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1 \chapter{\label{chapt:introduction}INTRODUCTION AND THEORETICAL BACKGROUND}
2
3 \section{\label{introSection:classicalMechanics}Classical
4 Mechanics}
5
6 Closely related to Classical Mechanics, Molecular Dynamics
7 simulations are carried out by integrating the equations of motion
8 for a given system of particles. There are three fundamental ideas
9 behind classical mechanics. Firstly, One can determine the state of
10 a mechanical system at any time of interest; Secondly, all the
11 mechanical properties of the system at that time can be determined
12 by combining the knowledge of the properties of the system with the
13 specification of this state; Finally, the specification of the state
14 when further combine with the laws of mechanics will also be
15 sufficient to predict the future behavior of the system.
16
17 \subsection{\label{introSection:newtonian}Newtonian Mechanics}
18 The discovery of Newton's three laws of mechanics which govern the
19 motion of particles is the foundation of the classical mechanics.
20 Newton¡¯s first law defines a class of inertial frames. Inertial
21 frames are reference frames where a particle not interacting with
22 other bodies will move with constant speed in the same direction.
23 With respect to inertial frames Newton¡¯s second law has the form
24 \begin{equation}
25 F = \frac {dp}{dt} = \frac {mv}{dt}
26 \label{introEquation:newtonSecondLaw}
27 \end{equation}
28 A point mass interacting with other bodies moves with the
29 acceleration along the direction of the force acting on it. Let
30 $F_{ij}$ be the force that particle $i$ exerts on particle $j$, and
31 $F_{ji}$ be the force that particle $j$ exerts on particle $i$.
32 Newton¡¯s third law states that
33 \begin{equation}
34 F_{ij} = -F_{ji}
35 \label{introEquation:newtonThirdLaw}
36 \end{equation}
37
38 Conservation laws of Newtonian Mechanics play very important roles
39 in solving mechanics problems. The linear momentum of a particle is
40 conserved if it is free or it experiences no force. The second
41 conservation theorem concerns the angular momentum of a particle.
42 The angular momentum $L$ of a particle with respect to an origin
43 from which $r$ is measured is defined to be
44 \begin{equation}
45 L \equiv r \times p \label{introEquation:angularMomentumDefinition}
46 \end{equation}
47 The torque $\tau$ with respect to the same origin is defined to be
48 \begin{equation}
49 N \equiv r \times F \label{introEquation:torqueDefinition}
50 \end{equation}
51 Differentiating Eq.~\ref{introEquation:angularMomentumDefinition},
52 \[
53 \dot L = \frac{d}{{dt}}(r \times p) = (\dot r \times p) + (r \times
54 \dot p)
55 \]
56 since
57 \[
58 \dot r \times p = \dot r \times mv = m\dot r \times \dot r \equiv 0
59 \]
60 thus,
61 \begin{equation}
62 \dot L = r \times \dot p = N
63 \end{equation}
64 If there are no external torques acting on a body, the angular
65 momentum of it is conserved. The last conservation theorem state
66 that if all forces are conservative, Energy
67 \begin{equation}E = T + V \label{introEquation:energyConservation}
68 \end{equation}
69 is conserved. All of these conserved quantities are
70 important factors to determine the quality of numerical integration
71 scheme for rigid body \cite{Dullweber1997}.
72
73 \subsection{\label{introSection:lagrangian}Lagrangian Mechanics}
74
75 Newtonian Mechanics suffers from two important limitations: it
76 describes their motion in special cartesian coordinate systems.
77 Another limitation of Newtonian mechanics becomes obvious when we
78 try to describe systems with large numbers of particles. It becomes
79 very difficult to predict the properties of the system by carrying
80 out calculations involving the each individual interaction between
81 all the particles, even if we know all of the details of the
82 interaction. In order to overcome some of the practical difficulties
83 which arise in attempts to apply Newton's equation to complex
84 system, alternative procedures may be developed.
85
86 \subsubsection{\label{introSection:halmiltonPrinciple}Hamilton's
87 Principle}
88
89 Hamilton introduced the dynamical principle upon which it is
90 possible to base all of mechanics and, indeed, most of classical
91 physics. Hamilton's Principle may be stated as follow,
92
93 The actual trajectory, along which a dynamical system may move from
94 one point to another within a specified time, is derived by finding
95 the path which minimizes the time integral of the difference between
96 the kinetic, $K$, and potential energies, $U$ \cite{tolman79}.
97 \begin{equation}
98 \delta \int_{t_1 }^{t_2 } {(K - U)dt = 0} ,
99 \label{introEquation:halmitonianPrinciple1}
100 \end{equation}
101
102 For simple mechanical systems, where the forces acting on the
103 different part are derivable from a potential and the velocities are
104 small compared with that of light, the Lagrangian function $L$ can
105 be define as the difference between the kinetic energy of the system
106 and its potential energy,
107 \begin{equation}
108 L \equiv K - U = L(q_i ,\dot q_i ) ,
109 \label{introEquation:lagrangianDef}
110 \end{equation}
111 then Eq.~\ref{introEquation:halmitonianPrinciple1} becomes
112 \begin{equation}
113 \delta \int_{t_1 }^{t_2 } {L dt = 0} ,
114 \label{introEquation:halmitonianPrinciple2}
115 \end{equation}
116
117 \subsubsection{\label{introSection:equationOfMotionLagrangian}The
118 Equations of Motion in Lagrangian Mechanics}
119
120 For a holonomic system of $f$ degrees of freedom, the equations of
121 motion in the Lagrangian form is
122 \begin{equation}
123 \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
124 \frac{{\partial L}}{{\partial q_i }} = 0,{\rm{ }}i = 1, \ldots,f
125 \label{introEquation:eqMotionLagrangian}
126 \end{equation}
127 where $q_{i}$ is generalized coordinate and $\dot{q_{i}}$ is
128 generalized velocity.
129
130 \subsection{\label{introSection:hamiltonian}Hamiltonian Mechanics}
131
132 Arising from Lagrangian Mechanics, Hamiltonian Mechanics was
133 introduced by William Rowan Hamilton in 1833 as a re-formulation of
134 classical mechanics. If the potential energy of a system is
135 independent of generalized velocities, the generalized momenta can
136 be defined as
137 \begin{equation}
138 p_i = \frac{\partial L}{\partial \dot q_i}
139 \label{introEquation:generalizedMomenta}
140 \end{equation}
141 The Lagrange equations of motion are then expressed by
142 \begin{equation}
143 p_i = \frac{{\partial L}}{{\partial q_i }}
144 \label{introEquation:generalizedMomentaDot}
145 \end{equation}
146
147 With the help of the generalized momenta, we may now define a new
148 quantity $H$ by the equation
149 \begin{equation}
150 H = \sum\limits_k {p_k \dot q_k } - L ,
151 \label{introEquation:hamiltonianDefByLagrangian}
152 \end{equation}
153 where $ \dot q_1 \ldots \dot q_f $ are generalized velocities and
154 $L$ is the Lagrangian function for the system.
155
156 Differentiating Eq.~\ref{introEquation:hamiltonianDefByLagrangian},
157 one can obtain
158 \begin{equation}
159 dH = \sum\limits_k {\left( {p_k d\dot q_k + \dot q_k dp_k -
160 \frac{{\partial L}}{{\partial q_k }}dq_k - \frac{{\partial
161 L}}{{\partial \dot q_k }}d\dot q_k } \right)} - \frac{{\partial
162 L}}{{\partial t}}dt \label{introEquation:diffHamiltonian1}
163 \end{equation}
164 Making use of Eq.~\ref{introEquation:generalizedMomenta}, the
165 second and fourth terms in the parentheses cancel. Therefore,
166 Eq.~\ref{introEquation:diffHamiltonian1} can be rewritten as
167 \begin{equation}
168 dH = \sum\limits_k {\left( {\dot q_k dp_k - \dot p_k dq_k }
169 \right)} - \frac{{\partial L}}{{\partial t}}dt
170 \label{introEquation:diffHamiltonian2}
171 \end{equation}
172 By identifying the coefficients of $dq_k$, $dp_k$ and dt, we can
173 find
174 \begin{equation}
175 \frac{{\partial H}}{{\partial p_k }} = q_k
176 \label{introEquation:motionHamiltonianCoordinate}
177 \end{equation}
178 \begin{equation}
179 \frac{{\partial H}}{{\partial q_k }} = - p_k
180 \label{introEquation:motionHamiltonianMomentum}
181 \end{equation}
182 and
183 \begin{equation}
184 \frac{{\partial H}}{{\partial t}} = - \frac{{\partial L}}{{\partial
185 t}}
186 \label{introEquation:motionHamiltonianTime}
187 \end{equation}
188
189 Eq.~\ref{introEquation:motionHamiltonianCoordinate} and
190 Eq.~\ref{introEquation:motionHamiltonianMomentum} are Hamilton's
191 equation of motion. Due to their symmetrical formula, they are also
192 known as the canonical equations of motions \cite{Goldstein01}.
193
194 An important difference between Lagrangian approach and the
195 Hamiltonian approach is that the Lagrangian is considered to be a
196 function of the generalized velocities $\dot q_i$ and the
197 generalized coordinates $q_i$, while the Hamiltonian is considered
198 to be a function of the generalized momenta $p_i$ and the conjugate
199 generalized coordinate $q_i$. Hamiltonian Mechanics is more
200 appropriate for application to statistical mechanics and quantum
201 mechanics, since it treats the coordinate and its time derivative as
202 independent variables and it only works with 1st-order differential
203 equations\cite{Marion90}.
204
205 In Newtonian Mechanics, a system described by conservative forces
206 conserves the total energy \ref{introEquation:energyConservation}.
207 It follows that Hamilton's equations of motion conserve the total
208 Hamiltonian.
209 \begin{equation}
210 \frac{{dH}}{{dt}} = \sum\limits_i {\left( {\frac{{\partial
211 H}}{{\partial q_i }}\dot q_i + \frac{{\partial H}}{{\partial p_i
212 }}\dot p_i } \right)} = \sum\limits_i {\left( {\frac{{\partial
213 H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
214 \frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
215 q_i }}} \right) = 0} \label{introEquation:conserveHalmitonian}
216 \end{equation}
217
218 \section{\label{introSection:statisticalMechanics}Statistical
219 Mechanics}
220
221 The thermodynamic behaviors and properties of Molecular Dynamics
222 simulation are governed by the principle of Statistical Mechanics.
223 The following section will give a brief introduction to some of the
224 Statistical Mechanics concepts and theorem presented in this
225 dissertation.
226
227 \subsection{\label{introSection:ensemble}Phase Space and Ensemble}
228
229 Mathematically, phase space is the space which represents all
230 possible states. Each possible state of the system corresponds to
231 one unique point in the phase space. For mechanical systems, the
232 phase space usually consists of all possible values of position and
233 momentum variables. Consider a dynamic system in a cartesian space,
234 where each of the $6f$ coordinates and momenta is assigned to one of
235 $6f$ mutually orthogonal axes, the phase space of this system is a
236 $6f$ dimensional space. A point, $x = (q_1 , \ldots ,q_f ,p_1 ,
237 \ldots ,p_f )$, with a unique set of values of $6f$ coordinates and
238 momenta is a phase space vector.
239
240 A microscopic state or microstate of a classical system is
241 specification of the complete phase space vector of a system at any
242 instant in time. An ensemble is defined as a collection of systems
243 sharing one or more macroscopic characteristics but each being in a
244 unique microstate. The complete ensemble is specified by giving all
245 systems or microstates consistent with the common macroscopic
246 characteristics of the ensemble. Although the state of each
247 individual system in the ensemble could be precisely described at
248 any instance in time by a suitable phase space vector, when using
249 ensembles for statistical purposes, there is no need to maintain
250 distinctions between individual systems, since the numbers of
251 systems at any time in the different states which correspond to
252 different regions of the phase space are more interesting. Moreover,
253 in the point of view of statistical mechanics, one would prefer to
254 use ensembles containing a large enough population of separate
255 members so that the numbers of systems in such different states can
256 be regarded as changing continuously as we traverse different
257 regions of the phase space. The condition of an ensemble at any time
258 can be regarded as appropriately specified by the density $\rho$
259 with which representative points are distributed over the phase
260 space. The density of distribution for an ensemble with $f$ degrees
261 of freedom is defined as,
262 \begin{equation}
263 \rho = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
264 \label{introEquation:densityDistribution}
265 \end{equation}
266 Governed by the principles of mechanics, the phase points change
267 their value which would change the density at any time at phase
268 space. Hence, the density of distribution is also to be taken as a
269 function of the time.
270
271 The number of systems $\delta N$ at time $t$ can be determined by,
272 \begin{equation}
273 \delta N = \rho (q,p,t)dq_1 \ldots dq_f dp_1 \ldots dp_f.
274 \label{introEquation:deltaN}
275 \end{equation}
276 Assuming a large enough population of systems are exploited, we can
277 sufficiently approximate $\delta N$ without introducing
278 discontinuity when we go from one region in the phase space to
279 another. By integrating over the whole phase space,
280 \begin{equation}
281 N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
282 \label{introEquation:totalNumberSystem}
283 \end{equation}
284 gives us an expression for the total number of the systems. Hence,
285 the probability per unit in the phase space can be obtained by,
286 \begin{equation}
287 \frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
288 {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
289 \label{introEquation:unitProbability}
290 \end{equation}
291 With the help of Equation(\ref{introEquation:unitProbability}) and
292 the knowledge of the system, it is possible to calculate the average
293 value of any desired quantity which depends on the coordinates and
294 momenta of the system. Even when the dynamics of the real system is
295 complex, or stochastic, or even discontinuous, the average
296 properties of the ensemble of possibilities as a whole may still
297 remain well defined. For a classical system in thermal equilibrium
298 with its environment, the ensemble average of a mechanical quantity,
299 $\langle A(q , p) \rangle_t$, takes the form of an integral over the
300 phase space of the system,
301 \begin{equation}
302 \langle A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
303 (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
304 (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}
305 \label{introEquation:ensembelAverage}
306 \end{equation}
307
308 There are several different types of ensembles with different
309 statistical characteristics. As a function of macroscopic
310 parameters, such as temperature \textit{etc}, partition function can
311 be used to describe the statistical properties of a system in
312 thermodynamic equilibrium.
313
314 As an ensemble of systems, each of which is known to be thermally
315 isolated and conserve energy, Microcanonical ensemble(NVE) has a
316 partition function like,
317 \begin{equation}
318 \Omega (N,V,E) = e^{\beta TS} \label{introEquation:NVEPartition}.
319 \end{equation}
320 A canonical ensemble(NVT)is an ensemble of systems, each of which
321 can share its energy with a large heat reservoir. The distribution
322 of the total energy amongst the possible dynamical states is given
323 by the partition function,
324 \begin{equation}
325 \Omega (N,V,T) = e^{ - \beta A}
326 \label{introEquation:NVTPartition}
327 \end{equation}
328 Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
329 TS$. Since most experiment are carried out under constant pressure
330 condition, isothermal-isobaric ensemble(NPT) play a very important
331 role in molecular simulation. The isothermal-isobaric ensemble allow
332 the system to exchange energy with a heat bath of temperature $T$
333 and to change the volume as well. Its partition function is given as
334 \begin{equation}
335 \Delta (N,P,T) = - e^{\beta G}.
336 \label{introEquation:NPTPartition}
337 \end{equation}
338 Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.
339
340 \subsection{\label{introSection:liouville}Liouville's theorem}
341
342 The Liouville's theorem is the foundation on which statistical
343 mechanics rests. It describes the time evolution of phase space
344 distribution function. In order to calculate the rate of change of
345 $\rho$, we begin from Equation(\ref{introEquation:deltaN}). If we
346 consider the two faces perpendicular to the $q_1$ axis, which are
347 located at $q_1$ and $q_1 + \delta q_1$, the number of phase points
348 leaving the opposite face is given by the expression,
349 \begin{equation}
350 \left( {\rho + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
351 \right)\left( {\dot q_1 + \frac{{\partial \dot q_1 }}{{\partial q_1
352 }}\delta q_1 } \right)\delta q_2 \ldots \delta q_f \delta p_1
353 \ldots \delta p_f .
354 \end{equation}
355 Summing all over the phase space, we obtain
356 \begin{equation}
357 \frac{{d(\delta N)}}{{dt}} = - \sum\limits_{i = 1}^f {\left[ {\rho
358 \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
359 \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
360 {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i + \frac{{\partial
361 \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
362 \ldots \delta q_f \delta p_1 \ldots \delta p_f .
363 \end{equation}
364 Differentiating the equations of motion in Hamiltonian formalism
365 (\ref{introEquation:motionHamiltonianCoordinate},
366 \ref{introEquation:motionHamiltonianMomentum}), we can show,
367 \begin{equation}
368 \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
369 + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)} = 0 ,
370 \end{equation}
371 which cancels the first terms of the right hand side. Furthermore,
372 divining $ \delta q_1 \ldots \delta q_f \delta p_1 \ldots \delta
373 p_f $ in both sides, we can write out Liouville's theorem in a
374 simple form,
375 \begin{equation}
376 \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
377 {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i +
378 \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)} = 0 .
379 \label{introEquation:liouvilleTheorem}
380 \end{equation}
381
382 Liouville's theorem states that the distribution function is
383 constant along any trajectory in phase space. In classical
384 statistical mechanics, since the number of particles in the system
385 is huge, we may be able to believe the system is stationary,
386 \begin{equation}
387 \frac{{\partial \rho }}{{\partial t}} = 0.
388 \label{introEquation:stationary}
389 \end{equation}
390 In such stationary system, the density of distribution $\rho$ can be
391 connected to the Hamiltonian $H$ through Maxwell-Boltzmann
392 distribution,
393 \begin{equation}
394 \rho \propto e^{ - \beta H}
395 \label{introEquation:densityAndHamiltonian}
396 \end{equation}
397
398 \subsubsection{\label{introSection:phaseSpaceConservation}Conservation of Phase Space}
399 Lets consider a region in the phase space,
400 \begin{equation}
401 \delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
402 \end{equation}
403 If this region is small enough, the density $\rho$ can be regarded
404 as uniform over the whole phase space. Thus, the number of phase
405 points inside this region is given by,
406 \begin{equation}
407 \delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
408 dp_1 } ..dp_f.
409 \end{equation}
410
411 \begin{equation}
412 \frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
413 \frac{d}{{dt}}(\delta v) = 0.
414 \end{equation}
415 With the help of stationary assumption
416 (\ref{introEquation:stationary}), we obtain the principle of the
417 \emph{conservation of extension in phase space},
418 \begin{equation}
419 \frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
420 ...dq_f dp_1 } ..dp_f = 0.
421 \label{introEquation:volumePreserving}
422 \end{equation}
423
424 \subsubsection{\label{introSection:liouvilleInOtherForms}Liouville's Theorem in Other Forms}
425
426 Liouville's theorem can be expresses in a variety of different forms
427 which are convenient within different contexts. For any two function
428 $F$ and $G$ of the coordinates and momenta of a system, the Poisson
429 bracket ${F, G}$ is defined as
430 \begin{equation}
431 \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
432 F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
433 \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
434 q_i }}} \right)}.
435 \label{introEquation:poissonBracket}
436 \end{equation}
437 Substituting equations of motion in Hamiltonian formalism(
438 \ref{introEquation:motionHamiltonianCoordinate} ,
439 \ref{introEquation:motionHamiltonianMomentum} ) into
440 (\ref{introEquation:liouvilleTheorem}), we can rewrite Liouville's
441 theorem using Poisson bracket notion,
442 \begin{equation}
443 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - \left\{
444 {\rho ,H} \right\}.
445 \label{introEquation:liouvilleTheromInPoissin}
446 \end{equation}
447 Moreover, the Liouville operator is defined as
448 \begin{equation}
449 iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
450 p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
451 H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
452 \label{introEquation:liouvilleOperator}
453 \end{equation}
454 In terms of Liouville operator, Liouville's equation can also be
455 expressed as
456 \begin{equation}
457 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - iL\rho
458 \label{introEquation:liouvilleTheoremInOperator}
459 \end{equation}
460
461 \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
462
463 Various thermodynamic properties can be calculated from Molecular
464 Dynamics simulation. By comparing experimental values with the
465 calculated properties, one can determine the accuracy of the
466 simulation and the quality of the underlying model. However, both of
467 experiment and computer simulation are usually performed during a
468 certain time interval and the measurements are averaged over a
469 period of them which is different from the average behavior of
470 many-body system in Statistical Mechanics. Fortunately, Ergodic
471 Hypothesis is proposed to make a connection between time average and
472 ensemble average. It states that time average and average over the
473 statistical ensemble are identical \cite{Frenkel1996, leach01:mm}.
474 \begin{equation}
475 \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
476 \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
477 {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
478 \end{equation}
479 where $\langle A(q , p) \rangle_t$ is an equilibrium value of a
480 physical quantity and $\rho (p(t), q(t))$ is the equilibrium
481 distribution function. If an observation is averaged over a
482 sufficiently long time (longer than relaxation time), all accessible
483 microstates in phase space are assumed to be equally probed, giving
484 a properly weighted statistical average. This allows the researcher
485 freedom of choice when deciding how best to measure a given
486 observable. In case an ensemble averaged approach sounds most
487 reasonable, the Monte Carlo techniques\cite{metropolis:1949} can be
488 utilized. Or if the system lends itself to a time averaging
489 approach, the Molecular Dynamics techniques in
490 Sec.~\ref{introSection:molecularDynamics} will be the best
491 choice\cite{Frenkel1996}.
492
493 \section{\label{introSection:geometricIntegratos}Geometric Integrators}
494 A variety of numerical integrators were proposed to simulate the
495 motions. They usually begin with an initial conditionals and move
496 the objects in the direction governed by the differential equations.
497 However, most of them ignore the hidden physical law contained
498 within the equations. Since 1990, geometric integrators, which
499 preserve various phase-flow invariants such as symplectic structure,
500 volume and time reversal symmetry, are developed to address this
501 issue. The velocity verlet method, which happens to be a simple
502 example of symplectic integrator, continues to gain its popularity
503 in molecular dynamics community. This fact can be partly explained
504 by its geometric nature.
505
506 \subsection{\label{introSection:symplecticManifold}Symplectic Manifold}
507 A \emph{manifold} is an abstract mathematical space. It locally
508 looks like Euclidean space, but when viewed globally, it may have
509 more complicate structure. A good example of manifold is the surface
510 of Earth. It seems to be flat locally, but it is round if viewed as
511 a whole. A \emph{differentiable manifold} (also known as
512 \emph{smooth manifold}) is a manifold with an open cover in which
513 the covering neighborhoods are all smoothly isomorphic to one
514 another. In other words,it is possible to apply calculus on
515 \emph{differentiable manifold}. A \emph{symplectic manifold} is
516 defined as a pair $(M, \omega)$ which consisting of a
517 \emph{differentiable manifold} $M$ and a close, non-degenerated,
518 bilinear symplectic form, $\omega$. A symplectic form on a vector
519 space $V$ is a function $\omega(x, y)$ which satisfies
520 $\omega(\lambda_1x_1+\lambda_2x_2, y) = \lambda_1\omega(x_1, y)+
521 \lambda_2\omega(x_2, y)$, $\omega(x, y) = - \omega(y, x)$ and
522 $\omega(x, x) = 0$. Cross product operation in vector field is an
523 example of symplectic form.
524
525 One of the motivations to study \emph{symplectic manifold} in
526 Hamiltonian Mechanics is that a symplectic manifold can represent
527 all possible configurations of the system and the phase space of the
528 system can be described by it's cotangent bundle. Every symplectic
529 manifold is even dimensional. For instance, in Hamilton equations,
530 coordinate and momentum always appear in pairs.
531
532 Let $(M,\omega)$ and $(N, \eta)$ be symplectic manifolds. A map
533 \[
534 f : M \rightarrow N
535 \]
536 is a \emph{symplectomorphism} if it is a \emph{diffeomorphims} and
537 the \emph{pullback} of $\eta$ under f is equal to $\omega$.
538 Canonical transformation is an example of symplectomorphism in
539 classical mechanics.
540
541 \subsection{\label{introSection:ODE}Ordinary Differential Equations}
542
543 For a ordinary differential system defined as
544 \begin{equation}
545 \dot x = f(x)
546 \end{equation}
547 where $x = x(q,p)^T$, this system is canonical Hamiltonian, if
548 \begin{equation}
549 f(r) = J\nabla _x H(r).
550 \end{equation}
551 $H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
552 matrix
553 \begin{equation}
554 J = \left( {\begin{array}{*{20}c}
555 0 & I \\
556 { - I} & 0 \\
557 \end{array}} \right)
558 \label{introEquation:canonicalMatrix}
559 \end{equation}
560 where $I$ is an identity matrix. Using this notation, Hamiltonian
561 system can be rewritten as,
562 \begin{equation}
563 \frac{d}{{dt}}x = J\nabla _x H(x)
564 \label{introEquation:compactHamiltonian}
565 \end{equation}In this case, $f$ is
566 called a \emph{Hamiltonian vector field}.
567
568 Another generalization of Hamiltonian dynamics is Poisson Dynamics,
569 \begin{equation}
570 \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
571 \end{equation}
572 The most obvious change being that matrix $J$ now depends on $x$.
573 The free rigid body is an example of Poisson system (actually a
574 Lie-Poisson system) with Hamiltonian function of angular kinetic
575 energy.
576 \begin{equation}
577 J(\pi ) = \left( {\begin{array}{*{20}c}
578 0 & {\pi _3 } & { - \pi _2 } \\
579 { - \pi _3 } & 0 & {\pi _1 } \\
580 {\pi _2 } & { - \pi _1 } & 0 \\
581 \end{array}} \right)
582 \end{equation}
583
584 \begin{equation}
585 H = \frac{1}{2}\left( {\frac{{\pi _1^2 }}{{I_1 }} + \frac{{\pi _2^2
586 }}{{I_2 }} + \frac{{\pi _3^2 }}{{I_3 }}} \right)
587 \end{equation}
588
589 \subsection{\label{introSection:exactFlow}Exact Flow}
590
591 Let $x(t)$ be the exact solution of the ODE system,
592 \begin{equation}
593 \frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
594 \end{equation}
595 The exact flow(solution) $\varphi_\tau$ is defined by
596 \[
597 x(t+\tau) =\varphi_\tau(x(t))
598 \]
599 where $\tau$ is a fixed time step and $\varphi$ is a map from phase
600 space to itself. The flow has the continuous group property,
601 \begin{equation}
602 \varphi _{\tau _1 } \circ \varphi _{\tau _2 } = \varphi _{\tau _1
603 + \tau _2 } .
604 \end{equation}
605 In particular,
606 \begin{equation}
607 \varphi _\tau \circ \varphi _{ - \tau } = I
608 \end{equation}
609 Therefore, the exact flow is self-adjoint,
610 \begin{equation}
611 \varphi _\tau = \varphi _{ - \tau }^{ - 1}.
612 \end{equation}
613 The exact flow can also be written in terms of the of an operator,
614 \begin{equation}
615 \varphi _\tau (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
616 }{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
617 \label{introEquation:exponentialOperator}
618 \end{equation}
619
620 In most cases, it is not easy to find the exact flow $\varphi_\tau$.
621 Instead, we use a approximate map, $\psi_\tau$, which is usually
622 called integrator. The order of an integrator $\psi_\tau$ is $p$, if
623 the Taylor series of $\psi_\tau$ agree to order $p$,
624 \begin{equation}
625 \psi_tau(x) = x + \tau f(x) + O(\tau^{p+1})
626 \end{equation}
627
628 \subsection{\label{introSection:geometricProperties}Geometric Properties}
629
630 The hidden geometric properties of ODE and its flow play important
631 roles in numerical studies. Many of them can be found in systems
632 which occur naturally in applications.
633
634 Let $\varphi$ be the flow of Hamiltonian vector field, $\varphi$ is
635 a \emph{symplectic} flow if it satisfies,
636 \begin{equation}
637 {\varphi '}^T J \varphi ' = J.
638 \end{equation}
639 According to Liouville's theorem, the symplectic volume is invariant
640 under a Hamiltonian flow, which is the basis for classical
641 statistical mechanics. Furthermore, the flow of a Hamiltonian vector
642 field on a symplectic manifold can be shown to be a
643 symplectomorphism. As to the Poisson system,
644 \begin{equation}
645 {\varphi '}^T J \varphi ' = J \circ \varphi
646 \end{equation}
647 is the property must be preserved by the integrator.
648
649 It is possible to construct a \emph{volume-preserving} flow for a
650 source free($ \nabla \cdot f = 0 $) ODE, if the flow satisfies $
651 \det d\varphi = 1$. One can show easily that a symplectic flow will
652 be volume-preserving.
653
654 Changing the variables $y = h(x)$ in a ODE\ref{introEquation:ODE}
655 will result in a new system,
656 \[
657 \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
658 \]
659 The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
660 In other words, the flow of this vector field is reversible if and
661 only if $ h \circ \varphi ^{ - 1} = \varphi \circ h $.
662
663 A \emph{first integral}, or conserved quantity of a general
664 differential function is a function $ G:R^{2d} \to R^d $ which is
665 constant for all solutions of the ODE $\frac{{dx}}{{dt}} = f(x)$ ,
666 \[
667 \frac{{dG(x(t))}}{{dt}} = 0.
668 \]
669 Using chain rule, one may obtain,
670 \[
671 \sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \bullet \nabla G,
672 \]
673 which is the condition for conserving \emph{first integral}. For a
674 canonical Hamiltonian system, the time evolution of an arbitrary
675 smooth function $G$ is given by,
676 \begin{equation}
677 \begin{array}{c}
678 \frac{{dG(x(t))}}{{dt}} = [\nabla _x G(x(t))]^T \dot x(t) \\
679 = [\nabla _x G(x(t))]^T J\nabla _x H(x(t)). \\
680 \end{array}
681 \label{introEquation:firstIntegral1}
682 \end{equation}
683 Using poisson bracket notion, Equation
684 \ref{introEquation:firstIntegral1} can be rewritten as
685 \[
686 \frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
687 \]
688 Therefore, the sufficient condition for $G$ to be the \emph{first
689 integral} of a Hamiltonian system is
690 \[
691 \left\{ {G,H} \right\} = 0.
692 \]
693 As well known, the Hamiltonian (or energy) H of a Hamiltonian system
694 is a \emph{first integral}, which is due to the fact $\{ H,H\} =
695 0$.
696
697
698 When designing any numerical methods, one should always try to
699 preserve the structural properties of the original ODE and its flow.
700
701 \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
702 A lot of well established and very effective numerical methods have
703 been successful precisely because of their symplecticities even
704 though this fact was not recognized when they were first
705 constructed. The most famous example is leapfrog methods in
706 molecular dynamics. In general, symplectic integrators can be
707 constructed using one of four different methods.
708 \begin{enumerate}
709 \item Generating functions
710 \item Variational methods
711 \item Runge-Kutta methods
712 \item Splitting methods
713 \end{enumerate}
714
715 Generating function tends to lead to methods which are cumbersome
716 and difficult to use. In dissipative systems, variational methods
717 can capture the decay of energy accurately. Since their
718 geometrically unstable nature against non-Hamiltonian perturbations,
719 ordinary implicit Runge-Kutta methods are not suitable for
720 Hamiltonian system. Recently, various high-order explicit
721 Runge--Kutta methods have been developed to overcome this
722 instability. However, due to computational penalty involved in
723 implementing the Runge-Kutta methods, they do not attract too much
724 attention from Molecular Dynamics community. Instead, splitting have
725 been widely accepted since they exploit natural decompositions of
726 the system\cite{Tuckerman92}.
727
728 \subsubsection{\label{introSection:splittingMethod}Splitting Method}
729
730 The main idea behind splitting methods is to decompose the discrete
731 $\varphi_h$ as a composition of simpler flows,
732 \begin{equation}
733 \varphi _h = \varphi _{h_1 } \circ \varphi _{h_2 } \ldots \circ
734 \varphi _{h_n }
735 \label{introEquation:FlowDecomposition}
736 \end{equation}
737 where each of the sub-flow is chosen such that each represent a
738 simpler integration of the system.
739
740 Suppose that a Hamiltonian system takes the form,
741 \[
742 H = H_1 + H_2.
743 \]
744 Here, $H_1$ and $H_2$ may represent different physical processes of
745 the system. For instance, they may relate to kinetic and potential
746 energy respectively, which is a natural decomposition of the
747 problem. If $H_1$ and $H_2$ can be integrated using exact flows
748 $\varphi_1(t)$ and $\varphi_2(t)$, respectively, a simple first
749 order is then given by the Lie-Trotter formula
750 \begin{equation}
751 \varphi _h = \varphi _{1,h} \circ \varphi _{2,h},
752 \label{introEquation:firstOrderSplitting}
753 \end{equation}
754 where $\varphi _h$ is the result of applying the corresponding
755 continuous $\varphi _i$ over a time $h$. By definition, as
756 $\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
757 must follow that each operator $\varphi_i(t)$ is a symplectic map.
758 It is easy to show that any composition of symplectic flows yields a
759 symplectic map,
760 \begin{equation}
761 (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
762 '\phi ' = \phi '^T J\phi ' = J,
763 \label{introEquation:SymplecticFlowComposition}
764 \end{equation}
765 where $\phi$ and $\psi$ both are symplectic maps. Thus operator
766 splitting in this context automatically generates a symplectic map.
767
768 The Lie-Trotter splitting(\ref{introEquation:firstOrderSplitting})
769 introduces local errors proportional to $h^2$, while Strang
770 splitting gives a second-order decomposition,
771 \begin{equation}
772 \varphi _h = \varphi _{1,h/2} \circ \varphi _{2,h} \circ \varphi
773 _{1,h/2} , \label{introEquation:secondOrderSplitting}
774 \end{equation}
775 which has a local error proportional to $h^3$. Sprang splitting's
776 popularity in molecular simulation community attribute to its
777 symmetric property,
778 \begin{equation}
779 \varphi _h^{ - 1} = \varphi _{ - h}.
780 \label{introEquation:timeReversible}
781 \end{equation}
782
783 \subsubsection{\label{introSection:exampleSplittingMethod}Example of Splitting Method}
784 The classical equation for a system consisting of interacting
785 particles can be written in Hamiltonian form,
786 \[
787 H = T + V
788 \]
789 where $T$ is the kinetic energy and $V$ is the potential energy.
790 Setting $H_1 = T, H_2 = V$ and applying Strang splitting, one
791 obtains the following:
792 \begin{align}
793 q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
794 \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
795 \label{introEquation:Lp10a} \\%
796 %
797 \dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
798 \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
799 \label{introEquation:Lp10b}
800 \end{align}
801 where $F(t)$ is the force at time $t$. This integration scheme is
802 known as \emph{velocity verlet} which is
803 symplectic(\ref{introEquation:SymplecticFlowComposition}),
804 time-reversible(\ref{introEquation:timeReversible}) and
805 volume-preserving (\ref{introEquation:volumePreserving}). These
806 geometric properties attribute to its long-time stability and its
807 popularity in the community. However, the most commonly used
808 velocity verlet integration scheme is written as below,
809 \begin{align}
810 \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
811 \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
812 %
813 q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
814 \label{introEquation:Lp9b}\\%
815 %
816 \dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
817 \frac{\Delta t}{2m}\, F[q(0)]. \label{introEquation:Lp9c}
818 \end{align}
819 From the preceding splitting, one can see that the integration of
820 the equations of motion would follow:
821 \begin{enumerate}
822 \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
823
824 \item Use the half step velocities to move positions one whole step, $\Delta t$.
825
826 \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
827
828 \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
829 \end{enumerate}
830
831 Simply switching the order of splitting and composing, a new
832 integrator, the \emph{position verlet} integrator, can be generated,
833 \begin{align}
834 \dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
835 \frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
836 \label{introEquation:positionVerlet1} \\%
837 %
838 q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
839 q(\Delta t)} \right]. %
840 \label{introEquation:positionVerlet1}
841 \end{align}
842
843 \subsubsection{\label{introSection:errorAnalysis}Error Analysis and Higher Order Methods}
844
845 Baker-Campbell-Hausdorff formula can be used to determine the local
846 error of splitting method in terms of commutator of the
847 operators(\ref{introEquation:exponentialOperator}) associated with
848 the sub-flow. For operators $hX$ and $hY$ which are associate to
849 $\varphi_1(t)$ and $\varphi_2(t$ respectively , we have
850 \begin{equation}
851 \exp (hX + hY) = \exp (hZ)
852 \end{equation}
853 where
854 \begin{equation}
855 hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
856 {[X,[X,Y]] + [Y,[Y,X]]} \right) + \ldots .
857 \end{equation}
858 Here, $[X,Y]$ is the commutators of operator $X$ and $Y$ given by
859 \[
860 [X,Y] = XY - YX .
861 \]
862 Applying Baker-Campbell-Hausdorff formula to Sprang splitting, we
863 can obtain
864 \begin{eqnarray*}
865 \exp (h X/2)\exp (h Y)\exp (h X/2) & = & \exp (h X + h Y + h^2
866 [X,Y]/4 + h^2 [Y,X]/4 \\ & & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
867 & & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3 [X,[X,Y]]/24 & & \mbox{} +
868 \ldots )
869 \end{eqnarray*}
870 Since \[ [X,Y] + [Y,X] = 0\] and \[ [X,X] = 0\], the dominant local
871 error of Spring splitting is proportional to $h^3$. The same
872 procedure can be applied to general splitting, of the form
873 \begin{equation}
874 \varphi _{b_m h}^2 \circ \varphi _{a_m h}^1 \circ \varphi _{b_{m -
875 1} h}^2 \circ \ldots \circ \varphi _{a_1 h}^1 .
876 \end{equation}
877 Careful choice of coefficient $a_1 ,\ldot , b_m$ will lead to higher
878 order method. Yoshida proposed an elegant way to compose higher
879 order methods based on symmetric splitting. Given a symmetric second
880 order base method $ \varphi _h^{(2)} $, a fourth-order symmetric
881 method can be constructed by composing,
882 \[
883 \varphi _h^{(4)} = \varphi _{\alpha h}^{(2)} \circ \varphi _{\beta
884 h}^{(2)} \circ \varphi _{\alpha h}^{(2)}
885 \]
886 where $ \alpha = - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
887 = \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
888 integrator $ \varphi _h^{(2n + 2)}$ can be composed by
889 \begin{equation}
890 \varphi _h^{(2n + 2)} = \varphi _{\alpha h}^{(2n)} \circ \varphi
891 _{\beta h}^{(2n)} \circ \varphi _{\alpha h}^{(2n)}
892 \end{equation}
893 , if the weights are chosen as
894 \[
895 \alpha = - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
896 \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
897 \]
898
899 \section{\label{introSection:molecularDynamics}Molecular Dynamics}
900
901 As a special discipline of molecular modeling, Molecular dynamics
902 has proven to be a powerful tool for studying the functions of
903 biological systems, providing structural, thermodynamic and
904 dynamical information.
905
906 \subsection{\label{introSec:mdInit}Initialization}
907
908 \subsection{\label{introSec:forceEvaluation}Force Evaluation}
909
910 \subsection{\label{introSection:mdIntegration} Integration of the Equations of Motion}
911
912 \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
913
914 Rigid bodies are frequently involved in the modeling of different
915 areas, from engineering, physics, to chemistry. For example,
916 missiles and vehicle are usually modeled by rigid bodies. The
917 movement of the objects in 3D gaming engine or other physics
918 simulator is governed by the rigid body dynamics. In molecular
919 simulation, rigid body is used to simplify the model in
920 protein-protein docking study{\cite{Gray03}}.
921
922 It is very important to develop stable and efficient methods to
923 integrate the equations of motion of orientational degrees of
924 freedom. Euler angles are the nature choice to describe the
925 rotational degrees of freedom. However, due to its singularity, the
926 numerical integration of corresponding equations of motion is very
927 inefficient and inaccurate. Although an alternative integrator using
928 different sets of Euler angles can overcome this difficulty\cite{},
929 the computational penalty and the lost of angular momentum
930 conservation still remain. A singularity free representation
931 utilizing quaternions was developed by Evans in 1977. Unfortunately,
932 this approach suffer from the nonseparable Hamiltonian resulted from
933 quaternion representation, which prevents the symplectic algorithm
934 to be utilized. Another different approach is to apply holonomic
935 constraints to the atoms belonging to the rigid body. Each atom
936 moves independently under the normal forces deriving from potential
937 energy and constraint forces which are used to guarantee the
938 rigidness. However, due to their iterative nature, SHAKE and Rattle
939 algorithm converge very slowly when the number of constraint
940 increases.
941
942 The break through in geometric literature suggests that, in order to
943 develop a long-term integration scheme, one should preserve the
944 symplectic structure of the flow. Introducing conjugate momentum to
945 rotation matrix $A$ and re-formulating Hamiltonian's equation, a
946 symplectic integrator, RSHAKE, was proposed to evolve the
947 Hamiltonian system in a constraint manifold by iteratively
948 satisfying the orthogonality constraint $A_t A = 1$. An alternative
949 method using quaternion representation was developed by Omelyan.
950 However, both of these methods are iterative and inefficient. In
951 this section, we will present a symplectic Lie-Poisson integrator
952 for rigid body developed by Dullweber and his
953 coworkers\cite{Dullweber1997}.
954
955 \subsection{\label{introSection:lieAlgebra}Lie Algebra}
956
957 \subsection{\label{introSection:constrainedHamiltonianRB}Constrained Hamiltonian for Rigid Body}
958
959 \begin{equation}
960 H = \frac{1}{2}(p^T m^{ - 1} p) + \frac{1}{2}tr(PJ^{ - 1} P) +
961 V(q,Q) + \frac{1}{2}tr[(QQ^T - 1)\Lambda ].
962 \label{introEquation:RBHamiltonian}
963 \end{equation}
964 Here, $q$ and $Q$ are the position and rotation matrix for the
965 rigid-body, $p$ and $P$ are conjugate momenta to $q$ and $Q$ , and
966 $J$, a diagonal matrix, is defined by
967 \[
968 I_{ii}^{ - 1} = \frac{1}{2}\sum\limits_{i \ne j} {J_{jj}^{ - 1} }
969 \]
970 where $I_{ii}$ is the diagonal element of the inertia tensor. This
971 constrained Hamiltonian equation subjects to a holonomic constraint,
972 \begin{equation}
973 Q^T Q = 1$, \label{introEquation:orthogonalConstraint}
974 \end{equation}
975 which is used to ensure rotation matrix's orthogonality.
976 Differentiating \ref{introEquation:orthogonalConstraint} and using
977 Equation \ref{introEquation:RBMotionMomentum}, one may obtain,
978 \begin{equation}
979 Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0 . \\
980 \label{introEquation:RBFirstOrderConstraint}
981 \end{equation}
982
983 Using Equation (\ref{introEquation:motionHamiltonianCoordinate},
984 \ref{introEquation:motionHamiltonianMomentum}), one can write down
985 the equations of motion,
986 \[
987 \begin{array}{c}
988 \frac{{dq}}{{dt}} = \frac{p}{m} \label{introEquation:RBMotionPosition}\\
989 \frac{{dp}}{{dt}} = - \nabla _q V(q,Q) \label{introEquation:RBMotionMomentum}\\
990 \frac{{dQ}}{{dt}} = PJ^{ - 1} \label{introEquation:RBMotionRotation}\\
991 \frac{{dP}}{{dt}} = - \nabla _Q V(q,Q) - 2Q\Lambda . \label{introEquation:RBMotionP}\\
992 \end{array}
993 \]
994
995 In general, there are two ways to satisfy the holonomic constraints.
996 We can use constraint force provided by lagrange multiplier on the
997 normal manifold to keep the motion on constraint space. Or we can
998 simply evolve the system in constraint manifold. The two method are
999 proved to be equivalent. The holonomic constraint and equations of
1000 motions define a constraint manifold for rigid body
1001 \[
1002 M = \left\{ {(Q,P):Q^T Q = 1,Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0}
1003 \right\}.
1004 \]
1005
1006 Unfortunately, this constraint manifold is not the cotangent bundle
1007 $T_{\star}SO(3)$. However, it turns out that under symplectic
1008 transformation, the cotangent space and the phase space are
1009 diffeomorphic. Introducing
1010 \[
1011 \tilde Q = Q,\tilde P = \frac{1}{2}\left( {P - QP^T Q} \right),
1012 \]
1013 the mechanical system subject to a holonomic constraint manifold $M$
1014 can be re-formulated as a Hamiltonian system on the cotangent space
1015 \[
1016 T^* SO(3) = \left\{ {(\tilde Q,\tilde P):\tilde Q^T \tilde Q =
1017 1,\tilde Q^T \tilde PJ^{ - 1} + J^{ - 1} P^T \tilde Q = 0} \right\}
1018 \]
1019
1020 For a body fixed vector $X_i$ with respect to the center of mass of
1021 the rigid body, its corresponding lab fixed vector $X_0^{lab}$ is
1022 given as
1023 \begin{equation}
1024 X_i^{lab} = Q X_i + q.
1025 \end{equation}
1026 Therefore, potential energy $V(q,Q)$ is defined by
1027 \[
1028 V(q,Q) = V(Q X_0 + q).
1029 \]
1030 Hence,
1031 \[
1032 \nabla _q V(q,Q) = F(q,Q) = \sum\limits_i {F_i (q,Q)}
1033 \]
1034
1035 \[
1036 \nabla _Q V(q,Q) = F(q,Q)X_i^t
1037 \]
1038
1039 As a common choice to describe the rotation dynamics of the rigid
1040 body, angular momentum on body frame $\Pi = Q^t P$ is introduced to
1041 rewrite the equations of motion,
1042 \begin{equation}
1043 \begin{array}{l}
1044 \mathop \Pi \limits^ \bullet = J^{ - 1} \Pi ^T \Pi + Q^T \sum\limits_i {F_i (q,Q)X_i^T } - \Lambda \\
1045 \mathop Q\limits^{{\rm{ }} \bullet } = Q\Pi {\rm{ }}J^{ - 1} \\
1046 \end{array}
1047 \label{introEqaution:RBMotionPI}
1048 \end{equation}
1049 , as well as holonomic constraints,
1050 \[
1051 \begin{array}{l}
1052 \Pi J^{ - 1} + J^{ - 1} \Pi ^t = 0 \\
1053 Q^T Q = 1 \\
1054 \end{array}
1055 \]
1056
1057 For a vector $v(v_1 ,v_2 ,v_3 ) \in R^3$ and a matrix $\hat v \in
1058 so(3)^ \star$, the hat-map isomorphism,
1059 \begin{equation}
1060 v(v_1 ,v_2 ,v_3 ) \Leftrightarrow \hat v = \left(
1061 {\begin{array}{*{20}c}
1062 0 & { - v_3 } & {v_2 } \\
1063 {v_3 } & 0 & { - v_1 } \\
1064 { - v_2 } & {v_1 } & 0 \\
1065 \end{array}} \right),
1066 \label{introEquation:hatmapIsomorphism}
1067 \end{equation}
1068 will let us associate the matrix products with traditional vector
1069 operations
1070 \[
1071 \hat vu = v \times u
1072 \]
1073
1074 Using \ref{introEqaution:RBMotionPI}, one can construct a skew
1075 matrix,
1076 \begin{equation}
1077 (\mathop \Pi \limits^ \bullet - \mathop \Pi \limits^ \bullet ^T
1078 ){\rm{ }} = {\rm{ }}(\Pi - \Pi ^T ){\rm{ }}(J^{ - 1} \Pi + \Pi J^{
1079 - 1} ) + \sum\limits_i {[Q^T F_i (r,Q)X_i^T - X_i F_i (r,Q)^T Q]} -
1080 (\Lambda - \Lambda ^T ) . \label{introEquation:skewMatrixPI}
1081 \end{equation}
1082 Since $\Lambda$ is symmetric, the last term of Equation
1083 \ref{introEquation:skewMatrixPI}, which implies the Lagrange
1084 multiplier $\Lambda$ is ignored in the integration.
1085
1086 Hence, applying hat-map isomorphism, we obtain the equation of
1087 motion for angular momentum on body frame
1088 \[
1089 \dot \pi = \pi \times I^{ - 1} \pi + Q^T \sum\limits_i {F_i (r,Q)
1090 \times X_i }
1091 \]
1092 In the same manner, the equation of motion for rotation matrix is
1093 given by
1094 \[
1095 \dot Q = Qskew(M^{ - 1} \pi )
1096 \]
1097
1098 The free rigid body equation is an example of a non-canonical
1099 Hamiltonian system.
1100
1101 \subsection{\label{introSection:symplecticDiscretizationRB}Symplectic Integration of Euler Equations}
1102
1103 \[
1104 \varphi _{\Delta t} = \varphi _{\Delta t/2,V} \circ \varphi
1105 _{\Delta t,T} \circ \varphi _{\Delta t/2,V}
1106 \]
1107
1108 \[
1109 \varphi _{\Delta t,T} = \varphi _{\Delta t,R} \circ \varphi
1110 _{\Delta t,\pi }
1111 \]
1112
1113 \[
1114 \varphi _{\Delta t,\pi } = \varphi _{\Delta t/2,\pi _1 } \circ
1115 \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t,\pi _3 }
1116 \circ \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t/2,\pi
1117 _1 }
1118 \]
1119
1120 \[
1121 \varphi _{\Delta t/2,V} = \varphi _{\Delta t/2,F} \circ \varphi
1122 _{\Delta t/2,\tau }
1123 \]
1124
1125
1126 \section{\label{introSection:langevinDynamics}Langevin Dynamics}
1127
1128 \subsection{\label{introSection:LDIntroduction}Introduction and application of Langevin Dynamics}
1129
1130 \subsection{\label{introSection:generalizedLangevinDynamics}Generalized Langevin Dynamics}
1131
1132 \begin{equation}
1133 H = \frac{{p^2 }}{{2m}} + U(x) + H_B + \Delta U(x,x_1 , \ldots x_N)
1134 \label{introEquation:bathGLE}
1135 \end{equation}
1136 where $H_B$ is harmonic bath Hamiltonian,
1137 \[
1138 H_B =\sum\limits_{\alpha = 1}^N {\left\{ {\frac{{p_\alpha ^2
1139 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha w_\alpha ^2 } \right\}}
1140 \]
1141 and $\Delta U$ is bilinear system-bath coupling,
1142 \[
1143 \Delta U = - \sum\limits_{\alpha = 1}^N {g_\alpha x_\alpha x}
1144 \]
1145 Completing the square,
1146 \[
1147 H_B + \Delta U = \sum\limits_{\alpha = 1}^N {\left\{
1148 {\frac{{p_\alpha ^2 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha
1149 w_\alpha ^2 \left( {x_\alpha - \frac{{g_\alpha }}{{m_\alpha
1150 w_\alpha ^2 }}x} \right)^2 } \right\}} - \sum\limits_{\alpha =
1151 1}^N {\frac{{g_\alpha ^2 }}{{2m_\alpha w_\alpha ^2 }}} x^2
1152 \]
1153 and putting it back into Eq.~\ref{introEquation:bathGLE},
1154 \[
1155 H = \frac{{p^2 }}{{2m}} + W(x) + \sum\limits_{\alpha = 1}^N
1156 {\left\{ {\frac{{p_\alpha ^2 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha
1157 w_\alpha ^2 \left( {x_\alpha - \frac{{g_\alpha }}{{m_\alpha
1158 w_\alpha ^2 }}x} \right)^2 } \right\}}
1159 \]
1160 where
1161 \[
1162 W(x) = U(x) - \sum\limits_{\alpha = 1}^N {\frac{{g_\alpha ^2
1163 }}{{2m_\alpha w_\alpha ^2 }}} x^2
1164 \]
1165 Since the first two terms of the new Hamiltonian depend only on the
1166 system coordinates, we can get the equations of motion for
1167 Generalized Langevin Dynamics by Hamilton's equations
1168 \ref{introEquation:motionHamiltonianCoordinate,
1169 introEquation:motionHamiltonianMomentum},
1170 \begin{align}
1171 \dot p &= - \frac{{\partial H}}{{\partial x}}
1172 &= m\ddot x
1173 &= - \frac{{\partial W(x)}}{{\partial x}} - \sum\limits_{\alpha = 1}^N {g_\alpha \left( {x_\alpha - \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right)}
1174 \label{introEquation:Lp5}
1175 \end{align}
1176 , and
1177 \begin{align}
1178 \dot p_\alpha &= - \frac{{\partial H}}{{\partial x_\alpha }}
1179 &= m\ddot x_\alpha
1180 &= \- m_\alpha w_\alpha ^2 \left( {x_\alpha - \frac{{g_\alpha}}{{m_\alpha w_\alpha ^2 }}x} \right)
1181 \end{align}
1182
1183 \subsection{\label{introSection:laplaceTransform}The Laplace Transform}
1184
1185 \[
1186 L(x) = \int_0^\infty {x(t)e^{ - pt} dt}
1187 \]
1188
1189 \[
1190 L(x + y) = L(x) + L(y)
1191 \]
1192
1193 \[
1194 L(ax) = aL(x)
1195 \]
1196
1197 \[
1198 L(\dot x) = pL(x) - px(0)
1199 \]
1200
1201 \[
1202 L(\ddot x) = p^2 L(x) - px(0) - \dot x(0)
1203 \]
1204
1205 \[
1206 L\left( {\int_0^t {g(t - \tau )h(\tau )d\tau } } \right) = G(p)H(p)
1207 \]
1208
1209 Some relatively important transformation,
1210 \[
1211 L(\cos at) = \frac{p}{{p^2 + a^2 }}
1212 \]
1213
1214 \[
1215 L(\sin at) = \frac{a}{{p^2 + a^2 }}
1216 \]
1217
1218 \[
1219 L(1) = \frac{1}{p}
1220 \]
1221
1222 First, the bath coordinates,
1223 \[
1224 p^2 L(x_\alpha ) - px_\alpha (0) - \dot x_\alpha (0) = - \omega
1225 _\alpha ^2 L(x_\alpha ) + \frac{{g_\alpha }}{{\omega _\alpha
1226 }}L(x)
1227 \]
1228 \[
1229 L(x_\alpha ) = \frac{{\frac{{g_\alpha }}{{\omega _\alpha }}L(x) +
1230 px_\alpha (0) + \dot x_\alpha (0)}}{{p^2 + \omega _\alpha ^2 }}
1231 \]
1232 Then, the system coordinates,
1233 \begin{align}
1234 mL(\ddot x) &= - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}} -
1235 \sum\limits_{\alpha = 1}^N {\left\{ {\frac{{\frac{{g_\alpha
1236 }}{{\omega _\alpha }}L(x) + px_\alpha (0) + \dot x_\alpha
1237 (0)}}{{p^2 + \omega _\alpha ^2 }} - \frac{{g_\alpha ^2 }}{{m_\alpha
1238 }}\omega _\alpha ^2 L(x)} \right\}}
1239 %
1240 &= - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}} -
1241 \sum\limits_{\alpha = 1}^N {\left\{ { - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}\frac{p}{{p^2 + \omega _\alpha ^2 }}pL(x)
1242 - \frac{p}{{p^2 + \omega _\alpha ^2 }}g_\alpha x_\alpha (0)
1243 - \frac{1}{{p^2 + \omega _\alpha ^2 }}g_\alpha \dot x_\alpha (0)} \right\}}
1244 \end{align}
1245 Then, the inverse transform,
1246
1247 \begin{align}
1248 m\ddot x &= - \frac{{\partial W(x)}}{{\partial x}} -
1249 \sum\limits_{\alpha = 1}^N {\left\{ {\left( { - \frac{{g_\alpha ^2
1250 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\int_0^t {\cos (\omega
1251 _\alpha t)\dot x(t - \tau )d\tau - \left[ {g_\alpha x_\alpha (0)
1252 - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha }}} \right]\cos
1253 (\omega _\alpha t) - \frac{{g_\alpha \dot x_\alpha (0)}}{{\omega
1254 _\alpha }}\sin (\omega _\alpha t)} } \right\}}
1255 %
1256 &= - \frac{{\partial W(x)}}{{\partial x}} - \int_0^t
1257 {\sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1258 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha
1259 t)\dot x(t - \tau )d} \tau } + \sum\limits_{\alpha = 1}^N {\left\{
1260 {\left[ {g_\alpha x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha
1261 \omega _\alpha }}} \right]\cos (\omega _\alpha t) +
1262 \frac{{g_\alpha \dot x_\alpha (0)}}{{\omega _\alpha }}\sin
1263 (\omega _\alpha t)} \right\}}
1264 \end{align}
1265
1266 \begin{equation}
1267 m\ddot x = - \frac{{\partial W}}{{\partial x}} - \int_0^t {\xi
1268 (t)\dot x(t - \tau )d\tau } + R(t)
1269 \label{introEuqation:GeneralizedLangevinDynamics}
1270 \end{equation}
1271 %where $ {\xi (t)}$ is friction kernel, $R(t)$ is random force and
1272 %$W$ is the potential of mean force. $W(x) = - kT\ln p(x)$
1273 \[
1274 \xi (t) = \sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1275 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha t)}
1276 \]
1277 For an infinite harmonic bath, we can use the spectral density and
1278 an integral over frequencies.
1279
1280 \[
1281 R(t) = \sum\limits_{\alpha = 1}^N {\left( {g_\alpha x_\alpha (0)
1282 - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}x(0)}
1283 \right)\cos (\omega _\alpha t)} + \frac{{\dot x_\alpha
1284 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t)
1285 \]
1286 The random forces depend only on initial conditions.
1287
1288 \subsubsection{\label{introSection:secondFluctuationDissipation}The Second Fluctuation Dissipation Theorem}
1289 So we can define a new set of coordinates,
1290 \[
1291 q_\alpha (t) = x_\alpha (t) - \frac{1}{{m_\alpha \omega _\alpha
1292 ^2 }}x(0)
1293 \]
1294 This makes
1295 \[
1296 R(t) = \sum\limits_{\alpha = 1}^N {g_\alpha q_\alpha (t)}
1297 \]
1298 And since the $q$ coordinates are harmonic oscillators,
1299 \[
1300 \begin{array}{l}
1301 \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle = \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t) \\
1302 \left\langle {q_\alpha (t)q_\beta (0)} \right\rangle = \delta _{\alpha \beta } \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle \\
1303 \end{array}
1304 \]
1305
1306 \begin{align}
1307 \left\langle {R(t)R(0)} \right\rangle &= \sum\limits_\alpha
1308 {\sum\limits_\beta {g_\alpha g_\beta \left\langle {q_\alpha
1309 (t)q_\beta (0)} \right\rangle } }
1310 %
1311 &= \sum\limits_\alpha {g_\alpha ^2 \left\langle {q_\alpha ^2 (0)}
1312 \right\rangle \cos (\omega _\alpha t)}
1313 %
1314 &= kT\xi (t)
1315 \end{align}
1316
1317 \begin{equation}
1318 \xi (t) = \left\langle {R(t)R(0)} \right\rangle
1319 \label{introEquation:secondFluctuationDissipation}
1320 \end{equation}
1321
1322 \section{\label{introSection:hydroynamics}Hydrodynamics}
1323
1324 \subsection{\label{introSection:frictionTensor} Friction Tensor}
1325 \subsection{\label{introSection:analyticalApproach}Analytical
1326 Approach}
1327
1328 \subsection{\label{introSection:approximationApproach}Approximation
1329 Approach}
1330
1331 \subsection{\label{introSection:centersRigidBody}Centers of Rigid
1332 Body}
1333
1334 \section{\label{introSection:correlationFunctions}Correlation Functions}