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1 \chapter{\label{chapt:introduction}INTRODUCTION AND THEORETICAL BACKGROUND}
2
3 \section{\label{introSection:classicalMechanics}Classical
4 Mechanics}
5
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 \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 {mv}{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 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 N \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 = N
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 scheme for rigid body \cite{Dullweber1997}.
72
73 \subsection{\label{introSection:lagrangian}Lagrangian Mechanics}
74
75 Newtonian Mechanics suffers from two important limitations: it
76 describes their motion in special cartesian coordinate systems.
77 Another limitation of Newtonian mechanics becomes obvious when we
78 try to describe systems with large numbers of particles. It becomes
79 very difficult to predict the properties of the system by carrying
80 out calculations involving the each individual interaction between
81 all the particles, even if we know all of the details of the
82 interaction. In order to overcome some of the practical difficulties
83 which arise in attempts to apply Newton's equation to complex
84 system, alternative procedures may be developed.
85
86 \subsubsection{\label{introSection:halmiltonPrinciple}Hamilton's
87 Principle}
88
89 Hamilton introduced the dynamical principle upon which it is
90 possible to base all of mechanics and, indeed, most of classical
91 physics. Hamilton's Principle may be stated as follow,
92
93 The actual trajectory, along which a dynamical system may move from
94 one point to another within a specified time, is derived by finding
95 the path which minimizes the time integral of the difference between
96 the kinetic, $K$, and potential energies, $U$ \cite{tolman79}.
97 \begin{equation}
98 \delta \int_{t_1 }^{t_2 } {(K - U)dt = 0} ,
99 \label{introEquation:halmitonianPrinciple1}
100 \end{equation}
101
102 For simple mechanical systems, where the forces acting on the
103 different part are derivable from a potential and the velocities are
104 small compared with that of light, the Lagrangian function $L$ can
105 be define as the difference between the kinetic energy of the system
106 and its potential energy,
107 \begin{equation}
108 L \equiv K - U = L(q_i ,\dot q_i ) ,
109 \label{introEquation:lagrangianDef}
110 \end{equation}
111 then Eq.~\ref{introEquation:halmitonianPrinciple1} becomes
112 \begin{equation}
113 \delta \int_{t_1 }^{t_2 } {L dt = 0} ,
114 \label{introEquation:halmitonianPrinciple2}
115 \end{equation}
116
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
121 motion in the Lagrangian form is
122 \begin{equation}
123 \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
124 \frac{{\partial L}}{{\partial q_i }} = 0,{\rm{ }}i = 1, \ldots,f
125 \label{introEquation:eqMotionLagrangian}
126 \end{equation}
127 where $q_{i}$ is generalized coordinate and $\dot{q_{i}}$ is
128 generalized velocity.
129
130 \subsection{\label{introSection:hamiltonian}Hamiltonian Mechanics}
131
132 Arising from Lagrangian Mechanics, Hamiltonian Mechanics was
133 introduced by William Rowan Hamilton in 1833 as a re-formulation of
134 classical mechanics. If the potential energy of a system is
135 independent of generalized velocities, the generalized momenta can
136 be defined as
137 \begin{equation}
138 p_i = \frac{\partial L}{\partial \dot q_i}
139 \label{introEquation:generalizedMomenta}
140 \end{equation}
141 The Lagrange equations of motion are then expressed by
142 \begin{equation}
143 p_i = \frac{{\partial L}}{{\partial q_i }}
144 \label{introEquation:generalizedMomentaDot}
145 \end{equation}
146
147 With the help of the generalized momenta, we may now define a new
148 quantity $H$ by the equation
149 \begin{equation}
150 H = \sum\limits_k {p_k \dot q_k } - L ,
151 \label{introEquation:hamiltonianDefByLagrangian}
152 \end{equation}
153 where $ \dot q_1 \ldots \dot q_f $ are generalized velocities and
154 $L$ is the Lagrangian function for the system.
155
156 Differentiating Eq.~\ref{introEquation:hamiltonianDefByLagrangian},
157 one can obtain
158 \begin{equation}
159 dH = \sum\limits_k {\left( {p_k d\dot q_k + \dot q_k dp_k -
160 \frac{{\partial L}}{{\partial q_k }}dq_k - \frac{{\partial
161 L}}{{\partial \dot q_k }}d\dot q_k } \right)} - \frac{{\partial
162 L}}{{\partial t}}dt \label{introEquation:diffHamiltonian1}
163 \end{equation}
164 Making use of Eq.~\ref{introEquation:generalizedMomenta}, the
165 second and fourth terms in the parentheses cancel. Therefore,
166 Eq.~\ref{introEquation:diffHamiltonian1} can be rewritten as
167 \begin{equation}
168 dH = \sum\limits_k {\left( {\dot q_k dp_k - \dot p_k dq_k }
169 \right)} - \frac{{\partial L}}{{\partial t}}dt
170 \label{introEquation:diffHamiltonian2}
171 \end{equation}
172 By identifying the coefficients of $dq_k$, $dp_k$ and dt, we can
173 find
174 \begin{equation}
175 \frac{{\partial H}}{{\partial p_k }} = q_k
176 \label{introEquation:motionHamiltonianCoordinate}
177 \end{equation}
178 \begin{equation}
179 \frac{{\partial H}}{{\partial q_k }} = - p_k
180 \label{introEquation:motionHamiltonianMomentum}
181 \end{equation}
182 and
183 \begin{equation}
184 \frac{{\partial H}}{{\partial t}} = - \frac{{\partial L}}{{\partial
185 t}}
186 \label{introEquation:motionHamiltonianTime}
187 \end{equation}
188
189 Eq.~\ref{introEquation:motionHamiltonianCoordinate} and
190 Eq.~\ref{introEquation:motionHamiltonianMomentum} are Hamilton's
191 equation of motion. Due to their symmetrical formula, they are also
192 known as the canonical equations of motions \cite{Goldstein01}.
193
194 An important difference between Lagrangian approach and the
195 Hamiltonian approach is that the Lagrangian is considered to be a
196 function of the generalized velocities $\dot q_i$ and the
197 generalized coordinates $q_i$, while the Hamiltonian is considered
198 to be a function of the generalized momenta $p_i$ and the conjugate
199 generalized coordinate $q_i$. Hamiltonian Mechanics is more
200 appropriate for application to statistical mechanics and quantum
201 mechanics, since it treats the coordinate and its time derivative as
202 independent variables and it only works with 1st-order differential
203 equations\cite{Marion90}.
204
205 In Newtonian Mechanics, a system described by conservative forces
206 conserves the total energy \ref{introEquation:energyConservation}.
207 It follows that Hamilton's equations of motion conserve the total
208 Hamiltonian.
209 \begin{equation}
210 \frac{{dH}}{{dt}} = \sum\limits_i {\left( {\frac{{\partial
211 H}}{{\partial q_i }}\dot q_i + \frac{{\partial H}}{{\partial p_i
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} \label{introEquation:conserveHalmitonian}
216 \end{equation}
217
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 and theorem presented in this
225 dissertation.
226
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} \label{introEquation:NVEPartition}.
319 \end{equation}
320 A canonical ensemble(NVT)is an ensemble of systems, each of which
321 can share its energy with a large heat reservoir. The distribution
322 of the total energy amongst the possible dynamical states is given
323 by the partition function,
324 \begin{equation}
325 \Omega (N,V,T) = e^{ - \beta A}
326 \label{introEquation:NVTPartition}
327 \end{equation}
328 Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
329 TS$. Since most experiment are carried out under constant pressure
330 condition, isothermal-isobaric ensemble(NPT) play a very important
331 role in molecular simulation. The isothermal-isobaric ensemble allow
332 the system to exchange energy with a heat bath of temperature $T$
333 and to change the volume as well. Its partition function is given as
334 \begin{equation}
335 \Delta (N,P,T) = - e^{\beta G}.
336 \label{introEquation:NPTPartition}
337 \end{equation}
338 Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.
339
340 \subsection{\label{introSection:liouville}Liouville's theorem}
341
342 The Liouville's theorem is the foundation on which statistical
343 mechanics rests. It describes the time evolution of phase space
344 distribution function. In order to calculate the rate of change of
345 $\rho$, we begin from Equation(\ref{introEquation:deltaN}). If we
346 consider the two faces perpendicular to the $q_1$ axis, which are
347 located at $q_1$ and $q_1 + \delta q_1$, the number of phase points
348 leaving the opposite face is given by the expression,
349 \begin{equation}
350 \left( {\rho + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
351 \right)\left( {\dot q_1 + \frac{{\partial \dot q_1 }}{{\partial q_1
352 }}\delta q_1 } \right)\delta q_2 \ldots \delta q_f \delta p_1
353 \ldots \delta p_f .
354 \end{equation}
355 Summing all over the phase space, we obtain
356 \begin{equation}
357 \frac{{d(\delta N)}}{{dt}} = - \sum\limits_{i = 1}^f {\left[ {\rho
358 \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
359 \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
360 {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i + \frac{{\partial
361 \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
362 \ldots \delta q_f \delta p_1 \ldots \delta p_f .
363 \end{equation}
364 Differentiating the equations of motion in Hamiltonian formalism
365 (\ref{introEquation:motionHamiltonianCoordinate},
366 \ref{introEquation:motionHamiltonianMomentum}), we can show,
367 \begin{equation}
368 \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
369 + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)} = 0 ,
370 \end{equation}
371 which cancels the first terms of the right hand side. Furthermore,
372 divining $ \delta q_1 \ldots \delta q_f \delta p_1 \ldots \delta
373 p_f $ in both sides, we can write out Liouville's theorem in a
374 simple form,
375 \begin{equation}
376 \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
377 {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i +
378 \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)} = 0 .
379 \label{introEquation:liouvilleTheorem}
380 \end{equation}
381
382 Liouville's theorem states that the distribution function is
383 constant along any trajectory in phase space. In classical
384 statistical mechanics, since the number of particles in the system
385 is huge, we may be able to believe the system is stationary,
386 \begin{equation}
387 \frac{{\partial \rho }}{{\partial t}} = 0.
388 \label{introEquation:stationary}
389 \end{equation}
390 In such stationary system, the density of distribution $\rho$ can be
391 connected to the Hamiltonian $H$ through Maxwell-Boltzmann
392 distribution,
393 \begin{equation}
394 \rho \propto e^{ - \beta H}
395 \label{introEquation:densityAndHamiltonian}
396 \end{equation}
397
398 \subsubsection{\label{introSection:phaseSpaceConservation}Conservation of Phase Space}
399 Lets consider a region in the phase space,
400 \begin{equation}
401 \delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
402 \end{equation}
403 If this region is small enough, the density $\rho$ can be regarded
404 as uniform over the whole phase space. Thus, the number of phase
405 points inside this region is given by,
406 \begin{equation}
407 \delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
408 dp_1 } ..dp_f.
409 \end{equation}
410
411 \begin{equation}
412 \frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
413 \frac{d}{{dt}}(\delta v) = 0.
414 \end{equation}
415 With the help of stationary assumption
416 (\ref{introEquation:stationary}), we obtain the principle of the
417 \emph{conservation of extension in phase space},
418 \begin{equation}
419 \frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
420 ...dq_f dp_1 } ..dp_f = 0.
421 \label{introEquation:volumePreserving}
422 \end{equation}
423
424 \subsubsection{\label{introSection:liouvilleInOtherForms}Liouville's Theorem in Other Forms}
425
426 Liouville's theorem can be expresses in a variety of different forms
427 which are convenient within different contexts. For any two function
428 $F$ and $G$ of the coordinates and momenta of a system, the Poisson
429 bracket ${F, G}$ is defined as
430 \begin{equation}
431 \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
432 F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
433 \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
434 q_i }}} \right)}.
435 \label{introEquation:poissonBracket}
436 \end{equation}
437 Substituting equations of motion in Hamiltonian formalism(
438 \ref{introEquation:motionHamiltonianCoordinate} ,
439 \ref{introEquation:motionHamiltonianMomentum} ) into
440 (\ref{introEquation:liouvilleTheorem}), we can rewrite Liouville's
441 theorem using Poisson bracket notion,
442 \begin{equation}
443 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - \left\{
444 {\rho ,H} \right\}.
445 \label{introEquation:liouvilleTheromInPoissin}
446 \end{equation}
447 Moreover, the Liouville operator is defined as
448 \begin{equation}
449 iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
450 p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
451 H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
452 \label{introEquation:liouvilleOperator}
453 \end{equation}
454 In terms of Liouville operator, Liouville's equation can also be
455 expressed as
456 \begin{equation}
457 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - iL\rho
458 \label{introEquation:liouvilleTheoremInOperator}
459 \end{equation}
460
461 \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
462
463 Various thermodynamic properties can be calculated from Molecular
464 Dynamics simulation. By comparing experimental values with the
465 calculated properties, one can determine the accuracy of the
466 simulation and the quality of the underlying model. However, both of
467 experiment and computer simulation are usually performed during a
468 certain time interval and the measurements are averaged over a
469 period of them which is different from the average behavior of
470 many-body system in Statistical Mechanics. Fortunately, Ergodic
471 Hypothesis is proposed to make a connection between time average and
472 ensemble average. It states that time average and average over the
473 statistical ensemble are identical \cite{Frenkel1996, leach01:mm}.
474 \begin{equation}
475 \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
476 \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
477 {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
478 \end{equation}
479 where $\langle A(q , p) \rangle_t$ is an equilibrium value of a
480 physical quantity and $\rho (p(t), q(t))$ is the equilibrium
481 distribution function. If an observation is averaged over a
482 sufficiently long time (longer than relaxation time), all accessible
483 microstates in phase space are assumed to be equally probed, giving
484 a properly weighted statistical average. This allows the researcher
485 freedom of choice when deciding how best to measure a given
486 observable. In case an ensemble averaged approach sounds most
487 reasonable, the Monte Carlo techniques\cite{metropolis:1949} can be
488 utilized. Or if the system lends itself to a time averaging
489 approach, the Molecular Dynamics techniques in
490 Sec.~\ref{introSection:molecularDynamics} will be the best
491 choice\cite{Frenkel1996}.
492
493 \section{\label{introSection:geometricIntegratos}Geometric Integrators}
494 A variety of numerical integrators were proposed to simulate the
495 motions. They usually begin with an initial conditionals and move
496 the objects in the direction governed by the differential equations.
497 However, most of them ignore the hidden physical law contained
498 within the equations. Since 1990, geometric integrators, which
499 preserve various phase-flow invariants such as symplectic structure,
500 volume and time reversal symmetry, are developed to address this
501 issue. The velocity verlet method, which happens to be a simple
502 example of symplectic integrator, continues to gain its popularity
503 in molecular dynamics community. This fact can be partly explained
504 by its geometric nature.
505
506 \subsection{\label{introSection:symplecticManifold}Symplectic Manifold}
507 A \emph{manifold} is an abstract mathematical space. It locally
508 looks like Euclidean space, but when viewed globally, it may have
509 more complicate structure. A good example of manifold is the surface
510 of Earth. It seems to be flat locally, but it is round if viewed as
511 a whole. A \emph{differentiable manifold} (also known as
512 \emph{smooth manifold}) is a manifold with an open cover in which
513 the covering neighborhoods are all smoothly isomorphic to one
514 another. In other words,it is possible to apply calculus on
515 \emph{differentiable manifold}. A \emph{symplectic manifold} is
516 defined as a pair $(M, \omega)$ which consisting of a
517 \emph{differentiable manifold} $M$ and a close, non-degenerated,
518 bilinear symplectic form, $\omega$. A symplectic form on a vector
519 space $V$ is a function $\omega(x, y)$ which satisfies
520 $\omega(\lambda_1x_1+\lambda_2x_2, y) = \lambda_1\omega(x_1, y)+
521 \lambda_2\omega(x_2, y)$, $\omega(x, y) = - \omega(y, x)$ and
522 $\omega(x, x) = 0$. Cross product operation in vector field is an
523 example of symplectic form.
524
525 One of the motivations to study \emph{symplectic manifold} in
526 Hamiltonian Mechanics is that a symplectic manifold can represent
527 all possible configurations of the system and the phase space of the
528 system can be described by it's cotangent bundle. Every symplectic
529 manifold is even dimensional. For instance, in Hamilton equations,
530 coordinate and momentum always appear in pairs.
531
532 Let $(M,\omega)$ and $(N, \eta)$ be symplectic manifolds. A map
533 \[
534 f : M \rightarrow N
535 \]
536 is a \emph{symplectomorphism} if it is a \emph{diffeomorphims} and
537 the \emph{pullback} of $\eta$ under f is equal to $\omega$.
538 Canonical transformation is an example of symplectomorphism in
539 classical mechanics.
540
541 \subsection{\label{introSection:ODE}Ordinary Differential Equations}
542
543 For a ordinary differential system defined as
544 \begin{equation}
545 \dot x = f(x)
546 \end{equation}
547 where $x = x(q,p)^T$, this system is canonical Hamiltonian, if
548 \begin{equation}
549 f(r) = J\nabla _x H(r).
550 \end{equation}
551 $H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
552 matrix
553 \begin{equation}
554 J = \left( {\begin{array}{*{20}c}
555 0 & I \\
556 { - I} & 0 \\
557 \end{array}} \right)
558 \label{introEquation:canonicalMatrix}
559 \end{equation}
560 where $I$ is an identity matrix. Using this notation, Hamiltonian
561 system can be rewritten as,
562 \begin{equation}
563 \frac{d}{{dt}}x = J\nabla _x H(x)
564 \label{introEquation:compactHamiltonian}
565 \end{equation}In this case, $f$ is
566 called a \emph{Hamiltonian vector field}.
567
568 Another generalization of Hamiltonian dynamics is Poisson Dynamics,
569 \begin{equation}
570 \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
571 \end{equation}
572 The most obvious change being that matrix $J$ now depends on $x$.
573
574 \subsection{\label{introSection:exactFlow}Exact Flow}
575
576 Let $x(t)$ be the exact solution of the ODE system,
577 \begin{equation}
578 \frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
579 \end{equation}
580 The exact flow(solution) $\varphi_\tau$ is defined by
581 \[
582 x(t+\tau) =\varphi_\tau(x(t))
583 \]
584 where $\tau$ is a fixed time step and $\varphi$ is a map from phase
585 space to itself. The flow has the continuous group property,
586 \begin{equation}
587 \varphi _{\tau _1 } \circ \varphi _{\tau _2 } = \varphi _{\tau _1
588 + \tau _2 } .
589 \end{equation}
590 In particular,
591 \begin{equation}
592 \varphi _\tau \circ \varphi _{ - \tau } = I
593 \end{equation}
594 Therefore, the exact flow is self-adjoint,
595 \begin{equation}
596 \varphi _\tau = \varphi _{ - \tau }^{ - 1}.
597 \end{equation}
598 The exact flow can also be written in terms of the of an operator,
599 \begin{equation}
600 \varphi _\tau (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
601 }{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
602 \label{introEquation:exponentialOperator}
603 \end{equation}
604
605 In most cases, it is not easy to find the exact flow $\varphi_\tau$.
606 Instead, we use a approximate map, $\psi_\tau$, which is usually
607 called integrator. The order of an integrator $\psi_\tau$ is $p$, if
608 the Taylor series of $\psi_\tau$ agree to order $p$,
609 \begin{equation}
610 \psi_tau(x) = x + \tau f(x) + O(\tau^{p+1})
611 \end{equation}
612
613 \subsection{\label{introSection:geometricProperties}Geometric Properties}
614
615 The hidden geometric properties of ODE and its flow play important
616 roles in numerical studies. Many of them can be found in systems
617 which occur naturally in applications.
618
619 Let $\varphi$ be the flow of Hamiltonian vector field, $\varphi$ is
620 a \emph{symplectic} flow if it satisfies,
621 \begin{equation}
622 {\varphi '}^T J \varphi ' = J.
623 \end{equation}
624 According to Liouville's theorem, the symplectic volume is invariant
625 under a Hamiltonian flow, which is the basis for classical
626 statistical mechanics. Furthermore, the flow of a Hamiltonian vector
627 field on a symplectic manifold can be shown to be a
628 symplectomorphism. As to the Poisson system,
629 \begin{equation}
630 {\varphi '}^T J \varphi ' = J \circ \varphi
631 \end{equation}
632 is the property must be preserved by the integrator.
633
634 It is possible to construct a \emph{volume-preserving} flow for a
635 source free($ \nabla \cdot f = 0 $) ODE, if the flow satisfies $
636 \det d\varphi = 1$. One can show easily that a symplectic flow will
637 be volume-preserving.
638
639 Changing the variables $y = h(x)$ in a ODE\ref{introEquation:ODE}
640 will result in a new system,
641 \[
642 \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
643 \]
644 The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
645 In other words, the flow of this vector field is reversible if and
646 only if $ h \circ \varphi ^{ - 1} = \varphi \circ h $.
647
648 A \emph{first integral}, or conserved quantity of a general
649 differential function is a function $ G:R^{2d} \to R^d $ which is
650 constant for all solutions of the ODE $\frac{{dx}}{{dt}} = f(x)$ ,
651 \[
652 \frac{{dG(x(t))}}{{dt}} = 0.
653 \]
654 Using chain rule, one may obtain,
655 \[
656 \sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \bullet \nabla G,
657 \]
658 which is the condition for conserving \emph{first integral}. For a
659 canonical Hamiltonian system, the time evolution of an arbitrary
660 smooth function $G$ is given by,
661 \begin{equation}
662 \begin{array}{c}
663 \frac{{dG(x(t))}}{{dt}} = [\nabla _x G(x(t))]^T \dot x(t) \\
664 = [\nabla _x G(x(t))]^T J\nabla _x H(x(t)). \\
665 \end{array}
666 \label{introEquation:firstIntegral1}
667 \end{equation}
668 Using poisson bracket notion, Equation
669 \ref{introEquation:firstIntegral1} can be rewritten as
670 \[
671 \frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
672 \]
673 Therefore, the sufficient condition for $G$ to be the \emph{first
674 integral} of a Hamiltonian system is
675 \[
676 \left\{ {G,H} \right\} = 0.
677 \]
678 As well known, the Hamiltonian (or energy) H of a Hamiltonian system
679 is a \emph{first integral}, which is due to the fact $\{ H,H\} =
680 0$.
681
682
683 When designing any numerical methods, one should always try to
684 preserve the structural properties of the original ODE and its flow.
685
686 \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
687 A lot of well established and very effective numerical methods have
688 been successful precisely because of their symplecticities even
689 though this fact was not recognized when they were first
690 constructed. The most famous example is leapfrog methods in
691 molecular dynamics. In general, symplectic integrators can be
692 constructed using one of four different methods.
693 \begin{enumerate}
694 \item Generating functions
695 \item Variational methods
696 \item Runge-Kutta methods
697 \item Splitting methods
698 \end{enumerate}
699
700 Generating function tends to lead to methods which are cumbersome
701 and difficult to use. In dissipative systems, variational methods
702 can capture the decay of energy accurately. Since their
703 geometrically unstable nature against non-Hamiltonian perturbations,
704 ordinary implicit Runge-Kutta methods are not suitable for
705 Hamiltonian system. Recently, various high-order explicit
706 Runge--Kutta methods have been developed to overcome this
707 instability. However, due to computational penalty involved in
708 implementing the Runge-Kutta methods, they do not attract too much
709 attention from Molecular Dynamics community. Instead, splitting have
710 been widely accepted since they exploit natural decompositions of
711 the system\cite{Tuckerman92}.
712
713 \subsubsection{\label{introSection:splittingMethod}Splitting Method}
714
715 The main idea behind splitting methods is to decompose the discrete
716 $\varphi_h$ as a composition of simpler flows,
717 \begin{equation}
718 \varphi _h = \varphi _{h_1 } \circ \varphi _{h_2 } \ldots \circ
719 \varphi _{h_n }
720 \label{introEquation:FlowDecomposition}
721 \end{equation}
722 where each of the sub-flow is chosen such that each represent a
723 simpler integration of the system.
724
725 Suppose that a Hamiltonian system takes the form,
726 \[
727 H = H_1 + H_2.
728 \]
729 Here, $H_1$ and $H_2$ may represent different physical processes of
730 the system. For instance, they may relate to kinetic and potential
731 energy respectively, which is a natural decomposition of the
732 problem. If $H_1$ and $H_2$ can be integrated using exact flows
733 $\varphi_1(t)$ and $\varphi_2(t)$, respectively, a simple first
734 order is then given by the Lie-Trotter formula
735 \begin{equation}
736 \varphi _h = \varphi _{1,h} \circ \varphi _{2,h},
737 \label{introEquation:firstOrderSplitting}
738 \end{equation}
739 where $\varphi _h$ is the result of applying the corresponding
740 continuous $\varphi _i$ over a time $h$. By definition, as
741 $\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
742 must follow that each operator $\varphi_i(t)$ is a symplectic map.
743 It is easy to show that any composition of symplectic flows yields a
744 symplectic map,
745 \begin{equation}
746 (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
747 '\phi ' = \phi '^T J\phi ' = J,
748 \label{introEquation:SymplecticFlowComposition}
749 \end{equation}
750 where $\phi$ and $\psi$ both are symplectic maps. Thus operator
751 splitting in this context automatically generates a symplectic map.
752
753 The Lie-Trotter splitting(\ref{introEquation:firstOrderSplitting})
754 introduces local errors proportional to $h^2$, while Strang
755 splitting gives a second-order decomposition,
756 \begin{equation}
757 \varphi _h = \varphi _{1,h/2} \circ \varphi _{2,h} \circ \varphi
758 _{1,h/2} , \label{introEquation:secondOrderSplitting}
759 \end{equation}
760 which has a local error proportional to $h^3$. Sprang splitting's
761 popularity in molecular simulation community attribute to its
762 symmetric property,
763 \begin{equation}
764 \varphi _h^{ - 1} = \varphi _{ - h}.
765 \label{introEquation:timeReversible}
766 \end{equation}
767
768 \subsubsection{\label{introSection:exampleSplittingMethod}Example of Splitting Method}
769 The classical equation for a system consisting of interacting
770 particles can be written in Hamiltonian form,
771 \[
772 H = T + V
773 \]
774 where $T$ is the kinetic energy and $V$ is the potential energy.
775 Setting $H_1 = T, H_2 = V$ and applying Strang splitting, one
776 obtains the following:
777 \begin{align}
778 q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
779 \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
780 \label{introEquation:Lp10a} \\%
781 %
782 \dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
783 \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
784 \label{introEquation:Lp10b}
785 \end{align}
786 where $F(t)$ is the force at time $t$. This integration scheme is
787 known as \emph{velocity verlet} which is
788 symplectic(\ref{introEquation:SymplecticFlowComposition}),
789 time-reversible(\ref{introEquation:timeReversible}) and
790 volume-preserving (\ref{introEquation:volumePreserving}). These
791 geometric properties attribute to its long-time stability and its
792 popularity in the community. However, the most commonly used
793 velocity verlet integration scheme is written as below,
794 \begin{align}
795 \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
796 \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
797 %
798 q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
799 \label{introEquation:Lp9b}\\%
800 %
801 \dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
802 \frac{\Delta t}{2m}\, F[q(0)]. \label{introEquation:Lp9c}
803 \end{align}
804 From the preceding splitting, one can see that the integration of
805 the equations of motion would follow:
806 \begin{enumerate}
807 \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
808
809 \item Use the half step velocities to move positions one whole step, $\Delta t$.
810
811 \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
812
813 \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
814 \end{enumerate}
815
816 Simply switching the order of splitting and composing, a new
817 integrator, the \emph{position verlet} integrator, can be generated,
818 \begin{align}
819 \dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
820 \frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
821 \label{introEquation:positionVerlet1} \\%
822 %
823 q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
824 q(\Delta t)} \right]. %
825 \label{introEquation:positionVerlet2}
826 \end{align}
827
828 \subsubsection{\label{introSection:errorAnalysis}Error Analysis and Higher Order Methods}
829
830 Baker-Campbell-Hausdorff formula can be used to determine the local
831 error of splitting method in terms of commutator of the
832 operators(\ref{introEquation:exponentialOperator}) associated with
833 the sub-flow. For operators $hX$ and $hY$ which are associate to
834 $\varphi_1(t)$ and $\varphi_2(t$ respectively , we have
835 \begin{equation}
836 \exp (hX + hY) = \exp (hZ)
837 \end{equation}
838 where
839 \begin{equation}
840 hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
841 {[X,[X,Y]] + [Y,[Y,X]]} \right) + \ldots .
842 \end{equation}
843 Here, $[X,Y]$ is the commutators of operator $X$ and $Y$ given by
844 \[
845 [X,Y] = XY - YX .
846 \]
847 Applying Baker-Campbell-Hausdorff formula to Sprang splitting, we
848 can obtain
849 \begin{eqnarray*}
850 \exp (h X/2)\exp (h Y)\exp (h X/2) & = & \exp (h X + h Y + h^2
851 [X,Y]/4 + h^2 [Y,X]/4 \\ & & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
852 & & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3 [X,[X,Y]]/24 & & \mbox{} +
853 \ldots )
854 \end{eqnarray*}
855 Since \[ [X,Y] + [Y,X] = 0\] and \[ [X,X] = 0\], the dominant local
856 error of Spring splitting is proportional to $h^3$. The same
857 procedure can be applied to general splitting, of the form
858 \begin{equation}
859 \varphi _{b_m h}^2 \circ \varphi _{a_m h}^1 \circ \varphi _{b_{m -
860 1} h}^2 \circ \ldots \circ \varphi _{a_1 h}^1 .
861 \end{equation}
862 Careful choice of coefficient $a_1 ,\ldot , b_m$ will lead to higher
863 order method. Yoshida proposed an elegant way to compose higher
864 order methods based on symmetric splitting. Given a symmetric second
865 order base method $ \varphi _h^{(2)} $, a fourth-order symmetric
866 method can be constructed by composing,
867 \[
868 \varphi _h^{(4)} = \varphi _{\alpha h}^{(2)} \circ \varphi _{\beta
869 h}^{(2)} \circ \varphi _{\alpha h}^{(2)}
870 \]
871 where $ \alpha = - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
872 = \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
873 integrator $ \varphi _h^{(2n + 2)}$ can be composed by
874 \begin{equation}
875 \varphi _h^{(2n + 2)} = \varphi _{\alpha h}^{(2n)} \circ \varphi
876 _{\beta h}^{(2n)} \circ \varphi _{\alpha h}^{(2n)}
877 \end{equation}
878 , if the weights are chosen as
879 \[
880 \alpha = - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
881 \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
882 \]
883
884 \section{\label{introSection:molecularDynamics}Molecular Dynamics}
885
886 As a special discipline of molecular modeling, Molecular dynamics
887 has proven to be a powerful tool for studying the functions of
888 biological systems, providing structural, thermodynamic and
889 dynamical information.
890
891 One of the principal tools for modeling proteins, nucleic acids and
892 their complexes. Stability of proteins Folding of proteins.
893 Molecular recognition by:proteins, DNA, RNA, lipids, hormones STP,
894 etc. Enzyme reactions Rational design of biologically active
895 molecules (drug design) Small and large-scale conformational
896 changes. determination and construction of 3D structures (homology,
897 Xray diffraction, NMR) Dynamic processes such as ion transport in
898 biological systems.
899
900 Macroscopic properties are related to microscopic behavior.
901
902 Time dependent (and independent) microscopic behavior of a molecule
903 can be calculated by molecular dynamics simulations.
904
905 \subsection{\label{introSec:mdInit}Initialization}
906
907 \subsection{\label{introSec:forceEvaluation}Force Evaluation}
908
909 \subsection{\label{introSection:mdIntegration} Integration of the Equations of Motion}
910
911 \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
912
913 Rigid bodies are frequently involved in the modeling of different
914 areas, from engineering, physics, to chemistry. For example,
915 missiles and vehicle are usually modeled by rigid bodies. The
916 movement of the objects in 3D gaming engine or other physics
917 simulator is governed by the rigid body dynamics. In molecular
918 simulation, rigid body is used to simplify the model in
919 protein-protein docking study{\cite{Gray03}}.
920
921 It is very important to develop stable and efficient methods to
922 integrate the equations of motion of orientational degrees of
923 freedom. Euler angles are the nature choice to describe the
924 rotational degrees of freedom. However, due to its singularity, the
925 numerical integration of corresponding equations of motion is very
926 inefficient and inaccurate. Although an alternative integrator using
927 different sets of Euler angles can overcome this difficulty\cite{},
928 the computational penalty and the lost of angular momentum
929 conservation still remain. A singularity free representation
930 utilizing quaternions was developed by Evans in 1977. Unfortunately,
931 this approach suffer from the nonseparable Hamiltonian resulted from
932 quaternion representation, which prevents the symplectic algorithm
933 to be utilized. Another different approach is to apply holonomic
934 constraints to the atoms belonging to the rigid body. Each atom
935 moves independently under the normal forces deriving from potential
936 energy and constraint forces which are used to guarantee the
937 rigidness. However, due to their iterative nature, SHAKE and Rattle
938 algorithm converge very slowly when the number of constraint
939 increases.
940
941 The break through in geometric literature suggests that, in order to
942 develop a long-term integration scheme, one should preserve the
943 symplectic structure of the flow. Introducing conjugate momentum to
944 rotation matrix $Q$ and re-formulating Hamiltonian's equation, a
945 symplectic integrator, RSHAKE, was proposed to evolve the
946 Hamiltonian system in a constraint manifold by iteratively
947 satisfying the orthogonality constraint $Q_T Q = 1$. An alternative
948 method using quaternion representation was developed by Omelyan.
949 However, both of these methods are iterative and inefficient. In
950 this section, we will present a symplectic Lie-Poisson integrator
951 for rigid body developed by Dullweber and his
952 coworkers\cite{Dullweber1997} in depth.
953
954 \subsection{\label{introSection:constrainedHamiltonianRB}Constrained Hamiltonian for Rigid Body}
955 The motion of the rigid body is Hamiltonian with the Hamiltonian
956 function
957 \begin{equation}
958 H = \frac{1}{2}(p^T m^{ - 1} p) + \frac{1}{2}tr(PJ^{ - 1} P) +
959 V(q,Q) + \frac{1}{2}tr[(QQ^T - 1)\Lambda ].
960 \label{introEquation:RBHamiltonian}
961 \end{equation}
962 Here, $q$ and $Q$ are the position and rotation matrix for the
963 rigid-body, $p$ and $P$ are conjugate momenta to $q$ and $Q$ , and
964 $J$, a diagonal matrix, is defined by
965 \[
966 I_{ii}^{ - 1} = \frac{1}{2}\sum\limits_{i \ne j} {J_{jj}^{ - 1} }
967 \]
968 where $I_{ii}$ is the diagonal element of the inertia tensor. This
969 constrained Hamiltonian equation subjects to a holonomic constraint,
970 \begin{equation}
971 Q^T Q = 1$, \label{introEquation:orthogonalConstraint}
972 \end{equation}
973 which is used to ensure rotation matrix's orthogonality.
974 Differentiating \ref{introEquation:orthogonalConstraint} and using
975 Equation \ref{introEquation:RBMotionMomentum}, one may obtain,
976 \begin{equation}
977 Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0 . \\
978 \label{introEquation:RBFirstOrderConstraint}
979 \end{equation}
980
981 Using Equation (\ref{introEquation:motionHamiltonianCoordinate},
982 \ref{introEquation:motionHamiltonianMomentum}), one can write down
983 the equations of motion,
984 \[
985 \begin{array}{c}
986 \frac{{dq}}{{dt}} = \frac{p}{m} \label{introEquation:RBMotionPosition}\\
987 \frac{{dp}}{{dt}} = - \nabla _q V(q,Q) \label{introEquation:RBMotionMomentum}\\
988 \frac{{dQ}}{{dt}} = PJ^{ - 1} \label{introEquation:RBMotionRotation}\\
989 \frac{{dP}}{{dt}} = - \nabla _Q V(q,Q) - 2Q\Lambda . \label{introEquation:RBMotionP}\\
990 \end{array}
991 \]
992
993 In general, there are two ways to satisfy the holonomic constraints.
994 We can use constraint force provided by lagrange multiplier on the
995 normal manifold to keep the motion on constraint space. Or we can
996 simply evolve the system in constraint manifold. The two method are
997 proved to be equivalent. The holonomic constraint and equations of
998 motions define a constraint manifold for rigid body
999 \[
1000 M = \left\{ {(Q,P):Q^T Q = 1,Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0}
1001 \right\}.
1002 \]
1003
1004 Unfortunately, this constraint manifold is not the cotangent bundle
1005 $T_{\star}SO(3)$. However, it turns out that under symplectic
1006 transformation, the cotangent space and the phase space are
1007 diffeomorphic. Introducing
1008 \[
1009 \tilde Q = Q,\tilde P = \frac{1}{2}\left( {P - QP^T Q} \right),
1010 \]
1011 the mechanical system subject to a holonomic constraint manifold $M$
1012 can be re-formulated as a Hamiltonian system on the cotangent space
1013 \[
1014 T^* SO(3) = \left\{ {(\tilde Q,\tilde P):\tilde Q^T \tilde Q =
1015 1,\tilde Q^T \tilde PJ^{ - 1} + J^{ - 1} P^T \tilde Q = 0} \right\}
1016 \]
1017
1018 For a body fixed vector $X_i$ with respect to the center of mass of
1019 the rigid body, its corresponding lab fixed vector $X_0^{lab}$ is
1020 given as
1021 \begin{equation}
1022 X_i^{lab} = Q X_i + q.
1023 \end{equation}
1024 Therefore, potential energy $V(q,Q)$ is defined by
1025 \[
1026 V(q,Q) = V(Q X_0 + q).
1027 \]
1028 Hence, the force and torque are given by
1029 \[
1030 \nabla _q V(q,Q) = F(q,Q) = \sum\limits_i {F_i (q,Q)},
1031 \]
1032 and
1033 \[
1034 \nabla _Q V(q,Q) = F(q,Q)X_i^t
1035 \]
1036 respectively.
1037
1038 As a common choice to describe the rotation dynamics of the rigid
1039 body, angular momentum on body frame $\Pi = Q^t P$ is introduced to
1040 rewrite the equations of motion,
1041 \begin{equation}
1042 \begin{array}{l}
1043 \mathop \Pi \limits^ \bullet = J^{ - 1} \Pi ^T \Pi + Q^T \sum\limits_i {F_i (q,Q)X_i^T } - \Lambda \\
1044 \mathop Q\limits^{{\rm{ }} \bullet } = Q\Pi {\rm{ }}J^{ - 1} \\
1045 \end{array}
1046 \label{introEqaution:RBMotionPI}
1047 \end{equation}
1048 , as well as holonomic constraints,
1049 \[
1050 \begin{array}{l}
1051 \Pi J^{ - 1} + J^{ - 1} \Pi ^t = 0 \\
1052 Q^T Q = 1 \\
1053 \end{array}
1054 \]
1055
1056 For a vector $v(v_1 ,v_2 ,v_3 ) \in R^3$ and a matrix $\hat v \in
1057 so(3)^ \star$, the hat-map isomorphism,
1058 \begin{equation}
1059 v(v_1 ,v_2 ,v_3 ) \Leftrightarrow \hat v = \left(
1060 {\begin{array}{*{20}c}
1061 0 & { - v_3 } & {v_2 } \\
1062 {v_3 } & 0 & { - v_1 } \\
1063 { - v_2 } & {v_1 } & 0 \\
1064 \end{array}} \right),
1065 \label{introEquation:hatmapIsomorphism}
1066 \end{equation}
1067 will let us associate the matrix products with traditional vector
1068 operations
1069 \[
1070 \hat vu = v \times u
1071 \]
1072
1073 Using \ref{introEqaution:RBMotionPI}, one can construct a skew
1074 matrix,
1075 \begin{equation}
1076 (\mathop \Pi \limits^ \bullet - \mathop \Pi \limits^ \bullet ^T
1077 ){\rm{ }} = {\rm{ }}(\Pi - \Pi ^T ){\rm{ }}(J^{ - 1} \Pi + \Pi J^{
1078 - 1} ) + \sum\limits_i {[Q^T F_i (r,Q)X_i^T - X_i F_i (r,Q)^T Q]} -
1079 (\Lambda - \Lambda ^T ) . \label{introEquation:skewMatrixPI}
1080 \end{equation}
1081 Since $\Lambda$ is symmetric, the last term of Equation
1082 \ref{introEquation:skewMatrixPI} is zero, which implies the Lagrange
1083 multiplier $\Lambda$ is absent from the equations of motion. This
1084 unique property eliminate the requirement of iterations which can
1085 not be avoided in other methods\cite{}.
1086
1087 Applying hat-map isomorphism, we obtain the equation of motion for
1088 angular momentum on body frame
1089 \begin{equation}
1090 \dot \pi = \pi \times I^{ - 1} \pi + \sum\limits_i {\left( {Q^T
1091 F_i (r,Q)} \right) \times X_i }.
1092 \label{introEquation:bodyAngularMotion}
1093 \end{equation}
1094 In the same manner, the equation of motion for rotation matrix is
1095 given by
1096 \[
1097 \dot Q = Qskew(I^{ - 1} \pi )
1098 \]
1099
1100 \subsection{\label{introSection:SymplecticFreeRB}Symplectic
1101 Lie-Poisson Integrator for Free Rigid Body}
1102
1103 If there is not external forces exerted on the rigid body, the only
1104 contribution to the rotational is from the kinetic potential (the
1105 first term of \ref{ introEquation:bodyAngularMotion}). The free
1106 rigid body is an example of Lie-Poisson system with Hamiltonian
1107 function
1108 \begin{equation}
1109 T^r (\pi ) = T_1 ^r (\pi _1 ) + T_2^r (\pi _2 ) + T_3^r (\pi _3 )
1110 \label{introEquation:rotationalKineticRB}
1111 \end{equation}
1112 where $T_i^r (\pi _i ) = \frac{{\pi _i ^2 }}{{2I_i }}$ and
1113 Lie-Poisson structure matrix,
1114 \begin{equation}
1115 J(\pi ) = \left( {\begin{array}{*{20}c}
1116 0 & {\pi _3 } & { - \pi _2 } \\
1117 { - \pi _3 } & 0 & {\pi _1 } \\
1118 {\pi _2 } & { - \pi _1 } & 0 \\
1119 \end{array}} \right)
1120 \end{equation}
1121 Thus, the dynamics of free rigid body is governed by
1122 \begin{equation}
1123 \frac{d}{{dt}}\pi = J(\pi )\nabla _\pi T^r (\pi )
1124 \end{equation}
1125
1126 One may notice that each $T_i^r$ in Equation
1127 \ref{introEquation:rotationalKineticRB} can be solved exactly. For
1128 instance, the equations of motion due to $T_1^r$ are given by
1129 \begin{equation}
1130 \frac{d}{{dt}}\pi = R_1 \pi ,\frac{d}{{dt}}Q = QR_1
1131 \label{introEqaution:RBMotionSingleTerm}
1132 \end{equation}
1133 where
1134 \[ R_1 = \left( {\begin{array}{*{20}c}
1135 0 & 0 & 0 \\
1136 0 & 0 & {\pi _1 } \\
1137 0 & { - \pi _1 } & 0 \\
1138 \end{array}} \right).
1139 \]
1140 The solutions of Equation \ref{introEqaution:RBMotionSingleTerm} is
1141 \[
1142 \pi (\Delta t) = e^{\Delta tR_1 } \pi (0),Q(\Delta t) =
1143 Q(0)e^{\Delta tR_1 }
1144 \]
1145 with
1146 \[
1147 e^{\Delta tR_1 } = \left( {\begin{array}{*{20}c}
1148 0 & 0 & 0 \\
1149 0 & {\cos \theta _1 } & {\sin \theta _1 } \\
1150 0 & { - \sin \theta _1 } & {\cos \theta _1 } \\
1151 \end{array}} \right),\theta _1 = \frac{{\pi _1 }}{{I_1 }}\Delta t.
1152 \]
1153 To reduce the cost of computing expensive functions in $e^{\Delta
1154 tR_1 }$, we can use Cayley transformation,
1155 \[
1156 e^{\Delta tR_1 } \approx (1 - \Delta tR_1 )^{ - 1} (1 + \Delta tR_1
1157 )
1158 \]
1159
1160 The flow maps for $T_2^r$ and $T_2^r$ can be found in the same
1161 manner.
1162
1163 In order to construct a second-order symplectic method, we split the
1164 angular kinetic Hamiltonian function can into five terms
1165 \[
1166 T^r (\pi ) = \frac{1}{2}T_1 ^r (\pi _1 ) + \frac{1}{2}T_2^r (\pi _2
1167 ) + T_3^r (\pi _3 ) + \frac{1}{2}T_2^r (\pi _2 ) + \frac{1}{2}T_1 ^r
1168 (\pi _1 )
1169 \].
1170 Concatenating flows corresponding to these five terms, we can obtain
1171 an symplectic integrator,
1172 \[
1173 \varphi _{\Delta t,T^r } = \varphi _{\Delta t/2,\pi _1 } \circ
1174 \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t,\pi _3 }
1175 \circ \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t/2,\pi
1176 _1 }.
1177 \]
1178
1179 The non-canonical Lie-Poisson bracket ${F, G}$ of two function
1180 $F(\pi )$ and $G(\pi )$ is defined by
1181 \[
1182 \{ F,G\} (\pi ) = [\nabla _\pi F(\pi )]^T J(\pi )\nabla _\pi G(\pi
1183 )
1184 \]
1185 If the Poisson bracket of a function $F$ with an arbitrary smooth
1186 function $G$ is zero, $F$ is a \emph{Casimir}, which is the
1187 conserved quantity in Poisson system. We can easily verify that the
1188 norm of the angular momentum, $\parallel \pi
1189 \parallel$, is a \emph{Casimir}. Let$ F(\pi ) = S(\frac{{\parallel
1190 \pi \parallel ^2 }}{2})$ for an arbitrary function $ S:R \to R$ ,
1191 then by the chain rule
1192 \[
1193 \nabla _\pi F(\pi ) = S'(\frac{{\parallel \pi \parallel ^2
1194 }}{2})\pi
1195 \]
1196 Thus $ [\nabla _\pi F(\pi )]^T J(\pi ) = - S'(\frac{{\parallel \pi
1197 \parallel ^2 }}{2})\pi \times \pi = 0 $. This explicit
1198 Lie-Poisson integrator is found to be extremely efficient and stable
1199 which can be explained by the fact the small angle approximation is
1200 used and the norm of the angular momentum is conserved.
1201
1202 \subsection{\label{introSection:RBHamiltonianSplitting} Hamiltonian
1203 Splitting for Rigid Body}
1204
1205 The Hamiltonian of rigid body can be separated in terms of kinetic
1206 energy and potential energy,
1207 \[
1208 H = T(p,\pi ) + V(q,Q)
1209 \]
1210 The equations of motion corresponding to potential energy and
1211 kinetic energy are listed in the below table,
1212 \begin{center}
1213 \begin{tabular}{|l|l|}
1214 \hline
1215 % after \\: \hline or \cline{col1-col2} \cline{col3-col4} ...
1216 Potential & Kinetic \\
1217 $\frac{{dq}}{{dt}} = \frac{p}{m}$ & $\frac{d}{{dt}}q = p$ \\
1218 $\frac{d}{{dt}}p = - \frac{{\partial V}}{{\partial q}}$ & $ \frac{d}{{dt}}p = 0$ \\
1219 $\frac{d}{{dt}}Q = 0$ & $ \frac{d}{{dt}}Q = Qskew(I^{ - 1} j)$ \\
1220 $ \frac{d}{{dt}}\pi = \sum\limits_i {\left( {Q^T F_i (r,Q)} \right) \times X_i }$ & $\frac{d}{{dt}}\pi = \pi \times I^{ - 1} \pi$\\
1221 \hline
1222 \end{tabular}
1223 \end{center}
1224 A second-order symplectic method is now obtained by the composition
1225 of the flow maps,
1226 \[
1227 \varphi _{\Delta t} = \varphi _{\Delta t/2,V} \circ \varphi
1228 _{\Delta t,T} \circ \varphi _{\Delta t/2,V}.
1229 \]
1230 Moreover, $\varphi _{\Delta t/2,V}$ can be divided into two
1231 sub-flows which corresponding to force and torque respectively,
1232 \[
1233 \varphi _{\Delta t/2,V} = \varphi _{\Delta t/2,F} \circ \varphi
1234 _{\Delta t/2,\tau }.
1235 \]
1236 Since the associated operators of $\varphi _{\Delta t/2,F} $ and
1237 $\circ \varphi _{\Delta t/2,\tau }$ are commuted, the composition
1238 order inside $\varphi _{\Delta t/2,V}$ does not matter.
1239
1240 Furthermore, kinetic potential can be separated to translational
1241 kinetic term, $T^t (p)$, and rotational kinetic term, $T^r (\pi )$,
1242 \begin{equation}
1243 T(p,\pi ) =T^t (p) + T^r (\pi ).
1244 \end{equation}
1245 where $ T^t (p) = \frac{1}{2}p^T m^{ - 1} p $ and $T^r (\pi )$ is
1246 defined by \ref{introEquation:rotationalKineticRB}. Therefore, the
1247 corresponding flow maps are given by
1248 \[
1249 \varphi _{\Delta t,T} = \varphi _{\Delta t,T^t } \circ \varphi
1250 _{\Delta t,T^r }.
1251 \]
1252 Finally, we obtain the overall symplectic flow maps for free moving
1253 rigid body
1254 \begin{equation}
1255 \begin{array}{c}
1256 \varphi _{\Delta t} = \varphi _{\Delta t/2,F} \circ \varphi _{\Delta t/2,\tau } \\
1257 \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 } \\
1258 \circ \varphi _{\Delta t/2,\tau } \circ \varphi _{\Delta t/2,F} .\\
1259 \end{array}
1260 \label{introEquation:overallRBFlowMaps}
1261 \end{equation}
1262
1263 \section{\label{introSection:langevinDynamics}Langevin Dynamics}
1264 As an alternative to newtonian dynamics, Langevin dynamics, which
1265 mimics a simple heat bath with stochastic and dissipative forces,
1266 has been applied in a variety of studies. This section will review
1267 the theory of Langevin dynamics simulation. A brief derivation of
1268 generalized Langevin equation will be given first. Follow that, we
1269 will discuss the physical meaning of the terms appearing in the
1270 equation as well as the calculation of friction tensor from
1271 hydrodynamics theory.
1272
1273 \subsection{\label{introSection:generalizedLangevinDynamics}Derivation of Generalized Langevin Equation}
1274
1275 Harmonic bath model, in which an effective set of harmonic
1276 oscillators are used to mimic the effect of a linearly responding
1277 environment, has been widely used in quantum chemistry and
1278 statistical mechanics. One of the successful applications of
1279 Harmonic bath model is the derivation of Deriving Generalized
1280 Langevin Dynamics. Lets consider a system, in which the degree of
1281 freedom $x$ is assumed to couple to the bath linearly, giving a
1282 Hamiltonian of the form
1283 \begin{equation}
1284 H = \frac{{p^2 }}{{2m}} + U(x) + H_B + \Delta U(x,x_1 , \ldots x_N)
1285 \label{introEquation:bathGLE}.
1286 \end{equation}
1287 Here $p$ is a momentum conjugate to $q$, $m$ is the mass associated
1288 with this degree of freedom, $H_B$ is harmonic bath Hamiltonian,
1289 \[
1290 H_B = \sum\limits_{\alpha = 1}^N {\left\{ {\frac{{p_\alpha ^2
1291 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha \omega _\alpha ^2 }
1292 \right\}}
1293 \]
1294 where the index $\alpha$ runs over all the bath degrees of freedom,
1295 $\omega _\alpha$ are the harmonic bath frequencies, $m_\alpha$ are
1296 the harmonic bath masses, and $\Delta U$ is bilinear system-bath
1297 coupling,
1298 \[
1299 \Delta U = - \sum\limits_{\alpha = 1}^N {g_\alpha x_\alpha x}
1300 \]
1301 where $g_\alpha$ are the coupling constants between the bath and the
1302 coordinate $x$. Introducing
1303 \[
1304 W(x) = U(x) - \sum\limits_{\alpha = 1}^N {\frac{{g_\alpha ^2
1305 }}{{2m_\alpha w_\alpha ^2 }}} x^2
1306 \] and combining the last two terms in Equation
1307 \ref{introEquation:bathGLE}, we may rewrite the Harmonic bath
1308 Hamiltonian as
1309 \[
1310 H = \frac{{p^2 }}{{2m}} + W(x) + \sum\limits_{\alpha = 1}^N
1311 {\left\{ {\frac{{p_\alpha ^2 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha
1312 w_\alpha ^2 \left( {x_\alpha - \frac{{g_\alpha }}{{m_\alpha
1313 w_\alpha ^2 }}x} \right)^2 } \right\}}
1314 \]
1315 Since the first two terms of the new Hamiltonian depend only on the
1316 system coordinates, we can get the equations of motion for
1317 Generalized Langevin Dynamics by Hamilton's equations
1318 \ref{introEquation:motionHamiltonianCoordinate,
1319 introEquation:motionHamiltonianMomentum},
1320 \begin{equation}
1321 m\ddot x = - \frac{{\partial W(x)}}{{\partial x}} -
1322 \sum\limits_{\alpha = 1}^N {g_\alpha \left( {x_\alpha -
1323 \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right)},
1324 \label{introEquation:coorMotionGLE}
1325 \end{equation}
1326 and
1327 \begin{equation}
1328 m\ddot x_\alpha = - m_\alpha w_\alpha ^2 \left( {x_\alpha -
1329 \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right).
1330 \label{introEquation:bathMotionGLE}
1331 \end{equation}
1332
1333 In order to derive an equation for $x$, the dynamics of the bath
1334 variables $x_\alpha$ must be solved exactly first. As an integral
1335 transform which is particularly useful in solving linear ordinary
1336 differential equations, Laplace transform is the appropriate tool to
1337 solve this problem. The basic idea is to transform the difficult
1338 differential equations into simple algebra problems which can be
1339 solved easily. Then applying inverse Laplace transform, also known
1340 as the Bromwich integral, we can retrieve the solutions of the
1341 original problems.
1342
1343 Let $f(t)$ be a function defined on $ [0,\infty ) $. The Laplace
1344 transform of f(t) is a new function defined as
1345 \[
1346 L(f(t)) \equiv F(p) = \int_0^\infty {f(t)e^{ - pt} dt}
1347 \]
1348 where $p$ is real and $L$ is called the Laplace Transform
1349 Operator. Below are some important properties of Laplace transform
1350 \begin{equation}
1351 \begin{array}{c}
1352 L(x + y) = L(x) + L(y) \\
1353 L(ax) = aL(x) \\
1354 L(\dot x) = pL(x) - px(0) \\
1355 L(\ddot x) = p^2 L(x) - px(0) - \dot x(0) \\
1356 L\left( {\int_0^t {g(t - \tau )h(\tau )d\tau } } \right) = G(p)H(p) \\
1357 \end{array}
1358 \end{equation}
1359
1360 Applying Laplace transform to the bath coordinates, we obtain
1361 \[
1362 \begin{array}{c}
1363 p^2 L(x_\alpha ) - px_\alpha (0) - \dot x_\alpha (0) = - \omega _\alpha ^2 L(x_\alpha ) + \frac{{g_\alpha }}{{\omega _\alpha }}L(x) \\
1364 L(x_\alpha ) = \frac{{\frac{{g_\alpha }}{{\omega _\alpha }}L(x) + px_\alpha (0) + \dot x_\alpha (0)}}{{p^2 + \omega _\alpha ^2 }} \\
1365 \end{array}
1366 \]
1367 By the same way, the system coordinates become
1368 \[
1369 \begin{array}{c}
1370 mL(\ddot x) = - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}} \\
1371 - \sum\limits_{\alpha = 1}^N {\left\{ { - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}\frac{p}{{p^2 + \omega _\alpha ^2 }}pL(x) - \frac{p}{{p^2 + \omega _\alpha ^2 }}g_\alpha x_\alpha (0) - \frac{1}{{p^2 + \omega _\alpha ^2 }}g_\alpha \dot x_\alpha (0)} \right\}} \\
1372 \end{array}
1373 \]
1374
1375 With the help of some relatively important inverse Laplace
1376 transformations:
1377 \[
1378 \begin{array}{c}
1379 L(\cos at) = \frac{p}{{p^2 + a^2 }} \\
1380 L(\sin at) = \frac{a}{{p^2 + a^2 }} \\
1381 L(1) = \frac{1}{p} \\
1382 \end{array}
1383 \]
1384 , we obtain
1385 \begin{align}
1386 m\ddot x &= - \frac{{\partial W(x)}}{{\partial x}} -
1387 \sum\limits_{\alpha = 1}^N {\left\{ {\left( { - \frac{{g_\alpha ^2
1388 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\int_0^t {\cos (\omega
1389 _\alpha t)\dot x(t - \tau )d\tau - \left[ {g_\alpha x_\alpha (0)
1390 - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha }}} \right]\cos
1391 (\omega _\alpha t) - \frac{{g_\alpha \dot x_\alpha (0)}}{{\omega
1392 _\alpha }}\sin (\omega _\alpha t)} } \right\}}
1393 %
1394 &= - \frac{{\partial W(x)}}{{\partial x}} - \int_0^t
1395 {\sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1396 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha
1397 t)\dot x(t - \tau )d} \tau } + \sum\limits_{\alpha = 1}^N {\left\{
1398 {\left[ {g_\alpha x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha
1399 \omega _\alpha }}} \right]\cos (\omega _\alpha t) +
1400 \frac{{g_\alpha \dot x_\alpha (0)}}{{\omega _\alpha }}\sin
1401 (\omega _\alpha t)} \right\}}
1402 \end{align}
1403
1404 Introducing a \emph{dynamic friction kernel}
1405 \begin{equation}
1406 \xi (t) = \sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1407 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha t)}
1408 \label{introEquation:dynamicFrictionKernelDefinition}
1409 \end{equation}
1410 and \emph{a random force}
1411 \begin{equation}
1412 R(t) = \sum\limits_{\alpha = 1}^N {\left( {g_\alpha x_\alpha (0)
1413 - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}x(0)}
1414 \right)\cos (\omega _\alpha t)} + \frac{{\dot x_\alpha
1415 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t),
1416 \label{introEquation:randomForceDefinition}
1417 \end{equation}
1418 the equation of motion can be rewritten as
1419 \begin{equation}
1420 m\ddot x = - \frac{{\partial W}}{{\partial x}} - \int_0^t {\xi
1421 (t)\dot x(t - \tau )d\tau } + R(t)
1422 \label{introEuqation:GeneralizedLangevinDynamics}
1423 \end{equation}
1424 which is known as the \emph{generalized Langevin equation}.
1425
1426 \subsubsection{\label{introSection:randomForceDynamicFrictionKernel}Random Force and Dynamic Friction Kernel}
1427
1428 One may notice that $R(t)$ depends only on initial conditions, which
1429 implies it is completely deterministic within the context of a
1430 harmonic bath. However, it is easy to verify that $R(t)$ is totally
1431 uncorrelated to $x$ and $\dot x$,
1432 \[
1433 \begin{array}{l}
1434 \left\langle {x(t)R(t)} \right\rangle = 0, \\
1435 \left\langle {\dot x(t)R(t)} \right\rangle = 0. \\
1436 \end{array}
1437 \]
1438 This property is what we expect from a truly random process. As long
1439 as the model, which is gaussian distribution in general, chosen for
1440 $R(t)$ is a truly random process, the stochastic nature of the GLE
1441 still remains.
1442
1443 %dynamic friction kernel
1444 The convolution integral
1445 \[
1446 \int_0^t {\xi (t)\dot x(t - \tau )d\tau }
1447 \]
1448 depends on the entire history of the evolution of $x$, which implies
1449 that the bath retains memory of previous motions. In other words,
1450 the bath requires a finite time to respond to change in the motion
1451 of the system. For a sluggish bath which responds slowly to changes
1452 in the system coordinate, we may regard $\xi(t)$ as a constant
1453 $\xi(t) = \Xi_0$. Hence, the convolution integral becomes
1454 \[
1455 \int_0^t {\xi (t)\dot x(t - \tau )d\tau } = \xi _0 (x(t) - x(0))
1456 \]
1457 and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1458 \[
1459 m\ddot x = - \frac{\partial }{{\partial x}}\left( {W(x) +
1460 \frac{1}{2}\xi _0 (x - x_0 )^2 } \right) + R(t),
1461 \]
1462 which can be used to describe dynamic caging effect. The other
1463 extreme is the bath that responds infinitely quickly to motions in
1464 the system. Thus, $\xi (t)$ can be taken as a $delta$ function in
1465 time:
1466 \[
1467 \xi (t) = 2\xi _0 \delta (t)
1468 \]
1469 Hence, the convolution integral becomes
1470 \[
1471 \int_0^t {\xi (t)\dot x(t - \tau )d\tau } = 2\xi _0 \int_0^t
1472 {\delta (t)\dot x(t - \tau )d\tau } = \xi _0 \dot x(t),
1473 \]
1474 and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1475 \begin{equation}
1476 m\ddot x = - \frac{{\partial W(x)}}{{\partial x}} - \xi _0 \dot
1477 x(t) + R(t) \label{introEquation:LangevinEquation}
1478 \end{equation}
1479 which is known as the Langevin equation. The static friction
1480 coefficient $\xi _0$ can either be calculated from spectral density
1481 or be determined by Stokes' law for regular shaped particles.A
1482 briefly review on calculating friction tensor for arbitrary shaped
1483 particles is given in section \ref{introSection:frictionTensor}.
1484
1485 \subsubsection{\label{introSection:secondFluctuationDissipation}The Second Fluctuation Dissipation Theorem}
1486
1487 Defining a new set of coordinates,
1488 \[
1489 q_\alpha (t) = x_\alpha (t) - \frac{1}{{m_\alpha \omega _\alpha
1490 ^2 }}x(0)
1491 \],
1492 we can rewrite $R(T)$ as
1493 \[
1494 R(t) = \sum\limits_{\alpha = 1}^N {g_\alpha q_\alpha (t)}.
1495 \]
1496 And since the $q$ coordinates are harmonic oscillators,
1497 \[
1498 \begin{array}{c}
1499 \left\langle {q_\alpha ^2 } \right\rangle = \frac{{kT}}{{m_\alpha \omega _\alpha ^2 }} \\
1500 \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle = \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t) \\
1501 \left\langle {q_\alpha (t)q_\beta (0)} \right\rangle = \delta _{\alpha \beta } \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle \\
1502 \left\langle {R(t)R(0)} \right\rangle = \sum\limits_\alpha {\sum\limits_\beta {g_\alpha g_\beta \left\langle {q_\alpha (t)q_\beta (0)} \right\rangle } } \\
1503 = \sum\limits_\alpha {g_\alpha ^2 \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t)} \\
1504 = kT\xi (t) \\
1505 \end{array}
1506 \]
1507 Thus, we recover the \emph{second fluctuation dissipation theorem}
1508 \begin{equation}
1509 \xi (t) = \left\langle {R(t)R(0)} \right\rangle
1510 \label{introEquation:secondFluctuationDissipation}.
1511 \end{equation}
1512 In effect, it acts as a constraint on the possible ways in which one
1513 can model the random force and friction kernel.
1514
1515 \subsection{\label{introSection:frictionTensor} Friction Tensor}
1516 Theoretically, the friction kernel can be determined using velocity
1517 autocorrelation function. However, this approach become impractical
1518 when the system become more and more complicate. Instead, various
1519 approaches based on hydrodynamics have been developed to calculate
1520 the friction coefficients. The friction effect is isotropic in
1521 Equation, \zeta can be taken as a scalar. In general, friction
1522 tensor \Xi is a $6\times 6$ matrix given by
1523 \[
1524 \Xi = \left( {\begin{array}{*{20}c}
1525 {\Xi _{}^{tt} } & {\Xi _{}^{rt} } \\
1526 {\Xi _{}^{tr} } & {\Xi _{}^{rr} } \\
1527 \end{array}} \right).
1528 \]
1529 Here, $ {\Xi^{tt} }$ and $ {\Xi^{rr} }$ are translational friction
1530 tensor and rotational resistance (friction) tensor respectively,
1531 while ${\Xi^{tr} }$ is translation-rotation coupling tensor and $
1532 {\Xi^{rt} }$ is rotation-translation coupling tensor. When a
1533 particle moves in a fluid, it may experience friction force or
1534 torque along the opposite direction of the velocity or angular
1535 velocity,
1536 \[
1537 \left( \begin{array}{l}
1538 F_R \\
1539 \tau _R \\
1540 \end{array} \right) = - \left( {\begin{array}{*{20}c}
1541 {\Xi ^{tt} } & {\Xi ^{rt} } \\
1542 {\Xi ^{tr} } & {\Xi ^{rr} } \\
1543 \end{array}} \right)\left( \begin{array}{l}
1544 v \\
1545 w \\
1546 \end{array} \right)
1547 \]
1548 where $F_r$ is the friction force and $\tau _R$ is the friction
1549 toque.
1550
1551 \subsubsection{\label{introSection:resistanceTensorRegular}The Resistance Tensor for Regular Shape}
1552
1553 For a spherical particle, the translational and rotational friction
1554 constant can be calculated from Stoke's law,
1555 \[
1556 \Xi ^{tt} = \left( {\begin{array}{*{20}c}
1557 {6\pi \eta R} & 0 & 0 \\
1558 0 & {6\pi \eta R} & 0 \\
1559 0 & 0 & {6\pi \eta R} \\
1560 \end{array}} \right)
1561 \]
1562 and
1563 \[
1564 \Xi ^{rr} = \left( {\begin{array}{*{20}c}
1565 {8\pi \eta R^3 } & 0 & 0 \\
1566 0 & {8\pi \eta R^3 } & 0 \\
1567 0 & 0 & {8\pi \eta R^3 } \\
1568 \end{array}} \right)
1569 \]
1570 where $\eta$ is the viscosity of the solvent and $R$ is the
1571 hydrodynamics radius.
1572
1573 Other non-spherical shape, such as cylinder and ellipsoid
1574 \textit{etc}, are widely used as reference for developing new
1575 hydrodynamics theory, because their properties can be calculated
1576 exactly. In 1936, Perrin extended Stokes's law to general ellipsoid,
1577 also called a triaxial ellipsoid, which is given in Cartesian
1578 coordinates by
1579 \[
1580 \frac{{x^2 }}{{a^2 }} + \frac{{y^2 }}{{b^2 }} + \frac{{z^2 }}{{c^2
1581 }} = 1
1582 \]
1583 where the semi-axes are of lengths $a$, $b$, and $c$. Unfortunately,
1584 due to the complexity of the elliptic integral, only the ellipsoid
1585 with the restriction of two axes having to be equal, \textit{i.e.}
1586 prolate($ a \ge b = c$) and oblate ($ a < b = c $), can be solved
1587 exactly. Introducing an elliptic integral parameter $S$ for prolate,
1588 \[
1589 S = \frac{2}{{\sqrt {a^2 - b^2 } }}\ln \frac{{a + \sqrt {a^2 - b^2
1590 } }}{b},
1591 \]
1592 and oblate,
1593 \[
1594 S = \frac{2}{{\sqrt {b^2 - a^2 } }}arctg\frac{{\sqrt {b^2 - a^2 }
1595 }}{a}
1596 \],
1597 one can write down the translational and rotational resistance
1598 tensors
1599 \[
1600 \begin{array}{l}
1601 \Xi _a^{tt} = 16\pi \eta \frac{{a^2 - b^2 }}{{(2a^2 - b^2 )S - 2a}} \\
1602 \Xi _b^{tt} = \Xi _c^{tt} = 32\pi \eta \frac{{a^2 - b^2 }}{{(2a^2 - 3b^2 )S + 2a}} \\
1603 \end{array},
1604 \]
1605 and
1606 \[
1607 \begin{array}{l}
1608 \Xi _a^{rr} = \frac{{32\pi }}{3}\eta \frac{{(a^2 - b^2 )b^2 }}{{2a - b^2 S}} \\
1609 \Xi _b^{rr} = \Xi _c^{rr} = \frac{{32\pi }}{3}\eta \frac{{(a^4 - b^4 )}}{{(2a^2 - b^2 )S - 2a}} \\
1610 \end{array}.
1611 \]
1612
1613 \subsubsection{\label{introSection:resistanceTensorRegularArbitrary}The Resistance Tensor for Arbitrary Shape}
1614
1615 Unlike spherical and other regular shaped molecules, there is not
1616 analytical solution for friction tensor of any arbitrary shaped
1617 rigid molecules. The ellipsoid of revolution model and general
1618 triaxial ellipsoid model have been used to approximate the
1619 hydrodynamic properties of rigid bodies. However, since the mapping
1620 from all possible ellipsoidal space, $r$-space, to all possible
1621 combination of rotational diffusion coefficients, $D$-space is not
1622 unique\cite{Wegener79} as well as the intrinsic coupling between
1623 translational and rotational motion of rigid body\cite{}, general
1624 ellipsoid is not always suitable for modeling arbitrarily shaped
1625 rigid molecule. A number of studies have been devoted to determine
1626 the friction tensor for irregularly shaped rigid bodies using more
1627 advanced method\cite{} where the molecule of interest was modeled by
1628 combinations of spheres(beads)\cite{} and the hydrodynamics
1629 properties of the molecule can be calculated using the hydrodynamic
1630 interaction tensor. Let us consider a rigid assembly of $N$ beads
1631 immersed in a continuous medium. Due to hydrodynamics interaction,
1632 the ``net'' velocity of $i$th bead, $v'_i$ is different than its
1633 unperturbed velocity $v_i$,
1634 \[
1635 v'_i = v_i - \sum\limits_{j \ne i} {T_{ij} F_j }
1636 \]
1637 where $F_i$ is the frictional force, and $T_{ij}$ is the
1638 hydrodynamic interaction tensor. The friction force of $i$th bead is
1639 proportional to its ``net'' velocity
1640 \begin{equation}
1641 F_i = \zeta _i v_i - \zeta _i \sum\limits_{j \ne i} {T_{ij} F_j }.
1642 \label{introEquation:tensorExpression}
1643 \end{equation}
1644 This equation is the basis for deriving the hydrodynamic tensor. In
1645 1930, Oseen and Burgers gave a simple solution to Equation
1646 \ref{introEquation:tensorExpression}
1647 \begin{equation}
1648 T_{ij} = \frac{1}{{8\pi \eta r_{ij} }}\left( {I + \frac{{R_{ij}
1649 R_{ij}^T }}{{R_{ij}^2 }}} \right).
1650 \label{introEquation:oseenTensor}
1651 \end{equation}
1652 Here $R_{ij}$ is the distance vector between bead $i$ and bead $j$.
1653 A second order expression for element of different size was
1654 introduced by Rotne and Prager\cite{} and improved by Garc\'{i}a de
1655 la Torre and Bloomfield,
1656 \begin{equation}
1657 T_{ij} = \frac{1}{{8\pi \eta R_{ij} }}\left[ {\left( {I +
1658 \frac{{R_{ij} R_{ij}^T }}{{R_{ij}^2 }}} \right) + R\frac{{\sigma
1659 _i^2 + \sigma _j^2 }}{{r_{ij}^2 }}\left( {\frac{I}{3} -
1660 \frac{{R_{ij} R_{ij}^T }}{{R_{ij}^2 }}} \right)} \right].
1661 \label{introEquation:RPTensorNonOverlapped}
1662 \end{equation}
1663 Both of the Equation \ref{introEquation:oseenTensor} and Equation
1664 \ref{introEquation:RPTensorNonOverlapped} have an assumption $R_{ij}
1665 \ge \sigma _i + \sigma _j$. An alternative expression for
1666 overlapping beads with the same radius, $\sigma$, is given by
1667 \begin{equation}
1668 T_{ij} = \frac{1}{{6\pi \eta R_{ij} }}\left[ {\left( {1 -
1669 \frac{2}{{32}}\frac{{R_{ij} }}{\sigma }} \right)I +
1670 \frac{2}{{32}}\frac{{R_{ij} R_{ij}^T }}{{R_{ij} \sigma }}} \right]
1671 \label{introEquation:RPTensorOverlapped}
1672 \end{equation}
1673
1674 To calculate the resistance tensor at an arbitrary origin $O$, we
1675 construct a $3N \times 3N$ matrix consisting of $N \times N$
1676 $B_{ij}$ blocks
1677 \begin{equation}
1678 B = \left( {\begin{array}{*{20}c}
1679 {B_{11} } & \ldots & {B_{1N} } \\
1680 \vdots & \ddots & \vdots \\
1681 {B_{N1} } & \cdots & {B_{NN} } \\
1682 \end{array}} \right),
1683 \end{equation}
1684 where $B_{ij}$ is given by
1685 \[
1686 B_{ij} = \delta _{ij} \frac{I}{{6\pi \eta R}} + (1 - \delta _{ij}
1687 )T_{ij}
1688 \]
1689 where $\delta _{ij}$ is Kronecker delta function. Inverting matrix
1690 $B$, we obtain
1691
1692 \[
1693 C = B^{ - 1} = \left( {\begin{array}{*{20}c}
1694 {C_{11} } & \ldots & {C_{1N} } \\
1695 \vdots & \ddots & \vdots \\
1696 {C_{N1} } & \cdots & {C_{NN} } \\
1697 \end{array}} \right)
1698 \]
1699 , which can be partitioned into $N \times N$ $3 \times 3$ block
1700 $C_{ij}$. With the help of $C_{ij}$ and skew matrix $U_i$
1701 \[
1702 U_i = \left( {\begin{array}{*{20}c}
1703 0 & { - z_i } & {y_i } \\
1704 {z_i } & 0 & { - x_i } \\
1705 { - y_i } & {x_i } & 0 \\
1706 \end{array}} \right)
1707 \]
1708 where $x_i$, $y_i$, $z_i$ are the components of the vector joining
1709 bead $i$ and origin $O$. Hence, the elements of resistance tensor at
1710 arbitrary origin $O$ can be written as
1711 \begin{equation}
1712 \begin{array}{l}
1713 \Xi _{}^{tt} = \sum\limits_i {\sum\limits_j {C_{ij} } } , \\
1714 \Xi _{}^{tr} = \Xi _{}^{rt} = \sum\limits_i {\sum\limits_j {U_i C_{ij} } } , \\
1715 \Xi _{}^{rr} = - \sum\limits_i {\sum\limits_j {U_i C_{ij} } } U_j \\
1716 \end{array}
1717 \label{introEquation:ResistanceTensorArbitraryOrigin}
1718 \end{equation}
1719
1720 The resistance tensor depends on the origin to which they refer. The
1721 proper location for applying friction force is the center of
1722 resistance (reaction), at which the trace of rotational resistance
1723 tensor, $ \Xi ^{rr}$ reaches minimum. Mathematically, the center of
1724 resistance is defined as an unique point of the rigid body at which
1725 the translation-rotation coupling tensor are symmetric,
1726 \begin{equation}
1727 \Xi^{tr} = \left( {\Xi^{tr} } \right)^T
1728 \label{introEquation:definitionCR}
1729 \end{equation}
1730 Form Equation \ref{introEquation:ResistanceTensorArbitraryOrigin},
1731 we can easily find out that the translational resistance tensor is
1732 origin independent, while the rotational resistance tensor and
1733 translation-rotation coupling resistance tensor depend on the
1734 origin. Given resistance tensor at an arbitrary origin $O$, and a
1735 vector ,$r_{OP}(x_{OP}, y_{OP}, z_{OP})$, from $O$ to $P$, we can
1736 obtain the resistance tensor at $P$ by
1737 \begin{equation}
1738 \begin{array}{l}
1739 \Xi _P^{tt} = \Xi _O^{tt} \\
1740 \Xi _P^{tr} = \Xi _P^{rt} = \Xi _O^{tr} - U_{OP} \Xi _O^{tt} \\
1741 \Xi _P^{rr} = \Xi _O^{rr} - U_{OP} \Xi _O^{tt} U_{OP} + \Xi _O^{tr} U_{OP} - U_{OP} \Xi _O^{tr} ^{^T } \\
1742 \end{array}
1743 \label{introEquation:resistanceTensorTransformation}
1744 \end{equation}
1745 where
1746 \[
1747 U_{OP} = \left( {\begin{array}{*{20}c}
1748 0 & { - z_{OP} } & {y_{OP} } \\
1749 {z_i } & 0 & { - x_{OP} } \\
1750 { - y_{OP} } & {x_{OP} } & 0 \\
1751 \end{array}} \right)
1752 \]
1753 Using Equations \ref{introEquation:definitionCR} and
1754 \ref{introEquation:resistanceTensorTransformation}, one can locate
1755 the position of center of resistance,
1756 \[
1757 \left( \begin{array}{l}
1758 x_{OR} \\
1759 y_{OR} \\
1760 z_{OR} \\
1761 \end{array} \right) = \left( {\begin{array}{*{20}c}
1762 {(\Xi _O^{rr} )_{yy} + (\Xi _O^{rr} )_{zz} } & { - (\Xi _O^{rr} )_{xy} } & { - (\Xi _O^{rr} )_{xz} } \\
1763 { - (\Xi _O^{rr} )_{xy} } & {(\Xi _O^{rr} )_{zz} + (\Xi _O^{rr} )_{xx} } & { - (\Xi _O^{rr} )_{yz} } \\
1764 { - (\Xi _O^{rr} )_{xz} } & { - (\Xi _O^{rr} )_{yz} } & {(\Xi _O^{rr} )_{xx} + (\Xi _O^{rr} )_{yy} } \\
1765 \end{array}} \right)^{ - 1} \left( \begin{array}{l}
1766 (\Xi _O^{tr} )_{yz} - (\Xi _O^{tr} )_{zy} \\
1767 (\Xi _O^{tr} )_{zx} - (\Xi _O^{tr} )_{xz} \\
1768 (\Xi _O^{tr} )_{xy} - (\Xi _O^{tr} )_{yx} \\
1769 \end{array} \right).
1770 \]
1771 where $x_OR$, $y_OR$, $z_OR$ are the components of the vector
1772 joining center of resistance $R$ and origin $O$.
1773
1774 %\section{\label{introSection:correlationFunctions}Correlation Functions}