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1   \chapter{\label{chapt:introduction}INTRODUCTION AND THEORETICAL BACKGROUND}
2  
3 < \section{\label{introSection:classicalMechanics}Classical Mechanics}
3 > \section{\label{introSection:classicalMechanics}Classical
4 > Mechanics}
5  
6 < \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
6 > Closely related to Classical Mechanics, Molecular Dynamics
7 > simulations are carried out by integrating the equations of motion
8 > for a given system of particles. There are three fundamental ideas
9 > behind classical mechanics. Firstly, one can determine the state of
10 > a mechanical system at any time of interest; Secondly, all the
11 > mechanical properties of the system at that time can be determined
12 > by combining the knowledge of the properties of the system with the
13 > specification of this state; Finally, the specification of the state
14 > when further combine with the laws of mechanics will also be
15 > sufficient to predict the future behavior of the system.
16  
17 < \section{\label{introSection:statisticalMechanics}Statistical Mechanics}
17 > \subsection{\label{introSection:newtonian}Newtonian Mechanics}
18 > The discovery of Newton's three laws of mechanics which govern the
19 > motion of particles is the foundation of the classical mechanics.
20 > Newton's first law defines a class of inertial frames. Inertial
21 > frames are reference frames where a particle not interacting with
22 > other bodies will move with constant speed in the same direction.
23 > With respect to inertial frames, Newton's second law has the form
24 > \begin{equation}
25 > F = \frac {dp}{dt} = \frac {mdv}{dt}
26 > \label{introEquation:newtonSecondLaw}
27 > \end{equation}
28 > A point mass interacting with other bodies moves with the
29 > acceleration along the direction of the force acting on it. Let
30 > $F_{ij}$ be the force that particle $i$ exerts on particle $j$, and
31 > $F_{ji}$ be the force that particle $j$ exerts on particle $i$.
32 > Newton's third law states that
33 > \begin{equation}
34 > F_{ij} = -F_{ji}
35 > \label{introEquation:newtonThirdLaw}
36 > \end{equation}
37  
38 < \section{\label{introSection:molecularDynamics}Molecular Dynamics}
38 > Conservation laws of Newtonian Mechanics play very important roles
39 > in solving mechanics problems. The linear momentum of a particle is
40 > conserved if it is free or it experiences no force. The second
41 > conservation theorem concerns the angular momentum of a particle.
42 > The angular momentum $L$ of a particle with respect to an origin
43 > from which $r$ is measured is defined to be
44 > \begin{equation}
45 > L \equiv r \times p \label{introEquation:angularMomentumDefinition}
46 > \end{equation}
47 > The torque $\tau$ with respect to the same origin is defined to be
48 > \begin{equation}
49 > \tau \equiv r \times F \label{introEquation:torqueDefinition}
50 > \end{equation}
51 > Differentiating Eq.~\ref{introEquation:angularMomentumDefinition},
52 > \[
53 > \dot L = \frac{d}{{dt}}(r \times p) = (\dot r \times p) + (r \times
54 > \dot p)
55 > \]
56 > since
57 > \[
58 > \dot r \times p = \dot r \times mv = m\dot r \times \dot r \equiv 0
59 > \]
60 > thus,
61 > \begin{equation}
62 > \dot L = r \times \dot p = \tau
63 > \end{equation}
64 > If there are no external torques acting on a body, the angular
65 > momentum of it is conserved. The last conservation theorem state
66 > that if all forces are conservative, Energy
67 > \begin{equation}E = T + V \label{introEquation:energyConservation}
68 > \end{equation}
69 > is conserved. All of these conserved quantities are
70 > important factors to determine the quality of numerical integration
71 > schemes for rigid bodies \cite{Dullweber1997}.
72  
73 < \section{\label{introSection:langevinDynamics}Langevin Dynamics}
73 > \subsection{\label{introSection:lagrangian}Lagrangian Mechanics}
74  
75 < \section{\label{introSection:hydroynamics}Hydrodynamics}
75 > Newtonian Mechanics suffers from two important limitations: motions
76 > can only be described in cartesian coordinate systems. Moreover, It
77 > become impossible to predict analytically the properties of the
78 > system even if we know all of the details of the interaction. In
79 > order to overcome some of the practical difficulties which arise in
80 > attempts to apply Newton's equation to complex system, approximate
81 > numerical procedures may be developed.
82 >
83 > \subsubsection{\label{introSection:halmiltonPrinciple}\textbf{Hamilton's
84 > Principle}}
85 >
86 > Hamilton introduced the dynamical principle upon which it is
87 > possible to base all of mechanics and most of classical physics.
88 > Hamilton's Principle may be stated as follows,
89 >
90 > The actual trajectory, along which a dynamical system may move from
91 > one point to another within a specified time, is derived by finding
92 > the path which minimizes the time integral of the difference between
93 > the kinetic, $K$, and potential energies, $U$.
94 > \begin{equation}
95 > \delta \int_{t_1 }^{t_2 } {(K - U)dt = 0} ,
96 > \label{introEquation:halmitonianPrinciple1}
97 > \end{equation}
98 >
99 > For simple mechanical systems, where the forces acting on the
100 > different parts are derivable from a potential, the Lagrangian
101 > function $L$ can be defined as the difference between the kinetic
102 > energy of the system and its potential energy,
103 > \begin{equation}
104 > L \equiv K - U = L(q_i ,\dot q_i ) ,
105 > \label{introEquation:lagrangianDef}
106 > \end{equation}
107 > then Eq.~\ref{introEquation:halmitonianPrinciple1} becomes
108 > \begin{equation}
109 > \delta \int_{t_1 }^{t_2 } {L dt = 0} ,
110 > \label{introEquation:halmitonianPrinciple2}
111 > \end{equation}
112 >
113 > \subsubsection{\label{introSection:equationOfMotionLagrangian}\textbf{The
114 > Equations of Motion in Lagrangian Mechanics}}
115 >
116 > For a system of $f$ degrees of freedom, the equations of motion in
117 > the Lagrangian form is
118 > \begin{equation}
119 > \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
120 > \frac{{\partial L}}{{\partial q_i }} = 0,{\rm{ }}i = 1, \ldots,f
121 > \label{introEquation:eqMotionLagrangian}
122 > \end{equation}
123 > where $q_{i}$ is generalized coordinate and $\dot{q_{i}}$ is
124 > generalized velocity.
125 >
126 > \subsection{\label{introSection:hamiltonian}Hamiltonian Mechanics}
127 >
128 > Arising from Lagrangian Mechanics, Hamiltonian Mechanics was
129 > introduced by William Rowan Hamilton in 1833 as a re-formulation of
130 > classical mechanics. If the potential energy of a system is
131 > independent of velocities, the momenta can be defined as
132 > \begin{equation}
133 > p_i = \frac{\partial L}{\partial \dot q_i}
134 > \label{introEquation:generalizedMomenta}
135 > \end{equation}
136 > The Lagrange equations of motion are then expressed by
137 > \begin{equation}
138 > p_i  = \frac{{\partial L}}{{\partial q_i }}
139 > \label{introEquation:generalizedMomentaDot}
140 > \end{equation}
141 >
142 > With the help of the generalized momenta, we may now define a new
143 > quantity $H$ by the equation
144 > \begin{equation}
145 > H = \sum\limits_k {p_k \dot q_k }  - L ,
146 > \label{introEquation:hamiltonianDefByLagrangian}
147 > \end{equation}
148 > where $ \dot q_1  \ldots \dot q_f $ are generalized velocities and
149 > $L$ is the Lagrangian function for the system.
150 >
151 > Differentiating Eq.~\ref{introEquation:hamiltonianDefByLagrangian},
152 > one can obtain
153 > \begin{equation}
154 > dH = \sum\limits_k {\left( {p_k d\dot q_k  + \dot q_k dp_k  -
155 > \frac{{\partial L}}{{\partial q_k }}dq_k  - \frac{{\partial
156 > L}}{{\partial \dot q_k }}d\dot q_k } \right)}  - \frac{{\partial
157 > L}}{{\partial t}}dt \label{introEquation:diffHamiltonian1}
158 > \end{equation}
159 > Making use of  Eq.~\ref{introEquation:generalizedMomenta}, the
160 > second and fourth terms in the parentheses cancel. Therefore,
161 > Eq.~\ref{introEquation:diffHamiltonian1} can be rewritten as
162 > \begin{equation}
163 > dH = \sum\limits_k {\left( {\dot q_k dp_k  - \dot p_k dq_k }
164 > \right)}  - \frac{{\partial L}}{{\partial t}}dt
165 > \label{introEquation:diffHamiltonian2}
166 > \end{equation}
167 > By identifying the coefficients of $dq_k$, $dp_k$ and dt, we can
168 > find
169 > \begin{equation}
170 > \frac{{\partial H}}{{\partial p_k }} = \dot {q_k}
171 > \label{introEquation:motionHamiltonianCoordinate}
172 > \end{equation}
173 > \begin{equation}
174 > \frac{{\partial H}}{{\partial q_k }} =  - \dot {p_k}
175 > \label{introEquation:motionHamiltonianMomentum}
176 > \end{equation}
177 > and
178 > \begin{equation}
179 > \frac{{\partial H}}{{\partial t}} =  - \frac{{\partial L}}{{\partial
180 > t}}
181 > \label{introEquation:motionHamiltonianTime}
182 > \end{equation}
183 >
184 > Eq.~\ref{introEquation:motionHamiltonianCoordinate} and
185 > Eq.~\ref{introEquation:motionHamiltonianMomentum} are Hamilton's
186 > equation of motion. Due to their symmetrical formula, they are also
187 > known as the canonical equations of motions \cite{Goldstein2001}.
188 >
189 > An important difference between Lagrangian approach and the
190 > Hamiltonian approach is that the Lagrangian is considered to be a
191 > function of the generalized velocities $\dot q_i$ and coordinates
192 > $q_i$, while the Hamiltonian is considered to be a function of the
193 > generalized momenta $p_i$ and the conjugate coordinates $q_i$.
194 > Hamiltonian Mechanics is more appropriate for application to
195 > statistical mechanics and quantum mechanics, since it treats the
196 > coordinate and its time derivative as independent variables and it
197 > only works with 1st-order differential equations\cite{Marion1990}.
198 >
199 > In Newtonian Mechanics, a system described by conservative forces
200 > conserves the total energy \ref{introEquation:energyConservation}.
201 > It follows that Hamilton's equations of motion conserve the total
202 > Hamiltonian.
203 > \begin{equation}
204 > \frac{{dH}}{{dt}} = \sum\limits_i {\left( {\frac{{\partial
205 > H}}{{\partial q_i }}\dot q_i  + \frac{{\partial H}}{{\partial p_i
206 > }}\dot p_i } \right)}  = \sum\limits_i {\left( {\frac{{\partial
207 > H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
208 > \frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
209 > q_i }}} \right) = 0} \label{introEquation:conserveHalmitonian}
210 > \end{equation}
211 >
212 > \section{\label{introSection:statisticalMechanics}Statistical
213 > Mechanics}
214 >
215 > The thermodynamic behaviors and properties of Molecular Dynamics
216 > simulation are governed by the principle of Statistical Mechanics.
217 > The following section will give a brief introduction to some of the
218 > Statistical Mechanics concepts and theorem presented in this
219 > dissertation.
220 >
221 > \subsection{\label{introSection:ensemble}Phase Space and Ensemble}
222 >
223 > Mathematically, phase space is the space which represents all
224 > possible states. Each possible state of the system corresponds to
225 > one unique point in the phase space. For mechanical systems, the
226 > phase space usually consists of all possible values of position and
227 > momentum variables. Consider a dynamic system of $f$ particles in a
228 > cartesian space, where each of the $6f$ coordinates and momenta is
229 > assigned to one of $6f$ mutually orthogonal axes, the phase space of
230 > this system is a $6f$ dimensional space. A point, $x = (\rightarrow
231 > q_1 , \ldots ,\rightarrow q_f ,\rightarrow p_1 , \ldots ,\rightarrow
232 > p_f )$, with a unique set of values of $6f$ coordinates and momenta
233 > is a phase space vector.
234 > %%%fix me
235 >
236 > In statistical mechanics, the condition of an ensemble at any time
237 > can be regarded as appropriately specified by the density $\rho$
238 > with which representative points are distributed over the phase
239 > space. The density distribution for an ensemble with $f$ degrees of
240 > freedom is defined as,
241 > \begin{equation}
242 > \rho  = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
243 > \label{introEquation:densityDistribution}
244 > \end{equation}
245 > Governed by the principles of mechanics, the phase points change
246 > their locations which would change the density at any time at phase
247 > space. Hence, the density distribution is also to be taken as a
248 > function of the time.
249 >
250 > The number of systems $\delta N$ at time $t$ can be determined by,
251 > \begin{equation}
252 > \delta N = \rho (q,p,t)dq_1  \ldots dq_f dp_1  \ldots dp_f.
253 > \label{introEquation:deltaN}
254 > \end{equation}
255 > Assuming a large enough population of systems, we can sufficiently
256 > approximate $\delta N$ without introducing discontinuity when we go
257 > from one region in the phase space to another. By integrating over
258 > the whole phase space,
259 > \begin{equation}
260 > N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
261 > \label{introEquation:totalNumberSystem}
262 > \end{equation}
263 > gives us an expression for the total number of the systems. Hence,
264 > the probability per unit in the phase space can be obtained by,
265 > \begin{equation}
266 > \frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
267 > {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
268 > \label{introEquation:unitProbability}
269 > \end{equation}
270 > With the help of Eq.~\ref{introEquation:unitProbability} and the
271 > knowledge of the system, it is possible to calculate the average
272 > value of any desired quantity which depends on the coordinates and
273 > momenta of the system. Even when the dynamics of the real system is
274 > complex, or stochastic, or even discontinuous, the average
275 > properties of the ensemble of possibilities as a whole remaining
276 > well defined. For a classical system in thermal equilibrium with its
277 > environment, the ensemble average of a mechanical quantity, $\langle
278 > A(q , p) \rangle_t$, takes the form of an integral over the phase
279 > space of the system,
280 > \begin{equation}
281 > \langle  A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
282 > (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
283 > (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}
284 > \label{introEquation:ensembelAverage}
285 > \end{equation}
286 >
287 > There are several different types of ensembles with different
288 > statistical characteristics. As a function of macroscopic
289 > parameters, such as temperature \textit{etc}, the partition function
290 > can be used to describe the statistical properties of a system in
291 > thermodynamic equilibrium.
292 >
293 > As an ensemble of systems, each of which is known to be thermally
294 > isolated and conserve energy, the Microcanonical ensemble (NVE) has
295 > a partition function like,
296 > \begin{equation}
297 > \Omega (N,V,E) = e^{\beta TS} \label{introEquation:NVEPartition}.
298 > \end{equation}
299 > A canonical ensemble (NVT)is an ensemble of systems, each of which
300 > can share its energy with a large heat reservoir. The distribution
301 > of the total energy amongst the possible dynamical states is given
302 > by the partition function,
303 > \begin{equation}
304 > \Omega (N,V,T) = e^{ - \beta A}
305 > \label{introEquation:NVTPartition}
306 > \end{equation}
307 > Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
308 > TS$. Since most experiments are carried out under constant pressure
309 > condition, the isothermal-isobaric ensemble (NPT) plays a very
310 > important role in molecular simulations. The isothermal-isobaric
311 > ensemble allow the system to exchange energy with a heat bath of
312 > temperature $T$ and to change the volume as well. Its partition
313 > function is given as
314 > \begin{equation}
315 > \Delta (N,P,T) =  - e^{\beta G}.
316 > \label{introEquation:NPTPartition}
317 > \end{equation}
318 > Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.
319 >
320 > \subsection{\label{introSection:liouville}Liouville's theorem}
321 >
322 > Liouville's theorem is the foundation on which statistical mechanics
323 > rests. It describes the time evolution of the phase space
324 > distribution function. In order to calculate the rate of change of
325 > $\rho$, we begin from Eq.~\ref{introEquation:deltaN}. If we consider
326 > the two faces perpendicular to the $q_1$ axis, which are located at
327 > $q_1$ and $q_1 + \delta q_1$, the number of phase points leaving the
328 > opposite face is given by the expression,
329 > \begin{equation}
330 > \left( {\rho  + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
331 > \right)\left( {\dot q_1  + \frac{{\partial \dot q_1 }}{{\partial q_1
332 > }}\delta q_1 } \right)\delta q_2  \ldots \delta q_f \delta p_1
333 > \ldots \delta p_f .
334 > \end{equation}
335 > Summing all over the phase space, we obtain
336 > \begin{equation}
337 > \frac{{d(\delta N)}}{{dt}} =  - \sum\limits_{i = 1}^f {\left[ {\rho
338 > \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
339 > \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
340 > {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  + \frac{{\partial
341 > \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
342 > \ldots \delta q_f \delta p_1  \ldots \delta p_f .
343 > \end{equation}
344 > Differentiating the equations of motion in Hamiltonian formalism
345 > (\ref{introEquation:motionHamiltonianCoordinate},
346 > \ref{introEquation:motionHamiltonianMomentum}), we can show,
347 > \begin{equation}
348 > \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
349 > + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)}  = 0 ,
350 > \end{equation}
351 > which cancels the first terms of the right hand side. Furthermore,
352 > dividing $ \delta q_1  \ldots \delta q_f \delta p_1  \ldots \delta
353 > p_f $ in both sides, we can write out Liouville's theorem in a
354 > simple form,
355 > \begin{equation}
356 > \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
357 > {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  +
358 > \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)}  = 0 .
359 > \label{introEquation:liouvilleTheorem}
360 > \end{equation}
361 >
362 > Liouville's theorem states that the distribution function is
363 > constant along any trajectory in phase space. In classical
364 > statistical mechanics, since the number of members in an ensemble is
365 > huge and constant, we can assume the local density has no reason
366 > (other than classical mechanics) to change,
367 > \begin{equation}
368 > \frac{{\partial \rho }}{{\partial t}} = 0.
369 > \label{introEquation:stationary}
370 > \end{equation}
371 > In such stationary system, the density of distribution $\rho$ can be
372 > connected to the Hamiltonian $H$ through Maxwell-Boltzmann
373 > distribution,
374 > \begin{equation}
375 > \rho  \propto e^{ - \beta H}
376 > \label{introEquation:densityAndHamiltonian}
377 > \end{equation}
378 >
379 > \subsubsection{\label{introSection:phaseSpaceConservation}\textbf{Conservation of Phase Space}}
380 > Lets consider a region in the phase space,
381 > \begin{equation}
382 > \delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
383 > \end{equation}
384 > If this region is small enough, the density $\rho$ can be regarded
385 > as uniform over the whole integral. Thus, the number of phase points
386 > inside this region is given by,
387 > \begin{equation}
388 > \delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
389 > dp_1 } ..dp_f.
390 > \end{equation}
391 >
392 > \begin{equation}
393 > \frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
394 > \frac{d}{{dt}}(\delta v) = 0.
395 > \end{equation}
396 > With the help of stationary assumption
397 > (\ref{introEquation:stationary}), we obtain the principle of the
398 > \emph{conservation of volume in phase space},
399 > \begin{equation}
400 > \frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
401 > ...dq_f dp_1 } ..dp_f  = 0.
402 > \label{introEquation:volumePreserving}
403 > \end{equation}
404 >
405 > \subsubsection{\label{introSection:liouvilleInOtherForms}\textbf{Liouville's Theorem in Other Forms}}
406 >
407 > Liouville's theorem can be expresses in a variety of different forms
408 > which are convenient within different contexts. For any two function
409 > $F$ and $G$ of the coordinates and momenta of a system, the Poisson
410 > bracket ${F, G}$ is defined as
411 > \begin{equation}
412 > \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
413 > F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
414 > \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
415 > q_i }}} \right)}.
416 > \label{introEquation:poissonBracket}
417 > \end{equation}
418 > Substituting equations of motion in Hamiltonian formalism(
419 > Eq.~\ref{introEquation:motionHamiltonianCoordinate} ,
420 > Eq.~\ref{introEquation:motionHamiltonianMomentum} ) into
421 > (Eq.~\ref{introEquation:liouvilleTheorem}), we can rewrite
422 > Liouville's theorem using Poisson bracket notion,
423 > \begin{equation}
424 > \left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - \left\{
425 > {\rho ,H} \right\}.
426 > \label{introEquation:liouvilleTheromInPoissin}
427 > \end{equation}
428 > Moreover, the Liouville operator is defined as
429 > \begin{equation}
430 > iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
431 > p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
432 > H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
433 > \label{introEquation:liouvilleOperator}
434 > \end{equation}
435 > In terms of Liouville operator, Liouville's equation can also be
436 > expressed as
437 > \begin{equation}
438 > \left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - iL\rho
439 > \label{introEquation:liouvilleTheoremInOperator}
440 > \end{equation}
441 >
442 > \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
443 >
444 > Various thermodynamic properties can be calculated from Molecular
445 > Dynamics simulation. By comparing experimental values with the
446 > calculated properties, one can determine the accuracy of the
447 > simulation and the quality of the underlying model. However, both
448 > experiments and computer simulations are usually performed during a
449 > certain time interval and the measurements are averaged over a
450 > period of them which is different from the average behavior of
451 > many-body system in Statistical Mechanics. Fortunately, the Ergodic
452 > Hypothesis makes a connection between time average and the ensemble
453 > average. It states that the time average and average over the
454 > statistical ensemble are identical \cite{Frenkel1996, Leach2001}.
455 > \begin{equation}
456 > \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
457 > \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
458 > {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
459 > \end{equation}
460 > where $\langle  A(q , p) \rangle_t$ is an equilibrium value of a
461 > physical quantity and $\rho (p(t), q(t))$ is the equilibrium
462 > distribution function. If an observation is averaged over a
463 > sufficiently long time (longer than relaxation time), all accessible
464 > microstates in phase space are assumed to be equally probed, giving
465 > a properly weighted statistical average. This allows the researcher
466 > freedom of choice when deciding how best to measure a given
467 > observable. In case an ensemble averaged approach sounds most
468 > reasonable, the Monte Carlo techniques\cite{Metropolis1949} can be
469 > utilized. Or if the system lends itself to a time averaging
470 > approach, the Molecular Dynamics techniques in
471 > Sec.~\ref{introSection:molecularDynamics} will be the best
472 > choice\cite{Frenkel1996}.
473 >
474 > \section{\label{introSection:geometricIntegratos}Geometric Integrators}
475 > A variety of numerical integrators have been proposed to simulate
476 > the motions of atoms in MD simulation. They usually begin with
477 > initial conditionals and move the objects in the direction governed
478 > by the differential equations. However, most of them ignore the
479 > hidden physical laws contained within the equations. Since 1990,
480 > geometric integrators, which preserve various phase-flow invariants
481 > such as symplectic structure, volume and time reversal symmetry, are
482 > developed to address this issue\cite{Dullweber1997, McLachlan1998,
483 > Leimkuhler1999}. The velocity Verlet method, which happens to be a
484 > simple example of symplectic integrator, continues to gain
485 > popularity in the molecular dynamics community. This fact can be
486 > partly explained by its geometric nature.
487 >
488 > \subsection{\label{introSection:symplecticManifold}Symplectic Manifolds}
489 > A \emph{manifold} is an abstract mathematical space. It looks
490 > locally like Euclidean space, but when viewed globally, it may have
491 > more complicated structure. A good example of manifold is the
492 > surface of Earth. It seems to be flat locally, but it is round if
493 > viewed as a whole. A \emph{differentiable manifold} (also known as
494 > \emph{smooth manifold}) is a manifold on which it is possible to
495 > apply calculus on \emph{differentiable manifold}. A \emph{symplectic
496 > manifold} is defined as a pair $(M, \omega)$ which consists of a
497 > \emph{differentiable manifold} $M$ and a close, non-degenerated,
498 > bilinear symplectic form, $\omega$. A symplectic form on a vector
499 > space $V$ is a function $\omega(x, y)$ which satisfies
500 > $\omega(\lambda_1x_1+\lambda_2x_2, y) = \lambda_1\omega(x_1, y)+
501 > \lambda_2\omega(x_2, y)$, $\omega(x, y) = - \omega(y, x)$ and
502 > $\omega(x, x) = 0$. The cross product operation in vector field is
503 > an example of symplectic form.
504 >
505 > One of the motivations to study \emph{symplectic manifolds} in
506 > Hamiltonian Mechanics is that a symplectic manifold can represent
507 > all possible configurations of the system and the phase space of the
508 > system can be described by it's cotangent bundle. Every symplectic
509 > manifold is even dimensional. For instance, in Hamilton equations,
510 > coordinate and momentum always appear in pairs.
511 >
512 > \subsection{\label{introSection:ODE}Ordinary Differential Equations}
513 >
514 > For an ordinary differential system defined as
515 > \begin{equation}
516 > \dot x = f(x)
517 > \end{equation}
518 > where $x = x(q,p)^T$, this system is a canonical Hamiltonian, if
519 > \begin{equation}
520 > f(r) = J\nabla _x H(r).
521 > \end{equation}
522 > $H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
523 > matrix
524 > \begin{equation}
525 > J = \left( {\begin{array}{*{20}c}
526 >   0 & I  \\
527 >   { - I} & 0  \\
528 > \end{array}} \right)
529 > \label{introEquation:canonicalMatrix}
530 > \end{equation}
531 > where $I$ is an identity matrix. Using this notation, Hamiltonian
532 > system can be rewritten as,
533 > \begin{equation}
534 > \frac{d}{{dt}}x = J\nabla _x H(x)
535 > \label{introEquation:compactHamiltonian}
536 > \end{equation}In this case, $f$ is
537 > called a \emph{Hamiltonian vector field}.
538 >
539 > Another generalization of Hamiltonian dynamics is Poisson
540 > Dynamics\cite{Olver1986},
541 > \begin{equation}
542 > \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
543 > \end{equation}
544 > The most obvious change being that matrix $J$ now depends on $x$.
545 >
546 > \subsection{\label{introSection:exactFlow}Exact Flow}
547 >
548 > Let $x(t)$ be the exact solution of the ODE system,
549 > \begin{equation}
550 > \frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
551 > \end{equation}
552 > The exact flow(solution) $\varphi_\tau$ is defined by
553 > \[
554 > x(t+\tau) =\varphi_\tau(x(t))
555 > \]
556 > where $\tau$ is a fixed time step and $\varphi$ is a map from phase
557 > space to itself. The flow has the continuous group property,
558 > \begin{equation}
559 > \varphi _{\tau _1 }  \circ \varphi _{\tau _2 }  = \varphi _{\tau _1
560 > + \tau _2 } .
561 > \end{equation}
562 > In particular,
563 > \begin{equation}
564 > \varphi _\tau   \circ \varphi _{ - \tau }  = I
565 > \end{equation}
566 > Therefore, the exact flow is self-adjoint,
567 > \begin{equation}
568 > \varphi _\tau   = \varphi _{ - \tau }^{ - 1}.
569 > \end{equation}
570 > The exact flow can also be written in terms of the of an operator,
571 > \begin{equation}
572 > \varphi _\tau  (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
573 > }{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
574 > \label{introEquation:exponentialOperator}
575 > \end{equation}
576 >
577 > In most cases, it is not easy to find the exact flow $\varphi_\tau$.
578 > Instead, we use an approximate map, $\psi_\tau$, which is usually
579 > called integrator. The order of an integrator $\psi_\tau$ is $p$, if
580 > the Taylor series of $\psi_\tau$ agree to order $p$,
581 > \begin{equation}
582 > \psi_\tau(x) = x + \tau f(x) + O(\tau^{p+1})
583 > \end{equation}
584 >
585 > \subsection{\label{introSection:geometricProperties}Geometric Properties}
586 >
587 > The hidden geometric properties\cite{Budd1999, Marsden1998} of an
588 > ODE and its flow play important roles in numerical studies. Many of
589 > them can be found in systems which occur naturally in applications.
590 >
591 > Let $\varphi$ be the flow of Hamiltonian vector field, $\varphi$ is
592 > a \emph{symplectic} flow if it satisfies,
593 > \begin{equation}
594 > {\varphi '}^T J \varphi ' = J.
595 > \end{equation}
596 > According to Liouville's theorem, the symplectic volume is invariant
597 > under a Hamiltonian flow, which is the basis for classical
598 > statistical mechanics. Furthermore, the flow of a Hamiltonian vector
599 > field on a symplectic manifold can be shown to be a
600 > symplectomorphism. As to the Poisson system,
601 > \begin{equation}
602 > {\varphi '}^T J \varphi ' = J \circ \varphi
603 > \end{equation}
604 > is the property that must be preserved by the integrator.
605 >
606 > It is possible to construct a \emph{volume-preserving} flow for a
607 > source free ODE ($ \nabla \cdot f = 0 $), if the flow satisfies $
608 > \det d\varphi  = 1$. One can show easily that a symplectic flow will
609 > be volume-preserving.
610 >
611 > Changing the variables $y = h(x)$ in an ODE
612 > (Eq.~\ref{introEquation:ODE}) will result in a new system,
613 > \[
614 > \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
615 > \]
616 > The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
617 > In other words, the flow of this vector field is reversible if and
618 > only if $ h \circ \varphi ^{ - 1}  = \varphi  \circ h $.
619 >
620 > A \emph{first integral}, or conserved quantity of a general
621 > differential function is a function $ G:R^{2d}  \to R^d $ which is
622 > constant for all solutions of the ODE $\frac{{dx}}{{dt}} = f(x)$ ,
623 > \[
624 > \frac{{dG(x(t))}}{{dt}} = 0.
625 > \]
626 > Using chain rule, one may obtain,
627 > \[
628 > \sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \bullet \nabla G,
629 > \]
630 > which is the condition for conserving \emph{first integral}. For a
631 > canonical Hamiltonian system, the time evolution of an arbitrary
632 > smooth function $G$ is given by,
633 >
634 > \begin{eqnarray}
635 > \frac{{dG(x(t))}}{{dt}} & = & [\nabla _x G(x(t))]^T \dot x(t) \\
636 >                        & = & [\nabla _x G(x(t))]^T J\nabla _x H(x(t)). \\
637 > \label{introEquation:firstIntegral1}
638 > \end{eqnarray}
639 >
640 >
641 > Using poisson bracket notion, Equation
642 > \ref{introEquation:firstIntegral1} can be rewritten as
643 > \[
644 > \frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
645 > \]
646 > Therefore, the sufficient condition for $G$ to be the \emph{first
647 > integral} of a Hamiltonian system is
648 > \[
649 > \left\{ {G,H} \right\} = 0.
650 > \]
651 > As well known, the Hamiltonian (or energy) H of a Hamiltonian system
652 > is a \emph{first integral}, which is due to the fact $\{ H,H\}  =
653 > 0$.
654 >
655 > When designing any numerical methods, one should always try to
656 > preserve the structural properties of the original ODE and its flow.
657 >
658 > \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
659 > A lot of well established and very effective numerical methods have
660 > been successful precisely because of their symplecticities even
661 > though this fact was not recognized when they were first
662 > constructed. The most famous example is the Verlet-leapfrog method
663 > in molecular dynamics. In general, symplectic integrators can be
664 > constructed using one of four different methods.
665 > \begin{enumerate}
666 > \item Generating functions
667 > \item Variational methods
668 > \item Runge-Kutta methods
669 > \item Splitting methods
670 > \end{enumerate}
671 >
672 > Generating function\cite{Channell1990} tends to lead to methods
673 > which are cumbersome and difficult to use. In dissipative systems,
674 > variational methods can capture the decay of energy
675 > accurately\cite{Kane2000}. Since their geometrically unstable nature
676 > against non-Hamiltonian perturbations, ordinary implicit Runge-Kutta
677 > methods are not suitable for Hamiltonian system. Recently, various
678 > high-order explicit Runge-Kutta methods
679 > \cite{Owren1992,Chen2003}have been developed to overcome this
680 > instability. However, due to computational penalty involved in
681 > implementing the Runge-Kutta methods, they have not attracted much
682 > attention from the Molecular Dynamics community. Instead, splitting
683 > methods have been widely accepted since they exploit natural
684 > decompositions of the system\cite{Tuckerman1992, McLachlan1998}.
685 >
686 > \subsubsection{\label{introSection:splittingMethod}\textbf{Splitting Methods}}
687 >
688 > The main idea behind splitting methods is to decompose the discrete
689 > $\varphi_h$ as a composition of simpler flows,
690 > \begin{equation}
691 > \varphi _h  = \varphi _{h_1 }  \circ \varphi _{h_2 }  \ldots  \circ
692 > \varphi _{h_n }
693 > \label{introEquation:FlowDecomposition}
694 > \end{equation}
695 > where each of the sub-flow is chosen such that each represent a
696 > simpler integration of the system.
697 >
698 > Suppose that a Hamiltonian system takes the form,
699 > \[
700 > H = H_1 + H_2.
701 > \]
702 > Here, $H_1$ and $H_2$ may represent different physical processes of
703 > the system. For instance, they may relate to kinetic and potential
704 > energy respectively, which is a natural decomposition of the
705 > problem. If $H_1$ and $H_2$ can be integrated using exact flows
706 > $\varphi_1(t)$ and $\varphi_2(t)$, respectively, a simple first
707 > order expression is then given by the Lie-Trotter formula
708 > \begin{equation}
709 > \varphi _h  = \varphi _{1,h}  \circ \varphi _{2,h},
710 > \label{introEquation:firstOrderSplitting}
711 > \end{equation}
712 > where $\varphi _h$ is the result of applying the corresponding
713 > continuous $\varphi _i$ over a time $h$. By definition, as
714 > $\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
715 > must follow that each operator $\varphi_i(t)$ is a symplectic map.
716 > It is easy to show that any composition of symplectic flows yields a
717 > symplectic map,
718 > \begin{equation}
719 > (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
720 > '\phi ' = \phi '^T J\phi ' = J,
721 > \label{introEquation:SymplecticFlowComposition}
722 > \end{equation}
723 > where $\phi$ and $\psi$ both are symplectic maps. Thus operator
724 > splitting in this context automatically generates a symplectic map.
725 >
726 > The Lie-Trotter splitting(\ref{introEquation:firstOrderSplitting})
727 > introduces local errors proportional to $h^2$, while Strang
728 > splitting gives a second-order decomposition,
729 > \begin{equation}
730 > \varphi _h  = \varphi _{1,h/2}  \circ \varphi _{2,h}  \circ \varphi
731 > _{1,h/2} , \label{introEquation:secondOrderSplitting}
732 > \end{equation}
733 > which has a local error proportional to $h^3$. The Sprang
734 > splitting's popularity in molecular simulation community attribute
735 > to its symmetric property,
736 > \begin{equation}
737 > \varphi _h^{ - 1} = \varphi _{ - h}.
738 > \label{introEquation:timeReversible}
739 > \end{equation}
740 >
741 > \subsubsection{\label{introSection:exampleSplittingMethod}\textbf{Examples of the Splitting Method}}
742 > The classical equation for a system consisting of interacting
743 > particles can be written in Hamiltonian form,
744 > \[
745 > H = T + V
746 > \]
747 > where $T$ is the kinetic energy and $V$ is the potential energy.
748 > Setting $H_1 = T, H_2 = V$ and applying the Strang splitting, one
749 > obtains the following:
750 > \begin{align}
751 > q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
752 >    \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
753 > \label{introEquation:Lp10a} \\%
754 > %
755 > \dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
756 >    \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
757 > \label{introEquation:Lp10b}
758 > \end{align}
759 > where $F(t)$ is the force at time $t$. This integration scheme is
760 > known as \emph{velocity verlet} which is
761 > symplectic(\ref{introEquation:SymplecticFlowComposition}),
762 > time-reversible(\ref{introEquation:timeReversible}) and
763 > volume-preserving (\ref{introEquation:volumePreserving}). These
764 > geometric properties attribute to its long-time stability and its
765 > popularity in the community. However, the most commonly used
766 > velocity verlet integration scheme is written as below,
767 > \begin{align}
768 > \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
769 >    \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
770 > %
771 > q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
772 >    \label{introEquation:Lp9b}\\%
773 > %
774 > \dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
775 >    \frac{\Delta t}{2m}\, F[q(t)]. \label{introEquation:Lp9c}
776 > \end{align}
777 > From the preceding splitting, one can see that the integration of
778 > the equations of motion would follow:
779 > \begin{enumerate}
780 > \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
781 >
782 > \item Use the half step velocities to move positions one whole step, $\Delta t$.
783 >
784 > \item Evaluate the forces at the new positions, $\mathbf{q}(\Delta t)$, and use the new forces to complete the velocity move.
785 >
786 > \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
787 > \end{enumerate}
788 >
789 > By simply switching the order of the propagators in the splitting
790 > and composing a new integrator, the \emph{position verlet}
791 > integrator, can be generated,
792 > \begin{align}
793 > \dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
794 > \frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
795 > \label{introEquation:positionVerlet1} \\%
796 > %
797 > q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
798 > q(\Delta t)} \right]. %
799 > \label{introEquation:positionVerlet2}
800 > \end{align}
801 >
802 > \subsubsection{\label{introSection:errorAnalysis}\textbf{Error Analysis and Higher Order Methods}}
803 >
804 > The Baker-Campbell-Hausdorff formula can be used to determine the
805 > local error of splitting method in terms of the commutator of the
806 > operators(\ref{introEquation:exponentialOperator}) associated with
807 > the sub-flow. For operators $hX$ and $hY$ which are associated with
808 > $\varphi_1(t)$ and $\varphi_2(t)$ respectively , we have
809 > \begin{equation}
810 > \exp (hX + hY) = \exp (hZ)
811 > \end{equation}
812 > where
813 > \begin{equation}
814 > hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
815 > {[X,[X,Y]] + [Y,[Y,X]]} \right) +  \ldots .
816 > \end{equation}
817 > Here, $[X,Y]$ is the commutators of operator $X$ and $Y$ given by
818 > \[
819 > [X,Y] = XY - YX .
820 > \]
821 > Applying the Baker-Campbell-Hausdorff formula\cite{Varadarajan1974}
822 > to the Sprang splitting, we can obtain
823 > \begin{eqnarray*}
824 > \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 \\
825 >                                   &   & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
826 >                                   &   & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3[X,[X,Y]]/24 + \ldots )
827 > \end{eqnarray*}
828 > Since \[ [X,Y] + [Y,X] = 0\] and \[ [X,X] = 0,\] the dominant local
829 > error of Spring splitting is proportional to $h^3$. The same
830 > procedure can be applied to a general splitting,  of the form
831 > \begin{equation}
832 > \varphi _{b_m h}^2  \circ \varphi _{a_m h}^1  \circ \varphi _{b_{m -
833 > 1} h}^2  \circ  \ldots  \circ \varphi _{a_1 h}^1 .
834 > \end{equation}
835 > A careful choice of coefficient $a_1 \ldots b_m$ will lead to higher
836 > order methods. Yoshida proposed an elegant way to compose higher
837 > order methods based on symmetric splitting\cite{Yoshida1990}. Given
838 > a symmetric second order base method $ \varphi _h^{(2)} $, a
839 > fourth-order symmetric method can be constructed by composing,
840 > \[
841 > \varphi _h^{(4)}  = \varphi _{\alpha h}^{(2)}  \circ \varphi _{\beta
842 > h}^{(2)}  \circ \varphi _{\alpha h}^{(2)}
843 > \]
844 > where $ \alpha  =  - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
845 > = \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
846 > integrator $ \varphi _h^{(2n + 2)}$ can be composed by
847 > \begin{equation}
848 > \varphi _h^{(2n + 2)}  = \varphi _{\alpha h}^{(2n)}  \circ \varphi
849 > _{\beta h}^{(2n)}  \circ \varphi _{\alpha h}^{(2n)},
850 > \end{equation}
851 > if the weights are chosen as
852 > \[
853 > \alpha  =  - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
854 > \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
855 > \]
856 >
857 > \section{\label{introSection:molecularDynamics}Molecular Dynamics}
858 >
859 > As one of the principal tools of molecular modeling, Molecular
860 > dynamics has proven to be a powerful tool for studying the functions
861 > of biological systems, providing structural, thermodynamic and
862 > dynamical information. The basic idea of molecular dynamics is that
863 > macroscopic properties are related to microscopic behavior and
864 > microscopic behavior can be calculated from the trajectories in
865 > simulations. For instance, instantaneous temperature of an
866 > Hamiltonian system of $N$ particle can be measured by
867 > \[
868 > T = \sum\limits_{i = 1}^N {\frac{{m_i v_i^2 }}{{fk_B }}}
869 > \]
870 > where $m_i$ and $v_i$ are the mass and velocity of $i$th particle
871 > respectively, $f$ is the number of degrees of freedom, and $k_B$ is
872 > the boltzman constant.
873 >
874 > A typical molecular dynamics run consists of three essential steps:
875 > \begin{enumerate}
876 >  \item Initialization
877 >    \begin{enumerate}
878 >    \item Preliminary preparation
879 >    \item Minimization
880 >    \item Heating
881 >    \item Equilibration
882 >    \end{enumerate}
883 >  \item Production
884 >  \item Analysis
885 > \end{enumerate}
886 > These three individual steps will be covered in the following
887 > sections. Sec.~\ref{introSec:initialSystemSettings} deals with the
888 > initialization of a simulation. Sec.~\ref{introSection:production}
889 > will discusse issues in production run.
890 > Sec.~\ref{introSection:Analysis} provides the theoretical tools for
891 > trajectory analysis.
892  
893 < \section{\label{introSection:correlationFunctions}Correlation Functions}
893 > \subsection{\label{introSec:initialSystemSettings}Initialization}
894 >
895 > \subsubsection{\textbf{Preliminary preparation}}
896 >
897 > When selecting the starting structure of a molecule for molecular
898 > simulation, one may retrieve its Cartesian coordinates from public
899 > databases, such as RCSB Protein Data Bank \textit{etc}. Although
900 > thousands of crystal structures of molecules are discovered every
901 > year, many more remain unknown due to the difficulties of
902 > purification and crystallization. Even for molecules with known
903 > structure, some important information is missing. For example, a
904 > missing hydrogen atom which acts as donor in hydrogen bonding must
905 > be added. Moreover, in order to include electrostatic interaction,
906 > one may need to specify the partial charges for individual atoms.
907 > Under some circumstances, we may even need to prepare the system in
908 > a special configuration. For instance, when studying transport
909 > phenomenon in membrane systems, we may prepare the lipids in a
910 > bilayer structure instead of placing lipids randomly in solvent,
911 > since we are not interested in the slow self-aggregation process.
912 >
913 > \subsubsection{\textbf{Minimization}}
914 >
915 > It is quite possible that some of molecules in the system from
916 > preliminary preparation may be overlapping with each other. This
917 > close proximity leads to high initial potential energy which
918 > consequently jeopardizes any molecular dynamics simulations. To
919 > remove these steric overlaps, one typically performs energy
920 > minimization to find a more reasonable conformation. Several energy
921 > minimization methods have been developed to exploit the energy
922 > surface and to locate the local minimum. While converging slowly
923 > near the minimum, steepest descent method is extremely robust when
924 > systems are strongly anharmonic. Thus, it is often used to refine
925 > structure from crystallographic data. Relied on the gradient or
926 > hessian, advanced methods like Newton-Raphson converge rapidly to a
927 > local minimum, but become unstable if the energy surface is far from
928 > quadratic. Another factor that must be taken into account, when
929 > choosing energy minimization method, is the size of the system.
930 > Steepest descent and conjugate gradient can deal with models of any
931 > size. Because of the limits on computer memory to store the hessian
932 > matrix and the computing power needed to diagonalized these
933 > matrices, most Newton-Raphson methods can not be used with very
934 > large systems.
935 >
936 > \subsubsection{\textbf{Heating}}
937 >
938 > Typically, Heating is performed by assigning random velocities
939 > according to a Maxwell-Boltzman distribution for a desired
940 > temperature. Beginning at a lower temperature and gradually
941 > increasing the temperature by assigning larger random velocities, we
942 > end up with setting the temperature of the system to a final
943 > temperature at which the simulation will be conducted. In heating
944 > phase, we should also keep the system from drifting or rotating as a
945 > whole. To do this, the net linear momentum and angular momentum of
946 > the system is shifted to zero after each resampling from the Maxwell
947 > -Boltzman distribution.
948 >
949 > \subsubsection{\textbf{Equilibration}}
950 >
951 > The purpose of equilibration is to allow the system to evolve
952 > spontaneously for a period of time and reach equilibrium. The
953 > procedure is continued until various statistical properties, such as
954 > temperature, pressure, energy, volume and other structural
955 > properties \textit{etc}, become independent of time. Strictly
956 > speaking, minimization and heating are not necessary, provided the
957 > equilibration process is long enough. However, these steps can serve
958 > as a means to arrive at an equilibrated structure in an effective
959 > way.
960 >
961 > \subsection{\label{introSection:production}Production}
962 >
963 > The production run is the most important step of the simulation, in
964 > which the equilibrated structure is used as a starting point and the
965 > motions of the molecules are collected for later analysis. In order
966 > to capture the macroscopic properties of the system, the molecular
967 > dynamics simulation must be performed by sampling correctly and
968 > efficiently from the relevant thermodynamic ensemble.
969 >
970 > The most expensive part of a molecular dynamics simulation is the
971 > calculation of non-bonded forces, such as van der Waals force and
972 > Coulombic forces \textit{etc}. For a system of $N$ particles, the
973 > complexity of the algorithm for pair-wise interactions is $O(N^2 )$,
974 > which making large simulations prohibitive in the absence of any
975 > algorithmic tricks.
976 >
977 > A natural approach to avoid system size issues is to represent the
978 > bulk behavior by a finite number of the particles. However, this
979 > approach will suffer from the surface effect at the edges of the
980 > simulation. To offset this, \textit{Periodic boundary conditions}
981 > (see Fig.~\ref{introFig:pbc}) is developed to simulate bulk
982 > properties with a relatively small number of particles. In this
983 > method, the simulation box is replicated throughout space to form an
984 > infinite lattice. During the simulation, when a particle moves in
985 > the primary cell, its image in other cells move in exactly the same
986 > direction with exactly the same orientation. Thus, as a particle
987 > leaves the primary cell, one of its images will enter through the
988 > opposite face.
989 > \begin{figure}
990 > \centering
991 > \includegraphics[width=\linewidth]{pbc.eps}
992 > \caption[An illustration of periodic boundary conditions]{A 2-D
993 > illustration of periodic boundary conditions. As one particle leaves
994 > the left of the simulation box, an image of it enters the right.}
995 > \label{introFig:pbc}
996 > \end{figure}
997 >
998 > %cutoff and minimum image convention
999 > Another important technique to improve the efficiency of force
1000 > evaluation is to apply spherical cutoff where particles farther than
1001 > a predetermined distance are not included in the calculation
1002 > \cite{Frenkel1996}. The use of a cutoff radius will cause a
1003 > discontinuity in the potential energy curve. Fortunately, one can
1004 > shift simple radial potential to ensure the potential curve go
1005 > smoothly to zero at the cutoff radius. The cutoff strategy works
1006 > well for Lennard-Jones interaction because of its short range
1007 > nature. However, simply truncating the electrostatic interaction
1008 > with the use of cutoffs has been shown to lead to severe artifacts
1009 > in simulations. The Ewald summation, in which the slowly decaying
1010 > Coulomb potential is transformed into direct and reciprocal sums
1011 > with rapid and absolute convergence, has proved to minimize the
1012 > periodicity artifacts in liquid simulations. Taking the advantages
1013 > of the fast Fourier transform (FFT) for calculating discrete Fourier
1014 > transforms, the particle mesh-based
1015 > methods\cite{Hockney1981,Shimada1993, Luty1994} are accelerated from
1016 > $O(N^{3/2})$ to $O(N logN)$. An alternative approach is the
1017 > \emph{fast multipole method}\cite{Greengard1987, Greengard1994},
1018 > which treats Coulombic interactions exactly at short range, and
1019 > approximate the potential at long range through multipolar
1020 > expansion. In spite of their wide acceptance at the molecular
1021 > simulation community, these two methods are difficult to implement
1022 > correctly and efficiently. Instead, we use a damped and
1023 > charge-neutralized Coulomb potential method developed by Wolf and
1024 > his coworkers\cite{Wolf1999}. The shifted Coulomb potential for
1025 > particle $i$ and particle $j$ at distance $r_{rj}$ is given by:
1026 > \begin{equation}
1027 > V(r_{ij})= \frac{q_i q_j \textrm{erfc}(\alpha
1028 > r_{ij})}{r_{ij}}-\lim_{r_{ij}\rightarrow
1029 > R_\textrm{c}}\left\{\frac{q_iq_j \textrm{erfc}(\alpha
1030 > r_{ij})}{r_{ij}}\right\}. \label{introEquation:shiftedCoulomb}
1031 > \end{equation}
1032 > where $\alpha$ is the convergence parameter. Due to the lack of
1033 > inherent periodicity and rapid convergence,this method is extremely
1034 > efficient and easy to implement.
1035 > \begin{figure}
1036 > \centering
1037 > \includegraphics[width=\linewidth]{shifted_coulomb.eps}
1038 > \caption[An illustration of shifted Coulomb potential]{An
1039 > illustration of shifted Coulomb potential.}
1040 > \label{introFigure:shiftedCoulomb}
1041 > \end{figure}
1042 >
1043 > %multiple time step
1044 >
1045 > \subsection{\label{introSection:Analysis} Analysis}
1046 >
1047 > Recently, advanced visualization technique have become applied to
1048 > monitor the motions of molecules. Although the dynamics of the
1049 > system can be described qualitatively from animation, quantitative
1050 > trajectory analysis are more useful. According to the principles of
1051 > Statistical Mechanics, Sec.~\ref{introSection:statisticalMechanics},
1052 > one can compute thermodynamic properties, analyze fluctuations of
1053 > structural parameters, and investigate time-dependent processes of
1054 > the molecule from the trajectories.
1055 >
1056 > \subsubsection{\label{introSection:thermodynamicsProperties}\textbf{Thermodynamic Properties}}
1057 >
1058 > Thermodynamic properties, which can be expressed in terms of some
1059 > function of the coordinates and momenta of all particles in the
1060 > system, can be directly computed from molecular dynamics. The usual
1061 > way to measure the pressure is based on virial theorem of Clausius
1062 > which states that the virial is equal to $-3Nk_BT$. For a system
1063 > with forces between particles, the total virial, $W$, contains the
1064 > contribution from external pressure and interaction between the
1065 > particles:
1066 > \[
1067 > W =  - 3PV + \left\langle {\sum\limits_{i < j} {r{}_{ij} \cdot
1068 > f_{ij} } } \right\rangle
1069 > \]
1070 > where $f_{ij}$ is the force between particle $i$ and $j$ at a
1071 > distance $r_{ij}$. Thus, the expression for the pressure is given
1072 > by:
1073 > \begin{equation}
1074 > P = \frac{{Nk_B T}}{V} - \frac{1}{{3V}}\left\langle {\sum\limits_{i
1075 > < j} {r{}_{ij} \cdot f_{ij} } } \right\rangle
1076 > \end{equation}
1077 >
1078 > \subsubsection{\label{introSection:structuralProperties}\textbf{Structural Properties}}
1079 >
1080 > Structural Properties of a simple fluid can be described by a set of
1081 > distribution functions. Among these functions,the \emph{pair
1082 > distribution function}, also known as \emph{radial distribution
1083 > function}, is of most fundamental importance to liquid theory.
1084 > Experimentally, pair distribution function can be gathered by
1085 > Fourier transforming raw data from a series of neutron diffraction
1086 > experiments and integrating over the surface factor
1087 > \cite{Powles1973}. The experimental results can serve as a criterion
1088 > to justify the correctness of a liquid model. Moreover, various
1089 > equilibrium thermodynamic and structural properties can also be
1090 > expressed in terms of radial distribution function \cite{Allen1987}.
1091 >
1092 > The pair distribution functions $g(r)$ gives the probability that a
1093 > particle $i$ will be located at a distance $r$ from a another
1094 > particle $j$ in the system
1095 > \[
1096 > g(r) = \frac{V}{{N^2 }}\left\langle {\sum\limits_i {\sum\limits_{j
1097 > \ne i} {\delta (r - r_{ij} )} } } \right\rangle = \frac{\rho
1098 > (r)}{\rho}.
1099 > \]
1100 > Note that the delta function can be replaced by a histogram in
1101 > computer simulation. Peaks in $g(r)$ represent solvent shells, and
1102 > the height of these peaks gradually decreases to 1 as the liquid of
1103 > large distance approaches the bulk density.
1104 >
1105 >
1106 > \subsubsection{\label{introSection:timeDependentProperties}\textbf{Time-dependent
1107 > Properties}}
1108 >
1109 > Time-dependent properties are usually calculated using \emph{time
1110 > correlation functions}, which correlate random variables $A$ and $B$
1111 > at two different times,
1112 > \begin{equation}
1113 > C_{AB} (t) = \left\langle {A(t)B(0)} \right\rangle.
1114 > \label{introEquation:timeCorrelationFunction}
1115 > \end{equation}
1116 > If $A$ and $B$ refer to same variable, this kind of correlation
1117 > function is called an \emph{autocorrelation function}. One example
1118 > of an auto correlation function is the velocity auto-correlation
1119 > function which is directly related to transport properties of
1120 > molecular liquids:
1121 > \[
1122 > D = \frac{1}{3}\int\limits_0^\infty  {\left\langle {v(t) \cdot v(0)}
1123 > \right\rangle } dt
1124 > \]
1125 > where $D$ is diffusion constant. Unlike the velocity autocorrelation
1126 > function, which is averaging over time origins and over all the
1127 > atoms, the dipole autocorrelation functions are calculated for the
1128 > entire system. The dipole autocorrelation function is given by:
1129 > \[
1130 > c_{dipole}  = \left\langle {u_{tot} (t) \cdot u_{tot} (t)}
1131 > \right\rangle
1132 > \]
1133 > Here $u_{tot}$ is the net dipole of the entire system and is given
1134 > by
1135 > \[
1136 > u_{tot} (t) = \sum\limits_i {u_i (t)}
1137 > \]
1138 > In principle, many time correlation functions can be related with
1139 > Fourier transforms of the infrared, Raman, and inelastic neutron
1140 > scattering spectra of molecular liquids. In practice, one can
1141 > extract the IR spectrum from the intensity of dipole fluctuation at
1142 > each frequency using the following relationship:
1143 > \[
1144 > \hat c_{dipole} (v) = \int_{ - \infty }^\infty  {c_{dipole} (t)e^{ -
1145 > i2\pi vt} dt}
1146 > \]
1147 >
1148 > \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
1149 >
1150 > Rigid bodies are frequently involved in the modeling of different
1151 > areas, from engineering, physics, to chemistry. For example,
1152 > missiles and vehicle are usually modeled by rigid bodies.  The
1153 > movement of the objects in 3D gaming engine or other physics
1154 > simulator is governed by rigid body dynamics. In molecular
1155 > simulations, rigid bodies are used to simplify protein-protein
1156 > docking studies\cite{Gray2003}.
1157 >
1158 > It is very important to develop stable and efficient methods to
1159 > integrate the equations of motion for orientational degrees of
1160 > freedom. Euler angles are the natural choice to describe the
1161 > rotational degrees of freedom. However, due to $\frac {1}{sin
1162 > \theta}$ singularities, the numerical integration of corresponding
1163 > equations of motion is very inefficient and inaccurate. Although an
1164 > alternative integrator using multiple sets of Euler angles can
1165 > overcome this difficulty\cite{Barojas1973}, the computational
1166 > penalty and the loss of angular momentum conservation still remain.
1167 > A singularity-free representation utilizing quaternions was
1168 > developed by Evans in 1977\cite{Evans1977}. Unfortunately, this
1169 > approach uses a nonseparable Hamiltonian resulting from the
1170 > quaternion representation, which prevents the symplectic algorithm
1171 > to be utilized. Another different approach is to apply holonomic
1172 > constraints to the atoms belonging to the rigid body. Each atom
1173 > moves independently under the normal forces deriving from potential
1174 > energy and constraint forces which are used to guarantee the
1175 > rigidness. However, due to their iterative nature, the SHAKE and
1176 > Rattle algorithms also converge very slowly when the number of
1177 > constraints increases\cite{Ryckaert1977, Andersen1983}.
1178 >
1179 > A break-through in geometric literature suggests that, in order to
1180 > develop a long-term integration scheme, one should preserve the
1181 > symplectic structure of the flow. By introducing a conjugate
1182 > momentum to the rotation matrix $Q$ and re-formulating Hamiltonian's
1183 > equation, a symplectic integrator, RSHAKE\cite{Kol1997}, was
1184 > proposed to evolve the Hamiltonian system in a constraint manifold
1185 > by iteratively satisfying the orthogonality constraint $Q^T Q = 1$.
1186 > An alternative method using the quaternion representation was
1187 > developed by Omelyan\cite{Omelyan1998}. However, both of these
1188 > methods are iterative and inefficient. In this section, we descibe a
1189 > symplectic Lie-Poisson integrator for rigid body developed by
1190 > Dullweber and his coworkers\cite{Dullweber1997} in depth.
1191 >
1192 > \subsection{\label{introSection:constrainedHamiltonianRB}Constrained Hamiltonian for Rigid Bodies}
1193 > The motion of a rigid body is Hamiltonian with the Hamiltonian
1194 > function
1195 > \begin{equation}
1196 > H = \frac{1}{2}(p^T m^{ - 1} p) + \frac{1}{2}tr(PJ^{ - 1} P) +
1197 > V(q,Q) + \frac{1}{2}tr[(QQ^T  - 1)\Lambda ].
1198 > \label{introEquation:RBHamiltonian}
1199 > \end{equation}
1200 > Here, $q$ and $Q$  are the position and rotation matrix for the
1201 > rigid-body, $p$ and $P$  are conjugate momenta to $q$  and $Q$ , and
1202 > $J$, a diagonal matrix, is defined by
1203 > \[
1204 > I_{ii}^{ - 1}  = \frac{1}{2}\sum\limits_{i \ne j} {J_{jj}^{ - 1} }
1205 > \]
1206 > where $I_{ii}$ is the diagonal element of the inertia tensor. This
1207 > constrained Hamiltonian equation is subjected to a holonomic
1208 > constraint,
1209 > \begin{equation}
1210 > Q^T Q = 1, \label{introEquation:orthogonalConstraint}
1211 > \end{equation}
1212 > which is used to ensure rotation matrix's unitarity. Differentiating
1213 > \ref{introEquation:orthogonalConstraint} and using Equation
1214 > \ref{introEquation:RBMotionMomentum}, one may obtain,
1215 > \begin{equation}
1216 > Q^T PJ^{ - 1}  + J^{ - 1} P^T Q = 0 . \\
1217 > \label{introEquation:RBFirstOrderConstraint}
1218 > \end{equation}
1219 >
1220 > Using Equation (\ref{introEquation:motionHamiltonianCoordinate},
1221 > \ref{introEquation:motionHamiltonianMomentum}), one can write down
1222 > the equations of motion,
1223 >
1224 > \begin{eqnarray}
1225 > \frac{{dq}}{{dt}} & = & \frac{p}{m} \label{introEquation:RBMotionPosition}\\
1226 > \frac{{dp}}{{dt}} & = & - \nabla _q V(q,Q) \label{introEquation:RBMotionMomentum}\\
1227 > \frac{{dQ}}{{dt}} & = & PJ^{ - 1}  \label{introEquation:RBMotionRotation}\\
1228 > \frac{{dP}}{{dt}} & = & - \nabla _Q V(q,Q) - 2Q\Lambda . \label{introEquation:RBMotionP}
1229 > \end{eqnarray}
1230 >
1231 > In general, there are two ways to satisfy the holonomic constraints.
1232 > We can use a constraint force provided by a Lagrange multiplier on
1233 > the normal manifold to keep the motion on constraint space. Or we
1234 > can simply evolve the system on the constraint manifold. These two
1235 > methods have been proved to be equivalent. The holonomic constraint
1236 > and equations of motions define a constraint manifold for rigid
1237 > bodies
1238 > \[
1239 > M = \left\{ {(Q,P):Q^T Q = 1,Q^T PJ^{ - 1}  + J^{ - 1} P^T Q = 0}
1240 > \right\}.
1241 > \]
1242 >
1243 > Unfortunately, this constraint manifold is not the cotangent bundle
1244 > $T^* SO(3)$ which can be consider as a symplectic manifold on Lie
1245 > rotation group $SO(3)$. However, it turns out that under symplectic
1246 > transformation, the cotangent space and the phase space are
1247 > diffeomorphic. By introducing
1248 > \[
1249 > \tilde Q = Q,\tilde P = \frac{1}{2}\left( {P - QP^T Q} \right),
1250 > \]
1251 > the mechanical system subject to a holonomic constraint manifold $M$
1252 > can be re-formulated as a Hamiltonian system on the cotangent space
1253 > \[
1254 > T^* SO(3) = \left\{ {(\tilde Q,\tilde P):\tilde Q^T \tilde Q =
1255 > 1,\tilde Q^T \tilde PJ^{ - 1}  + J^{ - 1} P^T \tilde Q = 0} \right\}
1256 > \]
1257 >
1258 > For a body fixed vector $X_i$ with respect to the center of mass of
1259 > the rigid body, its corresponding lab fixed vector $X_0^{lab}$  is
1260 > given as
1261 > \begin{equation}
1262 > X_i^{lab} = Q X_i + q.
1263 > \end{equation}
1264 > Therefore, potential energy $V(q,Q)$ is defined by
1265 > \[
1266 > V(q,Q) = V(Q X_0 + q).
1267 > \]
1268 > Hence, the force and torque are given by
1269 > \[
1270 > \nabla _q V(q,Q) = F(q,Q) = \sum\limits_i {F_i (q,Q)},
1271 > \]
1272 > and
1273 > \[
1274 > \nabla _Q V(q,Q) = F(q,Q)X_i^t
1275 > \]
1276 > respectively.
1277 >
1278 > As a common choice to describe the rotation dynamics of the rigid
1279 > body, the angular momentum on the body fixed frame $\Pi  = Q^t P$ is
1280 > introduced to rewrite the equations of motion,
1281 > \begin{equation}
1282 > \begin{array}{l}
1283 > \dot \Pi  = J^{ - 1} \Pi ^T \Pi  + Q^T \sum\limits_i {F_i (q,Q)X_i^T }  - \Lambda  \\
1284 > \dot Q  = Q\Pi {\rm{ }}J^{ - 1}  \\
1285 > \end{array}
1286 > \label{introEqaution:RBMotionPI}
1287 > \end{equation}
1288 > , as well as holonomic constraints,
1289 > \[
1290 > \begin{array}{l}
1291 > \Pi J^{ - 1}  + J^{ - 1} \Pi ^t  = 0 \\
1292 > Q^T Q = 1 \\
1293 > \end{array}
1294 > \]
1295 >
1296 > For a vector $v(v_1 ,v_2 ,v_3 ) \in R^3$ and a matrix $\hat v \in
1297 > so(3)^ \star$, the hat-map isomorphism,
1298 > \begin{equation}
1299 > v(v_1 ,v_2 ,v_3 ) \Leftrightarrow \hat v = \left(
1300 > {\begin{array}{*{20}c}
1301 >   0 & { - v_3 } & {v_2 }  \\
1302 >   {v_3 } & 0 & { - v_1 }  \\
1303 >   { - v_2 } & {v_1 } & 0  \\
1304 > \end{array}} \right),
1305 > \label{introEquation:hatmapIsomorphism}
1306 > \end{equation}
1307 > will let us associate the matrix products with traditional vector
1308 > operations
1309 > \[
1310 > \hat vu = v \times u
1311 > \]
1312 > Using \ref{introEqaution:RBMotionPI}, one can construct a skew
1313 > matrix,
1314 >
1315 > \begin{eqnarry*}
1316 > (\dot \Pi  - \dot \Pi ^T ){\rm{ }} = {\rm{ }}(\Pi  - \Pi ^T ){\rm{
1317 > }}(J^{ - 1} \Pi  + \Pi J^{ - 1} ) + \sum\limits_i {[Q^T F_i
1318 > (r,Q)X_i^T  - X_i F_i (r,Q)^T Q]}  - (\Lambda  - \Lambda ^T ).
1319 > \label{introEquation:skewMatrixPI}
1320 > \end{eqnarray*}
1321 >
1322 > Since $\Lambda$ is symmetric, the last term of Equation
1323 > \ref{introEquation:skewMatrixPI} is zero, which implies the Lagrange
1324 > multiplier $\Lambda$ is absent from the equations of motion. This
1325 > unique property eliminates the requirement of iterations which can
1326 > not be avoided in other methods\cite{Kol1997, Omelyan1998}.
1327 >
1328 > Applying the hat-map isomorphism, we obtain the equation of motion
1329 > for angular momentum on body frame
1330 > \begin{equation}
1331 > \dot \pi  = \pi  \times I^{ - 1} \pi  + \sum\limits_i {\left( {Q^T
1332 > F_i (r,Q)} \right) \times X_i }.
1333 > \label{introEquation:bodyAngularMotion}
1334 > \end{equation}
1335 > In the same manner, the equation of motion for rotation matrix is
1336 > given by
1337 > \[
1338 > \dot Q = Qskew(I^{ - 1} \pi )
1339 > \]
1340 >
1341 > \subsection{\label{introSection:SymplecticFreeRB}Symplectic
1342 > Lie-Poisson Integrator for Free Rigid Body}
1343 >
1344 > If there are no external forces exerted on the rigid body, the only
1345 > contribution to the rotational motion is from the kinetic energy
1346 > (the first term of \ref{introEquation:bodyAngularMotion}). The free
1347 > rigid body is an example of a Lie-Poisson system with Hamiltonian
1348 > function
1349 > \begin{equation}
1350 > T^r (\pi ) = T_1 ^r (\pi _1 ) + T_2^r (\pi _2 ) + T_3^r (\pi _3 )
1351 > \label{introEquation:rotationalKineticRB}
1352 > \end{equation}
1353 > where $T_i^r (\pi _i ) = \frac{{\pi _i ^2 }}{{2I_i }}$ and
1354 > Lie-Poisson structure matrix,
1355 > \begin{equation}
1356 > J(\pi ) = \left( {\begin{array}{*{20}c}
1357 >   0 & {\pi _3 } & { - \pi _2 }  \\
1358 >   { - \pi _3 } & 0 & {\pi _1 }  \\
1359 >   {\pi _2 } & { - \pi _1 } & 0  \\
1360 > \end{array}} \right)
1361 > \end{equation}
1362 > Thus, the dynamics of free rigid body is governed by
1363 > \begin{equation}
1364 > \frac{d}{{dt}}\pi  = J(\pi )\nabla _\pi  T^r (\pi )
1365 > \end{equation}
1366 >
1367 > One may notice that each $T_i^r$ in Equation
1368 > \ref{introEquation:rotationalKineticRB} can be solved exactly. For
1369 > instance, the equations of motion due to $T_1^r$ are given by
1370 > \begin{equation}
1371 > \frac{d}{{dt}}\pi  = R_1 \pi ,\frac{d}{{dt}}Q = QR_1
1372 > \label{introEqaution:RBMotionSingleTerm}
1373 > \end{equation}
1374 > where
1375 > \[ R_1  = \left( {\begin{array}{*{20}c}
1376 >   0 & 0 & 0  \\
1377 >   0 & 0 & {\pi _1 }  \\
1378 >   0 & { - \pi _1 } & 0  \\
1379 > \end{array}} \right).
1380 > \]
1381 > The solutions of Equation \ref{introEqaution:RBMotionSingleTerm} is
1382 > \[
1383 > \pi (\Delta t) = e^{\Delta tR_1 } \pi (0),Q(\Delta t) =
1384 > Q(0)e^{\Delta tR_1 }
1385 > \]
1386 > with
1387 > \[
1388 > e^{\Delta tR_1 }  = \left( {\begin{array}{*{20}c}
1389 >   0 & 0 & 0  \\
1390 >   0 & {\cos \theta _1 } & {\sin \theta _1 }  \\
1391 >   0 & { - \sin \theta _1 } & {\cos \theta _1 }  \\
1392 > \end{array}} \right),\theta _1  = \frac{{\pi _1 }}{{I_1 }}\Delta t.
1393 > \]
1394 > To reduce the cost of computing expensive functions in $e^{\Delta
1395 > tR_1 }$, we can use Cayley transformation to obtain a single-aixs
1396 > propagator,
1397 > \[
1398 > e^{\Delta tR_1 }  \approx (1 - \Delta tR_1 )^{ - 1} (1 + \Delta tR_1
1399 > )
1400 > \]
1401 > The flow maps for $T_2^r$ and $T_3^r$ can be found in the same
1402 > manner. In order to construct a second-order symplectic method, we
1403 > split the angular kinetic Hamiltonian function can into five terms
1404 > \[
1405 > T^r (\pi ) = \frac{1}{2}T_1 ^r (\pi _1 ) + \frac{1}{2}T_2^r (\pi _2
1406 > ) + T_3^r (\pi _3 ) + \frac{1}{2}T_2^r (\pi _2 ) + \frac{1}{2}T_1 ^r
1407 > (\pi _1 ).
1408 > \]
1409 > By concatenating the propagators corresponding to these five terms,
1410 > we can obtain an symplectic integrator,
1411 > \[
1412 > \varphi _{\Delta t,T^r }  = \varphi _{\Delta t/2,\pi _1 }  \circ
1413 > \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t,\pi _3 }
1414 > \circ \varphi _{\Delta t/2,\pi _2 }  \circ \varphi _{\Delta t/2,\pi
1415 > _1 }.
1416 > \]
1417 >
1418 > The non-canonical Lie-Poisson bracket ${F, G}$ of two function
1419 > $F(\pi )$ and $G(\pi )$ is defined by
1420 > \[
1421 > \{ F,G\} (\pi ) = [\nabla _\pi  F(\pi )]^T J(\pi )\nabla _\pi  G(\pi
1422 > )
1423 > \]
1424 > If the Poisson bracket of a function $F$ with an arbitrary smooth
1425 > function $G$ is zero, $F$ is a \emph{Casimir}, which is the
1426 > conserved quantity in Poisson system. We can easily verify that the
1427 > norm of the angular momentum, $\parallel \pi
1428 > \parallel$, is a \emph{Casimir}. Let$ F(\pi ) = S(\frac{{\parallel
1429 > \pi \parallel ^2 }}{2})$ for an arbitrary function $ S:R \to R$ ,
1430 > then by the chain rule
1431 > \[
1432 > \nabla _\pi  F(\pi ) = S'(\frac{{\parallel \pi \parallel ^2
1433 > }}{2})\pi
1434 > \]
1435 > Thus $ [\nabla _\pi  F(\pi )]^T J(\pi ) =  - S'(\frac{{\parallel \pi
1436 > \parallel ^2 }}{2})\pi  \times \pi  = 0 $. This explicit
1437 > Lie-Poisson integrator is found to be both extremely efficient and
1438 > stable. These properties can be explained by the fact the small
1439 > angle approximation is used and the norm of the angular momentum is
1440 > conserved.
1441 >
1442 > \subsection{\label{introSection:RBHamiltonianSplitting} Hamiltonian
1443 > Splitting for Rigid Body}
1444 >
1445 > The Hamiltonian of rigid body can be separated in terms of kinetic
1446 > energy and potential energy,
1447 > \[
1448 > H = T(p,\pi ) + V(q,Q)
1449 > \]
1450 > The equations of motion corresponding to potential energy and
1451 > kinetic energy are listed in the below table,
1452 > \begin{table}
1453 > \caption{Equations of motion due to Potential and Kinetic Energies}
1454 > \begin{center}
1455 > \begin{tabular}{|l|l|}
1456 >  \hline
1457 >  % after \\: \hline or \cline{col1-col2} \cline{col3-col4} ...
1458 >  Potential & Kinetic \\
1459 >  $\frac{{dq}}{{dt}} = \frac{p}{m}$ & $\frac{d}{{dt}}q = p$ \\
1460 >  $\frac{d}{{dt}}p =  - \frac{{\partial V}}{{\partial q}}$ & $ \frac{d}{{dt}}p = 0$ \\
1461 >  $\frac{d}{{dt}}Q = 0$ & $ \frac{d}{{dt}}Q = Qskew(I^{ - 1} j)$ \\
1462 >  $ \frac{d}{{dt}}\pi  = \sum\limits_i {\left( {Q^T F_i (r,Q)} \right) \times X_i }$ & $\frac{d}{{dt}}\pi  = \pi  \times I^{ - 1} \pi$\\
1463 >  \hline
1464 > \end{tabular}
1465 > \end{center}
1466 > \end{table}
1467 > A second-order symplectic method is now obtained by the composition
1468 > of the position and velocity propagators,
1469 > \[
1470 > \varphi _{\Delta t}  = \varphi _{\Delta t/2,V}  \circ \varphi
1471 > _{\Delta t,T}  \circ \varphi _{\Delta t/2,V}.
1472 > \]
1473 > Moreover, $\varphi _{\Delta t/2,V}$ can be divided into two
1474 > sub-propagators which corresponding to force and torque
1475 > respectively,
1476 > \[
1477 > \varphi _{\Delta t/2,V}  = \varphi _{\Delta t/2,F}  \circ \varphi
1478 > _{\Delta t/2,\tau }.
1479 > \]
1480 > Since the associated operators of $\varphi _{\Delta t/2,F} $ and
1481 > $\circ \varphi _{\Delta t/2,\tau }$ commute, the composition order
1482 > inside $\varphi _{\Delta t/2,V}$ does not matter. Furthermore, the
1483 > kinetic energy can be separated to translational kinetic term, $T^t
1484 > (p)$, and rotational kinetic term, $T^r (\pi )$,
1485 > \begin{equation}
1486 > T(p,\pi ) =T^t (p) + T^r (\pi ).
1487 > \end{equation}
1488 > where $ T^t (p) = \frac{1}{2}p^T m^{ - 1} p $ and $T^r (\pi )$ is
1489 > defined by \ref{introEquation:rotationalKineticRB}. Therefore, the
1490 > corresponding propagators are given by
1491 > \[
1492 > \varphi _{\Delta t,T}  = \varphi _{\Delta t,T^t }  \circ \varphi
1493 > _{\Delta t,T^r }.
1494 > \]
1495 > Finally, we obtain the overall symplectic propagators for freely
1496 > moving rigid bodies
1497 > \begin{equation}
1498 > \begin{array}{c}
1499 > \varphi _{\Delta t}  = \varphi _{\Delta t/2,F}  \circ \varphi _{\Delta t/2,\tau }  \\
1500 >  \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 }  \\
1501 >  \circ \varphi _{\Delta t/2,\tau }  \circ \varphi _{\Delta t/2,F}  .\\
1502 > \end{array}
1503 > \label{introEquation:overallRBFlowMaps}
1504 > \end{equation}
1505 >
1506 > \section{\label{introSection:langevinDynamics}Langevin Dynamics}
1507 > As an alternative to newtonian dynamics, Langevin dynamics, which
1508 > mimics a simple heat bath with stochastic and dissipative forces,
1509 > has been applied in a variety of studies. This section will review
1510 > the theory of Langevin dynamics. A brief derivation of generalized
1511 > Langevin equation will be given first. Following that, we will
1512 > discuss the physical meaning of the terms appearing in the equation
1513 > as well as the calculation of friction tensor from hydrodynamics
1514 > theory.
1515 >
1516 > \subsection{\label{introSection:generalizedLangevinDynamics}Derivation of Generalized Langevin Equation}
1517 >
1518 > A harmonic bath model, in which an effective set of harmonic
1519 > oscillators are used to mimic the effect of a linearly responding
1520 > environment, has been widely used in quantum chemistry and
1521 > statistical mechanics. One of the successful applications of
1522 > Harmonic bath model is the derivation of the Generalized Langevin
1523 > Dynamics (GLE). Lets consider a system, in which the degree of
1524 > freedom $x$ is assumed to couple to the bath linearly, giving a
1525 > Hamiltonian of the form
1526 > \begin{equation}
1527 > H = \frac{{p^2 }}{{2m}} + U(x) + H_B  + \Delta U(x,x_1 , \ldots x_N)
1528 > \label{introEquation:bathGLE}.
1529 > \end{equation}
1530 > Here $p$ is a momentum conjugate to $x$, $m$ is the mass associated
1531 > with this degree of freedom, $H_B$ is a harmonic bath Hamiltonian,
1532 > \[
1533 > H_B  = \sum\limits_{\alpha  = 1}^N {\left\{ {\frac{{p_\alpha ^2
1534 > }}{{2m_\alpha  }} + \frac{1}{2}m_\alpha  \omega _\alpha ^2 }
1535 > \right\}}
1536 > \]
1537 > where the index $\alpha$ runs over all the bath degrees of freedom,
1538 > $\omega _\alpha$ are the harmonic bath frequencies, $m_\alpha$ are
1539 > the harmonic bath masses, and $\Delta U$ is a bilinear system-bath
1540 > coupling,
1541 > \[
1542 > \Delta U =  - \sum\limits_{\alpha  = 1}^N {g_\alpha  x_\alpha  x}
1543 > \]
1544 > where $g_\alpha$ are the coupling constants between the bath
1545 > coordinates ($x_ \alpha$) and the system coordinate ($x$).
1546 > Introducing
1547 > \[
1548 > W(x) = U(x) - \sum\limits_{\alpha  = 1}^N {\frac{{g_\alpha ^2
1549 > }}{{2m_\alpha  w_\alpha ^2 }}} x^2
1550 > \] and combining the last two terms in Equation
1551 > \ref{introEquation:bathGLE}, we may rewrite the Harmonic bath
1552 > Hamiltonian as
1553 > \[
1554 > H = \frac{{p^2 }}{{2m}} + W(x) + \sum\limits_{\alpha  = 1}^N
1555 > {\left\{ {\frac{{p_\alpha ^2 }}{{2m_\alpha  }} + \frac{1}{2}m_\alpha
1556 > w_\alpha ^2 \left( {x_\alpha   - \frac{{g_\alpha  }}{{m_\alpha
1557 > w_\alpha ^2 }}x} \right)^2 } \right\}}
1558 > \]
1559 > Since the first two terms of the new Hamiltonian depend only on the
1560 > system coordinates, we can get the equations of motion for
1561 > Generalized Langevin Dynamics by Hamilton's equations,
1562 > \begin{equation}
1563 > m\ddot x =  - \frac{{\partial W(x)}}{{\partial x}} -
1564 > \sum\limits_{\alpha  = 1}^N {g_\alpha  \left( {x_\alpha   -
1565 > \frac{{g_\alpha  }}{{m_\alpha  w_\alpha ^2 }}x} \right)},
1566 > \label{introEquation:coorMotionGLE}
1567 > \end{equation}
1568 > and
1569 > \begin{equation}
1570 > m\ddot x_\alpha   =  - m_\alpha  w_\alpha ^2 \left( {x_\alpha   -
1571 > \frac{{g_\alpha  }}{{m_\alpha  w_\alpha ^2 }}x} \right).
1572 > \label{introEquation:bathMotionGLE}
1573 > \end{equation}
1574 >
1575 > In order to derive an equation for $x$, the dynamics of the bath
1576 > variables $x_\alpha$ must be solved exactly first. As an integral
1577 > transform which is particularly useful in solving linear ordinary
1578 > differential equations,the Laplace transform is the appropriate tool
1579 > to solve this problem. The basic idea is to transform the difficult
1580 > differential equations into simple algebra problems which can be
1581 > solved easily. Then, by applying the inverse Laplace transform, also
1582 > known as the Bromwich integral, we can retrieve the solutions of the
1583 > original problems.
1584 >
1585 > Let $f(t)$ be a function defined on $ [0,\infty ) $. The Laplace
1586 > transform of f(t) is a new function defined as
1587 > \[
1588 > L(f(t)) \equiv F(p) = \int_0^\infty  {f(t)e^{ - pt} dt}
1589 > \]
1590 > where  $p$ is real and  $L$ is called the Laplace Transform
1591 > Operator. Below are some important properties of Laplace transform
1592 >
1593 > \begin{eqnarray*}
1594 > L(x + y)  & = & L(x) + L(y) \\
1595 > L(ax)     & = & aL(x) \\
1596 > L(\dot x) & = & pL(x) - px(0) \\
1597 > L(\ddot x)& = & p^2 L(x) - px(0) - \dot x(0) \\
1598 > L\left( {\int_0^t {g(t - \tau )h(\tau )d\tau } } \right)& = & G(p)H(p) \\
1599 > \end{eqnarray*}
1600 >
1601 >
1602 > Applying the Laplace transform to the bath coordinates, we obtain
1603 > \begin{eqnarray*}
1604 > 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) \\
1605 > L(x_\alpha  ) & = & \frac{{\frac{{g_\alpha  }}{{\omega _\alpha  }}L(x) + px_\alpha  (0) + \dot x_\alpha  (0)}}{{p^2  + \omega _\alpha ^2 }} \\
1606 > \end{eqnarray*}
1607 >
1608 > By the same way, the system coordinates become
1609 > \begin{eqnarray*}
1610 > mL(\ddot x) & = & - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}} \\
1611 >  & & \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\}}  \\
1612 > \end{eqnarray*}
1613 >
1614 > With the help of some relatively important inverse Laplace
1615 > transformations:
1616 > \[
1617 > \begin{array}{c}
1618 > L(\cos at) = \frac{p}{{p^2  + a^2 }} \\
1619 > L(\sin at) = \frac{a}{{p^2  + a^2 }} \\
1620 > L(1) = \frac{1}{p} \\
1621 > \end{array}
1622 > \]
1623 > , we obtain
1624 > \begin{eqnarray*}
1625 > m\ddot x & =  & - \frac{{\partial W(x)}}{{\partial x}} -
1626 > \sum\limits_{\alpha  = 1}^N {\left\{ {\left( { - \frac{{g_\alpha ^2
1627 > }}{{m_\alpha  \omega _\alpha ^2 }}} \right)\int_0^t {\cos (\omega
1628 > _\alpha  t)\dot x(t - \tau )d\tau } } \right\}}  \\
1629 > & & + \sum\limits_{\alpha  = 1}^N {\left\{ {\left[ {g_\alpha
1630 > x_\alpha (0) - \frac{{g_\alpha  }}{{m_\alpha  \omega _\alpha  }}}
1631 > \right]\cos (\omega _\alpha  t) + \frac{{g_\alpha  \dot x_\alpha
1632 > (0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t)} \right\}}
1633 > \end{eqnarray*}
1634 > \begin{eqnarray*}
1635 > m\ddot x & = & - \frac{{\partial W(x)}}{{\partial x}} - \int_0^t
1636 > {\sum\limits_{\alpha  = 1}^N {\left( { - \frac{{g_\alpha ^2
1637 > }}{{m_\alpha  \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha
1638 > t)\dot x(t - \tau )d} \tau }  \\
1639 > & & + \sum\limits_{\alpha  = 1}^N {\left\{ {\left[ {g_\alpha
1640 > x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha  }}}
1641 > \right]\cos (\omega _\alpha  t) + \frac{{g_\alpha  \dot x_\alpha
1642 > (0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t)} \right\}}
1643 > \end{eqnarray*}
1644 > Introducing a \emph{dynamic friction kernel}
1645 > \begin{equation}
1646 > \xi (t) = \sum\limits_{\alpha  = 1}^N {\left( { - \frac{{g_\alpha ^2
1647 > }}{{m_\alpha  \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha  t)}
1648 > \label{introEquation:dynamicFrictionKernelDefinition}
1649 > \end{equation}
1650 > and \emph{a random force}
1651 > \begin{equation}
1652 > R(t) = \sum\limits_{\alpha  = 1}^N {\left( {g_\alpha  x_\alpha  (0)
1653 > - \frac{{g_\alpha ^2 }}{{m_\alpha  \omega _\alpha ^2 }}x(0)}
1654 > \right)\cos (\omega _\alpha  t)}  + \frac{{\dot x_\alpha
1655 > (0)}}{{\omega _\alpha  }}\sin (\omega _\alpha  t),
1656 > \label{introEquation:randomForceDefinition}
1657 > \end{equation}
1658 > the equation of motion can be rewritten as
1659 > \begin{equation}
1660 > m\ddot x =  - \frac{{\partial W}}{{\partial x}} - \int_0^t {\xi
1661 > (t)\dot x(t - \tau )d\tau }  + R(t)
1662 > \label{introEuqation:GeneralizedLangevinDynamics}
1663 > \end{equation}
1664 > which is known as the \emph{generalized Langevin equation}.
1665 >
1666 > \subsubsection{\label{introSection:randomForceDynamicFrictionKernel}\textbf{Random Force and Dynamic Friction Kernel}}
1667 >
1668 > One may notice that $R(t)$ depends only on initial conditions, which
1669 > implies it is completely deterministic within the context of a
1670 > harmonic bath. However, it is easy to verify that $R(t)$ is totally
1671 > uncorrelated to $x$ and $\dot x$,
1672 > \[
1673 > \begin{array}{l}
1674 > \left\langle {x(t)R(t)} \right\rangle  = 0, \\
1675 > \left\langle {\dot x(t)R(t)} \right\rangle  = 0. \\
1676 > \end{array}
1677 > \]
1678 > This property is what we expect from a truly random process. As long
1679 > as the model chosen for $R(t)$ was a gaussian distribution in
1680 > general, the stochastic nature of the GLE still remains.
1681 >
1682 > %dynamic friction kernel
1683 > The convolution integral
1684 > \[
1685 > \int_0^t {\xi (t)\dot x(t - \tau )d\tau }
1686 > \]
1687 > depends on the entire history of the evolution of $x$, which implies
1688 > that the bath retains memory of previous motions. In other words,
1689 > the bath requires a finite time to respond to change in the motion
1690 > of the system. For a sluggish bath which responds slowly to changes
1691 > in the system coordinate, we may regard $\xi(t)$ as a constant
1692 > $\xi(t) = \Xi_0$. Hence, the convolution integral becomes
1693 > \[
1694 > \int_0^t {\xi (t)\dot x(t - \tau )d\tau }  = \xi _0 (x(t) - x(0))
1695 > \]
1696 > and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1697 > \[
1698 > m\ddot x =  - \frac{\partial }{{\partial x}}\left( {W(x) +
1699 > \frac{1}{2}\xi _0 (x - x_0 )^2 } \right) + R(t),
1700 > \]
1701 > which can be used to describe the effect of dynamic caging in
1702 > viscous solvents. The other extreme is the bath that responds
1703 > infinitely quickly to motions in the system. Thus, $\xi (t)$ can be
1704 > taken as a $delta$ function in time:
1705 > \[
1706 > \xi (t) = 2\xi _0 \delta (t)
1707 > \]
1708 > Hence, the convolution integral becomes
1709 > \[
1710 > \int_0^t {\xi (t)\dot x(t - \tau )d\tau }  = 2\xi _0 \int_0^t
1711 > {\delta (t)\dot x(t - \tau )d\tau }  = \xi _0 \dot x(t),
1712 > \]
1713 > and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1714 > \begin{equation}
1715 > m\ddot x =  - \frac{{\partial W(x)}}{{\partial x}} - \xi _0 \dot
1716 > x(t) + R(t) \label{introEquation:LangevinEquation}
1717 > \end{equation}
1718 > which is known as the Langevin equation. The static friction
1719 > coefficient $\xi _0$ can either be calculated from spectral density
1720 > or be determined by Stokes' law for regular shaped particles. A
1721 > briefly review on calculating friction tensor for arbitrary shaped
1722 > particles is given in Sec.~\ref{introSection:frictionTensor}.
1723 >
1724 > \subsubsection{\label{introSection:secondFluctuationDissipation}\textbf{The Second Fluctuation Dissipation Theorem}}
1725 >
1726 > Defining a new set of coordinates,
1727 > \[
1728 > q_\alpha  (t) = x_\alpha  (t) - \frac{1}{{m_\alpha  \omega _\alpha
1729 > ^2 }}x(0)
1730 > \],
1731 > we can rewrite $R(T)$ as
1732 > \[
1733 > R(t) = \sum\limits_{\alpha  = 1}^N {g_\alpha  q_\alpha  (t)}.
1734 > \]
1735 > And since the $q$ coordinates are harmonic oscillators,
1736 >
1737 > \begin{eqnarray*}
1738 > \left\langle {q_\alpha ^2 } \right\rangle  & = & \frac{{kT}}{{m_\alpha  \omega _\alpha ^2 }} \\
1739 > \left\langle {q_\alpha  (t)q_\alpha  (0)} \right\rangle & = & \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha  t) \\
1740 > \left\langle {q_\alpha  (t)q_\beta  (0)} \right\rangle & = &\delta _{\alpha \beta } \left\langle {q_\alpha  (t)q_\alpha  (0)} \right\rangle  \\
1741 > \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 } }  \\
1742 >  & = &\sum\limits_\alpha  {g_\alpha ^2 \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha  t)}  \\
1743 >  & = &kT\xi (t) \\
1744 > \end{eqnarray*}
1745 >
1746 > Thus, we recover the \emph{second fluctuation dissipation theorem}
1747 > \begin{equation}
1748 > \xi (t) = \left\langle {R(t)R(0)} \right\rangle
1749 > \label{introEquation:secondFluctuationDissipation}.
1750 > \end{equation}
1751 > In effect, it acts as a constraint on the possible ways in which one
1752 > can model the random force and friction kernel.

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