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