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# Line 117 | Line 117 | for a holonomic system of $f$ degrees of freedom, the
117   \subsubsection{\label{introSection:equationOfMotionLagrangian}The
118   Equations of Motion in Lagrangian Mechanics}
119  
120 < for a holonomic system of $f$ degrees of freedom, the equations of
120 > For a holonomic system of $f$ degrees of freedom, the equations of
121   motion in the Lagrangian form is
122   \begin{equation}
123   \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
# Line 212 | Line 212 | q_i }}} \right) = 0}
212   }}\dot p_i } \right)}  = \sum\limits_i {\left( {\frac{{\partial
213   H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
214   \frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
215 < q_i }}} \right) = 0}
216 < \label{introEquation:conserveHalmitonian}
215 > q_i }}} \right) = 0} \label{introEquation:conserveHalmitonian}
216   \end{equation}
217  
218 < When studying Hamiltonian system, it is more convenient to use
219 < notation
218 > \section{\label{introSection:statisticalMechanics}Statistical
219 > Mechanics}
220 >
221 > The thermodynamic behaviors and properties of Molecular Dynamics
222 > simulation are governed by the principle of Statistical Mechanics.
223 > The following section will give a brief introduction to some of the
224 > Statistical Mechanics concepts and theorem presented in this
225 > dissertation.
226 >
227 > \subsection{\label{introSection:ensemble}Phase Space and Ensemble}
228 >
229 > Mathematically, phase space is the space which represents all
230 > possible states. Each possible state of the system corresponds to
231 > one unique point in the phase space. For mechanical systems, the
232 > phase space usually consists of all possible values of position and
233 > momentum variables. Consider a dynamic system in a cartesian space,
234 > where each of the $6f$ coordinates and momenta is assigned to one of
235 > $6f$ mutually orthogonal axes, the phase space of this system is a
236 > $6f$ dimensional space. A point, $x = (q_1 , \ldots ,q_f ,p_1 ,
237 > \ldots ,p_f )$, with a unique set of values of $6f$ coordinates and
238 > momenta is a phase space vector.
239 >
240 > A microscopic state or microstate of a classical system is
241 > specification of the complete phase space vector of a system at any
242 > instant in time. An ensemble is defined as a collection of systems
243 > sharing one or more macroscopic characteristics but each being in a
244 > unique microstate. The complete ensemble is specified by giving all
245 > systems or microstates consistent with the common macroscopic
246 > characteristics of the ensemble. Although the state of each
247 > individual system in the ensemble could be precisely described at
248 > any instance in time by a suitable phase space vector, when using
249 > ensembles for statistical purposes, there is no need to maintain
250 > distinctions between individual systems, since the numbers of
251 > systems at any time in the different states which correspond to
252 > different regions of the phase space are more interesting. Moreover,
253 > in the point of view of statistical mechanics, one would prefer to
254 > use ensembles containing a large enough population of separate
255 > members so that the numbers of systems in such different states can
256 > be regarded as changing continuously as we traverse different
257 > regions of the phase space. The condition of an ensemble at any time
258 > can be regarded as appropriately specified by the density $\rho$
259 > with which representative points are distributed over the phase
260 > space. The density of distribution for an ensemble with $f$ degrees
261 > of freedom is defined as,
262   \begin{equation}
263 < r = r(q,p)^T
264 < \end{equation}
265 < and to introduce a $2n \times 2n$ canonical structure matrix $J$,
263 > \rho  = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
264 > \label{introEquation:densityDistribution}
265 > \end{equation}
266 > Governed by the principles of mechanics, the phase points change
267 > their value which would change the density at any time at phase
268 > space. Hence, the density of distribution is also to be taken as a
269 > function of the time.
270 >
271 > The number of systems $\delta N$ at time $t$ can be determined by,
272   \begin{equation}
273 < J = \left( {\begin{array}{*{20}c}
274 <   0 & I  \\
228 <   { - I} & 0  \\
229 < \end{array}} \right)
230 < \label{introEquation:canonicalMatrix}
273 > \delta N = \rho (q,p,t)dq_1  \ldots dq_f dp_1  \ldots dp_f.
274 > \label{introEquation:deltaN}
275   \end{equation}
276 < where $I$ is a $n \times n$ identity matrix and $J$ is a
277 < skew-symmetric matrix ($ J^T  =  - J $). Thus, Hamiltonian system
278 < can be rewritten as,
276 > Assuming a large enough population of systems are exploited, we can
277 > sufficiently approximate $\delta N$ without introducing
278 > discontinuity when we go from one region in the phase space to
279 > another. By integrating over the whole phase space,
280   \begin{equation}
281 < \frac{d}{{dt}}r = J\nabla _r H(r)
282 < \label{introEquation:compactHamiltonian}
281 > N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
282 > \label{introEquation:totalNumberSystem}
283   \end{equation}
284 + gives us an expression for the total number of the systems. Hence,
285 + the probability per unit in the phase space can be obtained by,
286 + \begin{equation}
287 + \frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
288 + {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
289 + \label{introEquation:unitProbability}
290 + \end{equation}
291 + With the help of Equation(\ref{introEquation:unitProbability}) and
292 + the knowledge of the system, it is possible to calculate the average
293 + value of any desired quantity which depends on the coordinates and
294 + momenta of the system. Even when the dynamics of the real system is
295 + complex, or stochastic, or even discontinuous, the average
296 + properties of the ensemble of possibilities as a whole may still
297 + remain well defined. For a classical system in thermal equilibrium
298 + with its environment, the ensemble average of a mechanical quantity,
299 + $\langle A(q , p) \rangle_t$, takes the form of an integral over the
300 + phase space of the system,
301 + \begin{equation}
302 + \langle  A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
303 + (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
304 + (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}
305 + \label{introEquation:ensembelAverage}
306 + \end{equation}
307  
308 < \section{\label{introSection:statisticalMechanics}Statistical
309 < Mechanics}
308 > There are several different types of ensembles with different
309 > statistical characteristics. As a function of macroscopic
310 > parameters, such as temperature \textit{etc}, partition function can
311 > be used to describe the statistical properties of a system in
312 > thermodynamic equilibrium.
313  
314 < The thermodynamic behaviors and properties of Molecular Dynamics
315 < simulation are governed by the principle of Statistical Mechanics.
316 < The following section will give a brief introduction to some of the
317 < Statistical Mechanics concepts presented in this dissertation.
314 > As an ensemble of systems, each of which is known to be thermally
315 > isolated and conserve energy, Microcanonical ensemble(NVE) has a
316 > partition function like,
317 > \begin{equation}
318 > \Omega (N,V,E) = e^{\beta TS}
319 > \label{introEqaution:NVEPartition}.
320 > \end{equation}
321 > A canonical ensemble(NVT)is an ensemble of systems, each of which
322 > can share its energy with a large heat reservoir. The distribution
323 > of the total energy amongst the possible dynamical states is given
324 > by the partition function,
325 > \begin{equation}
326 > \Omega (N,V,T) = e^{ - \beta A}
327 > \label{introEquation:NVTPartition}
328 > \end{equation}
329 > Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
330 > TS$. Since most experiment are carried out under constant pressure
331 > condition, isothermal-isobaric ensemble(NPT) play a very important
332 > role in molecular simulation. The isothermal-isobaric ensemble allow
333 > the system to exchange energy with a heat bath of temperature $T$
334 > and to change the volume as well. Its partition function is given as
335 > \begin{equation}
336 > \Delta (N,P,T) =  - e^{\beta G}.
337 > \label{introEquation:NPTPartition}
338 > \end{equation}
339 > Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.
340  
341 < \subsection{\label{introSection:ensemble}Ensemble and Phase Space}
341 > \subsection{\label{introSection:liouville}Liouville's theorem}
342 >
343 > The Liouville's theorem is the foundation on which statistical
344 > mechanics rests. It describes the time evolution of phase space
345 > distribution function. In order to calculate the rate of change of
346 > $\rho$, we begin from Equation(\ref{introEquation:deltaN}). If we
347 > consider the two faces perpendicular to the $q_1$ axis, which are
348 > located at $q_1$ and $q_1 + \delta q_1$, the number of phase points
349 > leaving the opposite face is given by the expression,
350 > \begin{equation}
351 > \left( {\rho  + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
352 > \right)\left( {\dot q_1  + \frac{{\partial \dot q_1 }}{{\partial q_1
353 > }}\delta q_1 } \right)\delta q_2  \ldots \delta q_f \delta p_1
354 > \ldots \delta p_f .
355 > \end{equation}
356 > Summing all over the phase space, we obtain
357 > \begin{equation}
358 > \frac{{d(\delta N)}}{{dt}} =  - \sum\limits_{i = 1}^f {\left[ {\rho
359 > \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
360 > \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
361 > {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  + \frac{{\partial
362 > \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
363 > \ldots \delta q_f \delta p_1  \ldots \delta p_f .
364 > \end{equation}
365 > Differentiating the equations of motion in Hamiltonian formalism
366 > (\ref{introEquation:motionHamiltonianCoordinate},
367 > \ref{introEquation:motionHamiltonianMomentum}), we can show,
368 > \begin{equation}
369 > \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
370 > + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)}  = 0 ,
371 > \end{equation}
372 > which cancels the first terms of the right hand side. Furthermore,
373 > divining $ \delta q_1  \ldots \delta q_f \delta p_1  \ldots \delta
374 > p_f $ in both sides, we can write out Liouville's theorem in a
375 > simple form,
376 > \begin{equation}
377 > \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
378 > {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i  +
379 > \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)}  = 0 .
380 > \label{introEquation:liouvilleTheorem}
381 > \end{equation}
382 >
383 > Liouville's theorem states that the distribution function is
384 > constant along any trajectory in phase space. In classical
385 > statistical mechanics, since the number of particles in the system
386 > is huge, we may be able to believe the system is stationary,
387 > \begin{equation}
388 > \frac{{\partial \rho }}{{\partial t}} = 0.
389 > \label{introEquation:stationary}
390 > \end{equation}
391 > In such stationary system, the density of distribution $\rho$ can be
392 > connected to the Hamiltonian $H$ through Maxwell-Boltzmann
393 > distribution,
394 > \begin{equation}
395 > \rho  \propto e^{ - \beta H}
396 > \label{introEquation:densityAndHamiltonian}
397 > \end{equation}
398 >
399 > Liouville's theorem can be expresses in a variety of different forms
400 > which are convenient within different contexts. For any two function
401 > $F$ and $G$ of the coordinates and momenta of a system, the Poisson
402 > bracket ${F, G}$ is defined as
403 > \begin{equation}
404 > \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
405 > F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
406 > \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
407 > q_i }}} \right)}.
408 > \label{introEquation:poissonBracket}
409 > \end{equation}
410 > Substituting equations of motion in Hamiltonian formalism(
411 > \ref{introEquation:motionHamiltonianCoordinate} ,
412 > \ref{introEquation:motionHamiltonianMomentum} ) into
413 > (\ref{introEquation:liouvilleTheorem}), we can rewrite Liouville's
414 > theorem using Poisson bracket notion,
415 > \begin{equation}
416 > \left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - \left\{
417 > {\rho ,H} \right\}.
418 > \label{introEquation:liouvilleTheromInPoissin}
419 > \end{equation}
420 > Moreover, the Liouville operator is defined as
421 > \begin{equation}
422 > iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
423 > p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
424 > H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
425 > \label{introEquation:liouvilleOperator}
426 > \end{equation}
427 > In terms of Liouville operator, Liouville's equation can also be
428 > expressed as
429 > \begin{equation}
430 > \left( {\frac{{\partial \rho }}{{\partial t}}} \right) =  - iL\rho
431 > \label{introEquation:liouvilleTheoremInOperator}
432 > \end{equation}
433  
434 +
435   \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
436  
437   Various thermodynamic properties can be calculated from Molecular
# Line 261 | Line 446 | statistical ensemble are identical \cite{Frenkel1996,
446   ensemble average. It states that time average and average over the
447   statistical ensemble are identical \cite{Frenkel1996, leach01:mm}.
448   \begin{equation}
449 < \langle A \rangle_t = \mathop {\lim }\limits_{t \to \infty }
450 < \frac{1}{t}\int\limits_0^t {A(p(t),q(t))dt = \int\limits_\Gamma
451 < {A(p(t),q(t))} } \rho (p(t), q(t)) dpdq
449 > \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
450 > \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
451 > {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
452   \end{equation}
453 < where $\langle A \rangle_t$ is an equilibrium value of a physical
454 < quantity and $\rho (p(t), q(t))$ is the equilibrium distribution
455 < function. If an observation is averaged over a sufficiently long
456 < time (longer than relaxation time), all accessible microstates in
457 < phase space are assumed to be equally probed, giving a properly
458 < weighted statistical average. This allows the researcher freedom of
459 < choice when deciding how best to measure a given observable. In case
460 < an ensemble averaged approach sounds most reasonable, the Monte
461 < Carlo techniques\cite{metropolis:1949} can be utilized. Or if the
462 < system lends itself to a time averaging approach, the Molecular
463 < Dynamics techniques in Sec.~\ref{introSection:molecularDynamics}
464 < will be the best choice\cite{Frenkel1996}.
453 > where $\langle  A(q , p) \rangle_t$ is an equilibrium value of a
454 > physical quantity and $\rho (p(t), q(t))$ is the equilibrium
455 > distribution function. If an observation is averaged over a
456 > sufficiently long time (longer than relaxation time), all accessible
457 > microstates in phase space are assumed to be equally probed, giving
458 > a properly weighted statistical average. This allows the researcher
459 > freedom of choice when deciding how best to measure a given
460 > observable. In case an ensemble averaged approach sounds most
461 > reasonable, the Monte Carlo techniques\cite{metropolis:1949} can be
462 > utilized. Or if the system lends itself to a time averaging
463 > approach, the Molecular Dynamics techniques in
464 > Sec.~\ref{introSection:molecularDynamics} will be the best
465 > choice\cite{Frenkel1996}.
466  
467   \section{\label{introSection:geometricIntegratos}Geometric Integrators}
468   A variety of numerical integrators were proposed to simulate the
# Line 324 | Line 510 | classical mechanics. According to Liouville's theorem,
510   is a \emph{symplectomorphism} if it is a \emph{diffeomorphims} and
511   the \emph{pullback} of $\eta$ under f is equal to $\omega$.
512   Canonical transformation is an example of symplectomorphism in
513 < classical mechanics. According to Liouville's theorem, the
328 < Hamiltonian \emph{flow} or \emph{symplectomorphism} generated by the
329 < Hamiltonian vector filed preserves the volume form on the phase
330 < space, which is the basis of classical statistical mechanics.
513 > classical mechanics.
514  
515 < \subsection{\label{introSection:exactFlow}The Exact Flow of ODE}
515 > \subsection{\label{introSection:ODE}Ordinary Differential Equations}
516  
517 < \subsection{\label{introSection:hamiltonianSplitting}Hamiltonian Splitting}
517 > For a ordinary differential system defined as
518 > \begin{equation}
519 > \dot x = f(x)
520 > \end{equation}
521 > where $x = x(q,p)^T$, this system is canonical Hamiltonian, if
522 > \begin{equation}
523 > f(r) = J\nabla _x H(r).
524 > \end{equation}
525 > $H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
526 > matrix
527 > \begin{equation}
528 > J = \left( {\begin{array}{*{20}c}
529 >   0 & I  \\
530 >   { - I} & 0  \\
531 > \end{array}} \right)
532 > \label{introEquation:canonicalMatrix}
533 > \end{equation}
534 > where $I$ is an identity matrix. Using this notation, Hamiltonian
535 > system can be rewritten as,
536 > \begin{equation}
537 > \frac{d}{{dt}}x = J\nabla _x H(x)
538 > \label{introEquation:compactHamiltonian}
539 > \end{equation}In this case, $f$ is
540 > called a \emph{Hamiltonian vector field}.
541 >
542 > Another generalization of Hamiltonian dynamics is Poisson Dynamics,
543 > \begin{equation}
544 > \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
545 > \end{equation}
546 > The most obvious change being that matrix $J$ now depends on $x$.
547 > The free rigid body is an example of Poisson system (actually a
548 > Lie-Poisson system) with Hamiltonian function of angular kinetic
549 > energy.
550 > \begin{equation}
551 > J(\pi ) = \left( {\begin{array}{*{20}c}
552 >   0 & {\pi _3 } & { - \pi _2 }  \\
553 >   { - \pi _3 } & 0 & {\pi _1 }  \\
554 >   {\pi _2 } & { - \pi _1 } & 0  \\
555 > \end{array}} \right)
556 > \end{equation}
557  
558 + \begin{equation}
559 + H = \frac{1}{2}\left( {\frac{{\pi _1^2 }}{{I_1 }} + \frac{{\pi _2^2
560 + }}{{I_2 }} + \frac{{\pi _3^2 }}{{I_3 }}} \right)
561 + \end{equation}
562 +
563 + \subsection{\label{introSection:geometricProperties}Geometric Properties}
564 + Let $x(t)$ be the exact solution of the ODE system,
565 + \begin{equation}
566 + \frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
567 + \end{equation}
568 + The exact flow(solution) $\varphi_\tau$ is defined by
569 + \[
570 + x(t+\tau) =\varphi_\tau(x(t))
571 + \]
572 + where $\tau$ is a fixed time step and $\varphi$ is a map from phase
573 + space to itself. In most cases, it is not easy to find the exact
574 + flow $\varphi_\tau$. Instead, we use a approximate map, $\psi_\tau$,
575 + which is usually called integrator. The order of an integrator
576 + $\psi_\tau$ is $p$, if the Taylor series of $\psi_\tau$ agree to
577 + order $p$,
578 + \begin{equation}
579 + \psi_tau(x) = x + \tau f(x) + O(\tau^{p+1})
580 + \end{equation}
581 +
582 + The hidden geometric properties of ODE and its flow play important
583 + roles in numerical studies. Let $\varphi$ be the flow of Hamiltonian
584 + vector field, $\varphi$ is a \emph{symplectic} flow if it satisfies,
585 + \begin{equation}
586 + '\varphi^T J '\varphi = J.
587 + \end{equation}
588 + According to Liouville's theorem, the symplectic volume is invariant
589 + under a Hamiltonian flow, which is the basis for classical
590 + statistical mechanics. Furthermore, the flow of a Hamiltonian vector
591 + field on a symplectic manifold can be shown to be a
592 + symplectomorphism. As to the Poisson system,
593 + \begin{equation}
594 + '\varphi ^T J '\varphi  = J \circ \varphi
595 + \end{equation}
596 + is the property must be preserved by the integrator. It is possible
597 + to construct a \emph{volume-preserving} flow for a source free($
598 + \nabla \cdot f = 0 $) ODE, if the flow satisfies $ \det d\varphi  =
599 + 1$. Changing the variables $y = h(x)$ in a
600 + ODE\ref{introEquation:ODE} will result in a new system,
601 + \[
602 + \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
603 + \]
604 + The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
605 + In other words, the flow of this vector field is reversible if and
606 + only if $ h \circ \varphi ^{ - 1}  = \varphi  \circ h $. When
607 + designing any numerical methods, one should always try to preserve
608 + the structural properties of the original ODE and its flow.
609 +
610 + \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
611 + A lot of well established and very effective numerical methods have
612 + been successful precisely because of their symplecticities even
613 + though this fact was not recognized when they were first
614 + constructed. The most famous example is leapfrog methods in
615 + molecular dynamics. In general, symplectic integrators can be
616 + constructed using one of four different methods.
617 + \begin{enumerate}
618 + \item Generating functions
619 + \item Variational methods
620 + \item Runge-Kutta methods
621 + \item Splitting methods
622 + \end{enumerate}
623 +
624 + Generating function tends to lead to methods which are cumbersome
625 + and difficult to use\cite{}. In dissipative systems, variational
626 + methods can capture the decay of energy accurately\cite{}. Since
627 + their geometrically unstable nature against non-Hamiltonian
628 + perturbations, ordinary implicit Runge-Kutta methods are not
629 + suitable for Hamiltonian system. Recently, various high-order
630 + explicit Runge--Kutta methods have been developed to overcome this
631 + instability \cite{}. However, due to computational penalty involved
632 + in implementing the Runge-Kutta methods, they do not attract too
633 + much attention from Molecular Dynamics community. Instead, splitting
634 + have been widely accepted since they exploit natural decompositions
635 + of the system\cite{Tuckerman92}. The main idea behind splitting
636 + methods is to decompose the discrete $\varphi_h$ as a composition of
637 + simpler flows,
638 + \begin{equation}
639 + \varphi _h  = \varphi _{h_1 }  \circ \varphi _{h_2 }  \ldots  \circ
640 + \varphi _{h_n }
641 + \label{introEquation:FlowDecomposition}
642 + \end{equation}
643 + where each of the sub-flow is chosen such that each represent a
644 + simpler integration of the system. Let $\phi$ and $\psi$ both be
645 + symplectic maps, it is easy to show that any composition of
646 + symplectic flows yields a symplectic map,
647 + \begin{equation}
648 + (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
649 + '\phi ' = \phi '^T J\phi ' = J.
650 + \label{introEquation:SymplecticFlowComposition}
651 + \end{equation}
652 + Suppose that a Hamiltonian system has a form with $H = T + V$
653 +
654   \section{\label{introSection:molecularDynamics}Molecular Dynamics}
655  
656   As a special discipline of molecular modeling, Molecular dynamics

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