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# Line 27 | Line 27 | $F_ij$ be the force that particle $i$ exerts on partic
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 $i$.
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
34 > F_{ij} = -F_{ji}
35   \label{introEquation:newtonThirdLaw}
36   \end{equation}
37  
# Line 117 | Line 117 | for a holonomic system of $f$ degrees of freedom, the
117   \subsubsection{\label{introSection:equationOfMotionLagrangian}The
118   Equations of Motion in Lagrangian Mechanics}
119  
120 < for a holonomic system of $f$ degrees of freedom, the equations of
120 > For a holonomic system of $f$ degrees of freedom, the equations of
121   motion in the Lagrangian form is
122   \begin{equation}
123   \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
# Line 212 | Line 212 | q_i }}} \right) = 0}
212   }}\dot p_i } \right)}  = \sum\limits_i {\left( {\frac{{\partial
213   H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
214   \frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
215 < q_i }}} \right) = 0}
216 < \label{introEquation:conserveHalmitonian}
215 > q_i }}} \right) = 0} \label{introEquation:conserveHalmitonian}
216   \end{equation}
217  
219 When studying Hamiltonian system, it is more convenient to use
220 notation
221 \begin{equation}
222 r = r(q,p)^T
223 \end{equation}
224 and to introduce a $2n \times 2n$ canonical structure matrix $J$,
225 \begin{equation}
226 J = \left( {\begin{array}{*{20}c}
227   0 & I  \\
228   { - I} & 0  \\
229 \end{array}} \right)
230 \label{introEquation:canonicalMatrix}
231 \end{equation}
232 where $I$ is a $n \times n$ identity matrix and $J$ is a
233 skew-symmetric matrix ($ J^T  =  - J $). Thus, Hamiltonian system
234 can be rewritten as,
235 \begin{equation}
236 \frac{d}{{dt}}r = J\nabla _r H(r)
237 \label{introEquation:compactHamiltonian}
238 \end{equation}
239
218   \section{\label{introSection:statisticalMechanics}Statistical
219   Mechanics}
220  
221   The thermodynamic behaviors and properties of Molecular Dynamics
222   simulation are governed by the principle of Statistical Mechanics.
223   The following section will give a brief introduction to some of the
224 < Statistical Mechanics concepts presented in this dissertation.
224 > Statistical Mechanics concepts and theorem presented in this
225 > dissertation.
226  
227 < \subsection{\label{introSection:ensemble}Ensemble and Phase Space}
227 > \subsection{\label{introSection:ensemble}Phase Space and Ensemble}
228 >
229 > Mathematically, phase space is the space which represents all
230 > possible states. Each possible state of the system corresponds to
231 > one unique point in the phase space. For mechanical systems, the
232 > phase space usually consists of all possible values of position and
233 > momentum variables. Consider a dynamic system in a cartesian space,
234 > where each of the $6f$ coordinates and momenta is assigned to one of
235 > $6f$ mutually orthogonal axes, the phase space of this system is a
236 > $6f$ dimensional space. A point, $x = (q_1 , \ldots ,q_f ,p_1 ,
237 > \ldots ,p_f )$, with a unique set of values of $6f$ coordinates and
238 > momenta is a phase space vector.
239 >
240 > A microscopic state or microstate of a classical system is
241 > specification of the complete phase space vector of a system at any
242 > instant in time. An ensemble is defined as a collection of systems
243 > sharing one or more macroscopic characteristics but each being in a
244 > unique microstate. The complete ensemble is specified by giving all
245 > systems or microstates consistent with the common macroscopic
246 > characteristics of the ensemble. Although the state of each
247 > individual system in the ensemble could be precisely described at
248 > any instance in time by a suitable phase space vector, when using
249 > ensembles for statistical purposes, there is no need to maintain
250 > distinctions between individual systems, since the numbers of
251 > systems at any time in the different states which correspond to
252 > different regions of the phase space are more interesting. Moreover,
253 > in the point of view of statistical mechanics, one would prefer to
254 > use ensembles containing a large enough population of separate
255 > members so that the numbers of systems in such different states can
256 > be regarded as changing continuously as we traverse different
257 > regions of the phase space. The condition of an ensemble at any time
258 > can be regarded as appropriately specified by the density $\rho$
259 > with which representative points are distributed over the phase
260 > space. The density of distribution for an ensemble with $f$ degrees
261 > of freedom is defined as,
262 > \begin{equation}
263 > \rho  = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
264 > \label{introEquation:densityDistribution}
265 > \end{equation}
266 > Governed by the principles of mechanics, the phase points change
267 > their value which would change the density at any time at phase
268 > space. Hence, the density of distribution is also to be taken as a
269 > function of the time.
270 >
271 > The number of systems $\delta N$ at time $t$ can be determined by,
272 > \begin{equation}
273 > \delta N = \rho (q,p,t)dq_1  \ldots dq_f dp_1  \ldots dp_f.
274 > \label{introEquation:deltaN}
275 > \end{equation}
276 > Assuming a large enough population of systems are exploited, we can
277 > sufficiently approximate $\delta N$ without introducing
278 > discontinuity when we go from one region in the phase space to
279 > another. By integrating over the whole phase space,
280 > \begin{equation}
281 > N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
282 > \label{introEquation:totalNumberSystem}
283 > \end{equation}
284 > gives us an expression for the total number of the systems. Hence,
285 > the probability per unit in the phase space can be obtained by,
286 > \begin{equation}
287 > \frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
288 > {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
289 > \label{introEquation:unitProbability}
290 > \end{equation}
291 > With the help of Equation(\ref{introEquation:unitProbability}) and
292 > the knowledge of the system, it is possible to calculate the average
293 > value of any desired quantity which depends on the coordinates and
294 > momenta of the system. Even when the dynamics of the real system is
295 > complex, or stochastic, or even discontinuous, the average
296 > properties of the ensemble of possibilities as a whole may still
297 > remain well defined. For a classical system in thermal equilibrium
298 > with its environment, the ensemble average of a mechanical quantity,
299 > $\langle A(q , p) \rangle_t$, takes the form of an integral over the
300 > phase space of the system,
301 > \begin{equation}
302 > \langle  A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
303 > (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
304 > (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}
305 > \label{introEquation:ensembelAverage}
306 > \end{equation}
307 >
308 > There are several different types of ensembles with different
309 > statistical characteristics. As a function of macroscopic
310 > parameters, such as temperature \textit{etc}, partition function can
311 > be used to describe the statistical properties of a system in
312 > thermodynamic equilibrium.
313 >
314 > As an ensemble of systems, each of which is known to be thermally
315 > isolated and conserve energy, Microcanonical ensemble(NVE) has a
316 > partition function like,
317 > \begin{equation}
318 > \Omega (N,V,E) = e^{\beta TS}
319 > \label{introEqaution:NVEPartition}.
320 > \end{equation}
321 > A canonical ensemble(NVT)is an ensemble of systems, each of which
322 > can share its energy with a large heat reservoir. The distribution
323 > of the total energy amongst the possible dynamical states is given
324 > by the partition function,
325 > \begin{equation}
326 > \Omega (N,V,T) = e^{ - \beta A}
327 > \label{introEquation:NVTPartition}
328 > \end{equation}
329 > Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
330 > TS$. Since most experiment are carried out under constant pressure
331 > condition, isothermal-isobaric ensemble(NPT) play a very important
332 > role in molecular simulation. The isothermal-isobaric ensemble allow
333 > the system to exchange energy with a heat bath of temperature $T$
334 > and to change the volume as well. Its partition function is given as
335 > \begin{equation}
336 > \Delta (N,P,T) =  - e^{\beta G}.
337 > \label{introEquation:NPTPartition}
338 > \end{equation}
339 > Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.
340 >
341 > \subsection{\label{introSection:liouville}Liouville's theorem}
342 >
343 > The Liouville's theorem is the foundation on which statistical
344 > mechanics rests. It describes the time evolution of phase space
345 > distribution function. In order to calculate the rate of change of
346 > $\rho$, we begin from Equation(\ref{introEquation:deltaN}). If we
347 > consider the two faces perpendicular to the $q_1$ axis, which are
348 > located at $q_1$ and $q_1 + \delta q_1$, the number of phase points
349 > leaving the opposite face is given by the expression,
350 > \begin{equation}
351 > \left( {\rho  + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
352 > \right)\left( {\dot q_1  + \frac{{\partial \dot q_1 }}{{\partial q_1
353 > }}\delta q_1 } \right)\delta q_2  \ldots \delta q_f \delta p_1
354 > \ldots \delta p_f .
355 > \end{equation}
356 > Summing all over the phase space, we obtain
357 > \begin{equation}
358 > \frac{{d(\delta N)}}{{dt}} =  - \sum\limits_{i = 1}^f {\left[ {\rho
359 > \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
360 > \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
361 > {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  + \frac{{\partial
362 > \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
363 > \ldots \delta q_f \delta p_1  \ldots \delta p_f .
364 > \end{equation}
365 > Differentiating the equations of motion in Hamiltonian formalism
366 > (\ref{introEquation:motionHamiltonianCoordinate},
367 > \ref{introEquation:motionHamiltonianMomentum}), we can show,
368 > \begin{equation}
369 > \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
370 > + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)}  = 0 ,
371 > \end{equation}
372 > which cancels the first terms of the right hand side. Furthermore,
373 > divining $ \delta q_1  \ldots \delta q_f \delta p_1  \ldots \delta
374 > p_f $ in both sides, we can write out Liouville's theorem in a
375 > simple form,
376 > \begin{equation}
377 > \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
378 > {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  +
379 > \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)}  = 0 .
380 > \label{introEquation:liouvilleTheorem}
381 > \end{equation}
382  
383 + Liouville's theorem states that the distribution function is
384 + constant along any trajectory in phase space. In classical
385 + statistical mechanics, since the number of particles in the system
386 + is huge, we may be able to believe the system is stationary,
387 + \begin{equation}
388 + \frac{{\partial \rho }}{{\partial t}} = 0.
389 + \label{introEquation:stationary}
390 + \end{equation}
391 + In such stationary system, the density of distribution $\rho$ can be
392 + connected to the Hamiltonian $H$ through Maxwell-Boltzmann
393 + distribution,
394 + \begin{equation}
395 + \rho  \propto e^{ - \beta H}
396 + \label{introEquation:densityAndHamiltonian}
397 + \end{equation}
398 +
399 + \subsubsection{\label{introSection:phaseSpaceConservation}Conservation of Phase Space}
400 + Lets consider a region in the phase space,
401 + \begin{equation}
402 + \delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
403 + \end{equation}
404 + If this region is small enough, the density $\rho$ can be regarded
405 + as uniform over the whole phase space. Thus, the number of phase
406 + points inside this region is given by,
407 + \begin{equation}
408 + \delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
409 + dp_1 } ..dp_f.
410 + \end{equation}
411 +
412 + \begin{equation}
413 + \frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
414 + \frac{d}{{dt}}(\delta v) = 0.
415 + \end{equation}
416 + With the help of stationary assumption
417 + (\ref{introEquation:stationary}), we obtain the principle of the
418 + \emph{conservation of extension in phase space},
419 + \begin{equation}
420 + \frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
421 + ...dq_f dp_1 } ..dp_f  = 0.
422 + \label{introEquation:volumePreserving}
423 + \end{equation}
424 +
425 + \subsubsection{\label{introSection:liouvilleInOtherForms}Liouville's Theorem in Other Forms}
426 +
427 + Liouville's theorem can be expresses in a variety of different forms
428 + which are convenient within different contexts. For any two function
429 + $F$ and $G$ of the coordinates and momenta of a system, the Poisson
430 + bracket ${F, G}$ is defined as
431 + \begin{equation}
432 + \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
433 + F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
434 + \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
435 + q_i }}} \right)}.
436 + \label{introEquation:poissonBracket}
437 + \end{equation}
438 + Substituting equations of motion in Hamiltonian formalism(
439 + \ref{introEquation:motionHamiltonianCoordinate} ,
440 + \ref{introEquation:motionHamiltonianMomentum} ) into
441 + (\ref{introEquation:liouvilleTheorem}), we can rewrite Liouville's
442 + theorem using Poisson bracket notion,
443 + \begin{equation}
444 + \left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - \left\{
445 + {\rho ,H} \right\}.
446 + \label{introEquation:liouvilleTheromInPoissin}
447 + \end{equation}
448 + Moreover, the Liouville operator is defined as
449 + \begin{equation}
450 + iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
451 + p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
452 + H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
453 + \label{introEquation:liouvilleOperator}
454 + \end{equation}
455 + In terms of Liouville operator, Liouville's equation can also be
456 + expressed as
457 + \begin{equation}
458 + \left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - iL\rho
459 + \label{introEquation:liouvilleTheoremInOperator}
460 + \end{equation}
461 +
462   \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
463  
464   Various thermodynamic properties can be calculated from Molecular
# Line 261 | Line 473 | statistical ensemble are identical \cite{Frenkel1996,
473   ensemble average. It states that time average and average over the
474   statistical ensemble are identical \cite{Frenkel1996, leach01:mm}.
475   \begin{equation}
476 < \langle A \rangle_t = \mathop {\lim }\limits_{t \to \infty }
477 < \frac{1}{t}\int\limits_0^t {A(p(t),q(t))dt = \int\limits_\Gamma
478 < {A(p(t),q(t))} } \rho (p(t), q(t)) dpdq
476 > \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
477 > \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
478 > {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
479   \end{equation}
480 < where $\langle A \rangle_t$ is an equilibrium value of a physical
481 < quantity and $\rho (p(t), q(t))$ is the equilibrium distribution
482 < function. If an observation is averaged over a sufficiently long
483 < time (longer than relaxation time), all accessible microstates in
484 < phase space are assumed to be equally probed, giving a properly
485 < weighted statistical average. This allows the researcher freedom of
486 < choice when deciding how best to measure a given observable. In case
487 < an ensemble averaged approach sounds most reasonable, the Monte
488 < Carlo techniques\cite{metropolis:1949} can be utilized. Or if the
489 < system lends itself to a time averaging approach, the Molecular
490 < Dynamics techniques in Sec.~\ref{introSection:molecularDynamics}
491 < will be the best choice\cite{Frenkel1996}.
480 > where $\langle  A(q , p) \rangle_t$ is an equilibrium value of a
481 > physical quantity and $\rho (p(t), q(t))$ is the equilibrium
482 > distribution function. If an observation is averaged over a
483 > sufficiently long time (longer than relaxation time), all accessible
484 > microstates in phase space are assumed to be equally probed, giving
485 > a properly weighted statistical average. This allows the researcher
486 > freedom of choice when deciding how best to measure a given
487 > observable. In case an ensemble averaged approach sounds most
488 > reasonable, the Monte Carlo techniques\cite{metropolis:1949} can be
489 > utilized. Or if the system lends itself to a time averaging
490 > approach, the Molecular Dynamics techniques in
491 > Sec.~\ref{introSection:molecularDynamics} will be the best
492 > choice\cite{Frenkel1996}.
493  
494   \section{\label{introSection:geometricIntegratos}Geometric Integrators}
495   A variety of numerical integrators were proposed to simulate the
# Line 324 | Line 537 | classical mechanics. According to Liouville's theorem,
537   is a \emph{symplectomorphism} if it is a \emph{diffeomorphims} and
538   the \emph{pullback} of $\eta$ under f is equal to $\omega$.
539   Canonical transformation is an example of symplectomorphism in
540 < classical mechanics. According to Liouville's theorem, the
328 < Hamiltonian \emph{flow} or \emph{symplectomorphism} generated by the
329 < Hamiltonian vector filed preserves the volume form on the phase
330 < space, which is the basis of classical statistical mechanics.
540 > classical mechanics.
541  
542 < \subsection{\label{introSection:exactFlow}The Exact Flow of ODE}
542 > \subsection{\label{introSection:ODE}Ordinary Differential Equations}
543  
544 < \subsection{\label{introSection:hamiltonianSplitting}Hamiltonian Splitting}
544 > For a ordinary differential system defined as
545 > \begin{equation}
546 > \dot x = f(x)
547 > \end{equation}
548 > where $x = x(q,p)^T$, this system is canonical Hamiltonian, if
549 > \begin{equation}
550 > f(r) = J\nabla _x H(r).
551 > \end{equation}
552 > $H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
553 > matrix
554 > \begin{equation}
555 > J = \left( {\begin{array}{*{20}c}
556 >   0 & I  \\
557 >   { - I} & 0  \\
558 > \end{array}} \right)
559 > \label{introEquation:canonicalMatrix}
560 > \end{equation}
561 > where $I$ is an identity matrix. Using this notation, Hamiltonian
562 > system can be rewritten as,
563 > \begin{equation}
564 > \frac{d}{{dt}}x = J\nabla _x H(x)
565 > \label{introEquation:compactHamiltonian}
566 > \end{equation}In this case, $f$ is
567 > called a \emph{Hamiltonian vector field}.
568 >
569 > Another generalization of Hamiltonian dynamics is Poisson Dynamics,
570 > \begin{equation}
571 > \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
572 > \end{equation}
573 > The most obvious change being that matrix $J$ now depends on $x$.
574 > The free rigid body is an example of Poisson system (actually a
575 > Lie-Poisson system) with Hamiltonian function of angular kinetic
576 > energy.
577 > \begin{equation}
578 > J(\pi ) = \left( {\begin{array}{*{20}c}
579 >   0 & {\pi _3 } & { - \pi _2 }  \\
580 >   { - \pi _3 } & 0 & {\pi _1 }  \\
581 >   {\pi _2 } & { - \pi _1 } & 0  \\
582 > \end{array}} \right)
583 > \end{equation}
584 >
585 > \begin{equation}
586 > H = \frac{1}{2}\left( {\frac{{\pi _1^2 }}{{I_1 }} + \frac{{\pi _2^2
587 > }}{{I_2 }} + \frac{{\pi _3^2 }}{{I_3 }}} \right)
588 > \end{equation}
589 >
590 > \subsection{\label{introSection:exactFlow}Exact Flow}
591 >
592 > Let $x(t)$ be the exact solution of the ODE system,
593 > \begin{equation}
594 > \frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
595 > \end{equation}
596 > The exact flow(solution) $\varphi_\tau$ is defined by
597 > \[
598 > x(t+\tau) =\varphi_\tau(x(t))
599 > \]
600 > where $\tau$ is a fixed time step and $\varphi$ is a map from phase
601 > space to itself. The flow has the continuous group property,
602 > \begin{equation}
603 > \varphi _{\tau _1 }  \circ \varphi _{\tau _2 }  = \varphi _{\tau _1
604 > + \tau _2 } .
605 > \end{equation}
606 > In particular,
607 > \begin{equation}
608 > \varphi _\tau   \circ \varphi _{ - \tau }  = I
609 > \end{equation}
610 > Therefore, the exact flow is self-adjoint,
611 > \begin{equation}
612 > \varphi _\tau   = \varphi _{ - \tau }^{ - 1}.
613 > \end{equation}
614 > The exact flow can also be written in terms of the of an operator,
615 > \begin{equation}
616 > \varphi _\tau  (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
617 > }{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
618 > \label{introEquation:exponentialOperator}
619 > \end{equation}
620  
621 + In most cases, it is not easy to find the exact flow $\varphi_\tau$.
622 + Instead, we use a approximate map, $\psi_\tau$, which is usually
623 + called integrator. The order of an integrator $\psi_\tau$ is $p$, if
624 + the Taylor series of $\psi_\tau$ agree to order $p$,
625 + \begin{equation}
626 + \psi_tau(x) = x + \tau f(x) + O(\tau^{p+1})
627 + \end{equation}
628 +
629 + \subsection{\label{introSection:geometricProperties}Geometric Properties}
630 +
631 + The hidden geometric properties of ODE and its flow play important
632 + roles in numerical studies. Many of them can be found in systems
633 + which occur naturally in applications.
634 +
635 + Let $\varphi$ be the flow of Hamiltonian vector field, $\varphi$ is
636 + a \emph{symplectic} flow if it satisfies,
637 + \begin{equation}
638 + {\varphi '}^T J \varphi ' = J.
639 + \end{equation}
640 + According to Liouville's theorem, the symplectic volume is invariant
641 + under a Hamiltonian flow, which is the basis for classical
642 + statistical mechanics. Furthermore, the flow of a Hamiltonian vector
643 + field on a symplectic manifold can be shown to be a
644 + symplectomorphism. As to the Poisson system,
645 + \begin{equation}
646 + {\varphi '}^T J \varphi ' = J \circ \varphi
647 + \end{equation}
648 + is the property must be preserved by the integrator.
649 +
650 + It is possible to construct a \emph{volume-preserving} flow for a
651 + source free($ \nabla \cdot f = 0 $) ODE, if the flow satisfies $
652 + \det d\varphi  = 1$. One can show easily that a symplectic flow will
653 + be volume-preserving.
654 +
655 + Changing the variables $y = h(x)$ in a ODE\ref{introEquation:ODE}
656 + will result in a new system,
657 + \[
658 + \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
659 + \]
660 + The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
661 + In other words, the flow of this vector field is reversible if and
662 + only if $ h \circ \varphi ^{ - 1}  = \varphi  \circ h $.
663 +
664 + A \emph{first integral}, or conserved quantity of a general
665 + differential function is a function $ G:R^{2d}  \to R^d $ which is
666 + constant for all solutions of the ODE $\frac{{dx}}{{dt}} = f(x)$ ,
667 + \[
668 + \frac{{dG(x(t))}}{{dt}} = 0.
669 + \]
670 + Using chain rule, one may obtain,
671 + \[
672 + \sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \bullet \nabla G,
673 + \]
674 + which is the condition for conserving \emph{first integral}. For a
675 + canonical Hamiltonian system, the time evolution of an arbitrary
676 + smooth function $G$ is given by,
677 + \begin{equation}
678 + \begin{array}{c}
679 + \frac{{dG(x(t))}}{{dt}} = [\nabla _x G(x(t))]^T \dot x(t) \\
680 +  = [\nabla _x G(x(t))]^T J\nabla _x H(x(t)). \\
681 + \end{array}
682 + \label{introEquation:firstIntegral1}
683 + \end{equation}
684 + Using poisson bracket notion, Equation
685 + \ref{introEquation:firstIntegral1} can be rewritten as
686 + \[
687 + \frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
688 + \]
689 + Therefore, the sufficient condition for $G$ to be the \emph{first
690 + integral} of a Hamiltonian system is
691 + \[
692 + \left\{ {G,H} \right\} = 0.
693 + \]
694 + As well known, the Hamiltonian (or energy) H of a Hamiltonian system
695 + is a \emph{first integral}, which is due to the fact $\{ H,H\}  =
696 + 0$.
697 +
698 +
699 + When designing any numerical methods, one should always try to
700 + preserve the structural properties of the original ODE and its flow.
701 +
702 + \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
703 + A lot of well established and very effective numerical methods have
704 + been successful precisely because of their symplecticities even
705 + though this fact was not recognized when they were first
706 + constructed. The most famous example is leapfrog methods in
707 + molecular dynamics. In general, symplectic integrators can be
708 + constructed using one of four different methods.
709 + \begin{enumerate}
710 + \item Generating functions
711 + \item Variational methods
712 + \item Runge-Kutta methods
713 + \item Splitting methods
714 + \end{enumerate}
715 +
716 + Generating function tends to lead to methods which are cumbersome
717 + and difficult to use. In dissipative systems, variational methods
718 + can capture the decay of energy accurately. Since their
719 + geometrically unstable nature against non-Hamiltonian perturbations,
720 + ordinary implicit Runge-Kutta methods are not suitable for
721 + Hamiltonian system. Recently, various high-order explicit
722 + Runge--Kutta methods have been developed to overcome this
723 + instability. However, due to computational penalty involved in
724 + implementing the Runge-Kutta methods, they do not attract too much
725 + attention from Molecular Dynamics community. Instead, splitting have
726 + been widely accepted since they exploit natural decompositions of
727 + the system\cite{Tuckerman92}.
728 +
729 + \subsubsection{\label{introSection:splittingMethod}Splitting Method}
730 +
731 + The main idea behind splitting methods is to decompose the discrete
732 + $\varphi_h$ as a composition of simpler flows,
733 + \begin{equation}
734 + \varphi _h  = \varphi _{h_1 }  \circ \varphi _{h_2 }  \ldots  \circ
735 + \varphi _{h_n }
736 + \label{introEquation:FlowDecomposition}
737 + \end{equation}
738 + where each of the sub-flow is chosen such that each represent a
739 + simpler integration of the system.
740 +
741 + Suppose that a Hamiltonian system takes the form,
742 + \[
743 + H = H_1 + H_2.
744 + \]
745 + Here, $H_1$ and $H_2$ may represent different physical processes of
746 + the system. For instance, they may relate to kinetic and potential
747 + energy respectively, which is a natural decomposition of the
748 + problem. If $H_1$ and $H_2$ can be integrated using exact flows
749 + $\varphi_1(t)$ and $\varphi_2(t)$, respectively, a simple first
750 + order is then given by the Lie-Trotter formula
751 + \begin{equation}
752 + \varphi _h  = \varphi _{1,h}  \circ \varphi _{2,h},
753 + \label{introEquation:firstOrderSplitting}
754 + \end{equation}
755 + where $\varphi _h$ is the result of applying the corresponding
756 + continuous $\varphi _i$ over a time $h$. By definition, as
757 + $\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
758 + must follow that each operator $\varphi_i(t)$ is a symplectic map.
759 + It is easy to show that any composition of symplectic flows yields a
760 + symplectic map,
761 + \begin{equation}
762 + (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
763 + '\phi ' = \phi '^T J\phi ' = J,
764 + \label{introEquation:SymplecticFlowComposition}
765 + \end{equation}
766 + where $\phi$ and $\psi$ both are symplectic maps. Thus operator
767 + splitting in this context automatically generates a symplectic map.
768 +
769 + The Lie-Trotter splitting(\ref{introEquation:firstOrderSplitting})
770 + introduces local errors proportional to $h^2$, while Strang
771 + splitting gives a second-order decomposition,
772 + \begin{equation}
773 + \varphi _h  = \varphi _{1,h/2}  \circ \varphi _{2,h}  \circ \varphi
774 + _{1,h/2} ,
775 + \label{introEqaution:secondOrderSplitting}
776 + \end{equation}
777 + which has a local error proportional to $h^3$. Sprang splitting's
778 + popularity in molecular simulation community attribute to its
779 + symmetric property,
780 + \begin{equation}
781 + \varphi _h^{ - 1} = \varphi _{ - h}.
782 + \label{introEquation:timeReversible}
783 + \end{equation}
784 +
785 + \subsubsection{\label{introSection:exampleSplittingMethod}Example of Splitting Method}
786 + The classical equation for a system consisting of interacting
787 + particles can be written in Hamiltonian form,
788 + \[
789 + H = T + V
790 + \]
791 + where $T$ is the kinetic energy and $V$ is the potential energy.
792 + Setting $H_1 = T, H_2 = V$ and applying Strang splitting, one
793 + obtains the following:
794 + \begin{align}
795 + q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
796 +    \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
797 + \label{introEquation:Lp10a} \\%
798 + %
799 + \dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
800 +    \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
801 + \label{introEquation:Lp10b}
802 + \end{align}
803 + where $F(t)$ is the force at time $t$. This integration scheme is
804 + known as \emph{velocity verlet} which is
805 + symplectic(\ref{introEquation:SymplecticFlowComposition}),
806 + time-reversible(\ref{introEquation:timeReversible}) and
807 + volume-preserving (\ref{introEquation:volumePreserving}). These
808 + geometric properties attribute to its long-time stability and its
809 + popularity in the community. However, the most commonly used
810 + velocity verlet integration scheme is written as below,
811 + \begin{align}
812 + \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
813 +    \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
814 + %
815 + q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
816 +    \label{introEquation:Lp9b}\\%
817 + %
818 + \dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
819 +    \frac{\Delta t}{2m}\, F[q(0)]. \label{introEquation:Lp9c}
820 + \end{align}
821 + From the preceding splitting, one can see that the integration of
822 + the equations of motion would follow:
823 + \begin{enumerate}
824 + \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
825 +
826 + \item Use the half step velocities to move positions one whole step, $\Delta t$.
827 +
828 + \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
829 +
830 + \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
831 + \end{enumerate}
832 +
833 + Simply switching the order of splitting and composing, a new
834 + integrator, the \emph{position verlet} integrator, can be generated,
835 + \begin{align}
836 + \dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
837 + \frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
838 + \label{introEquation:positionVerlet1} \\%
839 + %
840 + q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
841 + q(\Delta t)} \right]. %
842 + \label{introEquation:positionVerlet1}
843 + \end{align}
844 +
845 + \subsubsection{\label{introSection:errorAnalysis}Error Analysis and Higher Order Methods}
846 +
847 + Baker-Campbell-Hausdorff formula can be used to determine the local
848 + error of splitting method in terms of commutator of the
849 + operators(\ref{introEquation:exponentialOperator}) associated with
850 + the sub-flow. For operators $hX$ and $hY$ which are associate to
851 + $\varphi_1(t)$ and $\varphi_2(t$ respectively , we have
852 + \begin{equation}
853 + \exp (hX + hY) = \exp (hZ)
854 + \end{equation}
855 + where
856 + \begin{equation}
857 + hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
858 + {[X,[X,Y]] + [Y,[Y,X]]} \right) +  \ldots .
859 + \end{equation}
860 + Here, $[X,Y]$ is the commutators of operator $X$ and $Y$ given by
861 + \[
862 + [X,Y] = XY - YX .
863 + \]
864 + Applying Baker-Campbell-Hausdorff formula to Sprang splitting, we
865 + can obtain
866 + \begin{eqnarray*}
867 + \exp (h X/2)\exp (h Y)\exp (h X/2) & = & \exp (h X + h Y + h^2
868 + [X,Y]/4 + h^2 [Y,X]/4 \\ & & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
869 + & & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3 [X,[X,Y]]/24 & & \mbox{} +
870 + \ldots )
871 + \end{eqnarray*}
872 + Since \[ [X,Y] + [Y,X] = 0\] and \[ [X,X] = 0\], the dominant local
873 + error of Spring splitting is proportional to $h^3$. The same
874 + procedure can be applied to general splitting,  of the form
875 + \begin{equation}
876 + \varphi _{b_m h}^2  \circ \varphi _{a_m h}^1  \circ \varphi _{b_{m -
877 + 1} h}^2  \circ  \ldots  \circ \varphi _{a_1 h}^1 .
878 + \end{equation}
879 + Careful choice of coefficient $a_1 ,\ldot , b_m$ will lead to higher
880 + order method. Yoshida proposed an elegant way to compose higher
881 + order methods based on symmetric splitting. Given a symmetric second
882 + order base method $ \varphi _h^{(2)} $, a fourth-order symmetric
883 + method can be constructed by composing,
884 + \[
885 + \varphi _h^{(4)}  = \varphi _{\alpha h}^{(2)}  \circ \varphi _{\beta
886 + h}^{(2)}  \circ \varphi _{\alpha h}^{(2)}
887 + \]
888 + where $ \alpha  =  - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
889 + = \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
890 + integrator $ \varphi _h^{(2n + 2)}$ can be composed by
891 + \begin{equation}
892 + \varphi _h^{(2n + 2)}  = \varphi _{\alpha h}^{(2n)}  \circ \varphi
893 + _{\beta h}^{(2n)}  \circ \varphi _{\alpha h}^{(2n)}
894 + \end{equation}
895 + , if the weights are chosen as
896 + \[
897 + \alpha  =  - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
898 + \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
899 + \]
900 +
901   \section{\label{introSection:molecularDynamics}Molecular Dynamics}
902  
903   As a special discipline of molecular modeling, Molecular dynamics
# Line 342 | Line 907 | dynamical information.
907  
908   \subsection{\label{introSec:mdInit}Initialization}
909  
910 + \subsection{\label{introSec:forceEvaluation}Force Evaluation}
911 +
912   \subsection{\label{introSection:mdIntegration} Integration of the Equations of Motion}
913  
914   \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
915  
916 < A rigid body is a body in which the distance between any two given
917 < points of a rigid body remains constant regardless of external
918 < forces exerted on it. A rigid body therefore conserves its shape
919 < during its motion.
916 > Rigid bodies are frequently involved in the modeling of different
917 > areas, from engineering, physics, to chemistry. For example,
918 > missiles and vehicle are usually modeled by rigid bodies.  The
919 > movement of the objects in 3D gaming engine or other physics
920 > simulator is governed by the rigid body dynamics. In molecular
921 > simulation, rigid body is used to simplify the model in
922 > protein-protein docking study{\cite{Gray03}}.
923  
924 < Applications of dynamics of rigid bodies.
924 > It is very important to develop stable and efficient methods to
925 > integrate the equations of motion of orientational degrees of
926 > freedom. Euler angles are the nature choice to describe the
927 > rotational degrees of freedom. However, due to its singularity, the
928 > numerical integration of corresponding equations of motion is very
929 > inefficient and inaccurate. Although an alternative integrator using
930 > different sets of Euler angles can overcome this difficulty\cite{},
931 > the computational penalty and the lost of angular momentum
932 > conservation still remain. A singularity free representation
933 > utilizing quaternions was developed by Evans in 1977. Unfortunately,
934 > this approach suffer from the nonseparable Hamiltonian resulted from
935 > quaternion representation, which prevents the symplectic algorithm
936 > to be utilized. Another different approach is to apply holonomic
937 > constraints to the atoms belonging to the rigid body. Each atom
938 > moves independently under the normal forces deriving from potential
939 > energy and constraint forces which are used to guarantee the
940 > rigidness. However, due to their iterative nature, SHAKE and Rattle
941 > algorithm converge very slowly when the number of constraint
942 > increases.
943  
944 + The break through in geometric literature suggests that, in order to
945 + develop a long-term integration scheme, one should preserve the
946 + symplectic structure of the flow. Introducing conjugate momentum to
947 + rotation matrix $A$ and re-formulating Hamiltonian's equation, a
948 + symplectic integrator, RSHAKE, was proposed to evolve the
949 + Hamiltonian system in a constraint manifold by iteratively
950 + satisfying the orthogonality constraint $A_t A = 1$. An alternative
951 + method using quaternion representation was developed by Omelyan.
952 + However, both of these methods are iterative and inefficient. In
953 + this section, we will present a symplectic Lie-Poisson integrator
954 + for rigid body developed by Dullweber and his coworkers\cite{}.
955 +
956   \subsection{\label{introSection:lieAlgebra}Lie Algebra}
957  
958   \subsection{\label{introSection:DLMMotionEquation}The Euler Equations of Rigid Body Motion}
959  
960   \subsection{\label{introSection:otherRBMotionEquation}Other Formulations for Rigid Body Motion}
961  
362 %\subsection{\label{introSection:poissonBrackets}Poisson Brackets}
363
962   \section{\label{introSection:correlationFunctions}Correlation Functions}
963  
964   \section{\label{introSection:langevinDynamics}Langevin Dynamics}
# Line 411 | Line 1009 | introEquation:motionHamiltonianMomentum},
1009   \dot p &=  - \frac{{\partial H}}{{\partial x}}
1010         &= m\ddot x
1011         &= - \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)}
1012 < \label{introEq:Lp5}
1012 > \label{introEquation:Lp5}
1013   \end{align}
1014   , and
1015   \begin{align}

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