of the systems. Hence,
the probability per unit in the phase space can be obtained by,
\begin{equation}
\frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
{\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
\label{introEquation:unitProbability}
\end{equation}
With the help of Equation(\ref{introEquation:unitProbability}) and
the knowledge of the system, it is possible to calculate the average
value of any desired quantity which depends on the coordinates and
momenta of the system. Even when the dynamics of the real system is
complex, or stochastic, or even discontinuous, the average
properties of the ensemble of possibilities as a whole may still
remain well defined. For a classical system in thermal equilibrium
with its environment, the ensemble average of a mechanical quantity,
$\langle A(q , p) \rangle_t$, takes the form of an integral over the
phase space of the system,
\begin{equation}
\langle  A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
(q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
(q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}
\label{introEquation:ensembelAverage}
\end{equation}

There are several different types of ensembles with different
statistical characteristics. As a function of macroscopic
parameters, such as temperature \textit{etc}, partition function can
be used to describe the statistical properties of a system in
thermodynamic equilibrium.

As an ensemble of systems, each of which is known to be thermally
isolated and conserve energy, Microcanonical ensemble(NVE) has a
partition function like,
\begin{equation}
\Omega (N,V,E) = e^{\beta TS} \label{introEquation:NVEPartition}.
\end{equation}
A canonical ensemble(NVT)is an ensemble of systems, each of which
can share its energy with a large heat reservoir. The distribution
of the total energy amongst the possible dynamical states is given
by the partition function,
\begin{equation}
\Omega (N,V,T) = e^{ - \beta A}
\label{introEquation:NVTPartition}
\end{equation}
Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
TS$. Since most experiment are carried out under constant pressure
condition, isothermal-isobaric ensemble(NPT) play a very important
role in molecular simulation. The isothermal-isobaric ensemble allow
the system to exchange energy with a heat bath of temperature $T$
and to change the volume as well. Its partition function is given as
\begin{equation}
\Delta (N,P,T) =  - e^{\beta G}.
 \label{introEquation:NPTPartition}
\end{equation}
Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.

\subsection{\label{introSection:liouville}Liouville's theorem}

The Liouville's theorem is the foundation on which statistical
mechanics rests. It describes the time evolution of phase space
distribution function. In order to calculate the rate of change of
$\rho$, we begin from Equation(\ref{introEquation:deltaN}). If we
consider the two faces perpendicular to the $q_1$ axis, which are
located at $q_1$ and $q_1 + \delta q_1$, the number of phase points
leaving the opposite face is given by the expression,
\begin{equation}
\left( {\rho  + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
\right)\left( {\dot q_1  + \frac{{\partial \dot q_1 }}{{\partial q_1
}}\delta q_1 } \right)\delta q_2  \ldots \delta q_f \delta p_1
\ldots \delta p_f .
\end{equation}
Summing all over the phase space, we obtain
\begin{equation}
\frac{{d(\delta N)}}{{dt}} =  - \sum\limits_{i = 1}^f {\left[ {\rho
\left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
\frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
{\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  + \frac{{\partial
\rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
\ldots \delta q_f \delta p_1  \ldots \delta p_f .
\end{equation}
Differentiating the equations of motion in Hamiltonian formalism
(\ref{introEquation:motionHamiltonianCoordinate},
\ref{introEquation:motionHamiltonianMomentum}), we can show,
\begin{equation}
\sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
+ \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)}  = 0 ,
\end{equation}
which cancels the first terms of the right hand side. Furthermore,
divining $ \delta q_1  \ldots \delta q_f \delta p_1  \ldots \delta
p_f $ in both sides, we can write out Liouville's theorem in a
simple form,
\begin{equation}
\frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
{\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  +
\frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)}  = 0 .
\label{introEquation:liouvilleTheorem}
\end{equation}

Liouville's theorem states that the distribution function is
constant along any trajectory in phase space. In classical
statistical mechanics, since the number of particles in the system
is huge, we may be able to believe the system is stationary,
\begin{equation}
\frac{{\partial \rho }}{{\partial t}} = 0.
\label{introEquation:stationary}
\end{equation}
In such stationary system, the density of distribution $\rho$ can be
connected to the Hamiltonian $H$ through Maxwell-Boltzmann
distribution,
\begin{equation}
\rho  \propto e^{ - \beta H}
\label{introEquation:densityAndHamiltonian}
\end{equation}

\subsubsection{\label{introSection:phaseSpaceConservation}Conservation of Phase Space}
Lets consider a region in the phase space,
\begin{equation}
\delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
\end{equation}
If this region is small enough, the density $\rho$ can be regarded
as uniform over the whole phase space. Thus, the number of phase
points inside this region is given by,
\begin{equation}
\delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
dp_1 } ..dp_f.
\end{equation}

\begin{equation}
\frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
\frac{d}{{dt}}(\delta v) = 0.
\end{equation}
With the help of stationary assumption
(\ref{introEquation:stationary}), we obtain the principle of the
\emph{conservation of extension in phase space},
\begin{equation}
\frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
...dq_f dp_1 } ..dp_f  = 0.
\label{introEquation:volumePreserving}
\end{equation}

\subsubsection{\label{introSection:liouvilleInOtherForms}Liouville's Theorem in Other Forms}

Liouville's theorem can be expresses in a variety of different forms
which are convenient within different contexts. For any two function
$F$ and $G$ of the coordinates and momenta of a system, the Poisson
bracket ${F, G}$ is defined as
\begin{equation}
\left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
\frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
q_i }}} \right)}.
\label{introEquation:poissonBracket}
\end{equation}
Substituting equations of motion in Hamiltonian formalism(
\ref{introEquation:motionHamiltonianCoordinate} ,
\ref{introEquation:motionHamiltonianMomentum} ) into
(\ref{introEquation:liouvilleTheorem}), we can rewrite Liouville's
theorem using Poisson bracket notion,
\begin{equation}
\left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - \left\{
{\rho ,H} \right\}.
\label{introEquation:liouvilleTheromInPoissin}
\end{equation}
Moreover, the Liouville operator is defined as
\begin{equation}
iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
\label{introEquation:liouvilleOperator}
\end{equation}
In terms of Liouville operator, Liouville's equation can also be
expressed as
\begin{equation}
\left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - iL\rho
\label{introEquation:liouvilleTheoremInOperator}
\end{equation}

\subsection{\label{introSection:ergodic}The Ergodic Hypothesis}

Various thermodynamic properties can be calculated from Molecular
Dynamics simulation. By comparing experimental values with the
calculated properties, one can determine the accuracy of the
simulation and the quality of the underlying model. However, both of
experiment and computer simulation are usually performed during a
certain time interval and the measurements are averaged over a
period of them which is different from the average behavior of
many-body system in Statistical Mechanics. Fortunately, Ergodic
Hypothesis is proposed to make a connection between time average and
ensemble average. It states that time average and average over the
statistical ensemble are identical \cite{Frenkel1996, Leach2001}.
\begin{equation}
\langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
\frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
{A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
\end{equation}
where $\langle  A(q , p) \rangle_t$ is an equilibrium value of a
physical quantity and $\rho (p(t), q(t))$ is the equilibrium
distribution function. If an observation is averaged over a
sufficiently long time (longer than relaxation time), all accessible
microstates in phase space are assumed to be equally probed, giving
a properly weighted statistical average. This allows the researcher
freedom of choice when deciding how best to measure a given
observable. In case an ensemble averaged approach sounds most
reasonable, the Monte Carlo techniques\cite{Metropolis1949} can be
utilized. Or if the system lends itself to a time averaging
approach, the Molecular Dynamics techniques in
Sec.~\ref{introSection:molecularDynamics} will be the best
choice\cite{Frenkel1996}.

\section{\label{introSection:geometricIntegratos}Geometric Integrators}
A variety of numerical integrators were proposed to simulate the
motions. They usually begin with an initial conditionals and move
the objects in the direction governed by the differential equations.
However, most of them ignore the hidden physical law contained
within the equations. Since 1990, geometric integrators, which
preserve various phase-flow invariants such as symplectic structure,
volume and time reversal symmetry, are developed to address this
issue\cite{Dullweber1997, McLachlan1998, Leimkuhler1999}. The
velocity verlet method, which happens to be a simple example of
symplectic integrator, continues to gain its popularity in molecular
dynamics community. This fact can be partly explained by its
geometric nature.

\subsection{\label{introSection:symplecticManifold}Symplectic Manifold}
A \emph{manifold} is an abstract mathematical space. It locally
looks like Euclidean space, but when viewed globally, it may have
more complicate structure. A good example of manifold is the surface
of Earth. It seems to be flat locally, but it is round if viewed as
a whole. A \emph{differentiable manifold} (also known as
\emph{smooth manifold}) is a manifold with an open cover in which
the covering neighborhoods are all smoothly isomorphic to one
another. In other words,it is possible to apply calculus on
\emph{differentiable manifold}. A \emph{symplectic manifold} is
defined as a pair $(M, \omega)$ which consisting of a
\emph{differentiable manifold} $M$ and a close, non-degenerated,
bilinear symplectic form, $\omega$. A symplectic form on a vector
space $V$ is a function $\omega(x, y)$ which satisfies
$\omega(\lambda_1x_1+\lambda_2x_2, y) = \lambda_1\omega(x_1, y)+
\lambda_2\omega(x_2, y)$, $\omega(x, y) = - \omega(y, x)$ and
$\omega(x, x) = 0$. Cross product operation in vector field is an
example of symplectic form.

One of the motivations to study \emph{symplectic manifold} in
Hamiltonian Mechanics is that a symplectic manifold can represent
all possible configurations of the system and the phase space of the
system can be described by it's cotangent bundle. Every symplectic
manifold is even dimensional. For instance, in Hamilton equations,
coordinate and momentum always appear in pairs.

Let  $(M,\omega)$ and $(N, \eta)$ be symplectic manifolds. A map
\[
f : M \rightarrow N
\]
is a \emph{symplectomorphism} if it is a \emph{diffeomorphims} and
the \emph{pullback} of $\eta$ under f is equal to $\omega$.
Canonical transformation is an example of symplectomorphism in
classical mechanics.

\subsection{\label{introSection:ODE}Ordinary Differential Equations}

For a ordinary differential system defined as
\begin{equation}
\dot x = f(x)
\end{equation}
where $x = x(q,p)^T$, this system is canonical Hamiltonian, if
\begin{equation}
f(r) = J\nabla _x H(r).
\end{equation}
$H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
matrix
\begin{equation}
J = \left( {\begin{array}{*{20}c}
   0 & I  \\
   { - I} & 0  \\
\end{array}} \right)
\label{introEquation:canonicalMatrix}
\end{equation}
where $I$ is an identity matrix. Using this notation, Hamiltonian
system can be rewritten as,
\begin{equation}
\frac{d}{{dt}}x = J\nabla _x H(x)
\label{introEquation:compactHamiltonian}
\end{equation}In this case, $f$ is
called a \emph{Hamiltonian vector field}.

Another generalization of Hamiltonian dynamics is Poisson
Dynamics\cite{Olver1986},
\begin{equation}
\dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
\end{equation}
The most obvious change being that matrix $J$ now depends on $x$.

\subsection{\label{introSection:exactFlow}Exact Flow}

Let $x(t)$ be the exact solution of the ODE system,
\begin{equation}
\frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
\end{equation}
The exact flow(solution) $\varphi_\tau$ is defined by
\[
x(t+\tau) =\varphi_\tau(x(t))
\]
where $\tau$ is a fixed time step and $\varphi$ is a map from phase
space to itself. The flow has the continuous group property,
\begin{equation}
\varphi _{\tau _1 }  \circ \varphi _{\tau _2 }  = \varphi _{\tau _1
+ \tau _2 } .
\end{equation}
In particular,
\begin{equation}
\varphi _\tau   \circ \varphi _{ - \tau }  = I
\end{equation}
Therefore, the exact flow is self-adjoint,
\begin{equation}
\varphi _\tau   = \varphi _{ - \tau }^{ - 1}.
\end{equation}
The exact flow can also be written in terms of the of an operator,
\begin{equation}
\varphi _\tau  (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
}{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
\label{introEquation:exponentialOperator}
\end{equation}

In most cases, it is not easy to find the exact flow $\varphi_\tau$.
Instead, we use a approximate map, $\psi_\tau$, which is usually
called integrator. The order of an integrator $\psi_\tau$ is $p$, if
the Taylor series of $\psi_\tau$ agree to order $p$,
\begin{equation}
\psi_tau(x) = x + \tau f(x) + O(\tau^{p+1})
\end{equation}

\subsection{\label{introSection:geometricProperties}Geometric Properties}

The hidden geometric properties\cite{Budd1999, Marsden1998} of ODE
and its flow play important roles in numerical studies. Many of them
can be found in systems which occur naturally in applications.

Let $\varphi$ be the flow of Hamiltonian vector field, $\varphi$ is
a \emph{symplectic} flow if it satisfies,
\begin{equation}
{\varphi '}^T J \varphi ' = J.
\end{equation}
According to Liouville's theorem, the symplectic volume is invariant
under a Hamiltonian flow, which is the basis for classical
statistical mechanics. Furthermore, the flow of a Hamiltonian vector
field on a symplectic manifold can be shown to be a
symplectomorphism. As to the Poisson system,
\begin{equation}
{\varphi '}^T J \varphi ' = J \circ \varphi
\end{equation}
is the property must be preserved by the integrator.

It is possible to construct a \emph{volume-preserving} flow for a
source free($ \nabla \cdot f = 0 $) ODE, if the flow satisfies $
\det d\varphi  = 1$. One can show easily that a symplectic flow will
be volume-preserving.

Changing the variables $y = h(x)$ in a ODE\ref{introEquation:ODE}
will result in a new system,
\[
\dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
\]
The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
In other words, the flow of this vector field is reversible if and
only if $ h \circ \varphi ^{ - 1}  = \varphi  \circ h $.

A \emph{first integral}, or conserved quantity of a general
differential function is a function $ G:R^{2d}  \to R^d $ which is
constant for all solutions of the ODE $\frac{{dx}}{{dt}} = f(x)$ ,
\[
\frac{{dG(x(t))}}{{dt}} = 0.
\]
Using chain rule, one may obtain,
\[
\sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \bullet \nabla G,
\]
which is the condition for conserving \emph{first integral}. For a
canonical Hamiltonian system, the time evolution of an arbitrary
smooth function $G$ is given by,

\begin{eqnarray}
\frac{{dG(x(t))}}{{dt}} & = & [\nabla _x G(x(t))]^T \dot x(t) \\
                        & = & [\nabla _x G(x(t))]^T J\nabla _x H(x(t)). \\
\label{introEquation:firstIntegral1}
\end{eqnarray}


Using poisson bracket notion, Equation
\ref{introEquation:firstIntegral1} can be rewritten as
\[
\frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
\]
Therefore, the sufficient condition for $G$ to be the \emph{first
integral} of a Hamiltonian system is
\[
\left\{ {G,H} \right\} = 0.
\]
As well known, the Hamiltonian (or energy) H of a Hamiltonian system
is a \emph{first integral}, which is due to the fact $\{ H,H\}  =
0$.

When designing any numerical methods, one should always try to
preserve the structural properties of the original ODE and its flow.

\subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
A lot of well established and very effective numerical methods have
been successful precisely because of their symplecticities even
though this fact was not recognized when they were first
constructed. The most famous example is leapfrog methods in
molecular dynamics. In general, symplectic integrators can be
constructed using one of four different methods.
\begin{enumerate}
\item Generating functions
\item Variational methods
\item Runge-Kutta methods
\item Splitting methods
\end{enumerate}

Generating function\cite{Channell1990} tends to lead to methods
which are cumbersome and difficult to use. In dissipative systems,
variational methods can capture the decay of energy
accurately\cite{Kane2000}. Since their geometrically unstable nature
against non-Hamiltonian perturbations, ordinary implicit Runge-Kutta
methods are not suitable for Hamiltonian system. Recently, various
high-order explicit Runge-Kutta methods
\cite{Owren1992,Chen2003}have been developed to overcome this
instability. However, due to computational penalty involved in
implementing the Runge-Kutta methods, they do not attract too much
attention from Molecular Dynamics community. Instead, splitting have
been widely accepted since they exploit natural decompositions of
the system\cite{Tuckerman1992, McLachlan1998}.

\subsubsection{\label{introSection:splittingMethod}Splitting Method}

The main idea behind splitting methods is to decompose the discrete
$\varphi_h$ as a composition of simpler flows,
\begin{equation}
\varphi _h  = \varphi _{h_1 }  \circ \varphi _{h_2 }  \ldots  \circ
\varphi _{h_n }
\label{introEquation:FlowDecomposition}
\end{equation}
where each of the sub-flow is chosen such that each represent a
simpler integration of the system.

Suppose that a Hamiltonian system takes the form,
\[
H = H_1 + H_2.
\]
Here, $H_1$ and $H_2$ may represent different physical processes of
the system. For instance, they may relate to kinetic and potential
energy respectively, which is a natural decomposition of the
problem. If $H_1$ and $H_2$ can be integrated using exact flows
$\varphi_1(t)$ and $\varphi_2(t)$, respectively, a simple first
order is then given by the Lie-Trotter formula
\begin{equation}
\varphi _h  = \varphi _{1,h}  \circ \varphi _{2,h},
\label{introEquation:firstOrderSplitting}
\end{equation}
where $\varphi _h$ is the result of applying the corresponding
continuous $\varphi _i$ over a time $h$. By definition, as
$\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
must follow that each operator $\varphi_i(t)$ is a symplectic map.
It is easy to show that any composition of symplectic flows yields a
symplectic map,
\begin{equation}
(\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
'\phi ' = \phi '^T J\phi ' = J,
 \label{introEquation:SymplecticFlowComposition}
\end{equation}
where $\phi$ and $\psi$ both are symplectic maps. Thus operator
splitting in this context automatically generates a symplectic map.

The Lie-Trotter splitting(\ref{introEquation:firstOrderSplitting})
introduces local errors proportional to $h^2$, while Strang
splitting gives a second-order decomposition,
\begin{equation}
\varphi _h  = \varphi _{1,h/2}  \circ \varphi _{2,h}  \circ \varphi
_{1,h/2} , \label{introEquation:secondOrderSplitting}
\end{equation}
which has a local error proportional to $h^3$. Sprang splitting's
popularity in molecular simulation community attribute to its
symmetric property,
\begin{equation}
\varphi _h^{ - 1} = \varphi _{ - h}.
\label{introEquation:timeReversible}
\end{equation}

\subsubsection{\label{introSection:exampleSplittingMethod}Example of Splitting Method}
The classical equation for a system consisting of interacting
particles can be written in Hamiltonian form,
\[
H = T + V
\]
where $T$ is the kinetic energy and $V$ is the potential energy.
Setting $H_1 = T, H_2 = V$ and applying Strang splitting, one
obtains the following:
\begin{align}
q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
    \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
\label{introEquation:Lp10a} \\%
%
\dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
    \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
\label{introEquation:Lp10b}
\end{align}
where $F(t)$ is the force at time $t$. This integration scheme is
known as \emph{velocity verlet} which is
symplectic(\ref{introEquation:SymplecticFlowComposition}),
time-reversible(\ref{introEquation:timeReversible}) and
volume-preserving (\ref{introEquation:volumePreserving}). These
geometric properties attribute to its long-time stability and its
popularity in the community. However, the most commonly used
velocity verlet integration scheme is written as below,
\begin{align}
\dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
    \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
%
q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
    \label{introEquation:Lp9b}\\%
%
\dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
    \frac{\Delta t}{2m}\, F[q(0)]. \label{introEquation:Lp9c}
\end{align}
From the preceding splitting, one can see that the integration of
the equations of motion would follow:
\begin{enumerate}
\item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.

\item Use the half step velocities to move positions one whole step, $\Delta t$.

\item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.

\item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
\end{enumerate}

Simply switching the order of splitting and composing, a new
integrator, the \emph{position verlet} integrator, can be generated,
\begin{align}
\dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
\frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
\label{introEquation:positionVerlet1} \\%
%
q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
q(\Delta t)} \right]. %
 \label{introEquation:positionVerlet2}
\end{align}

\subsubsection{\label{introSection:errorAnalysis}Error Analysis and Higher Order Methods}

Baker-Campbell-Hausdorff formula can be used to determine the local
error of splitting method in terms of commutator of the
operators(\ref{introEquation:exponentialOperator}) associated with
the sub-flow. For operators $hX$ and $hY$ which are associate to
$\varphi_1(t)$ and $\varphi_2(t)$ respectively , we have
\begin{equation}
\exp (hX + hY) = \exp (hZ)
\end{equation}
where
\begin{equation}
hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
{[X,[X,Y]] + [Y,[Y,X]]} \right) +  \ldots .
\end{equation}
Here, $[X,Y]$ is the commutators of operator $X$ and $Y$ given by
\[
[X,Y] = XY - YX .
\]
Applying Baker-Campbell-Hausdorff formula\cite{Varadarajan1974} to
Sprang splitting, we can obtain
\begin{eqnarray*}
\exp (h X/2)\exp (h Y)\exp (h X/2) & = & \exp (h X + h Y + h^2 [X,Y]/4 + h^2 [Y,X]/4 \\
                                   &   & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
                                   &   & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3[X,[X,Y]]/24 + \ldots )
\end{eqnarray*}
Since \[ [X,Y] + [Y,X] = 0\] and \[ [X,X] = 0\], the dominant local
error of Spring splitting is proportional to $h^3$. The same
procedure can be applied to general splitting,  of the form
\begin{equation}
\varphi _{b_m h}^2  \circ \varphi _{a_m h}^1  \circ \varphi _{b_{m -
1} h}^2  \circ  \ldots  \circ \varphi _{a_1 h}^1 .
\end{equation}
Careful choice of coefficient $a_1 \ldot b_m$ will lead to higher
order method. Yoshida proposed an elegant way to compose higher
order methods based on symmetric splitting\cite{Yoshida1990}. Given
a symmetric second order base method $ \varphi _h^{(2)} $, a
fourth-order symmetric method can be constructed by composing,
\[
\varphi _h^{(4)}  = \varphi _{\alpha h}^{(2)}  \circ \varphi _{\beta
h}^{(2)}  \circ \varphi _{\alpha h}^{(2)}
\]
where $ \alpha  =  - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
= \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
integrator $ \varphi _h^{(2n + 2)}$ can be composed by
\begin{equation}
\varphi _h^{(2n + 2)}  = \varphi _{\alpha h}^{(2n)}  \circ \varphi
_{\beta h}^{(2n)}  \circ \varphi _{\alpha h}^{(2n)}
\end{equation}
, if the weights are chosen as
\[
\alpha  =  - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
\frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
\]

\section{\label{introSection:molecularDynamics}Molecular Dynamics}

As one of the principal tools of molecular modeling, Molecular
dynamics has proven to be a powerful tool for studying the functions
of biological systems, providing structural, thermodynamic and
dynamical information. The basic idea of molecular dynamics is that
macroscopic properties are related to microscopic behavior and
microscopic behavior can be calculated from the trajectories in
simulations. For instance, instantaneous temperature of an
Hamiltonian system of $N$ particle can be measured by
\[
T = \sum\limits_{i = 1}^N {\frac{{m_i v_i^2 }}{{fk_B }}}
\]
where $m_i$ and $v_i$ are the mass and velocity of $i$th particle
respectively, $f$ is the number of degrees of freedom, and $k_B$ is
the boltzman constant.

A typical molecular dynamics run consists of three essential steps:
\begin{enumerate}
  \item Initialization
    \begin{enumerate}
    \item Preliminary preparation
    \item Minimization
    \item Heating
    \item Equilibration
    \end{enumerate}
  \item Production
  \item Analysis
\end{enumerate}
These three individual steps will be covered in the following
sections. Sec.~\ref{introSec:initialSystemSettings} deals with the
initialization of a simulation. Sec.~\ref{introSec:production} will
discusses issues in production run. Sec.~\ref{introSection:Analysis}
provides the theoretical tools for trajectory analysis.

\subsection{\label{introSec:initialSystemSettings}Initialization}

\subsubsection{Preliminary preparation}

When selecting the starting structure of a molecule for molecular
simulation, one may retrieve its Cartesian coordinates from public
databases, such as RCSB Protein Data Bank \textit{etc}. Although
thousands of crystal structures of molecules are discovered every
year, many more remain unknown due to the difficulties of
purification and crystallization. Even for the molecule with known
structure, some important information is missing. For example, the
missing hydrogen atom which acts as donor in hydrogen bonding must
be added. Moreover, in order to include electrostatic interaction,
one may need to specify the partial charges for individual atoms.
Under some circumstances, we may even need to prepare the system in
a special setup. For instance, when studying transport phenomenon in
membrane system, we may prepare the lipids in bilayer structure
instead of placing lipids randomly in solvent, since we are not
interested in self-aggregation and it takes a long time to happen.

\subsubsection{Minimization}

It is quite possible that some of molecules in the system from
preliminary preparation may be overlapped with each other. This
close proximity leads to high potential energy which consequently
jeopardizes any molecular dynamics simulations. To remove these
steric overlaps, one typically performs energy minimization to find
a more reasonable conformation. Several energy minimization methods
have been developed to exploit the energy surface and to locate the
local minimum. While converging slowly near the minimum, steepest
descent method is extremely robust when systems are far from
harmonic. Thus, it is often used to refine structure from
crystallographic data. Relied on the gradient or hessian, advanced
methods like conjugate gradient and Newton-Raphson converge rapidly
to a local minimum, while become unstable if the energy surface is
far from quadratic. Another factor must be taken into account, when
choosing energy minimization method, is the size of the system.
Steepest descent and conjugate gradient can deal with models of any
size. Because of the limit of computation power to calculate hessian
matrix and insufficient storage capacity to store them, most
Newton-Raphson methods can not be used with very large models.

\subsubsection{Heating}

Typically, Heating is performed by assigning random velocities
according to a Gaussian distribution for a temperature. Beginning at
a lower temperature and gradually increasing the temperature by
assigning greater random velocities, we end up with setting the
temperature of the system to a final temperature at which the
simulation will be conducted. In heating phase, we should also keep
the system from drifting or rotating as a whole. Equivalently, the
net linear momentum and angular momentum of the system should be
shifted to zero.

\subsubsection{Equilibration}

The purpose of equilibration is to allow the system to evolve
spontaneously for a period of time and reach equilibrium. The
procedure is continued until various statistical properties, such as
temperature, pressure, energy, volume and other structural
properties \textit{etc}, become independent of time. Strictly
speaking, minimization and heating are not necessary, provided the
equilibration process is long enough. However, these steps can serve
as a means to arrive at an equilibrated structure in an effective
way.

\subsection{\label{introSection:production}Production}

Production run is the most important step of the simulation, in
which the equilibrated structure is used as a starting point and the
motions of the molecules are collected for later analysis. In order
to capture the macroscopic properties of the system, the molecular
dynamics simulation must be performed in correct and efficient way.

The most expensive part of a molecular dynamics simulation is the
calculation of non-bonded forces, such as van der Waals force and
Coulombic forces \textit{etc}. For a system of $N$ particles, the
complexity of the algorithm for pair-wise interactions is $O(N^2 )$,
which making large simulations prohibitive in the absence of any
computation saving techniques.

A natural approach to avoid system size issue is to represent the
bulk behavior by a finite number of the particles. However, this
approach will suffer from the surface effect. To offset this,
\textit{Periodic boundary condition} (see Fig.~\ref{introFig:pbc})
is developed to simulate bulk properties with a relatively small
number of particles. In this method, the simulation box is
replicated throughout space to form an infinite lattice. During the
simulation, when a particle moves in the primary cell, its image in
other cells move in exactly the same direction with exactly the same
orientation. Thus, as a particle leaves the primary cell, one of its
images will enter through the opposite face.
\begin{figure}
\centering
\includegraphics[width=\linewidth]{pbc.eps}
\caption[An illustration of periodic boundary conditions]{A 2-D
illustration of periodic boundary conditions. As one particle leaves
the left of the simulation box, an image of it enters the right.}
\label{introFig:pbc}
\end{figure}

%cutoff and minimum image convention
Another important technique to improve the efficiency of force
evaluation is to apply cutoff where particles farther than a
predetermined distance, are not included in the calculation
\cite{Frenkel1996}. The use of a cutoff radius will cause a
discontinuity in the potential energy curve. Fortunately, one can
shift the potential to ensure the potential curve go smoothly to
zero at the cutoff radius. Cutoff strategy works pretty well for
Lennard-Jones interaction because of its short range nature.
However, simply truncating the electrostatic interaction with the
use of cutoff has been shown to lead to severe artifacts in
simulations. Ewald summation, in which the slowly conditionally
convergent Coulomb potential is transformed into direct and
reciprocal sums with rapid and absolute convergence, has proved to
minimize the periodicity artifacts in liquid simulations. Taking the
advantages of the fast Fourier transform (FFT) for calculating
discrete Fourier transforms, the particle mesh-based
methods\cite{Hockney1981,Shimada1993, Luty1994} are accelerated from
$O(N^{3/2})$ to $O(N logN)$. An alternative approach is \emph{fast
multipole method}\cite{Greengard1987, Greengard1994}, which treats
Coulombic interaction exactly at short range, and approximate the
potential at long range through multipolar expansion. In spite of
their wide acceptances at the molecular simulation community, these
two methods are hard to be implemented correctly and efficiently.
Instead, we use a damped and charge-neutralized Coulomb potential
method developed by Wolf and his coworkers\cite{Wolf1999}. The
shifted Coulomb potential for particle $i$ and particle $j$ at
distance $r_{rj}$ is given by:
\begin{equation}
V(r_{ij})= \frac{q_i q_j \textrm{erfc}(\alpha
r_{ij})}{r_{ij}}-\lim_{r_{ij}\rightarrow
R_\textrm{c}}\left\{\frac{q_iq_j \textrm{erfc}(\alpha
r_{ij})}{r_{ij}}\right\}. \label{introEquation:shiftedCoulomb}
\end{equation}
where $\alpha$ is the convergence parameter. Due to the lack of
inherent periodicity and rapid convergence,this method is extremely
efficient and easy to implement.
\begin{figure}
\centering
\includegraphics[width=\linewidth]{shifted_coulomb.eps}
\caption[An illustration of shifted Coulomb potential]{An
illustration of shifted Coulomb potential.}
\label{introFigure:shiftedCoulomb}
\end{figure}

%multiple time step

\subsection{\label{introSection:Analysis} Analysis}

Recently, advanced visualization technique are widely applied to
monitor the motions of molecules. Although the dynamics of the
system can be described qualitatively from animation, quantitative
trajectory analysis are more appreciable. According to the
principles of Statistical Mechanics,
Sec.~\ref{introSection:statisticalMechanics}, one can compute
thermodynamics properties, analyze fluctuations of structural
parameters, and investigate time-dependent processes of the molecule
from the trajectories.

\subsubsection{\label{introSection:thermodynamicsProperties}Thermodynamics Properties}

Thermodynamics properties, which can be expressed in terms of some
function of the coordinates and momenta of all particles in the
system, can be directly computed from molecular dynamics. The usual
way to measure the pressure is based on virial theorem of Clausius
which states that the virial is equal to $-3Nk_BT$. For a system
with forces between particles, the total virial, $W$, contains the
contribution from external pressure and interaction between the
particles:
\[
W =  - 3PV + \left\langle {\sum\limits_{i < j} {r{}_{ij} \cdot
f_{ij} } } \right\rangle
\]
where $f_{ij}$ is the force between particle $i$ and $j$ at a
distance $r_{ij}$. Thus, the expression for the pressure is given
by:
\begin{equation}
P = \frac{{Nk_B T}}{V} - \frac{1}{{3V}}\left\langle {\sum\limits_{i
< j} {r{}_{ij} \cdot f_{ij} } } \right\rangle
\end{equation}

\subsubsection{\label{introSection:structuralProperties}Structural Properties}

Structural Properties of a simple fluid can be described by a set of
distribution functions. Among these functions,\emph{pair
distribution function}, also known as \emph{radial distribution
function}, is of most fundamental importance to liquid-state theory.
Pair distribution function can be gathered by Fourier transforming
raw data from a series of neutron diffraction experiments and
integrating over the surface factor \cite{Powles1973}. The
experiment result can serve as a criterion to justify the
correctness of the theory. Moreover, various equilibrium
thermodynamic and structural properties can also be expressed in
terms of radial distribution function \cite{Allen1987}.

A pair distribution functions $g(r)$ gives the probability that a
particle $i$ will be located at a distance $r$ from a another
particle $j$ in the system
\[
g(r) = \frac{V}{{N^2 }}\left\langle {\sum\limits_i {\sum\limits_{j
\ne i} {\delta (r - r_{ij} )} } } \right\rangle.
\]
Note that the delta function can be replaced by a histogram in
computer simulation. Figure
\ref{introFigure:pairDistributionFunction} shows a typical pair
distribution function for the liquid argon system. The occurrence of
several peaks in the plot of $g(r)$ suggests that it is more likely
to find particles at certain radial values than at others. This is a
result of the attractive interaction at such distances. Because of
the strong repulsive forces at short distance, the probability of
locating particles at distances less than about 2.5{\AA} from each
other is essentially zero.

%\begin{figure}
%\centering
%\includegraphics[width=\linewidth]{pdf.eps}
%\caption[Pair distribution function for the liquid argon
%]{Pair distribution function for the liquid argon}
%\label{introFigure:pairDistributionFunction}
%\end{figure}

\subsubsection{\label{introSection:timeDependentProperties}Time-dependent
Properties}

Time-dependent properties are usually calculated using \emph{time
correlation function}, which correlates random variables $A$ and $B$
at two different time
\begin{equation}
C_{AB} (t) = \left\langle {A(t)B(0)} \right\rangle.
\label{introEquation:timeCorrelationFunction}
\end{equation}
If $A$ and $B$ refer to same variable, this kind of correlation
function is called \emph{auto correlation function}. One example of
auto correlation function is velocity auto-correlation function
which is directly related to transport properties of molecular
liquids:
\[
D = \frac{1}{3}\int\limits_0^\infty  {\left\langle {v(t) \cdot v(0)}
\right\rangle } dt
\]
where $D$ is diffusion constant. Unlike velocity autocorrelation
function which is averaging over time origins and over all the
atoms, dipole autocorrelation are calculated for the entire system.
The dipole autocorrelation function is given by:
\[
c_{dipole}  = \left\langle {u_{tot} (t) \cdot u_{tot} (t)}
\right\rangle
\]
Here $u_{tot}$ is the net dipole of the entire system and is given
by
\[
u_{tot} (t) = \sum\limits_i {u_i (t)}
\]
In principle, many time correlation functions can be related with
Fourier transforms of the infrared, Raman, and inelastic neutron
scattering spectra of molecular liquids. In practice, one can
extract the IR spectrum from the intensity of dipole fluctuation at
each frequency using the following relationship:
\[
\hat c_{dipole} (v) = \int_{ - \infty }^\infty  {c_{dipole} (t)e^{ -
i2\pi vt} dt}
\]

\section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}

Rigid bodies are frequently involved in the modeling of different
areas, from engineering, physics, to chemistry. For example,
missiles and vehicle are usually modeled by rigid bodies.  The
movement of the objects in 3D gaming engine or other physics
simulator is governed by the rigid body dynamics. In molecular
simulation, rigid body is used to simplify the model in
protein-protein docking study\cite{Gray2003}.

It is very important to develop stable and efficient methods to
integrate the equations of motion of orientational degrees of
freedom. Euler angles are the nature choice to describe the
rotational degrees of freedom. However, due to its singularity, the
numerical integration of corresponding equations of motion is very
inefficient and inaccurate. Although an alternative integrator using
different sets of Euler angles can overcome this
difficulty\cite{Barojas1973}, the computational penalty and the lost
of angular momentum conservation still remain. A singularity free
representation utilizing quaternions was developed by Evans in
1977\cite{Evans1977}. Unfortunately, this approach suffer from the
nonseparable Hamiltonian resulted from quaternion representation,
which prevents the symplectic algorithm to be utilized. Another
different approach is to apply holonomic constraints to the atoms
belonging to the rigid body. Each atom moves independently under the
normal forces deriving from potential energy and constraint forces
which are used to guarantee the rigidness. However, due to their
iterative nature, SHAKE and Rattle algorithm converge very slowly
when the number of constraint increases\cite{Ryckaert1977,
Andersen1983}.

The break through in geometric literature suggests that, in order to
develop a long-term integration scheme, one should preserve the
symplectic structure of the flow. Introducing conjugate momentum to
rotation matrix $Q$ and re-formulating Hamiltonian's equation, a
symplectic integrator, RSHAKE\cite{Kol1997}, was proposed to evolve
the Hamiltonian system in a constraint manifold by iteratively
satisfying the orthogonality constraint $Q_T Q = 1$. An alternative
method using quaternion representation was developed by
Omelyan\cite{Omelyan1998}. However, both of these methods are
iterative and inefficient. In this section, we will present a
symplectic Lie-Poisson integrator for rigid body developed by
Dullweber and his coworkers\cite{Dullweber1997} in depth.

\subsection{\label{introSection:constrainedHamiltonianRB}Constrained Hamiltonian for Rigid Body}
The motion of the rigid body is Hamiltonian with the Hamiltonian
function
\begin{equation}
H = \frac{1}{2}(p^T m^{ - 1} p) + \frac{1}{2}tr(PJ^{ - 1} P) +
V(q,Q) + \frac{1}{2}tr[(QQ^T  - 1)\Lambda ].
\label{introEquation:RBHamiltonian}
\end{equation}
Here, $q$ and $Q$  are the position and rotation matrix for the
rigid-body, $p$ and $P$  are conjugate momenta to $q$  and $Q$ , and
$J$, a diagonal matrix, is defined by
\[
I_{ii}^{ - 1}  = \frac{1}{2}\sum\limits_{i \ne j} {J_{jj}^{ - 1} }
\]
where $I_{ii}$ is the diagonal element of the inertia tensor. This
constrained Hamiltonian equation subjects to a holonomic constraint,
\begin{equation}
Q^T Q = 1, \label{introEquation:orthogonalConstraint}
\end{equation}
which is used to ensure rotation matrix's orthogonality.
Differentiating \ref{introEquation:orthogonalConstraint} and using
Equation \ref{introEquation:RBMotionMomentum}, one may obtain,
\begin{equation}
Q^T PJ^{ - 1}  + J^{ - 1} P^T Q = 0 . \\
\label{introEquation:RBFirstOrderConstraint}
\end{equation}

Using Equation (\ref{introEquation:motionHamiltonianCoordinate},
\ref{introEquation:motionHamiltonianMomentum}), one can write down
the equations of motion,
\[
\begin{array}{c}
 \frac{{dq}}{{dt}} = \frac{p}{m} \label{introEquation:RBMotionPosition}\\
 \frac{{dp}}{{dt}} =  - \nabla _q V(q,Q) \label{introEquation:RBMotionMomentum}\\
 \frac{{dQ}}{{dt}} = PJ^{ - 1}  \label{introEquation:RBMotionRotation}\\
 \frac{{dP}}{{dt}} =  - \nabla _Q V(q,Q) - 2Q\Lambda . \label{introEquation:RBMotionP}\\
 \end{array}
\]

In general, there are two ways to satisfy the holonomic constraints.
We can use constraint force provided by lagrange multiplier on the
normal manifold to keep the motion on constraint space. Or we can
simply evolve the system in constraint manifold. These two methods
are proved to be equivalent. The holonomic constraint and equations
of motions define a constraint manifold for rigid body
\[
M = \left\{ {(Q,P):Q^T Q = 1,Q^T PJ^{ - 1}  + J^{ - 1} P^T Q = 0}
\right\}.
\]

Unfortunately, this constraint manifold is not the cotangent bundle
$T_{\star}SO(3)$. However, it turns out that under symplectic
transformation, the cotangent space and the phase space are
diffeomorphic. Introducing
\[
\tilde Q = Q,\tilde P = \frac{1}{2}\left( {P - QP^T Q} \right),
\]
the mechanical system subject to a holonomic constraint manifold $M$
can be re-formulated as a Hamiltonian system on the cotangent space
\[
T^* SO(3) = \left\{ {(\tilde Q,\tilde P):\tilde Q^T \tilde Q =
1,\tilde Q^T \tilde PJ^{ - 1}  + J^{ - 1} P^T \tilde Q = 0} \right\}
\]

For a body fixed vector $X_i$ with respect to the center of mass of
the rigid body, its corresponding lab fixed vector $X_0^{lab}$  is
given as
\begin{equation}
X_i^{lab} = Q X_i + q.
\end{equation}
Therefore, potential energy $V(q,Q)$ is defined by
\[
V(q,Q) = V(Q X_0 + q).
\]
Hence, the force and torque are given by
\[
\nabla _q V(q,Q) = F(q,Q) = \sum\limits_i {F_i (q,Q)},
\]
and
\[
\nabla _Q V(q,Q) = F(q,Q)X_i^t
\]
respectively.

As a common choice to describe the rotation dynamics of the rigid
body, angular momentum on body frame $\Pi  = Q^t P$ is introduced to
rewrite the equations of motion,
\begin{equation}
 \begin{array}{l}
 \mathop \Pi \limits^ \bullet   = J^{ - 1} \Pi ^T \Pi  + Q^T \sum\limits_i {F_i (q,Q)X_i^T }  - \Lambda  \\
 \mathop Q\limits^{{\rm{   }} \bullet }  = Q\Pi {\rm{ }}J^{ - 1}  \\
 \end{array}
 \label{introEqaution:RBMotionPI}
\end{equation}
, as well as holonomic constraints,
\[
\begin{array}{l}
 \Pi J^{ - 1}  + J^{ - 1} \Pi ^t  = 0 \\
 Q^T Q = 1 \\
 \end{array}
\]

For a vector $v(v_1 ,v_2 ,v_3 ) \in R^3$ and a matrix $\hat v \in
so(3)^ \star$, the hat-map isomorphism,
\begin{equation}
v(v_1 ,v_2 ,v_3 ) \Leftrightarrow \hat v = \left(
{\begin{array}{*{20}c}
   0 & { - v_3 } & {v_2 }  \\
   {v_3 } & 0 & { - v_1 }  \\
   { - v_2 } & {v_1 } & 0  \\
\end{array}} \right),
\label{introEquation:hatmapIsomorphism}
\end{equation}
will let us associate the matrix products with traditional vector
operations
\[
\hat vu = v \times u
\]

Using \ref{introEqaution:RBMotionPI}, one can construct a skew
matrix,
\begin{equation}
(\mathop \Pi \limits^ \bullet   - \mathop \Pi \limits^ \bullet  ^T
){\rm{ }} = {\rm{ }}(\Pi  - \Pi ^T ){\rm{ }}(J^{ - 1} \Pi  + \Pi J^{
- 1} ) + \sum\limits_i {[Q^T F_i (r,Q)X_i^T  - X_i F_i (r,Q)^T Q]} -
(\Lambda  - \Lambda ^T ) . \label{introEquation:skewMatrixPI}
\end{equation}
Since $\Lambda$ is symmetric, the last term of Equation
\ref{introEquation:skewMatrixPI} is zero, which implies the Lagrange
multiplier $\Lambda$ is absent from the equations of motion. This
unique property eliminate the requirement of iterations which can
not be avoided in other methods\cite{Kol1997, Omelyan1998}.

Applying hat-map isomorphism, we obtain the equation of motion for
angular momentum on body frame
\begin{equation}
\dot \pi  = \pi  \times I^{ - 1} \pi  + \sum\limits_i {\left( {Q^T
F_i (r,Q)} \right) \times X_i }.
\label{introEquation:bodyAngularMotion}
\end{equation}
In the same manner, the equation of motion for rotation matrix is
given by
\[
\dot Q = Qskew(I^{ - 1} \pi )
\]

\subsection{\label{introSection:SymplecticFreeRB}Symplectic
Lie-Poisson Integrator for Free Rigid Body}

If there is not external forces exerted on the rigid body, the only
contribution to the rotational is from the kinetic potential (the
first term of \ref{ introEquation:bodyAngularMotion}). The free
rigid body is an example of Lie-Poisson system with Hamiltonian
function
\begin{equation}
T^r (\pi ) = T_1 ^r (\pi _1 ) + T_2^r (\pi _2 ) + T_3^r (\pi _3 )
\label{introEquation:rotationalKineticRB}
\end{equation}
where $T_i^r (\pi _i ) = \frac{{\pi _i ^2 }}{{2I_i }}$ and
Lie-Poisson structure matrix,
\begin{equation}
J(\pi ) = \left( {\begin{array}{*{20}c}
   0 & {\pi _3 } & { - \pi _2 }  \\
   { - \pi _3 } & 0 & {\pi _1 }  \\
   {\pi _2 } & { - \pi _1 } & 0  \\
\end{array}} \right)
\end{equation}
Thus, the dynamics of free rigid body is governed by
\begin{equation}
\frac{d}{{dt}}\pi  = J(\pi )\nabla _\pi  T^r (\pi )
\end{equation}

One may notice that each $T_i^r$ in Equation
\ref{introEquation:rotationalKineticRB} can be solved exactly. For
instance, the equations of motion due to $T_1^r$ are given by
\begin{equation}
\frac{d}{{dt}}\pi  = R_1 \pi ,\frac{d}{{dt}}Q = QR_1
\label{introEqaution:RBMotionSingleTerm}
\end{equation}
where
\[ R_1  = \left( {\begin{array}{*{20}c}
   0 & 0 & 0  \\
   0 & 0 & {\pi _1 }  \\
   0 & { - \pi _1 } & 0  \\
\end{array}} \right).
\]
The solutions of Equation \ref{introEqaution:RBMotionSingleTerm} is
\[
\pi (\Delta t) = e^{\Delta tR_1 } \pi (0),Q(\Delta t) =
Q(0)e^{\Delta tR_1 }
\]
with
\[
e^{\Delta tR_1 }  = \left( {\begin{array}{*{20}c}
   0 & 0 & 0  \\
   0 & {\cos \theta _1 } & {\sin \theta _1 }  \\
   0 & { - \sin \theta _1 } & {\cos \theta _1 }  \\
\end{array}} \right),\theta _1  = \frac{{\pi _1 }}{{I_1 }}\Delta t.
\]
To reduce the cost of computing expensive functions in $e^{\Delta
tR_1 }$, we can use Cayley transformation,
\[
e^{\Delta tR_1 }  \approx (1 - \Delta tR_1 )^{ - 1} (1 + \Delta tR_1
)
\]
The flow maps for $T_2^r$ and $T_3^r$ can be found in the same
manner.

In order to construct a second-order symplectic method, we split the
angular kinetic Hamiltonian function can into five terms
\[
T^r (\pi ) = \frac{1}{2}T_1 ^r (\pi _1 ) + \frac{1}{2}T_2^r (\pi _2
) + T_3^r (\pi _3 ) + \frac{1}{2}T_2^r (\pi _2 ) + \frac{1}{2}T_1 ^r
(\pi _1 )
\].
Concatenating flows corresponding to these five terms, we can obtain
an symplectic integrator,
\[
\varphi _{\Delta t,T^r }  = \varphi _{\Delta t/2,\pi _1 }  \circ
\varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t,\pi _3 }
\circ \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t/2,\pi
_1 }.
\]

The non-canonical Lie-Poisson bracket ${F, G}$ of two function
$F(\pi )$ and $G(\pi )$ is defined by
\[
\{ F,G\} (\pi ) = [\nabla _\pi  F(\pi )]^T J(\pi )\nabla _\pi  G(\pi
)
\]
If the Poisson bracket of a function $F$ with an arbitrary smooth
function $G$ is zero, $F$ is a \emph{Casimir}, which is the
conserved quantity in Poisson system. We can easily verify that the
norm of the angular momentum, $\parallel \pi
\parallel$, is a \emph{Casimir}. Let$ F(\pi ) = S(\frac{{\parallel
\pi \parallel ^2 }}{2})$ for an arbitrary function $ S:R \to R$ ,
then by the chain rule
\[
\nabla _\pi  F(\pi ) = S'(\frac{{\parallel \pi \parallel ^2
}}{2})\pi
\]
Thus $ [\nabla _\pi  F(\pi )]^T J(\pi ) =  - S'(\frac{{\parallel \pi
\parallel ^2 }}{2})\pi  \times \pi  = 0 $. This explicit
Lie-Poisson integrator is found to be extremely efficient and stable
which can be explained by the fact the small angle approximation is
used and the norm of the angular momentum is conserved.

\subsection{\label{introSection:RBHamiltonianSplitting} Hamiltonian
Splitting for Rigid Body}

The Hamiltonian of rigid body can be separated in terms of kinetic
energy and potential energy,
\[
H = T(p,\pi ) + V(q,Q)
\]
The equations of motion corresponding to potential energy and
kinetic energy are listed in the below table,
\begin{table}
\caption{Equations of motion due to Potential and Kinetic Energies}
\begin{center}
\begin{tabular}{|l|l|}
  \hline
  % after \\: \hline or \cline{col1-col2} \cline{col3-col4} ...
  Potential & Kinetic \\
  $\frac{{dq}}{{dt}} = \frac{p}{m}$ & $\frac{d}{{dt}}q = p$ \\
  $\frac{d}{{dt}}p =  - \frac{{\partial V}}{{\partial q}}$ & $ \frac{d}{{dt}}p = 0$ \\
  $\frac{d}{{dt}}Q = 0$ & $ \frac{d}{{dt}}Q = Qskew(I^{ - 1} j)$ \\
  $ \frac{d}{{dt}}\pi  = \sum\limits_i {\left( {Q^T F_i (r,Q)} \right) \times X_i }$ & $\frac{d}{{dt}}\pi  = \pi  \times I^{ - 1} \pi$\\
  \hline
\end{tabular}
\end{center}
\end{table}
A second-order symplectic method is now obtained by the
composition of the flow maps,
\[
\varphi _{\Delta t}  = \varphi _{\Delta t/2,V}  \circ \varphi
_{\Delta t,T}  \circ \varphi _{\Delta t/2,V}.
\]
Moreover, $\varphi _{\Delta t/2,V}$ can be divided into two
sub-flows which corresponding to force and torque respectively,
\[
\varphi _{\Delta t/2,V}  = \varphi _{\Delta t/2,F}  \circ \varphi
_{\Delta t/2,\tau }.
\]
Since the associated operators of $\varphi _{\Delta t/2,F} $ and
$\circ \varphi _{\Delta t/2,\tau }$ are commuted, the composition
order inside $\varphi _{\Delta t/2,V}$ does not matter.

Furthermore, kinetic potential can be separated to translational
kinetic term, $T^t (p)$, and rotational kinetic term, $T^r (\pi )$,
\begin{equation}
T(p,\pi ) =T^t (p) + T^r (\pi ).
\end{equation}
where $ T^t (p) = \frac{1}{2}p^T m^{ - 1} p $ and $T^r (\pi )$ is
defined by \ref{introEquation:rotationalKineticRB}. Therefore, the
corresponding flow maps are given by
\[
\varphi _{\Delta t,T}  = \varphi _{\Delta t,T^t }  \circ \varphi
_{\Delta t,T^r }.
\]
Finally, we obtain the overall symplectic flow maps for free moving
rigid body
\begin{equation}
\begin{array}{c}
 \varphi _{\Delta t}  = \varphi _{\Delta t/2,F}  \circ \varphi _{\Delta t/2,\tau }  \\
  \circ \varphi _{\Delta t,T^t }  \circ \varphi _{\Delta t/2,\pi _1 }  \circ \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t,\pi _3 }  \circ \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t/2,\pi _1 }  \\
  \circ \varphi _{\Delta t/2,\tau }  \circ \varphi _{\Delta t/2,F}  .\\
 \end{array}
\label{introEquation:overallRBFlowMaps}
\end{equation}

\section{\label{introSection:langevinDynamics}Langevin Dynamics}
As an alternative to newtonian dynamics, Langevin dynamics, which
mimics a simple heat bath with stochastic and dissipative forces,
has been applied in a variety of studies. This section will review
the theory of Langevin dynamics simulation. A brief derivation of
generalized Langevin equation will be given first. Follow that, we
will discuss the physical meaning of the terms appearing in the
equation as well as the calculation of friction tensor from
hydrodynamics theory.

\subsection{\label{introSection:generalizedLangevinDynamics}Derivation of Generalized Langevin Equation}

Harmonic bath model, in which an effective set of harmonic
oscillators are used to mimic the effect of a linearly responding
environment, has been widely used in quantum chemistry and
statistical mechanics. One of the successful applications of
Harmonic bath model is the derivation of Deriving Generalized
Langevin Dynamics. Lets consider a system, in which the degree of
freedom $x$ is assumed to couple to the bath linearly, giving a
Hamiltonian of the form
\begin{equation}
H = \frac{{p^2 }}{{2m}} + U(x) + H_B  + \Delta U(x,x_1 , \ldots x_N)
\label{introEquation:bathGLE}.
\end{equation}
Here $p$ is a momentum conjugate to $q$, $m$ is the mass associated
with this degree of freedom, $H_B$ is harmonic bath Hamiltonian,
\[
H_B  = \sum\limits_{\alpha  = 1}^N {\left\{ {\frac{{p_\alpha ^2
}}{{2m_\alpha  }} + \frac{1}{2}m_\alpha  \omega _\alpha ^2 }
\right\}}
\]
where the index $\alpha$ runs over all the bath degrees of freedom,
$\omega _\alpha$ are the harmonic bath frequencies, $m_\alpha$ are
the harmonic bath masses, and $\Delta U$ is bilinear system-bath
coupling,
\[
\Delta U =  - \sum\limits_{\alpha  = 1}^N {g_\alpha  x_\alpha  x}
\]
where $g_\alpha$ are the coupling constants between the bath and the
coordinate $x$. Introducing
\[
W(x) = U(x) - \sum\limits_{\alpha  = 1}^N {\frac{{g_\alpha ^2
}}{{2m_\alpha  w_\alpha ^2 }}} x^2
\] and combining the last two terms in Equation
\ref{introEquation:bathGLE}, we may rewrite the Harmonic bath
Hamiltonian as
\[
H = \frac{{p^2 }}{{2m}} + W(x) + \sum\limits_{\alpha  = 1}^N
{\left\{ {\frac{{p_\alpha ^2 }}{{2m_\alpha  }} + \frac{1}{2}m_\alpha
w_\alpha ^2 \left( {x_\alpha   - \frac{{g_\alpha  }}{{m_\alpha
w_\alpha ^2 }}x} \right)^2 } \right\}}
\]
Since the first two terms of the new Hamiltonian depend only on the
system coordinates, we can get the equations of motion for
Generalized Langevin Dynamics by Hamilton's equations
\ref{introEquation:motionHamiltonianCoordinate,
introEquation:motionHamiltonianMomentum},
\begin{equation}
m\ddot x =  - \frac{{\partial W(x)}}{{\partial x}} -
\sum\limits_{\alpha  = 1}^N {g_\alpha  \left( {x_\alpha   -
\frac{{g_\alpha  }}{{m_\alpha  w_\alpha ^2 }}x} \right)},
\label{introEquation:coorMotionGLE}
\end{equation}
and
\begin{equation}
m\ddot x_\alpha   =  - m_\alpha  w_\alpha ^2 \left( {x_\alpha   -
\frac{{g_\alpha  }}{{m_\alpha  w_\alpha ^2 }}x} \right).
\label{introEquation:bathMotionGLE}
\end{equation}

In order to derive an equation for $x$, the dynamics of the bath
variables $x_\alpha$ must be solved exactly first. As an integral
transform which is particularly useful in solving linear ordinary
differential equations, Laplace transform is the appropriate tool to
solve this problem. The basic idea is to transform the difficult
differential equations into simple algebra problems which can be
solved easily. Then applying inverse Laplace transform, also known
as the Bromwich integral, we can retrieve the solutions of the
original problems.

Let $f(t)$ be a function defined on $ [0,\infty ) $. The Laplace
transform of f(t) is a new function defined as
\[
L(f(t)) \equiv F(p) = \int_0^\infty  {f(t)e^{ - pt} dt}
\]
where  $p$ is real and  $L$ is called the Laplace Transform
Operator. Below are some important properties of Laplace transform

\begin{eqnarray*}
 L(x + y)  & = & L(x) + L(y) \\
 L(ax)     & = & aL(x) \\
 L(\dot x) & = & pL(x) - px(0) \\
 L(\ddot x)& = & p^2 L(x) - px(0) - \dot x(0) \\
 L\left( {\int_0^t {g(t - \tau )h(\tau )d\tau } } \right)& = & G(p)H(p) \\
 \end{eqnarray*}


Applying Laplace transform to the bath coordinates, we obtain
\begin{eqnarray*}
p^2 L(x_\alpha  ) - px_\alpha  (0) - \dot x_\alpha  (0) & = & - \omega _\alpha ^2 L(x_\alpha  ) + \frac{{g_\alpha  }}{{\omega _\alpha  }}L(x) \\
L(x_\alpha  ) & = & \frac{{\frac{{g_\alpha  }}{{\omega _\alpha  }}L(x) + px_\alpha  (0) + \dot x_\alpha  (0)}}{{p^2  + \omega _\alpha ^2 }} \\
\end{eqnarray*}

By the same way, the system coordinates become
\begin{eqnarray*}
 mL(\ddot x) & = & - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}} \\
  & & \mbox{} - \sum\limits_{\alpha  = 1}^N {\left\{ { - \frac{{g_\alpha ^2 }}{{m_\alpha  \omega _\alpha ^2 }}\frac{p}{{p^2  + \omega _\alpha ^2 }}pL(x) - \frac{p}{{p^2  + \omega _\alpha ^2 }}g_\alpha  x_\alpha  (0) - \frac{1}{{p^2  + \omega _\alpha ^2 }}g_\alpha  \dot x_\alpha  (0)} \right\}}  \\
\end{eqnarray*}

With the help of some relatively important inverse Laplace
transformations:
\[
\begin{array}{c}
 L(\cos at) = \frac{p}{{p^2  + a^2 }} \\
 L(\sin at) = \frac{a}{{p^2  + a^2 }} \\
 L(1) = \frac{1}{p} \\
 \end{array}
\]
, we obtain
\begin{eqnarray*}
m\ddot x & =  & - \frac{{\partial W(x)}}{{\partial x}} -
\sum\limits_{\alpha  = 1}^N {\left\{ {\left( { - \frac{{g_\alpha ^2
}}{{m_\alpha  \omega _\alpha ^2 }}} \right)\int_0^t {\cos (\omega
_\alpha  t)\dot x(t - \tau )d\tau } } \right\}}  \\
& & + \sum\limits_{\alpha  = 1}^N {\left\{ {\left[ {g_\alpha
x_\alpha (0) - \frac{{g_\alpha  }}{{m_\alpha  \omega _\alpha  }}}
\right]\cos (\omega _\alpha  t) + \frac{{g_\alpha  \dot x_\alpha
(0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t)} \right\}}
\end{eqnarray*}
\begin{eqnarray*}
m\ddot x & = & - \frac{{\partial W(x)}}{{\partial x}} - \int_0^t
{\sum\limits_{\alpha  = 1}^N {\left( { - \frac{{g_\alpha ^2
}}{{m_\alpha  \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha
t)\dot x(t - \tau )d} \tau }  \\
& & + \sum\limits_{\alpha  = 1}^N {\left\{ {\left[ {g_\alpha
x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha  }}}
\right]\cos (\omega _\alpha  t) + \frac{{g_\alpha  \dot x_\alpha
(0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t)} \right\}}
\end{eqnarray*}
Introducing a \emph{dynamic friction kernel}
\begin{equation}
\xi (t) = \sum\limits_{\alpha  = 1}^N {\left( { - \frac{{g_\alpha ^2
}}{{m_\alpha  \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha  t)}
\label{introEquation:dynamicFrictionKernelDefinition}
\end{equation}
and \emph{a random force}
\begin{equation}
R(t) = \sum\limits_{\alpha  = 1}^N {\left( {g_\alpha  x_\alpha  (0)
- \frac{{g_\alpha ^2 }}{{m_\alpha  \omega _\alpha ^2 }}x(0)}
\right)\cos (\omega _\alpha  t)}  + \frac{{\dot x_\alpha
(0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t),
\label{introEquation:randomForceDefinition}
\end{equation}
the equation of motion can be rewritten as
\begin{equation}
m\ddot x =  - \frac{{\partial W}}{{\partial x}} - \int_0^t {\xi
(t)\dot x(t - \tau )d\tau }  + R(t)
\label{introEuqation:GeneralizedLangevinDynamics}
\end{equation}
which is known as the \emph{generalized Langevin equation}.

\subsubsection{\label{introSection:randomForceDynamicFrictionKernel}Random Force and Dynamic Friction Kernel}

One may notice that $R(t)$ depends only on initial conditions, which
implies it is completely deterministic within the context of a
harmonic bath. However, it is easy to verify that $R(t)$ is totally
uncorrelated to $x$ and $\dot x$,
\[
\begin{array}{l}
 \left\langle {x(t)R(t)} \right\rangle  = 0, \\
 \left\langle {\dot x(t)R(t)} \right\rangle  = 0. \\
 \end{array}
\]
This property is what we expect from a truly random process. As long
as the model, which is gaussian distribution in general, chosen for
$R(t)$ is a truly random process, the stochastic nature of the GLE
still remains.

%dynamic friction kernel
The convolution integral
\[
\int_0^t {\xi (t)\dot x(t - \tau )d\tau }
\]
depends on the entire history of the evolution of $x$, which implies
that the bath retains memory of previous motions. In other words,
the bath requires a finite time to respond to change in the motion
of the system. For a sluggish bath which responds slowly to changes
in the system coordinate, we may regard $\xi(t)$ as a constant
$\xi(t) = \Xi_0$. Hence, the convolution integral becomes
\[
\int_0^t {\xi (t)\dot x(t - \tau )d\tau }  = \xi _0 (x(t) - x(0))
\]
and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
\[
m\ddot x =  - \frac{\partial }{{\partial x}}\left( {W(x) +
\frac{1}{2}\xi _0 (x - x_0 )^2 } \right) + R(t),
\]
which can be used to describe dynamic caging effect. The other
extreme is the bath that responds infinitely quickly to motions in
the system. Thus, $\xi (t)$ can be taken as a $delta$ function in
time:
\[
\xi (t) = 2\xi _0 \delta (t)
\]
Hence, the convolution integral becomes
\[
\int_0^t {\xi (t)\dot x(t - \tau )d\tau }  = 2\xi _0 \int_0^t
{\delta (t)\dot x(t - \tau )d\tau }  = \xi _0 \dot x(t),
\]
and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
\begin{equation}
m\ddot x =  - \frac{{\partial W(x)}}{{\partial x}} - \xi _0 \dot
x(t) + R(t) \label{introEquation:LangevinEquation}
\end{equation}
which is known as the Langevin equation. The static friction
coefficient $\xi _0$ can either be calculated from spectral density
or be determined by Stokes' law for regular shaped particles.A
briefly review on calculating friction tensor for arbitrary shaped
particles is given in Sec.~\ref{introSection:frictionTensor}.

\subsubsection{\label{introSection:secondFluctuationDissipation}The Second Fluctuation Dissipation Theorem}

Defining a new set of coordinates,
\[
q_\alpha  (t) = x_\alpha  (t) - \frac{1}{{m_\alpha  \omega _\alpha
^2 }}x(0)
\],
we can rewrite $R(T)$ as
\[
R(t) = \sum\limits_{\alpha  = 1}^N {g_\alpha  q_\alpha  (t)}.
\]
And since the $q$ coordinates are harmonic oscillators,

\begin{eqnarray*}
 \left\langle {q_\alpha ^2 } \right\rangle  & = & \frac{{kT}}{{m_\alpha  \omega _\alpha ^2 }} \\
 \left\langle {q_\alpha  (t)q_\alpha  (0)} \right\rangle & = & \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha  t) \\
 \left\langle {q_\alpha  (t)q_\beta  (0)} \right\rangle & = &\delta _{\alpha \beta } \left\langle {q_\alpha  (t)q_\alpha  (0)} \right\rangle  \\
 \left\langle {R(t)R(0)} \right\rangle & = & \sum\limits_\alpha  {\sum\limits_\beta  {g_\alpha  g_\beta  \left\langle {q_\alpha  (t)q_\beta  (0)} \right\rangle } }  \\
  & = &\sum\limits_\alpha  {g_\alpha ^2 \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha  t)}  \\
  & = &kT\xi (t) \\
\end{eqnarray*}

Thus, we recover the \emph{second fluctuation dissipation theorem}
\begin{equation}
\xi (t) = \left\langle {R(t)R(0)} \right\rangle
\label{introEquation:secondFluctuationDissipation}.
\end{equation}
In effect, it acts as a constraint on the possible ways in which one
can model the random force and friction kernel.

\subsection{\label{introSection:frictionTensor} Friction Tensor}
Theoretically, the friction kernel can be determined using velocity
autocorrelation function. However, this approach become impractical
when the system become more and more complicate. Instead, various
approaches based on hydrodynamics have been developed to calculate
the friction coefficients. The friction effect is isotropic in
Equation, $\zeta$ can be taken as a scalar. In general, friction
tensor $\Xi$ is a $6\times 6$ matrix given by
\[
\Xi  = \left( {\begin{array}{*{20}c}
   {\Xi _{}^{tt} } & {\Xi _{}^{rt} }  \\
   {\Xi _{}^{tr} } & {\Xi _{}^{rr} }  \\
\end{array}} \right).
\]
Here, $ {\Xi^{tt} }$ and $ {\Xi^{rr} }$ are translational friction
tensor and rotational resistance (friction) tensor respectively,
while ${\Xi^{tr} }$ is translation-rotation coupling tensor and $
{\Xi^{rt} }$ is rotation-translation coupling tensor. When a
particle moves in a fluid, it may experience friction force or
torque along the opposite direction of the velocity or angular
velocity,
\[
\left( \begin{array}{l}
 F_R  \\
 \tau _R  \\
 \end{array} \right) =  - \left( {\begin{array}{*{20}c}
   {\Xi ^{tt} } & {\Xi ^{rt} }  \\
   {\Xi ^{tr} } & {\Xi ^{rr} }  \\
\end{array}} \right)\left( \begin{array}{l}
 v \\
 w \\
 \end{array} \right)
\]
where $F_r$ is the friction force and $\tau _R$ is the friction
toque.

\subsubsection{\label{introSection:resistanceTensorRegular}The Resistance Tensor for Regular Shape}

For a spherical particle, the translational and rotational friction
constant can be calculated from Stoke's law,
\[
\Xi ^{tt}  = \left( {\begin{array}{*{20}c}
   {6\pi \eta R} & 0 & 0  \\
   0 & {6\pi \eta R} & 0  \\
   0 & 0 & {6\pi \eta R}  \\
\end{array}} \right)
\]
and
\[
\Xi ^{rr}  = \left( {\begin{array}{*{20}c}
   {8\pi \eta R^3 } & 0 & 0  \\
   0 & {8\pi \eta R^3 } & 0  \\
   0 & 0 & {8\pi \eta R^3 }  \\
\end{array}} \right)
\]
where $\eta$ is the viscosity of the solvent and $R$ is the
hydrodynamics radius.

Other non-spherical shape, such as cylinder and ellipsoid
\textit{etc}, are widely used as reference for developing new
hydrodynamics theory, because their properties can be calculated
exactly. In 1936, Perrin extended Stokes's law to general ellipsoid,
also called a triaxial ellipsoid, which is given in Cartesian
coordinates by\cite{Perrin1934, Perrin1936}
\[
\frac{{x^2 }}{{a^2 }} + \frac{{y^2 }}{{b^2 }} + \frac{{z^2 }}{{c^2
}} = 1
\]
where the semi-axes are of lengths $a$, $b$, and $c$. Unfortunately,
due to the complexity of the elliptic integral, only the ellipsoid
with the restriction of two axes having to be equal, \textit{i.e.}
prolate($ a \ge b = c$) and oblate ($ a < b = c $), can be solved
exactly. Introducing an elliptic integral parameter $S$ for prolate,
\[
S = \frac{2}{{\sqrt {a^2  - b^2 } }}\ln \frac{{a + \sqrt {a^2  - b^2
} }}{b},
\]
and oblate,
\[
S = \frac{2}{{\sqrt {b^2  - a^2 } }}arctg\frac{{\sqrt {b^2  - a^2 }
}}{a}
\],
one can write down the translational and rotational resistance
tensors
\[
\begin{array}{l}
 \Xi _a^{tt}  = 16\pi \eta \frac{{a^2  - b^2 }}{{(2a^2  - b^2 )S - 2a}} \\
 \Xi _b^{tt}  = \Xi _c^{tt}  = 32\pi \eta \frac{{a^2  - b^2 }}{{(2a^2  - 3b^2 )S + 2a}} \\
 \end{array},
\]
and
\[
\begin{array}{l}
 \Xi _a^{rr}  = \frac{{32\pi }}{3}\eta \frac{{(a^2  - b^2 )b^2 }}{{2a - b^2 S}} \\
 \Xi _b^{rr}  = \Xi _c^{rr}  = \frac{{32\pi }}{3}\eta \frac{{(a^4  - b^4 )}}{{(2a^2  - b^2 )S - 2a}} \\
 \end{array}.
\]

\subsubsection{\label{introSection:resistanceTensorRegularArbitrary}The Resistance Tensor for Arbitrary Shape}

Unlike spherical and other regular shaped molecules, there is not
analytical solution for friction tensor of any arbitrary shaped
rigid molecules. The ellipsoid of revolution model and general
triaxial ellipsoid model have been used to approximate the
hydrodynamic properties of rigid bodies. However, since the mapping
from all possible ellipsoidal space, $r$-space, to all possible
combination of rotational diffusion coefficients, $D$-space is not
unique\cite{Wegener1979} as well as the intrinsic coupling between
translational and rotational motion of rigid body, general ellipsoid
is not always suitable for modeling arbitrarily shaped rigid
molecule. A number of studies have been devoted to determine the
friction tensor for irregularly shaped rigid bodies using more
advanced method where the molecule of interest was modeled by
combinations of spheres(beads)\cite{Carrasco1999} and the
hydrodynamics properties of the molecule can be calculated using the
hydrodynamic interaction tensor. Let us consider a rigid assembly of
$N$ beads immersed in a continuous medium. Due to hydrodynamics
interaction, the ``net'' velocity of $i$th bead, $v'_i$ is different
than its unperturbed velocity $v_i$,
\[
v'_i  = v_i  - \sum\limits_{j \ne i} {T_{ij} F_j }
\]
where $F_i$ is the frictional force, and $T_{ij}$ is the
hydrodynamic interaction tensor. The friction force of $i$th bead is
proportional to its ``net'' velocity
\begin{equation}
F_i  = \zeta _i v_i  - \zeta _i \sum\limits_{j \ne i} {T_{ij} F_j }.
\label{introEquation:tensorExpression}
\end{equation}
This equation is the basis for deriving the hydrodynamic tensor. In
1930, Oseen and Burgers gave a simple solution to Equation
\ref{introEquation:tensorExpression}
\begin{equation}
T_{ij}  = \frac{1}{{8\pi \eta r_{ij} }}\left( {I + \frac{{R_{ij}
R_{ij}^T }}{{R_{ij}^2 }}} \right).
\label{introEquation:oseenTensor}
\end{equation}
Here $R_{ij}$ is the distance vector between bead $i$ and bead $j$.
A second order expression for element of different size was
introduced by Rotne and Prager\cite{Rotne1969} and improved by
Garc\'{i}a de la Torre and Bloomfield\cite{Torre1977},
\begin{equation}
T_{ij}  = \frac{1}{{8\pi \eta R_{ij} }}\left[ {\left( {I +
\frac{{R_{ij} R_{ij}^T }}{{R_{ij}^2 }}} \right) + R\frac{{\sigma
_i^2  + \sigma _j^2 }}{{r_{ij}^2 }}\left( {\frac{I}{3} -
\frac{{R_{ij} R_{ij}^T }}{{R_{ij}^2 }}} \right)} \right].
\label{introEquation:RPTensorNonOverlapped}
\end{equation}
Both of the Equation \ref{introEquation:oseenTensor} and Equation
\ref{introEquation:RPTensorNonOverlapped} have an assumption $R_{ij}
\ge \sigma _i  + \sigma _j$. An alternative expression for
overlapping beads with the same radius, $\sigma$, is given by
\begin{equation}
T_{ij}  = \frac{1}{{6\pi \eta R_{ij} }}\left[ {\left( {1 -
\frac{2}{{32}}\frac{{R_{ij} }}{\sigma }} \right)I +
\frac{2}{{32}}\frac{{R_{ij} R_{ij}^T }}{{R_{ij} \sigma }}} \right]
\label{introEquation:RPTensorOverlapped}
\end{equation}

To calculate the resistance tensor at an arbitrary origin $O$, we
construct a $3N \times 3N$ matrix consisting of $N \times N$
$B_{ij}$ blocks
\begin{equation}
B = \left( {\begin{array}{*{20}c}
   {B_{11} } &  \ldots  & {B_{1N} }  \\
    \vdots  &  \ddots  &  \vdots   \\
   {B_{N1} } &  \cdots  & {B_{NN} }  \\
\end{array}} \right),
\end{equation}
where $B_{ij}$ is given by
\[
B_{ij}  = \delta _{ij} \frac{I}{{6\pi \eta R}} + (1 - \delta _{ij}
)T_{ij}
\]
where $\delta _{ij}$ is Kronecker delta function. Inverting matrix
$B$, we obtain

\[
C = B^{ - 1}  = \left( {\begin{array}{*{20}c}
   {C_{11} } &  \ldots  & {C_{1N} }  \\
    \vdots  &  \ddots  &  \vdots   \\
   {C_{N1} } &  \cdots  & {C_{NN} }  \\
\end{array}} \right)
\]
, which can be partitioned into $N \times N$ $3 \times 3$ block
$C_{ij}$. With the help of $C_{ij}$ and skew matrix $U_i$
\[
U_i  = \left( {\begin{array}{*{20}c}
   0 & { - z_i } & {y_i }  \\
   {z_i } & 0 & { - x_i }  \\
   { - y_i } & {x_i } & 0  \\
\end{array}} \right)
\]
where $x_i$, $y_i$, $z_i$ are the components of the vector joining
bead $i$ and origin $O$. Hence, the elements of resistance tensor at
arbitrary origin $O$ can be written as
\begin{equation}
\begin{array}{l}
 \Xi _{}^{tt}  = \sum\limits_i {\sum\limits_j {C_{ij} } } , \\
 \Xi _{}^{tr}  = \Xi _{}^{rt}  = \sum\limits_i {\sum\limits_j {U_i C_{ij} } } , \\
 \Xi _{}^{rr}  =  - \sum\limits_i {\sum\limits_j {U_i C_{ij} } } U_j  \\
 \end{array}
\label{introEquation:ResistanceTensorArbitraryOrigin}
\end{equation}

The resistance tensor depends on the origin to which they refer. The
proper location for applying friction force is the center of
resistance (reaction), at which the trace of rotational resistance
tensor, $ \Xi ^{rr}$ reaches minimum. Mathematically, the center of
resistance is defined as an unique point of the rigid body at which
the translation-rotation coupling tensor are symmetric,
\begin{equation}
\Xi^{tr}  = \left( {\Xi^{tr} } \right)^T
\label{introEquation:definitionCR}
\end{equation}
Form Equation \ref{introEquation:ResistanceTensorArbitraryOrigin},
we can easily find out that the translational resistance tensor is
origin independent, while the rotational resistance tensor and
translation-rotation coupling resistance tensor depend on the
origin. Given resistance tensor at an arbitrary origin $O$, and a
vector ,$r_{OP}(x_{OP}, y_{OP}, z_{OP})$, from $O$ to $P$, we can
obtain the resistance tensor at $P$ by
\begin{equation}
\begin{array}{l}
 \Xi _P^{tt}  = \Xi _O^{tt}  \\
 \Xi _P^{tr}  = \Xi _P^{rt}  = \Xi _O^{tr}  - U_{OP} \Xi _O^{tt}  \\
 \Xi _P^{rr}  = \Xi _O^{rr}  - U_{OP} \Xi _O^{tt} U_{OP}  + \Xi _O^{tr} U_{OP}  - U_{OP} \Xi _O^{tr} ^{^T }  \\
 \end{array}
 \label{introEquation:resistanceTensorTransformation}
\end{equation}
where
\[
U_{OP}  = \left( {\begin{array}{*{20}c}
   0 & { - z_{OP} } & {y_{OP} }  \\
   {z_i } & 0 & { - x_{OP} }  \\
   { - y_{OP} } & {x_{OP} } & 0  \\
\end{array}} \right)
\]
Using Equations \ref{introEquation:definitionCR} and
\ref{introEquation:resistanceTensorTransformation}, one can locate
the position of center of resistance,
\begin{eqnarray*}
 \left( \begin{array}{l}
 x_{OR}  \\
 y_{OR}  \\
 z_{OR}  \\
 \end{array} \right) & = &\left( {\begin{array}{*{20}c}
   {(\Xi _O^{rr} )_{yy}  + (\Xi _O^{rr} )_{zz} } & { - (\Xi _O^{rr} )_{xy} } & { - (\Xi _O^{rr} )_{xz} }  \\
   { - (\Xi _O^{rr} )_{xy} } & {(\Xi _O^{rr} )_{zz}  + (\Xi _O^{rr} )_{xx} } & { - (\Xi _O^{rr} )_{yz} }  \\
   { - (\Xi _O^{rr} )_{xz} } & { - (\Xi _O^{rr} )_{yz} } & {(\Xi _O^{rr} )_{xx}  + (\Xi _O^{rr} )_{yy} }  \\
\end{array}} \right)^{ - 1}  \\
  & & \left( \begin{array}{l}
 (\Xi _O^{tr} )_{yz}  - (\Xi _O^{tr} )_{zy}  \\
 (\Xi _O^{tr} )_{zx}  - (\Xi _O^{tr} )_{xz}  \\
 (\Xi _O^{tr} )_{xy}  - (\Xi _O^{tr} )_{yx}  \\
 \end{array} \right) \\
\end{eqnarray*}


where $x_OR$, $y_OR$, $z_OR$ are the components of the vector
joining center of resistance $R$ and origin $O$.
Revision:	2794
Committed:	Tue Jun 6 01:58:27 2006 UTC (18 years ago) by tim
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