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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 {mdv}{dt}
26 \label{introEquation:newtonSecondLaw}
27 \end{equation}
28 A point mass interacting with other bodies moves with the
29 acceleration along the direction of the force acting on it. Let
30 $F_{ij}$ be the force that particle $i$ exerts on particle $j$, and
31 $F_{ji}$ be the force that particle $j$ exerts on particle $i$.
32 Newton's third law states that
33 \begin{equation}
34 F_{ij} = -F_{ji}
35 \label{introEquation:newtonThirdLaw}
36 \end{equation}
37
38 Conservation laws of Newtonian Mechanics play very important roles
39 in solving mechanics problems. The linear momentum of a particle is
40 conserved if it is free or it experiences no force. The second
41 conservation theorem concerns the angular momentum of a particle.
42 The angular momentum $L$ of a particle with respect to an origin
43 from which $r$ is measured is defined to be
44 \begin{equation}
45 L \equiv r \times p \label{introEquation:angularMomentumDefinition}
46 \end{equation}
47 The torque $\tau$ with respect to the same origin is defined to be
48 \begin{equation}
49 \tau \equiv r \times F \label{introEquation:torqueDefinition}
50 \end{equation}
51 Differentiating Eq.~\ref{introEquation:angularMomentumDefinition},
52 \[
53 \dot L = \frac{d}{{dt}}(r \times p) = (\dot r \times p) + (r \times
54 \dot p)
55 \]
56 since
57 \[
58 \dot r \times p = \dot r \times mv = m\dot r \times \dot r \equiv 0
59 \]
60 thus,
61 \begin{equation}
62 \dot L = r \times \dot p = \tau
63 \end{equation}
64 If there are no external torques acting on a body, the angular
65 momentum of it is conserved. The last conservation theorem state
66 that if all forces are conservative, Energy
67 \begin{equation}E = T + V \label{introEquation:energyConservation}
68 \end{equation}
69 is conserved. All of these conserved quantities are
70 important factors to determine the quality of numerical integration
71 schemes for rigid bodies \cite{Dullweber1997}.
72
73 \subsection{\label{introSection:lagrangian}Lagrangian Mechanics}
74
75 Newtonian Mechanics suffers from two important limitations: motions
76 can only be described in cartesian coordinate systems. Moreover, It
77 become impossible to predict analytically the properties of the
78 system even if we know all of the details of the interaction. In
79 order to overcome some of the practical difficulties which arise in
80 attempts to apply Newton's equation to complex system, approximate
81 numerical procedures may be developed.
82
83 \subsubsection{\label{introSection:halmiltonPrinciple}\textbf{Hamilton's
84 Principle}}
85
86 Hamilton introduced the dynamical principle upon which it is
87 possible to base all of mechanics and most of classical physics.
88 Hamilton's Principle may be stated as follows,
89
90 The actual trajectory, along which a dynamical system may move from
91 one point to another within a specified time, is derived by finding
92 the path which minimizes the time integral of the difference between
93 the kinetic, $K$, and potential energies, $U$.
94 \begin{equation}
95 \delta \int_{t_1 }^{t_2 } {(K - U)dt = 0} ,
96 \label{introEquation:halmitonianPrinciple1}
97 \end{equation}
98
99 For simple mechanical systems, where the forces acting on the
100 different parts are derivable from a potential, the Lagrangian
101 function $L$ can be defined as the difference between the kinetic
102 energy of the system and its potential energy,
103 \begin{equation}
104 L \equiv K - U = L(q_i ,\dot q_i ) ,
105 \label{introEquation:lagrangianDef}
106 \end{equation}
107 then Eq.~\ref{introEquation:halmitonianPrinciple1} becomes
108 \begin{equation}
109 \delta \int_{t_1 }^{t_2 } {L dt = 0} ,
110 \label{introEquation:halmitonianPrinciple2}
111 \end{equation}
112
113 \subsubsection{\label{introSection:equationOfMotionLagrangian}\textbf{The
114 Equations of Motion in Lagrangian Mechanics}}
115
116 For a holonomic system of $f$ degrees of freedom, the equations of
117 motion in the Lagrangian form is
118 \begin{equation}
119 \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
120 \frac{{\partial L}}{{\partial q_i }} = 0,{\rm{ }}i = 1, \ldots,f
121 \label{introEquation:eqMotionLagrangian}
122 \end{equation}
123 where $q_{i}$ is generalized coordinate and $\dot{q_{i}}$ is
124 generalized velocity.
125
126 \subsection{\label{introSection:hamiltonian}Hamiltonian Mechanics}
127
128 Arising from Lagrangian Mechanics, Hamiltonian Mechanics was
129 introduced by William Rowan Hamilton in 1833 as a re-formulation of
130 classical mechanics. If the potential energy of a system is
131 independent of velocities, the momenta can be defined as
132 \begin{equation}
133 p_i = \frac{\partial L}{\partial \dot q_i}
134 \label{introEquation:generalizedMomenta}
135 \end{equation}
136 The Lagrange equations of motion are then expressed by
137 \begin{equation}
138 p_i = \frac{{\partial L}}{{\partial q_i }}
139 \label{introEquation:generalizedMomentaDot}
140 \end{equation}
141
142 With the help of the generalized momenta, we may now define a new
143 quantity $H$ by the equation
144 \begin{equation}
145 H = \sum\limits_k {p_k \dot q_k } - L ,
146 \label{introEquation:hamiltonianDefByLagrangian}
147 \end{equation}
148 where $ \dot q_1 \ldots \dot q_f $ are generalized velocities and
149 $L$ is the Lagrangian function for the system.
150
151 Differentiating Eq.~\ref{introEquation:hamiltonianDefByLagrangian},
152 one can obtain
153 \begin{equation}
154 dH = \sum\limits_k {\left( {p_k d\dot q_k + \dot q_k dp_k -
155 \frac{{\partial L}}{{\partial q_k }}dq_k - \frac{{\partial
156 L}}{{\partial \dot q_k }}d\dot q_k } \right)} - \frac{{\partial
157 L}}{{\partial t}}dt \label{introEquation:diffHamiltonian1}
158 \end{equation}
159 Making use of Eq.~\ref{introEquation:generalizedMomenta}, the
160 second and fourth terms in the parentheses cancel. Therefore,
161 Eq.~\ref{introEquation:diffHamiltonian1} can be rewritten as
162 \begin{equation}
163 dH = \sum\limits_k {\left( {\dot q_k dp_k - \dot p_k dq_k }
164 \right)} - \frac{{\partial L}}{{\partial t}}dt
165 \label{introEquation:diffHamiltonian2}
166 \end{equation}
167 By identifying the coefficients of $dq_k$, $dp_k$ and dt, we can
168 find
169 \begin{equation}
170 \frac{{\partial H}}{{\partial p_k }} = \dot {q_k}
171 \label{introEquation:motionHamiltonianCoordinate}
172 \end{equation}
173 \begin{equation}
174 \frac{{\partial H}}{{\partial q_k }} = - \dot {p_k}
175 \label{introEquation:motionHamiltonianMomentum}
176 \end{equation}
177 and
178 \begin{equation}
179 \frac{{\partial H}}{{\partial t}} = - \frac{{\partial L}}{{\partial
180 t}}
181 \label{introEquation:motionHamiltonianTime}
182 \end{equation}
183
184 Eq.~\ref{introEquation:motionHamiltonianCoordinate} and
185 Eq.~\ref{introEquation:motionHamiltonianMomentum} are Hamilton's
186 equation of motion. Due to their symmetrical formula, they are also
187 known as the canonical equations of motions \cite{Goldstein2001}.
188
189 An important difference between Lagrangian approach and the
190 Hamiltonian approach is that the Lagrangian is considered to be a
191 function of the generalized velocities $\dot q_i$ and coordinates
192 $q_i$, while the Hamiltonian is considered to be a function of the
193 generalized momenta $p_i$ and the conjugate coordinates $q_i$.
194 Hamiltonian Mechanics is more appropriate for application to
195 statistical mechanics and quantum mechanics, since it treats the
196 coordinate and its time derivative as independent variables and it
197 only works with 1st-order differential equations\cite{Marion1990}.
198
199 In Newtonian Mechanics, a system described by conservative forces
200 conserves the total energy \ref{introEquation:energyConservation}.
201 It follows that Hamilton's equations of motion conserve the total
202 Hamiltonian.
203 \begin{equation}
204 \frac{{dH}}{{dt}} = \sum\limits_i {\left( {\frac{{\partial
205 H}}{{\partial q_i }}\dot q_i + \frac{{\partial H}}{{\partial p_i
206 }}\dot p_i } \right)} = \sum\limits_i {\left( {\frac{{\partial
207 H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
208 \frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
209 q_i }}} \right) = 0} \label{introEquation:conserveHalmitonian}
210 \end{equation}
211
212 \section{\label{introSection:statisticalMechanics}Statistical
213 Mechanics}
214
215 The thermodynamic behaviors and properties of Molecular Dynamics
216 simulation are governed by the principle of Statistical Mechanics.
217 The following section will give a brief introduction to some of the
218 Statistical Mechanics concepts and theorem presented in this
219 dissertation.
220
221 \subsection{\label{introSection:ensemble}Phase Space and Ensemble}
222
223 Mathematically, phase space is the space which represents all
224 possible states. Each possible state of the system corresponds to
225 one unique point in the phase space. For mechanical systems, the
226 phase space usually consists of all possible values of position and
227 momentum variables. Consider a dynamic system of $f$ particles in a
228 cartesian space, where each of the $6f$ coordinates and momenta is
229 assigned to one of $6f$ mutually orthogonal axes, the phase space of
230 this system is a $6f$ dimensional space. A point, $x = (q_1 , \ldots
231 ,q_f ,p_1 , \ldots ,p_f )$, with a unique set of values of $6f$
232 coordinates and momenta is a phase space vector.
233
234 A microscopic state or microstate of a classical system is
235 specification of the complete phase space vector of a system at any
236 instant in time. An ensemble is defined as a collection of systems
237 sharing one or more macroscopic characteristics but each being in a
238 unique microstate. The complete ensemble is specified by giving all
239 systems or microstates consistent with the common macroscopic
240 characteristics of the ensemble. Although the state of each
241 individual system in the ensemble could be precisely described at
242 any instance in time by a suitable phase space vector, when using
243 ensembles for statistical purposes, there is no need to maintain
244 distinctions between individual systems, since the numbers of
245 systems at any time in the different states which correspond to
246 different regions of the phase space are more interesting. Moreover,
247 in the point of view of statistical mechanics, one would prefer to
248 use ensembles containing a large enough population of separate
249 members so that the numbers of systems in such different states can
250 be regarded as changing continuously as we traverse different
251 regions of the phase space. The condition of an ensemble at any time
252 can be regarded as appropriately specified by the density $\rho$
253 with which representative points are distributed over the phase
254 space. The density distribution for an ensemble with $f$ degrees of
255 freedom is defined as,
256 \begin{equation}
257 \rho = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
258 \label{introEquation:densityDistribution}
259 \end{equation}
260 Governed by the principles of mechanics, the phase points change
261 their locations which would change the density at any time at phase
262 space. Hence, the density distribution is also to be taken as a
263 function of the time.
264
265 The number of systems $\delta N$ at time $t$ can be determined by,
266 \begin{equation}
267 \delta N = \rho (q,p,t)dq_1 \ldots dq_f dp_1 \ldots dp_f.
268 \label{introEquation:deltaN}
269 \end{equation}
270 Assuming a large enough population of systems, we can sufficiently
271 approximate $\delta N$ without introducing discontinuity when we go
272 from one region in the phase space to another. By integrating over
273 the whole phase space,
274 \begin{equation}
275 N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
276 \label{introEquation:totalNumberSystem}
277 \end{equation}
278 gives us an expression for the total number of the systems. Hence,
279 the probability per unit in the phase space can be obtained by,
280 \begin{equation}
281 \frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
282 {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
283 \label{introEquation:unitProbability}
284 \end{equation}
285 With the help of Equation(\ref{introEquation:unitProbability}) and
286 the knowledge of the system, it is possible to calculate the average
287 value of any desired quantity which depends on the coordinates and
288 momenta of the system. Even when the dynamics of the real system is
289 complex, or stochastic, or even discontinuous, the average
290 properties of the ensemble of possibilities as a whole remaining
291 well defined. For a classical system in thermal equilibrium with its
292 environment, the ensemble average of a mechanical quantity, $\langle
293 A(q , p) \rangle_t$, takes the form of an integral over the phase
294 space of the system,
295 \begin{equation}
296 \langle A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
297 (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
298 (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}
299 \label{introEquation:ensembelAverage}
300 \end{equation}
301
302 There are several different types of ensembles with different
303 statistical characteristics. As a function of macroscopic
304 parameters, such as temperature \textit{etc}, the partition function
305 can be used to describe the statistical properties of a system in
306 thermodynamic equilibrium.
307
308 As an ensemble of systems, each of which is known to be thermally
309 isolated and conserve energy, the Microcanonical ensemble(NVE) has a
310 partition function like,
311 \begin{equation}
312 \Omega (N,V,E) = e^{\beta TS} \label{introEquation:NVEPartition}.
313 \end{equation}
314 A canonical ensemble(NVT)is an ensemble of systems, each of which
315 can share its energy with a large heat reservoir. The distribution
316 of the total energy amongst the possible dynamical states is given
317 by the partition function,
318 \begin{equation}
319 \Omega (N,V,T) = e^{ - \beta A}
320 \label{introEquation:NVTPartition}
321 \end{equation}
322 Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
323 TS$. Since most experiments are carried out under constant pressure
324 condition, the isothermal-isobaric ensemble(NPT) plays a very
325 important role in molecular simulations. The isothermal-isobaric
326 ensemble allow the system to exchange energy with a heat bath of
327 temperature $T$ and to change the volume as well. Its partition
328 function is given as
329 \begin{equation}
330 \Delta (N,P,T) = - e^{\beta G}.
331 \label{introEquation:NPTPartition}
332 \end{equation}
333 Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.
334
335 \subsection{\label{introSection:liouville}Liouville's theorem}
336
337 Liouville's theorem is the foundation on which statistical mechanics
338 rests. It describes the time evolution of the phase space
339 distribution function. In order to calculate the rate of change of
340 $\rho$, we begin from Equation(\ref{introEquation:deltaN}). If we
341 consider the two faces perpendicular to the $q_1$ axis, which are
342 located at $q_1$ and $q_1 + \delta q_1$, the number of phase points
343 leaving the opposite face is given by the expression,
344 \begin{equation}
345 \left( {\rho + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
346 \right)\left( {\dot q_1 + \frac{{\partial \dot q_1 }}{{\partial q_1
347 }}\delta q_1 } \right)\delta q_2 \ldots \delta q_f \delta p_1
348 \ldots \delta p_f .
349 \end{equation}
350 Summing all over the phase space, we obtain
351 \begin{equation}
352 \frac{{d(\delta N)}}{{dt}} = - \sum\limits_{i = 1}^f {\left[ {\rho
353 \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
354 \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
355 {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i + \frac{{\partial
356 \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
357 \ldots \delta q_f \delta p_1 \ldots \delta p_f .
358 \end{equation}
359 Differentiating the equations of motion in Hamiltonian formalism
360 (\ref{introEquation:motionHamiltonianCoordinate},
361 \ref{introEquation:motionHamiltonianMomentum}), we can show,
362 \begin{equation}
363 \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
364 + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)} = 0 ,
365 \end{equation}
366 which cancels the first terms of the right hand side. Furthermore,
367 dividing $ \delta q_1 \ldots \delta q_f \delta p_1 \ldots \delta
368 p_f $ in both sides, we can write out Liouville's theorem in a
369 simple form,
370 \begin{equation}
371 \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
372 {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i +
373 \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)} = 0 .
374 \label{introEquation:liouvilleTheorem}
375 \end{equation}
376
377 Liouville's theorem states that the distribution function is
378 constant along any trajectory in phase space. In classical
379 statistical mechanics, since the number of particles in the system
380 is huge, we may be able to believe the system is stationary,
381 \begin{equation}
382 \frac{{\partial \rho }}{{\partial t}} = 0.
383 \label{introEquation:stationary}
384 \end{equation}
385 In such stationary system, the density of distribution $\rho$ can be
386 connected to the Hamiltonian $H$ through Maxwell-Boltzmann
387 distribution,
388 \begin{equation}
389 \rho \propto e^{ - \beta H}
390 \label{introEquation:densityAndHamiltonian}
391 \end{equation}
392
393 \subsubsection{\label{introSection:phaseSpaceConservation}\textbf{Conservation of Phase Space}}
394 Lets consider a region in the phase space,
395 \begin{equation}
396 \delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
397 \end{equation}
398 If this region is small enough, the density $\rho$ can be regarded
399 as uniform over the whole integral. Thus, the number of phase points
400 inside this region is given by,
401 \begin{equation}
402 \delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
403 dp_1 } ..dp_f.
404 \end{equation}
405
406 \begin{equation}
407 \frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
408 \frac{d}{{dt}}(\delta v) = 0.
409 \end{equation}
410 With the help of stationary assumption
411 (\ref{introEquation:stationary}), we obtain the principle of the
412 \emph{conservation of volume in phase space},
413 \begin{equation}
414 \frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
415 ...dq_f dp_1 } ..dp_f = 0.
416 \label{introEquation:volumePreserving}
417 \end{equation}
418
419 \subsubsection{\label{introSection:liouvilleInOtherForms}\textbf{Liouville's Theorem in Other Forms}}
420
421 Liouville's theorem can be expresses in a variety of different forms
422 which are convenient within different contexts. For any two function
423 $F$ and $G$ of the coordinates and momenta of a system, the Poisson
424 bracket ${F, G}$ is defined as
425 \begin{equation}
426 \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
427 F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
428 \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
429 q_i }}} \right)}.
430 \label{introEquation:poissonBracket}
431 \end{equation}
432 Substituting equations of motion in Hamiltonian formalism(
433 \ref{introEquation:motionHamiltonianCoordinate} ,
434 \ref{introEquation:motionHamiltonianMomentum} ) into
435 (\ref{introEquation:liouvilleTheorem}), we can rewrite Liouville's
436 theorem using Poisson bracket notion,
437 \begin{equation}
438 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - \left\{
439 {\rho ,H} \right\}.
440 \label{introEquation:liouvilleTheromInPoissin}
441 \end{equation}
442 Moreover, the Liouville operator is defined as
443 \begin{equation}
444 iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
445 p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
446 H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
447 \label{introEquation:liouvilleOperator}
448 \end{equation}
449 In terms of Liouville operator, Liouville's equation can also be
450 expressed as
451 \begin{equation}
452 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - iL\rho
453 \label{introEquation:liouvilleTheoremInOperator}
454 \end{equation}
455
456 \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
457
458 Various thermodynamic properties can be calculated from Molecular
459 Dynamics simulation. By comparing experimental values with the
460 calculated properties, one can determine the accuracy of the
461 simulation and the quality of the underlying model. However, both
462 experiments and computer simulations are usually performed during a
463 certain time interval and the measurements are averaged over a
464 period of them which is different from the average behavior of
465 many-body system in Statistical Mechanics. Fortunately, the Ergodic
466 Hypothesis makes a connection between time average and the ensemble
467 average. It states that the time average and average over the
468 statistical ensemble are identical \cite{Frenkel1996, Leach2001}.
469 \begin{equation}
470 \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
471 \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
472 {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
473 \end{equation}
474 where $\langle A(q , p) \rangle_t$ is an equilibrium value of a
475 physical quantity and $\rho (p(t), q(t))$ is the equilibrium
476 distribution function. If an observation is averaged over a
477 sufficiently long time (longer than relaxation time), all accessible
478 microstates in phase space are assumed to be equally probed, giving
479 a properly weighted statistical average. This allows the researcher
480 freedom of choice when deciding how best to measure a given
481 observable. In case an ensemble averaged approach sounds most
482 reasonable, the Monte Carlo techniques\cite{Metropolis1949} can be
483 utilized. Or if the system lends itself to a time averaging
484 approach, the Molecular Dynamics techniques in
485 Sec.~\ref{introSection:molecularDynamics} will be the best
486 choice\cite{Frenkel1996}.
487
488 \section{\label{introSection:geometricIntegratos}Geometric Integrators}
489 A variety of numerical integrators have been proposed to simulate
490 the motions of atoms in MD simulation. They usually begin with
491 initial conditionals and move the objects in the direction governed
492 by the differential equations. However, most of them ignore the
493 hidden physical laws contained within the equations. Since 1990,
494 geometric integrators, which preserve various phase-flow invariants
495 such as symplectic structure, volume and time reversal symmetry, are
496 developed to address this issue\cite{Dullweber1997, McLachlan1998,
497 Leimkuhler1999}. The velocity verlet method, which happens to be a
498 simple example of symplectic integrator, continues to gain
499 popularity in the molecular dynamics community. This fact can be
500 partly explained by its geometric nature.
501
502 \subsection{\label{introSection:symplecticManifold}Symplectic Manifolds}
503 A \emph{manifold} is an abstract mathematical space. It looks
504 locally like Euclidean space, but when viewed globally, it may have
505 more complicated structure. A good example of manifold is the
506 surface of Earth. It seems to be flat locally, but it is round if
507 viewed as a whole. A \emph{differentiable manifold} (also known as
508 \emph{smooth manifold}) is a manifold on which it is possible to
509 apply calculus on \emph{differentiable manifold}. A \emph{symplectic
510 manifold} is defined as a pair $(M, \omega)$ which consists of a
511 \emph{differentiable manifold} $M$ and a close, non-degenerated,
512 bilinear symplectic form, $\omega$. A symplectic form on a vector
513 space $V$ is a function $\omega(x, y)$ which satisfies
514 $\omega(\lambda_1x_1+\lambda_2x_2, y) = \lambda_1\omega(x_1, y)+
515 \lambda_2\omega(x_2, y)$, $\omega(x, y) = - \omega(y, x)$ and
516 $\omega(x, x) = 0$. The cross product operation in vector field is
517 an example of symplectic form.
518
519 One of the motivations to study \emph{symplectic manifolds} in
520 Hamiltonian Mechanics is that a symplectic manifold can represent
521 all possible configurations of the system and the phase space of the
522 system can be described by it's cotangent bundle. Every symplectic
523 manifold is even dimensional. For instance, in Hamilton equations,
524 coordinate and momentum always appear in pairs.
525
526 \subsection{\label{introSection:ODE}Ordinary Differential Equations}
527
528 For an ordinary differential system defined as
529 \begin{equation}
530 \dot x = f(x)
531 \end{equation}
532 where $x = x(q,p)^T$, this system is a canonical Hamiltonian, if
533 \begin{equation}
534 f(r) = J\nabla _x H(r).
535 \end{equation}
536 $H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
537 matrix
538 \begin{equation}
539 J = \left( {\begin{array}{*{20}c}
540 0 & I \\
541 { - I} & 0 \\
542 \end{array}} \right)
543 \label{introEquation:canonicalMatrix}
544 \end{equation}
545 where $I$ is an identity matrix. Using this notation, Hamiltonian
546 system can be rewritten as,
547 \begin{equation}
548 \frac{d}{{dt}}x = J\nabla _x H(x)
549 \label{introEquation:compactHamiltonian}
550 \end{equation}In this case, $f$ is
551 called a \emph{Hamiltonian vector field}.
552
553 Another generalization of Hamiltonian dynamics is Poisson
554 Dynamics\cite{Olver1986},
555 \begin{equation}
556 \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
557 \end{equation}
558 The most obvious change being that matrix $J$ now depends on $x$.
559
560 \subsection{\label{introSection:exactFlow}Exact Flow}
561
562 Let $x(t)$ be the exact solution of the ODE system,
563 \begin{equation}
564 \frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
565 \end{equation}
566 The exact flow(solution) $\varphi_\tau$ is defined by
567 \[
568 x(t+\tau) =\varphi_\tau(x(t))
569 \]
570 where $\tau$ is a fixed time step and $\varphi$ is a map from phase
571 space to itself. The flow has the continuous group property,
572 \begin{equation}
573 \varphi _{\tau _1 } \circ \varphi _{\tau _2 } = \varphi _{\tau _1
574 + \tau _2 } .
575 \end{equation}
576 In particular,
577 \begin{equation}
578 \varphi _\tau \circ \varphi _{ - \tau } = I
579 \end{equation}
580 Therefore, the exact flow is self-adjoint,
581 \begin{equation}
582 \varphi _\tau = \varphi _{ - \tau }^{ - 1}.
583 \end{equation}
584 The exact flow can also be written in terms of the of an operator,
585 \begin{equation}
586 \varphi _\tau (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
587 }{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
588 \label{introEquation:exponentialOperator}
589 \end{equation}
590
591 In most cases, it is not easy to find the exact flow $\varphi_\tau$.
592 Instead, we use a approximate map, $\psi_\tau$, which is usually
593 called integrator. The order of an integrator $\psi_\tau$ is $p$, if
594 the Taylor series of $\psi_\tau$ agree to order $p$,
595 \begin{equation}
596 \psi_tau(x) = x + \tau f(x) + O(\tau^{p+1})
597 \end{equation}
598
599 \subsection{\label{introSection:geometricProperties}Geometric Properties}
600
601 The hidden geometric properties\cite{Budd1999, Marsden1998} of ODE
602 and its flow play important roles in numerical studies. Many of them
603 can be found in systems which occur naturally in applications.
604
605 Let $\varphi$ be the flow of Hamiltonian vector field, $\varphi$ is
606 a \emph{symplectic} flow if it satisfies,
607 \begin{equation}
608 {\varphi '}^T J \varphi ' = J.
609 \end{equation}
610 According to Liouville's theorem, the symplectic volume is invariant
611 under a Hamiltonian flow, which is the basis for classical
612 statistical mechanics. Furthermore, the flow of a Hamiltonian vector
613 field on a symplectic manifold can be shown to be a
614 symplectomorphism. As to the Poisson system,
615 \begin{equation}
616 {\varphi '}^T J \varphi ' = J \circ \varphi
617 \end{equation}
618 is the property must be preserved by the integrator.
619
620 It is possible to construct a \emph{volume-preserving} flow for a
621 source free($ \nabla \cdot f = 0 $) ODE, if the flow satisfies $
622 \det d\varphi = 1$. One can show easily that a symplectic flow will
623 be volume-preserving.
624
625 Changing the variables $y = h(x)$ in a ODE\ref{introEquation:ODE}
626 will result in a new system,
627 \[
628 \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
629 \]
630 The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
631 In other words, the flow of this vector field is reversible if and
632 only if $ h \circ \varphi ^{ - 1} = \varphi \circ h $.
633
634 A \emph{first integral}, or conserved quantity of a general
635 differential function is a function $ G:R^{2d} \to R^d $ which is
636 constant for all solutions of the ODE $\frac{{dx}}{{dt}} = f(x)$ ,
637 \[
638 \frac{{dG(x(t))}}{{dt}} = 0.
639 \]
640 Using chain rule, one may obtain,
641 \[
642 \sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \bullet \nabla G,
643 \]
644 which is the condition for conserving \emph{first integral}. For a
645 canonical Hamiltonian system, the time evolution of an arbitrary
646 smooth function $G$ is given by,
647
648 \begin{eqnarray}
649 \frac{{dG(x(t))}}{{dt}} & = & [\nabla _x G(x(t))]^T \dot x(t) \\
650 & = & [\nabla _x G(x(t))]^T J\nabla _x H(x(t)). \\
651 \label{introEquation:firstIntegral1}
652 \end{eqnarray}
653
654
655 Using poisson bracket notion, Equation
656 \ref{introEquation:firstIntegral1} can be rewritten as
657 \[
658 \frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
659 \]
660 Therefore, the sufficient condition for $G$ to be the \emph{first
661 integral} of a Hamiltonian system is
662 \[
663 \left\{ {G,H} \right\} = 0.
664 \]
665 As well known, the Hamiltonian (or energy) H of a Hamiltonian system
666 is a \emph{first integral}, which is due to the fact $\{ H,H\} =
667 0$.
668
669 When designing any numerical methods, one should always try to
670 preserve the structural properties of the original ODE and its flow.
671
672 \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
673 A lot of well established and very effective numerical methods have
674 been successful precisely because of their symplecticities even
675 though this fact was not recognized when they were first
676 constructed. The most famous example is the Verlet-leapfrog methods
677 in molecular dynamics. In general, symplectic integrators can be
678 constructed using one of four different methods.
679 \begin{enumerate}
680 \item Generating functions
681 \item Variational methods
682 \item Runge-Kutta methods
683 \item Splitting methods
684 \end{enumerate}
685
686 Generating function\cite{Channell1990} tends to lead to methods
687 which are cumbersome and difficult to use. In dissipative systems,
688 variational methods can capture the decay of energy
689 accurately\cite{Kane2000}. Since their geometrically unstable nature
690 against non-Hamiltonian perturbations, ordinary implicit Runge-Kutta
691 methods are not suitable for Hamiltonian system. Recently, various
692 high-order explicit Runge-Kutta methods
693 \cite{Owren1992,Chen2003}have been developed to overcome this
694 instability. However, due to computational penalty involved in
695 implementing the Runge-Kutta methods, they have not attracted much
696 attention from the Molecular Dynamics community. Instead, splitting
697 methods have been widely accepted since they exploit natural
698 decompositions of the system\cite{Tuckerman1992, McLachlan1998}.
699
700 \subsubsection{\label{introSection:splittingMethod}\textbf{Splitting Methods}}
701
702 The main idea behind splitting methods is to decompose the discrete
703 $\varphi_h$ as a composition of simpler flows,
704 \begin{equation}
705 \varphi _h = \varphi _{h_1 } \circ \varphi _{h_2 } \ldots \circ
706 \varphi _{h_n }
707 \label{introEquation:FlowDecomposition}
708 \end{equation}
709 where each of the sub-flow is chosen such that each represent a
710 simpler integration of the system.
711
712 Suppose that a Hamiltonian system takes the form,
713 \[
714 H = H_1 + H_2.
715 \]
716 Here, $H_1$ and $H_2$ may represent different physical processes of
717 the system. For instance, they may relate to kinetic and potential
718 energy respectively, which is a natural decomposition of the
719 problem. If $H_1$ and $H_2$ can be integrated using exact flows
720 $\varphi_1(t)$ and $\varphi_2(t)$, respectively, a simple first
721 order expression is then given by the Lie-Trotter formula
722 \begin{equation}
723 \varphi _h = \varphi _{1,h} \circ \varphi _{2,h},
724 \label{introEquation:firstOrderSplitting}
725 \end{equation}
726 where $\varphi _h$ is the result of applying the corresponding
727 continuous $\varphi _i$ over a time $h$. By definition, as
728 $\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
729 must follow that each operator $\varphi_i(t)$ is a symplectic map.
730 It is easy to show that any composition of symplectic flows yields a
731 symplectic map,
732 \begin{equation}
733 (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
734 '\phi ' = \phi '^T J\phi ' = J,
735 \label{introEquation:SymplecticFlowComposition}
736 \end{equation}
737 where $\phi$ and $\psi$ both are symplectic maps. Thus operator
738 splitting in this context automatically generates a symplectic map.
739
740 The Lie-Trotter splitting(\ref{introEquation:firstOrderSplitting})
741 introduces local errors proportional to $h^2$, while Strang
742 splitting gives a second-order decomposition,
743 \begin{equation}
744 \varphi _h = \varphi _{1,h/2} \circ \varphi _{2,h} \circ \varphi
745 _{1,h/2} , \label{introEquation:secondOrderSplitting}
746 \end{equation}
747 which has a local error proportional to $h^3$. The Sprang
748 splitting's popularity in molecular simulation community attribute
749 to its symmetric property,
750 \begin{equation}
751 \varphi _h^{ - 1} = \varphi _{ - h}.
752 \label{introEquation:timeReversible}
753 \end{equation}
754
755 \subsubsection{\label{introSection:exampleSplittingMethod}\textbf{Example of Splitting Method}}
756 The classical equation for a system consisting of interacting
757 particles can be written in Hamiltonian form,
758 \[
759 H = T + V
760 \]
761 where $T$ is the kinetic energy and $V$ is the potential energy.
762 Setting $H_1 = T, H_2 = V$ and applying Strang splitting, one
763 obtains the following:
764 \begin{align}
765 q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
766 \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
767 \label{introEquation:Lp10a} \\%
768 %
769 \dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
770 \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
771 \label{introEquation:Lp10b}
772 \end{align}
773 where $F(t)$ is the force at time $t$. This integration scheme is
774 known as \emph{velocity verlet} which is
775 symplectic(\ref{introEquation:SymplecticFlowComposition}),
776 time-reversible(\ref{introEquation:timeReversible}) and
777 volume-preserving (\ref{introEquation:volumePreserving}). These
778 geometric properties attribute to its long-time stability and its
779 popularity in the community. However, the most commonly used
780 velocity verlet integration scheme is written as below,
781 \begin{align}
782 \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
783 \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
784 %
785 q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
786 \label{introEquation:Lp9b}\\%
787 %
788 \dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
789 \frac{\Delta t}{2m}\, F[q(0)]. \label{introEquation:Lp9c}
790 \end{align}
791 From the preceding splitting, one can see that the integration of
792 the equations of motion would follow:
793 \begin{enumerate}
794 \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
795
796 \item Use the half step velocities to move positions one whole step, $\Delta t$.
797
798 \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
799
800 \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
801 \end{enumerate}
802
803 Simply switching the order of splitting and composing, a new
804 integrator, the \emph{position verlet} integrator, can be generated,
805 \begin{align}
806 \dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
807 \frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
808 \label{introEquation:positionVerlet1} \\%
809 %
810 q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
811 q(\Delta t)} \right]. %
812 \label{introEquation:positionVerlet2}
813 \end{align}
814
815 \subsubsection{\label{introSection:errorAnalysis}\textbf{Error Analysis and Higher Order Methods}}
816
817 Baker-Campbell-Hausdorff formula can be used to determine the local
818 error of splitting method in terms of commutator of the
819 operators(\ref{introEquation:exponentialOperator}) associated with
820 the sub-flow. For operators $hX$ and $hY$ which are associate to
821 $\varphi_1(t)$ and $\varphi_2(t)$ respectively , we have
822 \begin{equation}
823 \exp (hX + hY) = \exp (hZ)
824 \end{equation}
825 where
826 \begin{equation}
827 hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
828 {[X,[X,Y]] + [Y,[Y,X]]} \right) + \ldots .
829 \end{equation}
830 Here, $[X,Y]$ is the commutators of operator $X$ and $Y$ given by
831 \[
832 [X,Y] = XY - YX .
833 \]
834 Applying Baker-Campbell-Hausdorff formula\cite{Varadarajan1974} to
835 Sprang splitting, we can obtain
836 \begin{eqnarray*}
837 \exp (h X/2)\exp (h Y)\exp (h X/2) & = & \exp (h X + h Y + h^2 [X,Y]/4 + h^2 [Y,X]/4 \\
838 & & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
839 & & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3[X,[X,Y]]/24 + \ldots )
840 \end{eqnarray*}
841 Since \[ [X,Y] + [Y,X] = 0\] and \[ [X,X] = 0\], the dominant local
842 error of Spring splitting is proportional to $h^3$. The same
843 procedure can be applied to general splitting, of the form
844 \begin{equation}
845 \varphi _{b_m h}^2 \circ \varphi _{a_m h}^1 \circ \varphi _{b_{m -
846 1} h}^2 \circ \ldots \circ \varphi _{a_1 h}^1 .
847 \end{equation}
848 Careful choice of coefficient $a_1 \ldots b_m$ will lead to higher
849 order method. Yoshida proposed an elegant way to compose higher
850 order methods based on symmetric splitting\cite{Yoshida1990}. Given
851 a symmetric second order base method $ \varphi _h^{(2)} $, a
852 fourth-order symmetric method can be constructed by composing,
853 \[
854 \varphi _h^{(4)} = \varphi _{\alpha h}^{(2)} \circ \varphi _{\beta
855 h}^{(2)} \circ \varphi _{\alpha h}^{(2)}
856 \]
857 where $ \alpha = - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
858 = \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
859 integrator $ \varphi _h^{(2n + 2)}$ can be composed by
860 \begin{equation}
861 \varphi _h^{(2n + 2)} = \varphi _{\alpha h}^{(2n)} \circ \varphi
862 _{\beta h}^{(2n)} \circ \varphi _{\alpha h}^{(2n)}
863 \end{equation}
864 , if the weights are chosen as
865 \[
866 \alpha = - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
867 \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
868 \]
869
870 \section{\label{introSection:molecularDynamics}Molecular Dynamics}
871
872 As one of the principal tools of molecular modeling, Molecular
873 dynamics has proven to be a powerful tool for studying the functions
874 of biological systems, providing structural, thermodynamic and
875 dynamical information. The basic idea of molecular dynamics is that
876 macroscopic properties are related to microscopic behavior and
877 microscopic behavior can be calculated from the trajectories in
878 simulations. For instance, instantaneous temperature of an
879 Hamiltonian system of $N$ particle can be measured by
880 \[
881 T = \sum\limits_{i = 1}^N {\frac{{m_i v_i^2 }}{{fk_B }}}
882 \]
883 where $m_i$ and $v_i$ are the mass and velocity of $i$th particle
884 respectively, $f$ is the number of degrees of freedom, and $k_B$ is
885 the boltzman constant.
886
887 A typical molecular dynamics run consists of three essential steps:
888 \begin{enumerate}
889 \item Initialization
890 \begin{enumerate}
891 \item Preliminary preparation
892 \item Minimization
893 \item Heating
894 \item Equilibration
895 \end{enumerate}
896 \item Production
897 \item Analysis
898 \end{enumerate}
899 These three individual steps will be covered in the following
900 sections. Sec.~\ref{introSec:initialSystemSettings} deals with the
901 initialization of a simulation. Sec.~\ref{introSection:production}
902 will discusses issues in production run.
903 Sec.~\ref{introSection:Analysis} provides the theoretical tools for
904 trajectory analysis.
905
906 \subsection{\label{introSec:initialSystemSettings}Initialization}
907
908 \subsubsection{\textbf{Preliminary preparation}}
909
910 When selecting the starting structure of a molecule for molecular
911 simulation, one may retrieve its Cartesian coordinates from public
912 databases, such as RCSB Protein Data Bank \textit{etc}. Although
913 thousands of crystal structures of molecules are discovered every
914 year, many more remain unknown due to the difficulties of
915 purification and crystallization. Even for the molecule with known
916 structure, some important information is missing. For example, the
917 missing hydrogen atom which acts as donor in hydrogen bonding must
918 be added. Moreover, in order to include electrostatic interaction,
919 one may need to specify the partial charges for individual atoms.
920 Under some circumstances, we may even need to prepare the system in
921 a special setup. For instance, when studying transport phenomenon in
922 membrane system, we may prepare the lipids in bilayer structure
923 instead of placing lipids randomly in solvent, since we are not
924 interested in self-aggregation and it takes a long time to happen.
925
926 \subsubsection{\textbf{Minimization}}
927
928 It is quite possible that some of molecules in the system from
929 preliminary preparation may be overlapped with each other. This
930 close proximity leads to high potential energy which consequently
931 jeopardizes any molecular dynamics simulations. To remove these
932 steric overlaps, one typically performs energy minimization to find
933 a more reasonable conformation. Several energy minimization methods
934 have been developed to exploit the energy surface and to locate the
935 local minimum. While converging slowly near the minimum, steepest
936 descent method is extremely robust when systems are far from
937 harmonic. Thus, it is often used to refine structure from
938 crystallographic data. Relied on the gradient or hessian, advanced
939 methods like conjugate gradient and Newton-Raphson converge rapidly
940 to a local minimum, while become unstable if the energy surface is
941 far from quadratic. Another factor must be taken into account, when
942 choosing energy minimization method, is the size of the system.
943 Steepest descent and conjugate gradient can deal with models of any
944 size. Because of the limit of computation power to calculate hessian
945 matrix and insufficient storage capacity to store them, most
946 Newton-Raphson methods can not be used with very large models.
947
948 \subsubsection{\textbf{Heating}}
949
950 Typically, Heating is performed by assigning random velocities
951 according to a Gaussian distribution for a temperature. Beginning at
952 a lower temperature and gradually increasing the temperature by
953 assigning greater random velocities, we end up with setting the
954 temperature of the system to a final temperature at which the
955 simulation will be conducted. In heating phase, we should also keep
956 the system from drifting or rotating as a whole. Equivalently, the
957 net linear momentum and angular momentum of the system should be
958 shifted to zero.
959
960 \subsubsection{\textbf{Equilibration}}
961
962 The purpose of equilibration is to allow the system to evolve
963 spontaneously for a period of time and reach equilibrium. The
964 procedure is continued until various statistical properties, such as
965 temperature, pressure, energy, volume and other structural
966 properties \textit{etc}, become independent of time. Strictly
967 speaking, minimization and heating are not necessary, provided the
968 equilibration process is long enough. However, these steps can serve
969 as a means to arrive at an equilibrated structure in an effective
970 way.
971
972 \subsection{\label{introSection:production}Production}
973
974 Production run is the most important step of the simulation, in
975 which the equilibrated structure is used as a starting point and the
976 motions of the molecules are collected for later analysis. In order
977 to capture the macroscopic properties of the system, the molecular
978 dynamics simulation must be performed in correct and efficient way.
979
980 The most expensive part of a molecular dynamics simulation is the
981 calculation of non-bonded forces, such as van der Waals force and
982 Coulombic forces \textit{etc}. For a system of $N$ particles, the
983 complexity of the algorithm for pair-wise interactions is $O(N^2 )$,
984 which making large simulations prohibitive in the absence of any
985 computation saving techniques.
986
987 A natural approach to avoid system size issue is to represent the
988 bulk behavior by a finite number of the particles. However, this
989 approach will suffer from the surface effect. To offset this,
990 \textit{Periodic boundary condition} (see Fig.~\ref{introFig:pbc})
991 is developed to simulate bulk properties with a relatively small
992 number of particles. In this method, the simulation box is
993 replicated throughout space to form an infinite lattice. During the
994 simulation, when a particle moves in the primary cell, its image in
995 other cells move in exactly the same direction with exactly the same
996 orientation. Thus, as a particle leaves the primary cell, one of its
997 images will enter through the opposite face.
998 \begin{figure}
999 \centering
1000 \includegraphics[width=\linewidth]{pbc.eps}
1001 \caption[An illustration of periodic boundary conditions]{A 2-D
1002 illustration of periodic boundary conditions. As one particle leaves
1003 the left of the simulation box, an image of it enters the right.}
1004 \label{introFig:pbc}
1005 \end{figure}
1006
1007 %cutoff and minimum image convention
1008 Another important technique to improve the efficiency of force
1009 evaluation is to apply cutoff where particles farther than a
1010 predetermined distance, are not included in the calculation
1011 \cite{Frenkel1996}. The use of a cutoff radius will cause a
1012 discontinuity in the potential energy curve. Fortunately, one can
1013 shift the potential to ensure the potential curve go smoothly to
1014 zero at the cutoff radius. Cutoff strategy works pretty well for
1015 Lennard-Jones interaction because of its short range nature.
1016 However, simply truncating the electrostatic interaction with the
1017 use of cutoff has been shown to lead to severe artifacts in
1018 simulations. Ewald summation, in which the slowly conditionally
1019 convergent Coulomb potential is transformed into direct and
1020 reciprocal sums with rapid and absolute convergence, has proved to
1021 minimize the periodicity artifacts in liquid simulations. Taking the
1022 advantages of the fast Fourier transform (FFT) for calculating
1023 discrete Fourier transforms, the particle mesh-based
1024 methods\cite{Hockney1981,Shimada1993, Luty1994} are accelerated from
1025 $O(N^{3/2})$ to $O(N logN)$. An alternative approach is \emph{fast
1026 multipole method}\cite{Greengard1987, Greengard1994}, which treats
1027 Coulombic interaction exactly at short range, and approximate the
1028 potential at long range through multipolar expansion. In spite of
1029 their wide acceptances at the molecular simulation community, these
1030 two methods are hard to be implemented correctly and efficiently.
1031 Instead, we use a damped and charge-neutralized Coulomb potential
1032 method developed by Wolf and his coworkers\cite{Wolf1999}. The
1033 shifted Coulomb potential for particle $i$ and particle $j$ at
1034 distance $r_{rj}$ is given by:
1035 \begin{equation}
1036 V(r_{ij})= \frac{q_i q_j \textrm{erfc}(\alpha
1037 r_{ij})}{r_{ij}}-\lim_{r_{ij}\rightarrow
1038 R_\textrm{c}}\left\{\frac{q_iq_j \textrm{erfc}(\alpha
1039 r_{ij})}{r_{ij}}\right\}. \label{introEquation:shiftedCoulomb}
1040 \end{equation}
1041 where $\alpha$ is the convergence parameter. Due to the lack of
1042 inherent periodicity and rapid convergence,this method is extremely
1043 efficient and easy to implement.
1044 \begin{figure}
1045 \centering
1046 \includegraphics[width=\linewidth]{shifted_coulomb.eps}
1047 \caption[An illustration of shifted Coulomb potential]{An
1048 illustration of shifted Coulomb potential.}
1049 \label{introFigure:shiftedCoulomb}
1050 \end{figure}
1051
1052 %multiple time step
1053
1054 \subsection{\label{introSection:Analysis} Analysis}
1055
1056 Recently, advanced visualization technique are widely applied to
1057 monitor the motions of molecules. Although the dynamics of the
1058 system can be described qualitatively from animation, quantitative
1059 trajectory analysis are more appreciable. According to the
1060 principles of Statistical Mechanics,
1061 Sec.~\ref{introSection:statisticalMechanics}, one can compute
1062 thermodynamics properties, analyze fluctuations of structural
1063 parameters, and investigate time-dependent processes of the molecule
1064 from the trajectories.
1065
1066 \subsubsection{\label{introSection:thermodynamicsProperties}\textbf{Thermodynamics Properties}}
1067
1068 Thermodynamics properties, which can be expressed in terms of some
1069 function of the coordinates and momenta of all particles in the
1070 system, can be directly computed from molecular dynamics. The usual
1071 way to measure the pressure is based on virial theorem of Clausius
1072 which states that the virial is equal to $-3Nk_BT$. For a system
1073 with forces between particles, the total virial, $W$, contains the
1074 contribution from external pressure and interaction between the
1075 particles:
1076 \[
1077 W = - 3PV + \left\langle {\sum\limits_{i < j} {r{}_{ij} \cdot
1078 f_{ij} } } \right\rangle
1079 \]
1080 where $f_{ij}$ is the force between particle $i$ and $j$ at a
1081 distance $r_{ij}$. Thus, the expression for the pressure is given
1082 by:
1083 \begin{equation}
1084 P = \frac{{Nk_B T}}{V} - \frac{1}{{3V}}\left\langle {\sum\limits_{i
1085 < j} {r{}_{ij} \cdot f_{ij} } } \right\rangle
1086 \end{equation}
1087
1088 \subsubsection{\label{introSection:structuralProperties}\textbf{Structural Properties}}
1089
1090 Structural Properties of a simple fluid can be described by a set of
1091 distribution functions. Among these functions,\emph{pair
1092 distribution function}, also known as \emph{radial distribution
1093 function}, is of most fundamental importance to liquid-state theory.
1094 Pair distribution function can be gathered by Fourier transforming
1095 raw data from a series of neutron diffraction experiments and
1096 integrating over the surface factor \cite{Powles1973}. The
1097 experiment result can serve as a criterion to justify the
1098 correctness of the theory. Moreover, various equilibrium
1099 thermodynamic and structural properties can also be expressed in
1100 terms of radial distribution function \cite{Allen1987}.
1101
1102 A pair distribution functions $g(r)$ gives the probability that a
1103 particle $i$ will be located at a distance $r$ from a another
1104 particle $j$ in the system
1105 \[
1106 g(r) = \frac{V}{{N^2 }}\left\langle {\sum\limits_i {\sum\limits_{j
1107 \ne i} {\delta (r - r_{ij} )} } } \right\rangle.
1108 \]
1109 Note that the delta function can be replaced by a histogram in
1110 computer simulation. Figure
1111 \ref{introFigure:pairDistributionFunction} shows a typical pair
1112 distribution function for the liquid argon system. The occurrence of
1113 several peaks in the plot of $g(r)$ suggests that it is more likely
1114 to find particles at certain radial values than at others. This is a
1115 result of the attractive interaction at such distances. Because of
1116 the strong repulsive forces at short distance, the probability of
1117 locating particles at distances less than about 2.5{\AA} from each
1118 other is essentially zero.
1119
1120 %\begin{figure}
1121 %\centering
1122 %\includegraphics[width=\linewidth]{pdf.eps}
1123 %\caption[Pair distribution function for the liquid argon
1124 %]{Pair distribution function for the liquid argon}
1125 %\label{introFigure:pairDistributionFunction}
1126 %\end{figure}
1127
1128 \subsubsection{\label{introSection:timeDependentProperties}\textbf{Time-dependent
1129 Properties}}
1130
1131 Time-dependent properties are usually calculated using \emph{time
1132 correlation function}, which correlates random variables $A$ and $B$
1133 at two different time
1134 \begin{equation}
1135 C_{AB} (t) = \left\langle {A(t)B(0)} \right\rangle.
1136 \label{introEquation:timeCorrelationFunction}
1137 \end{equation}
1138 If $A$ and $B$ refer to same variable, this kind of correlation
1139 function is called \emph{auto correlation function}. One example of
1140 auto correlation function is velocity auto-correlation function
1141 which is directly related to transport properties of molecular
1142 liquids:
1143 \[
1144 D = \frac{1}{3}\int\limits_0^\infty {\left\langle {v(t) \cdot v(0)}
1145 \right\rangle } dt
1146 \]
1147 where $D$ is diffusion constant. Unlike velocity autocorrelation
1148 function which is averaging over time origins and over all the
1149 atoms, dipole autocorrelation are calculated for the entire system.
1150 The dipole autocorrelation function is given by:
1151 \[
1152 c_{dipole} = \left\langle {u_{tot} (t) \cdot u_{tot} (t)}
1153 \right\rangle
1154 \]
1155 Here $u_{tot}$ is the net dipole of the entire system and is given
1156 by
1157 \[
1158 u_{tot} (t) = \sum\limits_i {u_i (t)}
1159 \]
1160 In principle, many time correlation functions can be related with
1161 Fourier transforms of the infrared, Raman, and inelastic neutron
1162 scattering spectra of molecular liquids. In practice, one can
1163 extract the IR spectrum from the intensity of dipole fluctuation at
1164 each frequency using the following relationship:
1165 \[
1166 \hat c_{dipole} (v) = \int_{ - \infty }^\infty {c_{dipole} (t)e^{ -
1167 i2\pi vt} dt}
1168 \]
1169
1170 \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
1171
1172 Rigid bodies are frequently involved in the modeling of different
1173 areas, from engineering, physics, to chemistry. For example,
1174 missiles and vehicle are usually modeled by rigid bodies. The
1175 movement of the objects in 3D gaming engine or other physics
1176 simulator is governed by the rigid body dynamics. In molecular
1177 simulation, rigid body is used to simplify the model in
1178 protein-protein docking study\cite{Gray2003}.
1179
1180 It is very important to develop stable and efficient methods to
1181 integrate the equations of motion of orientational degrees of
1182 freedom. Euler angles are the nature choice to describe the
1183 rotational degrees of freedom. However, due to its singularity, the
1184 numerical integration of corresponding equations of motion is very
1185 inefficient and inaccurate. Although an alternative integrator using
1186 different sets of Euler angles can overcome this
1187 difficulty\cite{Barojas1973}, the computational penalty and the lost
1188 of angular momentum conservation still remain. A singularity free
1189 representation utilizing quaternions was developed by Evans in
1190 1977\cite{Evans1977}. Unfortunately, this approach suffer from the
1191 nonseparable Hamiltonian resulted from quaternion representation,
1192 which prevents the symplectic algorithm to be utilized. Another
1193 different approach is to apply holonomic constraints to the atoms
1194 belonging to the rigid body. Each atom moves independently under the
1195 normal forces deriving from potential energy and constraint forces
1196 which are used to guarantee the rigidness. However, due to their
1197 iterative nature, SHAKE and Rattle algorithm converge very slowly
1198 when the number of constraint increases\cite{Ryckaert1977,
1199 Andersen1983}.
1200
1201 The break through in geometric literature suggests that, in order to
1202 develop a long-term integration scheme, one should preserve the
1203 symplectic structure of the flow. Introducing conjugate momentum to
1204 rotation matrix $Q$ and re-formulating Hamiltonian's equation, a
1205 symplectic integrator, RSHAKE\cite{Kol1997}, was proposed to evolve
1206 the Hamiltonian system in a constraint manifold by iteratively
1207 satisfying the orthogonality constraint $Q_T Q = 1$. An alternative
1208 method using quaternion representation was developed by
1209 Omelyan\cite{Omelyan1998}. However, both of these methods are
1210 iterative and inefficient. In this section, we will present a
1211 symplectic Lie-Poisson integrator for rigid body developed by
1212 Dullweber and his coworkers\cite{Dullweber1997} in depth.
1213
1214 \subsection{\label{introSection:constrainedHamiltonianRB}Constrained Hamiltonian for Rigid Body}
1215 The motion of the rigid body is Hamiltonian with the Hamiltonian
1216 function
1217 \begin{equation}
1218 H = \frac{1}{2}(p^T m^{ - 1} p) + \frac{1}{2}tr(PJ^{ - 1} P) +
1219 V(q,Q) + \frac{1}{2}tr[(QQ^T - 1)\Lambda ].
1220 \label{introEquation:RBHamiltonian}
1221 \end{equation}
1222 Here, $q$ and $Q$ are the position and rotation matrix for the
1223 rigid-body, $p$ and $P$ are conjugate momenta to $q$ and $Q$ , and
1224 $J$, a diagonal matrix, is defined by
1225 \[
1226 I_{ii}^{ - 1} = \frac{1}{2}\sum\limits_{i \ne j} {J_{jj}^{ - 1} }
1227 \]
1228 where $I_{ii}$ is the diagonal element of the inertia tensor. This
1229 constrained Hamiltonian equation subjects to a holonomic constraint,
1230 \begin{equation}
1231 Q^T Q = 1, \label{introEquation:orthogonalConstraint}
1232 \end{equation}
1233 which is used to ensure rotation matrix's orthogonality.
1234 Differentiating \ref{introEquation:orthogonalConstraint} and using
1235 Equation \ref{introEquation:RBMotionMomentum}, one may obtain,
1236 \begin{equation}
1237 Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0 . \\
1238 \label{introEquation:RBFirstOrderConstraint}
1239 \end{equation}
1240
1241 Using Equation (\ref{introEquation:motionHamiltonianCoordinate},
1242 \ref{introEquation:motionHamiltonianMomentum}), one can write down
1243 the equations of motion,
1244
1245 \begin{eqnarray}
1246 \frac{{dq}}{{dt}} & = & \frac{p}{m} \label{introEquation:RBMotionPosition}\\
1247 \frac{{dp}}{{dt}} & = & - \nabla _q V(q,Q) \label{introEquation:RBMotionMomentum}\\
1248 \frac{{dQ}}{{dt}} & = & PJ^{ - 1} \label{introEquation:RBMotionRotation}\\
1249 \frac{{dP}}{{dt}} & = & - \nabla _Q V(q,Q) - 2Q\Lambda . \label{introEquation:RBMotionP}
1250 \end{eqnarray}
1251
1252 In general, there are two ways to satisfy the holonomic constraints.
1253 We can use constraint force provided by lagrange multiplier on the
1254 normal manifold to keep the motion on constraint space. Or we can
1255 simply evolve the system in constraint manifold. These two methods
1256 are proved to be equivalent. The holonomic constraint and equations
1257 of motions define a constraint manifold for rigid body
1258 \[
1259 M = \left\{ {(Q,P):Q^T Q = 1,Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0}
1260 \right\}.
1261 \]
1262
1263 Unfortunately, this constraint manifold is not the cotangent bundle
1264 $T_{\star}SO(3)$. However, it turns out that under symplectic
1265 transformation, the cotangent space and the phase space are
1266 diffeomorphic. Introducing
1267 \[
1268 \tilde Q = Q,\tilde P = \frac{1}{2}\left( {P - QP^T Q} \right),
1269 \]
1270 the mechanical system subject to a holonomic constraint manifold $M$
1271 can be re-formulated as a Hamiltonian system on the cotangent space
1272 \[
1273 T^* SO(3) = \left\{ {(\tilde Q,\tilde P):\tilde Q^T \tilde Q =
1274 1,\tilde Q^T \tilde PJ^{ - 1} + J^{ - 1} P^T \tilde Q = 0} \right\}
1275 \]
1276
1277 For a body fixed vector $X_i$ with respect to the center of mass of
1278 the rigid body, its corresponding lab fixed vector $X_0^{lab}$ is
1279 given as
1280 \begin{equation}
1281 X_i^{lab} = Q X_i + q.
1282 \end{equation}
1283 Therefore, potential energy $V(q,Q)$ is defined by
1284 \[
1285 V(q,Q) = V(Q X_0 + q).
1286 \]
1287 Hence, the force and torque are given by
1288 \[
1289 \nabla _q V(q,Q) = F(q,Q) = \sum\limits_i {F_i (q,Q)},
1290 \]
1291 and
1292 \[
1293 \nabla _Q V(q,Q) = F(q,Q)X_i^t
1294 \]
1295 respectively.
1296
1297 As a common choice to describe the rotation dynamics of the rigid
1298 body, angular momentum on body frame $\Pi = Q^t P$ is introduced to
1299 rewrite the equations of motion,
1300 \begin{equation}
1301 \begin{array}{l}
1302 \mathop \Pi \limits^ \bullet = J^{ - 1} \Pi ^T \Pi + Q^T \sum\limits_i {F_i (q,Q)X_i^T } - \Lambda \\
1303 \mathop Q\limits^{{\rm{ }} \bullet } = Q\Pi {\rm{ }}J^{ - 1} \\
1304 \end{array}
1305 \label{introEqaution:RBMotionPI}
1306 \end{equation}
1307 , as well as holonomic constraints,
1308 \[
1309 \begin{array}{l}
1310 \Pi J^{ - 1} + J^{ - 1} \Pi ^t = 0 \\
1311 Q^T Q = 1 \\
1312 \end{array}
1313 \]
1314
1315 For a vector $v(v_1 ,v_2 ,v_3 ) \in R^3$ and a matrix $\hat v \in
1316 so(3)^ \star$, the hat-map isomorphism,
1317 \begin{equation}
1318 v(v_1 ,v_2 ,v_3 ) \Leftrightarrow \hat v = \left(
1319 {\begin{array}{*{20}c}
1320 0 & { - v_3 } & {v_2 } \\
1321 {v_3 } & 0 & { - v_1 } \\
1322 { - v_2 } & {v_1 } & 0 \\
1323 \end{array}} \right),
1324 \label{introEquation:hatmapIsomorphism}
1325 \end{equation}
1326 will let us associate the matrix products with traditional vector
1327 operations
1328 \[
1329 \hat vu = v \times u
1330 \]
1331 Using \ref{introEqaution:RBMotionPI}, one can construct a skew
1332 matrix,
1333 \begin{equation}
1334 (\mathop \Pi \limits^ \bullet - \mathop \Pi \limits^ {\bullet ^T}
1335 ){\rm{ }} = {\rm{ }}(\Pi - \Pi ^T ){\rm{ }}(J^{ - 1} \Pi + \Pi J^{
1336 - 1} ) + \sum\limits_i {[Q^T F_i (r,Q)X_i^T - X_i F_i (r,Q)^T Q]} -
1337 (\Lambda - \Lambda ^T ) . \label{introEquation:skewMatrixPI}
1338 \end{equation}
1339 Since $\Lambda$ is symmetric, the last term of Equation
1340 \ref{introEquation:skewMatrixPI} is zero, which implies the Lagrange
1341 multiplier $\Lambda$ is absent from the equations of motion. This
1342 unique property eliminate the requirement of iterations which can
1343 not be avoided in other methods\cite{Kol1997, Omelyan1998}.
1344
1345 Applying hat-map isomorphism, we obtain the equation of motion for
1346 angular momentum on body frame
1347 \begin{equation}
1348 \dot \pi = \pi \times I^{ - 1} \pi + \sum\limits_i {\left( {Q^T
1349 F_i (r,Q)} \right) \times X_i }.
1350 \label{introEquation:bodyAngularMotion}
1351 \end{equation}
1352 In the same manner, the equation of motion for rotation matrix is
1353 given by
1354 \[
1355 \dot Q = Qskew(I^{ - 1} \pi )
1356 \]
1357
1358 \subsection{\label{introSection:SymplecticFreeRB}Symplectic
1359 Lie-Poisson Integrator for Free Rigid Body}
1360
1361 If there is not external forces exerted on the rigid body, the only
1362 contribution to the rotational is from the kinetic potential (the
1363 first term of \ref{introEquation:bodyAngularMotion}). The free rigid
1364 body is an example of Lie-Poisson system with Hamiltonian function
1365 \begin{equation}
1366 T^r (\pi ) = T_1 ^r (\pi _1 ) + T_2^r (\pi _2 ) + T_3^r (\pi _3 )
1367 \label{introEquation:rotationalKineticRB}
1368 \end{equation}
1369 where $T_i^r (\pi _i ) = \frac{{\pi _i ^2 }}{{2I_i }}$ and
1370 Lie-Poisson structure matrix,
1371 \begin{equation}
1372 J(\pi ) = \left( {\begin{array}{*{20}c}
1373 0 & {\pi _3 } & { - \pi _2 } \\
1374 { - \pi _3 } & 0 & {\pi _1 } \\
1375 {\pi _2 } & { - \pi _1 } & 0 \\
1376 \end{array}} \right)
1377 \end{equation}
1378 Thus, the dynamics of free rigid body is governed by
1379 \begin{equation}
1380 \frac{d}{{dt}}\pi = J(\pi )\nabla _\pi T^r (\pi )
1381 \end{equation}
1382
1383 One may notice that each $T_i^r$ in Equation
1384 \ref{introEquation:rotationalKineticRB} can be solved exactly. For
1385 instance, the equations of motion due to $T_1^r$ are given by
1386 \begin{equation}
1387 \frac{d}{{dt}}\pi = R_1 \pi ,\frac{d}{{dt}}Q = QR_1
1388 \label{introEqaution:RBMotionSingleTerm}
1389 \end{equation}
1390 where
1391 \[ R_1 = \left( {\begin{array}{*{20}c}
1392 0 & 0 & 0 \\
1393 0 & 0 & {\pi _1 } \\
1394 0 & { - \pi _1 } & 0 \\
1395 \end{array}} \right).
1396 \]
1397 The solutions of Equation \ref{introEqaution:RBMotionSingleTerm} is
1398 \[
1399 \pi (\Delta t) = e^{\Delta tR_1 } \pi (0),Q(\Delta t) =
1400 Q(0)e^{\Delta tR_1 }
1401 \]
1402 with
1403 \[
1404 e^{\Delta tR_1 } = \left( {\begin{array}{*{20}c}
1405 0 & 0 & 0 \\
1406 0 & {\cos \theta _1 } & {\sin \theta _1 } \\
1407 0 & { - \sin \theta _1 } & {\cos \theta _1 } \\
1408 \end{array}} \right),\theta _1 = \frac{{\pi _1 }}{{I_1 }}\Delta t.
1409 \]
1410 To reduce the cost of computing expensive functions in $e^{\Delta
1411 tR_1 }$, we can use Cayley transformation,
1412 \[
1413 e^{\Delta tR_1 } \approx (1 - \Delta tR_1 )^{ - 1} (1 + \Delta tR_1
1414 )
1415 \]
1416 The flow maps for $T_2^r$ and $T_3^r$ can be found in the same
1417 manner.
1418
1419 In order to construct a second-order symplectic method, we split the
1420 angular kinetic Hamiltonian function can into five terms
1421 \[
1422 T^r (\pi ) = \frac{1}{2}T_1 ^r (\pi _1 ) + \frac{1}{2}T_2^r (\pi _2
1423 ) + T_3^r (\pi _3 ) + \frac{1}{2}T_2^r (\pi _2 ) + \frac{1}{2}T_1 ^r
1424 (\pi _1 )
1425 \].
1426 Concatenating flows corresponding to these five terms, we can obtain
1427 an symplectic integrator,
1428 \[
1429 \varphi _{\Delta t,T^r } = \varphi _{\Delta t/2,\pi _1 } \circ
1430 \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t,\pi _3 }
1431 \circ \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t/2,\pi
1432 _1 }.
1433 \]
1434
1435 The non-canonical Lie-Poisson bracket ${F, G}$ of two function
1436 $F(\pi )$ and $G(\pi )$ is defined by
1437 \[
1438 \{ F,G\} (\pi ) = [\nabla _\pi F(\pi )]^T J(\pi )\nabla _\pi G(\pi
1439 )
1440 \]
1441 If the Poisson bracket of a function $F$ with an arbitrary smooth
1442 function $G$ is zero, $F$ is a \emph{Casimir}, which is the
1443 conserved quantity in Poisson system. We can easily verify that the
1444 norm of the angular momentum, $\parallel \pi
1445 \parallel$, is a \emph{Casimir}. Let$ F(\pi ) = S(\frac{{\parallel
1446 \pi \parallel ^2 }}{2})$ for an arbitrary function $ S:R \to R$ ,
1447 then by the chain rule
1448 \[
1449 \nabla _\pi F(\pi ) = S'(\frac{{\parallel \pi \parallel ^2
1450 }}{2})\pi
1451 \]
1452 Thus $ [\nabla _\pi F(\pi )]^T J(\pi ) = - S'(\frac{{\parallel \pi
1453 \parallel ^2 }}{2})\pi \times \pi = 0 $. This explicit
1454 Lie-Poisson integrator is found to be extremely efficient and stable
1455 which can be explained by the fact the small angle approximation is
1456 used and the norm of the angular momentum is conserved.
1457
1458 \subsection{\label{introSection:RBHamiltonianSplitting} Hamiltonian
1459 Splitting for Rigid Body}
1460
1461 The Hamiltonian of rigid body can be separated in terms of kinetic
1462 energy and potential energy,
1463 \[
1464 H = T(p,\pi ) + V(q,Q)
1465 \]
1466 The equations of motion corresponding to potential energy and
1467 kinetic energy are listed in the below table,
1468 \begin{table}
1469 \caption{Equations of motion due to Potential and Kinetic Energies}
1470 \begin{center}
1471 \begin{tabular}{|l|l|}
1472 \hline
1473 % after \\: \hline or \cline{col1-col2} \cline{col3-col4} ...
1474 Potential & Kinetic \\
1475 $\frac{{dq}}{{dt}} = \frac{p}{m}$ & $\frac{d}{{dt}}q = p$ \\
1476 $\frac{d}{{dt}}p = - \frac{{\partial V}}{{\partial q}}$ & $ \frac{d}{{dt}}p = 0$ \\
1477 $\frac{d}{{dt}}Q = 0$ & $ \frac{d}{{dt}}Q = Qskew(I^{ - 1} j)$ \\
1478 $ \frac{d}{{dt}}\pi = \sum\limits_i {\left( {Q^T F_i (r,Q)} \right) \times X_i }$ & $\frac{d}{{dt}}\pi = \pi \times I^{ - 1} \pi$\\
1479 \hline
1480 \end{tabular}
1481 \end{center}
1482 \end{table}
1483 A second-order symplectic method is now obtained by the
1484 composition of the flow maps,
1485 \[
1486 \varphi _{\Delta t} = \varphi _{\Delta t/2,V} \circ \varphi
1487 _{\Delta t,T} \circ \varphi _{\Delta t/2,V}.
1488 \]
1489 Moreover, $\varphi _{\Delta t/2,V}$ can be divided into two
1490 sub-flows which corresponding to force and torque respectively,
1491 \[
1492 \varphi _{\Delta t/2,V} = \varphi _{\Delta t/2,F} \circ \varphi
1493 _{\Delta t/2,\tau }.
1494 \]
1495 Since the associated operators of $\varphi _{\Delta t/2,F} $ and
1496 $\circ \varphi _{\Delta t/2,\tau }$ are commuted, the composition
1497 order inside $\varphi _{\Delta t/2,V}$ does not matter.
1498
1499 Furthermore, kinetic potential can be separated to translational
1500 kinetic term, $T^t (p)$, and rotational kinetic term, $T^r (\pi )$,
1501 \begin{equation}
1502 T(p,\pi ) =T^t (p) + T^r (\pi ).
1503 \end{equation}
1504 where $ T^t (p) = \frac{1}{2}p^T m^{ - 1} p $ and $T^r (\pi )$ is
1505 defined by \ref{introEquation:rotationalKineticRB}. Therefore, the
1506 corresponding flow maps are given by
1507 \[
1508 \varphi _{\Delta t,T} = \varphi _{\Delta t,T^t } \circ \varphi
1509 _{\Delta t,T^r }.
1510 \]
1511 Finally, we obtain the overall symplectic flow maps for free moving
1512 rigid body
1513 \begin{equation}
1514 \begin{array}{c}
1515 \varphi _{\Delta t} = \varphi _{\Delta t/2,F} \circ \varphi _{\Delta t/2,\tau } \\
1516 \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 } \\
1517 \circ \varphi _{\Delta t/2,\tau } \circ \varphi _{\Delta t/2,F} .\\
1518 \end{array}
1519 \label{introEquation:overallRBFlowMaps}
1520 \end{equation}
1521
1522 \section{\label{introSection:langevinDynamics}Langevin Dynamics}
1523 As an alternative to newtonian dynamics, Langevin dynamics, which
1524 mimics a simple heat bath with stochastic and dissipative forces,
1525 has been applied in a variety of studies. This section will review
1526 the theory of Langevin dynamics simulation. A brief derivation of
1527 generalized Langevin equation will be given first. Follow that, we
1528 will discuss the physical meaning of the terms appearing in the
1529 equation as well as the calculation of friction tensor from
1530 hydrodynamics theory.
1531
1532 \subsection{\label{introSection:generalizedLangevinDynamics}Derivation of Generalized Langevin Equation}
1533
1534 Harmonic bath model, in which an effective set of harmonic
1535 oscillators are used to mimic the effect of a linearly responding
1536 environment, has been widely used in quantum chemistry and
1537 statistical mechanics. One of the successful applications of
1538 Harmonic bath model is the derivation of Deriving Generalized
1539 Langevin Dynamics. Lets consider a system, in which the degree of
1540 freedom $x$ is assumed to couple to the bath linearly, giving a
1541 Hamiltonian of the form
1542 \begin{equation}
1543 H = \frac{{p^2 }}{{2m}} + U(x) + H_B + \Delta U(x,x_1 , \ldots x_N)
1544 \label{introEquation:bathGLE}.
1545 \end{equation}
1546 Here $p$ is a momentum conjugate to $q$, $m$ is the mass associated
1547 with this degree of freedom, $H_B$ is harmonic bath Hamiltonian,
1548 \[
1549 H_B = \sum\limits_{\alpha = 1}^N {\left\{ {\frac{{p_\alpha ^2
1550 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha \omega _\alpha ^2 }
1551 \right\}}
1552 \]
1553 where the index $\alpha$ runs over all the bath degrees of freedom,
1554 $\omega _\alpha$ are the harmonic bath frequencies, $m_\alpha$ are
1555 the harmonic bath masses, and $\Delta U$ is bilinear system-bath
1556 coupling,
1557 \[
1558 \Delta U = - \sum\limits_{\alpha = 1}^N {g_\alpha x_\alpha x}
1559 \]
1560 where $g_\alpha$ are the coupling constants between the bath and the
1561 coordinate $x$. Introducing
1562 \[
1563 W(x) = U(x) - \sum\limits_{\alpha = 1}^N {\frac{{g_\alpha ^2
1564 }}{{2m_\alpha w_\alpha ^2 }}} x^2
1565 \] and combining the last two terms in Equation
1566 \ref{introEquation:bathGLE}, we may rewrite the Harmonic bath
1567 Hamiltonian as
1568 \[
1569 H = \frac{{p^2 }}{{2m}} + W(x) + \sum\limits_{\alpha = 1}^N
1570 {\left\{ {\frac{{p_\alpha ^2 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha
1571 w_\alpha ^2 \left( {x_\alpha - \frac{{g_\alpha }}{{m_\alpha
1572 w_\alpha ^2 }}x} \right)^2 } \right\}}
1573 \]
1574 Since the first two terms of the new Hamiltonian depend only on the
1575 system coordinates, we can get the equations of motion for
1576 Generalized Langevin Dynamics by Hamilton's equations
1577 \ref{introEquation:motionHamiltonianCoordinate,
1578 introEquation:motionHamiltonianMomentum},
1579 \begin{equation}
1580 m\ddot x = - \frac{{\partial W(x)}}{{\partial x}} -
1581 \sum\limits_{\alpha = 1}^N {g_\alpha \left( {x_\alpha -
1582 \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right)},
1583 \label{introEquation:coorMotionGLE}
1584 \end{equation}
1585 and
1586 \begin{equation}
1587 m\ddot x_\alpha = - m_\alpha w_\alpha ^2 \left( {x_\alpha -
1588 \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right).
1589 \label{introEquation:bathMotionGLE}
1590 \end{equation}
1591
1592 In order to derive an equation for $x$, the dynamics of the bath
1593 variables $x_\alpha$ must be solved exactly first. As an integral
1594 transform which is particularly useful in solving linear ordinary
1595 differential equations, Laplace transform is the appropriate tool to
1596 solve this problem. The basic idea is to transform the difficult
1597 differential equations into simple algebra problems which can be
1598 solved easily. Then applying inverse Laplace transform, also known
1599 as the Bromwich integral, we can retrieve the solutions of the
1600 original problems.
1601
1602 Let $f(t)$ be a function defined on $ [0,\infty ) $. The Laplace
1603 transform of f(t) is a new function defined as
1604 \[
1605 L(f(t)) \equiv F(p) = \int_0^\infty {f(t)e^{ - pt} dt}
1606 \]
1607 where $p$ is real and $L$ is called the Laplace Transform
1608 Operator. Below are some important properties of Laplace transform
1609
1610 \begin{eqnarray*}
1611 L(x + y) & = & L(x) + L(y) \\
1612 L(ax) & = & aL(x) \\
1613 L(\dot x) & = & pL(x) - px(0) \\
1614 L(\ddot x)& = & p^2 L(x) - px(0) - \dot x(0) \\
1615 L\left( {\int_0^t {g(t - \tau )h(\tau )d\tau } } \right)& = & G(p)H(p) \\
1616 \end{eqnarray*}
1617
1618
1619 Applying Laplace transform to the bath coordinates, we obtain
1620 \begin{eqnarray*}
1621 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) \\
1622 L(x_\alpha ) & = & \frac{{\frac{{g_\alpha }}{{\omega _\alpha }}L(x) + px_\alpha (0) + \dot x_\alpha (0)}}{{p^2 + \omega _\alpha ^2 }} \\
1623 \end{eqnarray*}
1624
1625 By the same way, the system coordinates become
1626 \begin{eqnarray*}
1627 mL(\ddot x) & = & - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}} \\
1628 & & \mbox{} - \sum\limits_{\alpha = 1}^N {\left\{ { - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}\frac{p}{{p^2 + \omega _\alpha ^2 }}pL(x) - \frac{p}{{p^2 + \omega _\alpha ^2 }}g_\alpha x_\alpha (0) - \frac{1}{{p^2 + \omega _\alpha ^2 }}g_\alpha \dot x_\alpha (0)} \right\}} \\
1629 \end{eqnarray*}
1630
1631 With the help of some relatively important inverse Laplace
1632 transformations:
1633 \[
1634 \begin{array}{c}
1635 L(\cos at) = \frac{p}{{p^2 + a^2 }} \\
1636 L(\sin at) = \frac{a}{{p^2 + a^2 }} \\
1637 L(1) = \frac{1}{p} \\
1638 \end{array}
1639 \]
1640 , we obtain
1641 \begin{eqnarray*}
1642 m\ddot x & = & - \frac{{\partial W(x)}}{{\partial x}} -
1643 \sum\limits_{\alpha = 1}^N {\left\{ {\left( { - \frac{{g_\alpha ^2
1644 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\int_0^t {\cos (\omega
1645 _\alpha t)\dot x(t - \tau )d\tau } } \right\}} \\
1646 & & + \sum\limits_{\alpha = 1}^N {\left\{ {\left[ {g_\alpha
1647 x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha }}}
1648 \right]\cos (\omega _\alpha t) + \frac{{g_\alpha \dot x_\alpha
1649 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t)} \right\}}
1650 \end{eqnarray*}
1651 \begin{eqnarray*}
1652 m\ddot x & = & - \frac{{\partial W(x)}}{{\partial x}} - \int_0^t
1653 {\sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1654 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha
1655 t)\dot x(t - \tau )d} \tau } \\
1656 & & + \sum\limits_{\alpha = 1}^N {\left\{ {\left[ {g_\alpha
1657 x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha }}}
1658 \right]\cos (\omega _\alpha t) + \frac{{g_\alpha \dot x_\alpha
1659 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t)} \right\}}
1660 \end{eqnarray*}
1661 Introducing a \emph{dynamic friction kernel}
1662 \begin{equation}
1663 \xi (t) = \sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1664 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha t)}
1665 \label{introEquation:dynamicFrictionKernelDefinition}
1666 \end{equation}
1667 and \emph{a random force}
1668 \begin{equation}
1669 R(t) = \sum\limits_{\alpha = 1}^N {\left( {g_\alpha x_\alpha (0)
1670 - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}x(0)}
1671 \right)\cos (\omega _\alpha t)} + \frac{{\dot x_\alpha
1672 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t),
1673 \label{introEquation:randomForceDefinition}
1674 \end{equation}
1675 the equation of motion can be rewritten as
1676 \begin{equation}
1677 m\ddot x = - \frac{{\partial W}}{{\partial x}} - \int_0^t {\xi
1678 (t)\dot x(t - \tau )d\tau } + R(t)
1679 \label{introEuqation:GeneralizedLangevinDynamics}
1680 \end{equation}
1681 which is known as the \emph{generalized Langevin equation}.
1682
1683 \subsubsection{\label{introSection:randomForceDynamicFrictionKernel}\textbf{Random Force and Dynamic Friction Kernel}}
1684
1685 One may notice that $R(t)$ depends only on initial conditions, which
1686 implies it is completely deterministic within the context of a
1687 harmonic bath. However, it is easy to verify that $R(t)$ is totally
1688 uncorrelated to $x$ and $\dot x$,
1689 \[
1690 \begin{array}{l}
1691 \left\langle {x(t)R(t)} \right\rangle = 0, \\
1692 \left\langle {\dot x(t)R(t)} \right\rangle = 0. \\
1693 \end{array}
1694 \]
1695 This property is what we expect from a truly random process. As long
1696 as the model, which is gaussian distribution in general, chosen for
1697 $R(t)$ is a truly random process, the stochastic nature of the GLE
1698 still remains.
1699
1700 %dynamic friction kernel
1701 The convolution integral
1702 \[
1703 \int_0^t {\xi (t)\dot x(t - \tau )d\tau }
1704 \]
1705 depends on the entire history of the evolution of $x$, which implies
1706 that the bath retains memory of previous motions. In other words,
1707 the bath requires a finite time to respond to change in the motion
1708 of the system. For a sluggish bath which responds slowly to changes
1709 in the system coordinate, we may regard $\xi(t)$ as a constant
1710 $\xi(t) = \Xi_0$. Hence, the convolution integral becomes
1711 \[
1712 \int_0^t {\xi (t)\dot x(t - \tau )d\tau } = \xi _0 (x(t) - x(0))
1713 \]
1714 and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1715 \[
1716 m\ddot x = - \frac{\partial }{{\partial x}}\left( {W(x) +
1717 \frac{1}{2}\xi _0 (x - x_0 )^2 } \right) + R(t),
1718 \]
1719 which can be used to describe dynamic caging effect. The other
1720 extreme is the bath that responds infinitely quickly to motions in
1721 the system. Thus, $\xi (t)$ can be taken as a $delta$ function in
1722 time:
1723 \[
1724 \xi (t) = 2\xi _0 \delta (t)
1725 \]
1726 Hence, the convolution integral becomes
1727 \[
1728 \int_0^t {\xi (t)\dot x(t - \tau )d\tau } = 2\xi _0 \int_0^t
1729 {\delta (t)\dot x(t - \tau )d\tau } = \xi _0 \dot x(t),
1730 \]
1731 and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1732 \begin{equation}
1733 m\ddot x = - \frac{{\partial W(x)}}{{\partial x}} - \xi _0 \dot
1734 x(t) + R(t) \label{introEquation:LangevinEquation}
1735 \end{equation}
1736 which is known as the Langevin equation. The static friction
1737 coefficient $\xi _0$ can either be calculated from spectral density
1738 or be determined by Stokes' law for regular shaped particles.A
1739 briefly review on calculating friction tensor for arbitrary shaped
1740 particles is given in Sec.~\ref{introSection:frictionTensor}.
1741
1742 \subsubsection{\label{introSection:secondFluctuationDissipation}\textbf{The Second Fluctuation Dissipation Theorem}}
1743
1744 Defining a new set of coordinates,
1745 \[
1746 q_\alpha (t) = x_\alpha (t) - \frac{1}{{m_\alpha \omega _\alpha
1747 ^2 }}x(0)
1748 \],
1749 we can rewrite $R(T)$ as
1750 \[
1751 R(t) = \sum\limits_{\alpha = 1}^N {g_\alpha q_\alpha (t)}.
1752 \]
1753 And since the $q$ coordinates are harmonic oscillators,
1754
1755 \begin{eqnarray*}
1756 \left\langle {q_\alpha ^2 } \right\rangle & = & \frac{{kT}}{{m_\alpha \omega _\alpha ^2 }} \\
1757 \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle & = & \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t) \\
1758 \left\langle {q_\alpha (t)q_\beta (0)} \right\rangle & = &\delta _{\alpha \beta } \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle \\
1759 \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 } } \\
1760 & = &\sum\limits_\alpha {g_\alpha ^2 \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t)} \\
1761 & = &kT\xi (t) \\
1762 \end{eqnarray*}
1763
1764 Thus, we recover the \emph{second fluctuation dissipation theorem}
1765 \begin{equation}
1766 \xi (t) = \left\langle {R(t)R(0)} \right\rangle
1767 \label{introEquation:secondFluctuationDissipation}.
1768 \end{equation}
1769 In effect, it acts as a constraint on the possible ways in which one
1770 can model the random force and friction kernel.
1771
1772 \subsection{\label{introSection:frictionTensor} Friction Tensor}
1773 Theoretically, the friction kernel can be determined using velocity
1774 autocorrelation function. However, this approach become impractical
1775 when the system become more and more complicate. Instead, various
1776 approaches based on hydrodynamics have been developed to calculate
1777 the friction coefficients. The friction effect is isotropic in
1778 Equation, $\zeta$ can be taken as a scalar. In general, friction
1779 tensor $\Xi$ is a $6\times 6$ matrix given by
1780 \[
1781 \Xi = \left( {\begin{array}{*{20}c}
1782 {\Xi _{}^{tt} } & {\Xi _{}^{rt} } \\
1783 {\Xi _{}^{tr} } & {\Xi _{}^{rr} } \\
1784 \end{array}} \right).
1785 \]
1786 Here, $ {\Xi^{tt} }$ and $ {\Xi^{rr} }$ are translational friction
1787 tensor and rotational resistance (friction) tensor respectively,
1788 while ${\Xi^{tr} }$ is translation-rotation coupling tensor and $
1789 {\Xi^{rt} }$ is rotation-translation coupling tensor. When a
1790 particle moves in a fluid, it may experience friction force or
1791 torque along the opposite direction of the velocity or angular
1792 velocity,
1793 \[
1794 \left( \begin{array}{l}
1795 F_R \\
1796 \tau _R \\
1797 \end{array} \right) = - \left( {\begin{array}{*{20}c}
1798 {\Xi ^{tt} } & {\Xi ^{rt} } \\
1799 {\Xi ^{tr} } & {\Xi ^{rr} } \\
1800 \end{array}} \right)\left( \begin{array}{l}
1801 v \\
1802 w \\
1803 \end{array} \right)
1804 \]
1805 where $F_r$ is the friction force and $\tau _R$ is the friction
1806 toque.
1807
1808 \subsubsection{\label{introSection:resistanceTensorRegular}\textbf{The Resistance Tensor for Regular Shape}}
1809
1810 For a spherical particle, the translational and rotational friction
1811 constant can be calculated from Stoke's law,
1812 \[
1813 \Xi ^{tt} = \left( {\begin{array}{*{20}c}
1814 {6\pi \eta R} & 0 & 0 \\
1815 0 & {6\pi \eta R} & 0 \\
1816 0 & 0 & {6\pi \eta R} \\
1817 \end{array}} \right)
1818 \]
1819 and
1820 \[
1821 \Xi ^{rr} = \left( {\begin{array}{*{20}c}
1822 {8\pi \eta R^3 } & 0 & 0 \\
1823 0 & {8\pi \eta R^3 } & 0 \\
1824 0 & 0 & {8\pi \eta R^3 } \\
1825 \end{array}} \right)
1826 \]
1827 where $\eta$ is the viscosity of the solvent and $R$ is the
1828 hydrodynamics radius.
1829
1830 Other non-spherical shape, such as cylinder and ellipsoid
1831 \textit{etc}, are widely used as reference for developing new
1832 hydrodynamics theory, because their properties can be calculated
1833 exactly. In 1936, Perrin extended Stokes's law to general ellipsoid,
1834 also called a triaxial ellipsoid, which is given in Cartesian
1835 coordinates by\cite{Perrin1934, Perrin1936}
1836 \[
1837 \frac{{x^2 }}{{a^2 }} + \frac{{y^2 }}{{b^2 }} + \frac{{z^2 }}{{c^2
1838 }} = 1
1839 \]
1840 where the semi-axes are of lengths $a$, $b$, and $c$. Unfortunately,
1841 due to the complexity of the elliptic integral, only the ellipsoid
1842 with the restriction of two axes having to be equal, \textit{i.e.}
1843 prolate($ a \ge b = c$) and oblate ($ a < b = c $), can be solved
1844 exactly. Introducing an elliptic integral parameter $S$ for prolate,
1845 \[
1846 S = \frac{2}{{\sqrt {a^2 - b^2 } }}\ln \frac{{a + \sqrt {a^2 - b^2
1847 } }}{b},
1848 \]
1849 and oblate,
1850 \[
1851 S = \frac{2}{{\sqrt {b^2 - a^2 } }}arctg\frac{{\sqrt {b^2 - a^2 }
1852 }}{a}
1853 \],
1854 one can write down the translational and rotational resistance
1855 tensors
1856 \[
1857 \begin{array}{l}
1858 \Xi _a^{tt} = 16\pi \eta \frac{{a^2 - b^2 }}{{(2a^2 - b^2 )S - 2a}} \\
1859 \Xi _b^{tt} = \Xi _c^{tt} = 32\pi \eta \frac{{a^2 - b^2 }}{{(2a^2 - 3b^2 )S + 2a}} \\
1860 \end{array},
1861 \]
1862 and
1863 \[
1864 \begin{array}{l}
1865 \Xi _a^{rr} = \frac{{32\pi }}{3}\eta \frac{{(a^2 - b^2 )b^2 }}{{2a - b^2 S}} \\
1866 \Xi _b^{rr} = \Xi _c^{rr} = \frac{{32\pi }}{3}\eta \frac{{(a^4 - b^4 )}}{{(2a^2 - b^2 )S - 2a}} \\
1867 \end{array}.
1868 \]
1869
1870 \subsubsection{\label{introSection:resistanceTensorRegularArbitrary}\textbf{The Resistance Tensor for Arbitrary Shape}}
1871
1872 Unlike spherical and other regular shaped molecules, there is not
1873 analytical solution for friction tensor of any arbitrary shaped
1874 rigid molecules. The ellipsoid of revolution model and general
1875 triaxial ellipsoid model have been used to approximate the
1876 hydrodynamic properties of rigid bodies. However, since the mapping
1877 from all possible ellipsoidal space, $r$-space, to all possible
1878 combination of rotational diffusion coefficients, $D$-space is not
1879 unique\cite{Wegener1979} as well as the intrinsic coupling between
1880 translational and rotational motion of rigid body, general ellipsoid
1881 is not always suitable for modeling arbitrarily shaped rigid
1882 molecule. A number of studies have been devoted to determine the
1883 friction tensor for irregularly shaped rigid bodies using more
1884 advanced method where the molecule of interest was modeled by
1885 combinations of spheres(beads)\cite{Carrasco1999} and the
1886 hydrodynamics properties of the molecule can be calculated using the
1887 hydrodynamic interaction tensor. Let us consider a rigid assembly of
1888 $N$ beads immersed in a continuous medium. Due to hydrodynamics
1889 interaction, the ``net'' velocity of $i$th bead, $v'_i$ is different
1890 than its unperturbed velocity $v_i$,
1891 \[
1892 v'_i = v_i - \sum\limits_{j \ne i} {T_{ij} F_j }
1893 \]
1894 where $F_i$ is the frictional force, and $T_{ij}$ is the
1895 hydrodynamic interaction tensor. The friction force of $i$th bead is
1896 proportional to its ``net'' velocity
1897 \begin{equation}
1898 F_i = \zeta _i v_i - \zeta _i \sum\limits_{j \ne i} {T_{ij} F_j }.
1899 \label{introEquation:tensorExpression}
1900 \end{equation}
1901 This equation is the basis for deriving the hydrodynamic tensor. In
1902 1930, Oseen and Burgers gave a simple solution to Equation
1903 \ref{introEquation:tensorExpression}
1904 \begin{equation}
1905 T_{ij} = \frac{1}{{8\pi \eta r_{ij} }}\left( {I + \frac{{R_{ij}
1906 R_{ij}^T }}{{R_{ij}^2 }}} \right).
1907 \label{introEquation:oseenTensor}
1908 \end{equation}
1909 Here $R_{ij}$ is the distance vector between bead $i$ and bead $j$.
1910 A second order expression for element of different size was
1911 introduced by Rotne and Prager\cite{Rotne1969} and improved by
1912 Garc\'{i}a de la Torre and Bloomfield\cite{Torre1977},
1913 \begin{equation}
1914 T_{ij} = \frac{1}{{8\pi \eta R_{ij} }}\left[ {\left( {I +
1915 \frac{{R_{ij} R_{ij}^T }}{{R_{ij}^2 }}} \right) + R\frac{{\sigma
1916 _i^2 + \sigma _j^2 }}{{r_{ij}^2 }}\left( {\frac{I}{3} -
1917 \frac{{R_{ij} R_{ij}^T }}{{R_{ij}^2 }}} \right)} \right].
1918 \label{introEquation:RPTensorNonOverlapped}
1919 \end{equation}
1920 Both of the Equation \ref{introEquation:oseenTensor} and Equation
1921 \ref{introEquation:RPTensorNonOverlapped} have an assumption $R_{ij}
1922 \ge \sigma _i + \sigma _j$. An alternative expression for
1923 overlapping beads with the same radius, $\sigma$, is given by
1924 \begin{equation}
1925 T_{ij} = \frac{1}{{6\pi \eta R_{ij} }}\left[ {\left( {1 -
1926 \frac{2}{{32}}\frac{{R_{ij} }}{\sigma }} \right)I +
1927 \frac{2}{{32}}\frac{{R_{ij} R_{ij}^T }}{{R_{ij} \sigma }}} \right]
1928 \label{introEquation:RPTensorOverlapped}
1929 \end{equation}
1930
1931 To calculate the resistance tensor at an arbitrary origin $O$, we
1932 construct a $3N \times 3N$ matrix consisting of $N \times N$
1933 $B_{ij}$ blocks
1934 \begin{equation}
1935 B = \left( {\begin{array}{*{20}c}
1936 {B_{11} } & \ldots & {B_{1N} } \\
1937 \vdots & \ddots & \vdots \\
1938 {B_{N1} } & \cdots & {B_{NN} } \\
1939 \end{array}} \right),
1940 \end{equation}
1941 where $B_{ij}$ is given by
1942 \[
1943 B_{ij} = \delta _{ij} \frac{I}{{6\pi \eta R}} + (1 - \delta _{ij}
1944 )T_{ij}
1945 \]
1946 where $\delta _{ij}$ is Kronecker delta function. Inverting matrix
1947 $B$, we obtain
1948
1949 \[
1950 C = B^{ - 1} = \left( {\begin{array}{*{20}c}
1951 {C_{11} } & \ldots & {C_{1N} } \\
1952 \vdots & \ddots & \vdots \\
1953 {C_{N1} } & \cdots & {C_{NN} } \\
1954 \end{array}} \right)
1955 \]
1956 , which can be partitioned into $N \times N$ $3 \times 3$ block
1957 $C_{ij}$. With the help of $C_{ij}$ and skew matrix $U_i$
1958 \[
1959 U_i = \left( {\begin{array}{*{20}c}
1960 0 & { - z_i } & {y_i } \\
1961 {z_i } & 0 & { - x_i } \\
1962 { - y_i } & {x_i } & 0 \\
1963 \end{array}} \right)
1964 \]
1965 where $x_i$, $y_i$, $z_i$ are the components of the vector joining
1966 bead $i$ and origin $O$. Hence, the elements of resistance tensor at
1967 arbitrary origin $O$ can be written as
1968 \begin{equation}
1969 \begin{array}{l}
1970 \Xi _{}^{tt} = \sum\limits_i {\sum\limits_j {C_{ij} } } , \\
1971 \Xi _{}^{tr} = \Xi _{}^{rt} = \sum\limits_i {\sum\limits_j {U_i C_{ij} } } , \\
1972 \Xi _{}^{rr} = - \sum\limits_i {\sum\limits_j {U_i C_{ij} } } U_j \\
1973 \end{array}
1974 \label{introEquation:ResistanceTensorArbitraryOrigin}
1975 \end{equation}
1976
1977 The resistance tensor depends on the origin to which they refer. The
1978 proper location for applying friction force is the center of
1979 resistance (reaction), at which the trace of rotational resistance
1980 tensor, $ \Xi ^{rr}$ reaches minimum. Mathematically, the center of
1981 resistance is defined as an unique point of the rigid body at which
1982 the translation-rotation coupling tensor are symmetric,
1983 \begin{equation}
1984 \Xi^{tr} = \left( {\Xi^{tr} } \right)^T
1985 \label{introEquation:definitionCR}
1986 \end{equation}
1987 Form Equation \ref{introEquation:ResistanceTensorArbitraryOrigin},
1988 we can easily find out that the translational resistance tensor is
1989 origin independent, while the rotational resistance tensor and
1990 translation-rotation coupling resistance tensor depend on the
1991 origin. Given resistance tensor at an arbitrary origin $O$, and a
1992 vector ,$r_{OP}(x_{OP}, y_{OP}, z_{OP})$, from $O$ to $P$, we can
1993 obtain the resistance tensor at $P$ by
1994 \begin{equation}
1995 \begin{array}{l}
1996 \Xi _P^{tt} = \Xi _O^{tt} \\
1997 \Xi _P^{tr} = \Xi _P^{rt} = \Xi _O^{tr} - U_{OP} \Xi _O^{tt} \\
1998 \Xi _P^{rr} = \Xi _O^{rr} - U_{OP} \Xi _O^{tt} U_{OP} + \Xi _O^{tr} U_{OP} - U_{OP} \Xi _O^{{tr} ^{^T }} \\
1999 \end{array}
2000 \label{introEquation:resistanceTensorTransformation}
2001 \end{equation}
2002 where
2003 \[
2004 U_{OP} = \left( {\begin{array}{*{20}c}
2005 0 & { - z_{OP} } & {y_{OP} } \\
2006 {z_i } & 0 & { - x_{OP} } \\
2007 { - y_{OP} } & {x_{OP} } & 0 \\
2008 \end{array}} \right)
2009 \]
2010 Using Equations \ref{introEquation:definitionCR} and
2011 \ref{introEquation:resistanceTensorTransformation}, one can locate
2012 the position of center of resistance,
2013 \begin{eqnarray*}
2014 \left( \begin{array}{l}
2015 x_{OR} \\
2016 y_{OR} \\
2017 z_{OR} \\
2018 \end{array} \right) & = &\left( {\begin{array}{*{20}c}
2019 {(\Xi _O^{rr} )_{yy} + (\Xi _O^{rr} )_{zz} } & { - (\Xi _O^{rr} )_{xy} } & { - (\Xi _O^{rr} )_{xz} } \\
2020 { - (\Xi _O^{rr} )_{xy} } & {(\Xi _O^{rr} )_{zz} + (\Xi _O^{rr} )_{xx} } & { - (\Xi _O^{rr} )_{yz} } \\
2021 { - (\Xi _O^{rr} )_{xz} } & { - (\Xi _O^{rr} )_{yz} } & {(\Xi _O^{rr} )_{xx} + (\Xi _O^{rr} )_{yy} } \\
2022 \end{array}} \right)^{ - 1} \\
2023 & & \left( \begin{array}{l}
2024 (\Xi _O^{tr} )_{yz} - (\Xi _O^{tr} )_{zy} \\
2025 (\Xi _O^{tr} )_{zx} - (\Xi _O^{tr} )_{xz} \\
2026 (\Xi _O^{tr} )_{xy} - (\Xi _O^{tr} )_{yx} \\
2027 \end{array} \right) \\
2028 \end{eqnarray*}
2029
2030
2031
2032 where $x_OR$, $y_OR$, $z_OR$ are the components of the vector
2033 joining center of resistance $R$ and origin $O$.