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1 \chapter{\label{chapt:introduction}INTRODUCTION AND THEORETICAL BACKGROUND}
2
3 \section{\label{introSection:classicalMechanics}Classical
4 Mechanics}
5
6 Closely related to Classical Mechanics, Molecular Dynamics
7 simulations are carried out by integrating the equations of motion
8 for a given system of particles. There are three fundamental ideas
9 behind classical mechanics. Firstly, One can determine the state of
10 a mechanical system at any time of interest; Secondly, all the
11 mechanical properties of the system at that time can be determined
12 by combining the knowledge of the properties of the system with the
13 specification of this state; Finally, the specification of the state
14 when further combine with the laws of mechanics will also be
15 sufficient to predict the future behavior of the system.
16
17 \subsection{\label{introSection:newtonian}Newtonian Mechanics}
18 The discovery of Newton's three laws of mechanics which govern the
19 motion of particles is the foundation of the classical mechanics.
20 Newton¡¯s first law defines a class of inertial frames. Inertial
21 frames are reference frames where a particle not interacting with
22 other bodies will move with constant speed in the same direction.
23 With respect to inertial frames Newton¡¯s second law has the form
24 \begin{equation}
25 F = \frac {dp}{dt} = \frac {mv}{dt}
26 \label{introEquation:newtonSecondLaw}
27 \end{equation}
28 A point mass interacting with other bodies moves with the
29 acceleration along the direction of the force acting on it. Let
30 $F_{ij}$ be the force that particle $i$ exerts on particle $j$, and
31 $F_{ji}$ be the force that particle $j$ exerts on particle $i$.
32 Newton¡¯s third law states that
33 \begin{equation}
34 F_{ij} = -F_{ji}
35 \label{introEquation:newtonThirdLaw}
36 \end{equation}
37
38 Conservation laws of Newtonian Mechanics play very important roles
39 in solving mechanics problems. The linear momentum of a particle is
40 conserved if it is free or it experiences no force. The second
41 conservation theorem concerns the angular momentum of a particle.
42 The angular momentum $L$ of a particle with respect to an origin
43 from which $r$ is measured is defined to be
44 \begin{equation}
45 L \equiv r \times p \label{introEquation:angularMomentumDefinition}
46 \end{equation}
47 The torque $\tau$ with respect to the same origin is defined to be
48 \begin{equation}
49 N \equiv r \times F \label{introEquation:torqueDefinition}
50 \end{equation}
51 Differentiating Eq.~\ref{introEquation:angularMomentumDefinition},
52 \[
53 \dot L = \frac{d}{{dt}}(r \times p) = (\dot r \times p) + (r \times
54 \dot p)
55 \]
56 since
57 \[
58 \dot r \times p = \dot r \times mv = m\dot r \times \dot r \equiv 0
59 \]
60 thus,
61 \begin{equation}
62 \dot L = r \times \dot p = N
63 \end{equation}
64 If there are no external torques acting on a body, the angular
65 momentum of it is conserved. The last conservation theorem state
66 that if all forces are conservative, Energy
67 \begin{equation}E = T + V \label{introEquation:energyConservation}
68 \end{equation}
69 is conserved. All of these conserved quantities are
70 important factors to determine the quality of numerical integration
71 scheme for rigid body \cite{Dullweber1997}.
72
73 \subsection{\label{introSection:lagrangian}Lagrangian Mechanics}
74
75 Newtonian Mechanics suffers from two important limitations: it
76 describes their motion in special cartesian coordinate systems.
77 Another limitation of Newtonian mechanics becomes obvious when we
78 try to describe systems with large numbers of particles. It becomes
79 very difficult to predict the properties of the system by carrying
80 out calculations involving the each individual interaction between
81 all the particles, even if we know all of the details of the
82 interaction. In order to overcome some of the practical difficulties
83 which arise in attempts to apply Newton's equation to complex
84 system, alternative procedures may be developed.
85
86 \subsubsection{\label{introSection:halmiltonPrinciple}Hamilton's
87 Principle}
88
89 Hamilton introduced the dynamical principle upon which it is
90 possible to base all of mechanics and, indeed, most of classical
91 physics. Hamilton's Principle may be stated as follow,
92
93 The actual trajectory, along which a dynamical system may move from
94 one point to another within a specified time, is derived by finding
95 the path which minimizes the time integral of the difference between
96 the kinetic, $K$, and potential energies, $U$ \cite{tolman79}.
97 \begin{equation}
98 \delta \int_{t_1 }^{t_2 } {(K - U)dt = 0} ,
99 \label{introEquation:halmitonianPrinciple1}
100 \end{equation}
101
102 For simple mechanical systems, where the forces acting on the
103 different part are derivable from a potential and the velocities are
104 small compared with that of light, the Lagrangian function $L$ can
105 be define as the difference between the kinetic energy of the system
106 and its potential energy,
107 \begin{equation}
108 L \equiv K - U = L(q_i ,\dot q_i ) ,
109 \label{introEquation:lagrangianDef}
110 \end{equation}
111 then Eq.~\ref{introEquation:halmitonianPrinciple1} becomes
112 \begin{equation}
113 \delta \int_{t_1 }^{t_2 } {L dt = 0} ,
114 \label{introEquation:halmitonianPrinciple2}
115 \end{equation}
116
117 \subsubsection{\label{introSection:equationOfMotionLagrangian}The
118 Equations of Motion in Lagrangian Mechanics}
119
120 For a holonomic system of $f$ degrees of freedom, the equations of
121 motion in the Lagrangian form is
122 \begin{equation}
123 \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
124 \frac{{\partial L}}{{\partial q_i }} = 0,{\rm{ }}i = 1, \ldots,f
125 \label{introEquation:eqMotionLagrangian}
126 \end{equation}
127 where $q_{i}$ is generalized coordinate and $\dot{q_{i}}$ is
128 generalized velocity.
129
130 \subsection{\label{introSection:hamiltonian}Hamiltonian Mechanics}
131
132 Arising from Lagrangian Mechanics, Hamiltonian Mechanics was
133 introduced by William Rowan Hamilton in 1833 as a re-formulation of
134 classical mechanics. If the potential energy of a system is
135 independent of generalized velocities, the generalized momenta can
136 be defined as
137 \begin{equation}
138 p_i = \frac{\partial L}{\partial \dot q_i}
139 \label{introEquation:generalizedMomenta}
140 \end{equation}
141 The Lagrange equations of motion are then expressed by
142 \begin{equation}
143 p_i = \frac{{\partial L}}{{\partial q_i }}
144 \label{introEquation:generalizedMomentaDot}
145 \end{equation}
146
147 With the help of the generalized momenta, we may now define a new
148 quantity $H$ by the equation
149 \begin{equation}
150 H = \sum\limits_k {p_k \dot q_k } - L ,
151 \label{introEquation:hamiltonianDefByLagrangian}
152 \end{equation}
153 where $ \dot q_1 \ldots \dot q_f $ are generalized velocities and
154 $L$ is the Lagrangian function for the system.
155
156 Differentiating Eq.~\ref{introEquation:hamiltonianDefByLagrangian},
157 one can obtain
158 \begin{equation}
159 dH = \sum\limits_k {\left( {p_k d\dot q_k + \dot q_k dp_k -
160 \frac{{\partial L}}{{\partial q_k }}dq_k - \frac{{\partial
161 L}}{{\partial \dot q_k }}d\dot q_k } \right)} - \frac{{\partial
162 L}}{{\partial t}}dt \label{introEquation:diffHamiltonian1}
163 \end{equation}
164 Making use of Eq.~\ref{introEquation:generalizedMomenta}, the
165 second and fourth terms in the parentheses cancel. Therefore,
166 Eq.~\ref{introEquation:diffHamiltonian1} can be rewritten as
167 \begin{equation}
168 dH = \sum\limits_k {\left( {\dot q_k dp_k - \dot p_k dq_k }
169 \right)} - \frac{{\partial L}}{{\partial t}}dt
170 \label{introEquation:diffHamiltonian2}
171 \end{equation}
172 By identifying the coefficients of $dq_k$, $dp_k$ and dt, we can
173 find
174 \begin{equation}
175 \frac{{\partial H}}{{\partial p_k }} = q_k
176 \label{introEquation:motionHamiltonianCoordinate}
177 \end{equation}
178 \begin{equation}
179 \frac{{\partial H}}{{\partial q_k }} = - p_k
180 \label{introEquation:motionHamiltonianMomentum}
181 \end{equation}
182 and
183 \begin{equation}
184 \frac{{\partial H}}{{\partial t}} = - \frac{{\partial L}}{{\partial
185 t}}
186 \label{introEquation:motionHamiltonianTime}
187 \end{equation}
188
189 Eq.~\ref{introEquation:motionHamiltonianCoordinate} and
190 Eq.~\ref{introEquation:motionHamiltonianMomentum} are Hamilton's
191 equation of motion. Due to their symmetrical formula, they are also
192 known as the canonical equations of motions \cite{Goldstein01}.
193
194 An important difference between Lagrangian approach and the
195 Hamiltonian approach is that the Lagrangian is considered to be a
196 function of the generalized velocities $\dot q_i$ and the
197 generalized coordinates $q_i$, while the Hamiltonian is considered
198 to be a function of the generalized momenta $p_i$ and the conjugate
199 generalized coordinate $q_i$. Hamiltonian Mechanics is more
200 appropriate for application to statistical mechanics and quantum
201 mechanics, since it treats the coordinate and its time derivative as
202 independent variables and it only works with 1st-order differential
203 equations\cite{Marion90}.
204
205 In Newtonian Mechanics, a system described by conservative forces
206 conserves the total energy \ref{introEquation:energyConservation}.
207 It follows that Hamilton's equations of motion conserve the total
208 Hamiltonian.
209 \begin{equation}
210 \frac{{dH}}{{dt}} = \sum\limits_i {\left( {\frac{{\partial
211 H}}{{\partial q_i }}\dot q_i + \frac{{\partial H}}{{\partial p_i
212 }}\dot p_i } \right)} = \sum\limits_i {\left( {\frac{{\partial
213 H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
214 \frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
215 q_i }}} \right) = 0} \label{introEquation:conserveHalmitonian}
216 \end{equation}
217
218 \section{\label{introSection:statisticalMechanics}Statistical
219 Mechanics}
220
221 The thermodynamic behaviors and properties of Molecular Dynamics
222 simulation are governed by the principle of Statistical Mechanics.
223 The following section will give a brief introduction to some of the
224 Statistical Mechanics concepts and theorem presented in this
225 dissertation.
226
227 \subsection{\label{introSection:ensemble}Phase Space and Ensemble}
228
229 Mathematically, phase space is the space which represents all
230 possible states. Each possible state of the system corresponds to
231 one unique point in the phase space. For mechanical systems, the
232 phase space usually consists of all possible values of position and
233 momentum variables. Consider a dynamic system in a cartesian space,
234 where each of the $6f$ coordinates and momenta is assigned to one of
235 $6f$ mutually orthogonal axes, the phase space of this system is a
236 $6f$ dimensional space. A point, $x = (q_1 , \ldots ,q_f ,p_1 ,
237 \ldots ,p_f )$, with a unique set of values of $6f$ coordinates and
238 momenta is a phase space vector.
239
240 A microscopic state or microstate of a classical system is
241 specification of the complete phase space vector of a system at any
242 instant in time. An ensemble is defined as a collection of systems
243 sharing one or more macroscopic characteristics but each being in a
244 unique microstate. The complete ensemble is specified by giving all
245 systems or microstates consistent with the common macroscopic
246 characteristics of the ensemble. Although the state of each
247 individual system in the ensemble could be precisely described at
248 any instance in time by a suitable phase space vector, when using
249 ensembles for statistical purposes, there is no need to maintain
250 distinctions between individual systems, since the numbers of
251 systems at any time in the different states which correspond to
252 different regions of the phase space are more interesting. Moreover,
253 in the point of view of statistical mechanics, one would prefer to
254 use ensembles containing a large enough population of separate
255 members so that the numbers of systems in such different states can
256 be regarded as changing continuously as we traverse different
257 regions of the phase space. The condition of an ensemble at any time
258 can be regarded as appropriately specified by the density $\rho$
259 with which representative points are distributed over the phase
260 space. The density of distribution for an ensemble with $f$ degrees
261 of freedom is defined as,
262 \begin{equation}
263 \rho = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
264 \label{introEquation:densityDistribution}
265 \end{equation}
266 Governed by the principles of mechanics, the phase points change
267 their value which would change the density at any time at phase
268 space. Hence, the density of distribution is also to be taken as a
269 function of the time.
270
271 The number of systems $\delta N$ at time $t$ can be determined by,
272 \begin{equation}
273 \delta N = \rho (q,p,t)dq_1 \ldots dq_f dp_1 \ldots dp_f.
274 \label{introEquation:deltaN}
275 \end{equation}
276 Assuming a large enough population of systems are exploited, we can
277 sufficiently approximate $\delta N$ without introducing
278 discontinuity when we go from one region in the phase space to
279 another. By integrating over the whole phase space,
280 \begin{equation}
281 N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
282 \label{introEquation:totalNumberSystem}
283 \end{equation}
284 gives us an expression for the total number of the systems. Hence,
285 the probability per unit in the phase space can be obtained by,
286 \begin{equation}
287 \frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
288 {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
289 \label{introEquation:unitProbability}
290 \end{equation}
291 With the help of Equation(\ref{introEquation:unitProbability}) and
292 the knowledge of the system, it is possible to calculate the average
293 value of any desired quantity which depends on the coordinates and
294 momenta of the system. Even when the dynamics of the real system is
295 complex, or stochastic, or even discontinuous, the average
296 properties of the ensemble of possibilities as a whole may still
297 remain well defined. For a classical system in thermal equilibrium
298 with its environment, the ensemble average of a mechanical quantity,
299 $\langle A(q , p) \rangle_t$, takes the form of an integral over the
300 phase space of the system,
301 \begin{equation}
302 \langle A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
303 (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
304 (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}
305 \label{introEquation:ensembelAverage}
306 \end{equation}
307
308 There are several different types of ensembles with different
309 statistical characteristics. As a function of macroscopic
310 parameters, such as temperature \textit{etc}, partition function can
311 be used to describe the statistical properties of a system in
312 thermodynamic equilibrium.
313
314 As an ensemble of systems, each of which is known to be thermally
315 isolated and conserve energy, Microcanonical ensemble(NVE) has a
316 partition function like,
317 \begin{equation}
318 \Omega (N,V,E) = e^{\beta TS} \label{introEquation:NVEPartition}.
319 \end{equation}
320 A canonical ensemble(NVT)is an ensemble of systems, each of which
321 can share its energy with a large heat reservoir. The distribution
322 of the total energy amongst the possible dynamical states is given
323 by the partition function,
324 \begin{equation}
325 \Omega (N,V,T) = e^{ - \beta A}
326 \label{introEquation:NVTPartition}
327 \end{equation}
328 Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
329 TS$. Since most experiment are carried out under constant pressure
330 condition, isothermal-isobaric ensemble(NPT) play a very important
331 role in molecular simulation. The isothermal-isobaric ensemble allow
332 the system to exchange energy with a heat bath of temperature $T$
333 and to change the volume as well. Its partition function is given as
334 \begin{equation}
335 \Delta (N,P,T) = - e^{\beta G}.
336 \label{introEquation:NPTPartition}
337 \end{equation}
338 Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.
339
340 \subsection{\label{introSection:liouville}Liouville's theorem}
341
342 The Liouville's theorem is the foundation on which statistical
343 mechanics rests. It describes the time evolution of phase space
344 distribution function. In order to calculate the rate of change of
345 $\rho$, we begin from Equation(\ref{introEquation:deltaN}). If we
346 consider the two faces perpendicular to the $q_1$ axis, which are
347 located at $q_1$ and $q_1 + \delta q_1$, the number of phase points
348 leaving the opposite face is given by the expression,
349 \begin{equation}
350 \left( {\rho + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
351 \right)\left( {\dot q_1 + \frac{{\partial \dot q_1 }}{{\partial q_1
352 }}\delta q_1 } \right)\delta q_2 \ldots \delta q_f \delta p_1
353 \ldots \delta p_f .
354 \end{equation}
355 Summing all over the phase space, we obtain
356 \begin{equation}
357 \frac{{d(\delta N)}}{{dt}} = - \sum\limits_{i = 1}^f {\left[ {\rho
358 \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
359 \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
360 {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i + \frac{{\partial
361 \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
362 \ldots \delta q_f \delta p_1 \ldots \delta p_f .
363 \end{equation}
364 Differentiating the equations of motion in Hamiltonian formalism
365 (\ref{introEquation:motionHamiltonianCoordinate},
366 \ref{introEquation:motionHamiltonianMomentum}), we can show,
367 \begin{equation}
368 \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
369 + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)} = 0 ,
370 \end{equation}
371 which cancels the first terms of the right hand side. Furthermore,
372 divining $ \delta q_1 \ldots \delta q_f \delta p_1 \ldots \delta
373 p_f $ in both sides, we can write out Liouville's theorem in a
374 simple form,
375 \begin{equation}
376 \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
377 {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i +
378 \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)} = 0 .
379 \label{introEquation:liouvilleTheorem}
380 \end{equation}
381
382 Liouville's theorem states that the distribution function is
383 constant along any trajectory in phase space. In classical
384 statistical mechanics, since the number of particles in the system
385 is huge, we may be able to believe the system is stationary,
386 \begin{equation}
387 \frac{{\partial \rho }}{{\partial t}} = 0.
388 \label{introEquation:stationary}
389 \end{equation}
390 In such stationary system, the density of distribution $\rho$ can be
391 connected to the Hamiltonian $H$ through Maxwell-Boltzmann
392 distribution,
393 \begin{equation}
394 \rho \propto e^{ - \beta H}
395 \label{introEquation:densityAndHamiltonian}
396 \end{equation}
397
398 \subsubsection{\label{introSection:phaseSpaceConservation}Conservation of Phase Space}
399 Lets consider a region in the phase space,
400 \begin{equation}
401 \delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
402 \end{equation}
403 If this region is small enough, the density $\rho$ can be regarded
404 as uniform over the whole phase space. Thus, the number of phase
405 points inside this region is given by,
406 \begin{equation}
407 \delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
408 dp_1 } ..dp_f.
409 \end{equation}
410
411 \begin{equation}
412 \frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
413 \frac{d}{{dt}}(\delta v) = 0.
414 \end{equation}
415 With the help of stationary assumption
416 (\ref{introEquation:stationary}), we obtain the principle of the
417 \emph{conservation of extension in phase space},
418 \begin{equation}
419 \frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
420 ...dq_f dp_1 } ..dp_f = 0.
421 \label{introEquation:volumePreserving}
422 \end{equation}
423
424 \subsubsection{\label{introSection:liouvilleInOtherForms}Liouville's Theorem in Other Forms}
425
426 Liouville's theorem can be expresses in a variety of different forms
427 which are convenient within different contexts. For any two function
428 $F$ and $G$ of the coordinates and momenta of a system, the Poisson
429 bracket ${F, G}$ is defined as
430 \begin{equation}
431 \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
432 F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
433 \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
434 q_i }}} \right)}.
435 \label{introEquation:poissonBracket}
436 \end{equation}
437 Substituting equations of motion in Hamiltonian formalism(
438 \ref{introEquation:motionHamiltonianCoordinate} ,
439 \ref{introEquation:motionHamiltonianMomentum} ) into
440 (\ref{introEquation:liouvilleTheorem}), we can rewrite Liouville's
441 theorem using Poisson bracket notion,
442 \begin{equation}
443 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - \left\{
444 {\rho ,H} \right\}.
445 \label{introEquation:liouvilleTheromInPoissin}
446 \end{equation}
447 Moreover, the Liouville operator is defined as
448 \begin{equation}
449 iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
450 p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
451 H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
452 \label{introEquation:liouvilleOperator}
453 \end{equation}
454 In terms of Liouville operator, Liouville's equation can also be
455 expressed as
456 \begin{equation}
457 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - iL\rho
458 \label{introEquation:liouvilleTheoremInOperator}
459 \end{equation}
460
461 \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
462
463 Various thermodynamic properties can be calculated from Molecular
464 Dynamics simulation. By comparing experimental values with the
465 calculated properties, one can determine the accuracy of the
466 simulation and the quality of the underlying model. However, both of
467 experiment and computer simulation are usually performed during a
468 certain time interval and the measurements are averaged over a
469 period of them which is different from the average behavior of
470 many-body system in Statistical Mechanics. Fortunately, Ergodic
471 Hypothesis is proposed to make a connection between time average and
472 ensemble average. It states that time average and average over the
473 statistical ensemble are identical \cite{Frenkel1996, leach01:mm}.
474 \begin{equation}
475 \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
476 \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
477 {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
478 \end{equation}
479 where $\langle A(q , p) \rangle_t$ is an equilibrium value of a
480 physical quantity and $\rho (p(t), q(t))$ is the equilibrium
481 distribution function. If an observation is averaged over a
482 sufficiently long time (longer than relaxation time), all accessible
483 microstates in phase space are assumed to be equally probed, giving
484 a properly weighted statistical average. This allows the researcher
485 freedom of choice when deciding how best to measure a given
486 observable. In case an ensemble averaged approach sounds most
487 reasonable, the Monte Carlo techniques\cite{metropolis:1949} can be
488 utilized. Or if the system lends itself to a time averaging
489 approach, the Molecular Dynamics techniques in
490 Sec.~\ref{introSection:molecularDynamics} will be the best
491 choice\cite{Frenkel1996}.
492
493 \section{\label{introSection:geometricIntegratos}Geometric Integrators}
494 A variety of numerical integrators were proposed to simulate the
495 motions. They usually begin with an initial conditionals and move
496 the objects in the direction governed by the differential equations.
497 However, most of them ignore the hidden physical law contained
498 within the equations. Since 1990, geometric integrators, which
499 preserve various phase-flow invariants such as symplectic structure,
500 volume and time reversal symmetry, are developed to address this
501 issue. The velocity verlet method, which happens to be a simple
502 example of symplectic integrator, continues to gain its popularity
503 in molecular dynamics community. This fact can be partly explained
504 by its geometric nature.
505
506 \subsection{\label{introSection:symplecticManifold}Symplectic Manifold}
507 A \emph{manifold} is an abstract mathematical space. It locally
508 looks like Euclidean space, but when viewed globally, it may have
509 more complicate structure. A good example of manifold is the surface
510 of Earth. It seems to be flat locally, but it is round if viewed as
511 a whole. A \emph{differentiable manifold} (also known as
512 \emph{smooth manifold}) is a manifold with an open cover in which
513 the covering neighborhoods are all smoothly isomorphic to one
514 another. In other words,it is possible to apply calculus on
515 \emph{differentiable manifold}. A \emph{symplectic manifold} is
516 defined as a pair $(M, \omega)$ which consisting of a
517 \emph{differentiable manifold} $M$ and a close, non-degenerated,
518 bilinear symplectic form, $\omega$. A symplectic form on a vector
519 space $V$ is a function $\omega(x, y)$ which satisfies
520 $\omega(\lambda_1x_1+\lambda_2x_2, y) = \lambda_1\omega(x_1, y)+
521 \lambda_2\omega(x_2, y)$, $\omega(x, y) = - \omega(y, x)$ and
522 $\omega(x, x) = 0$. Cross product operation in vector field is an
523 example of symplectic form.
524
525 One of the motivations to study \emph{symplectic manifold} in
526 Hamiltonian Mechanics is that a symplectic manifold can represent
527 all possible configurations of the system and the phase space of the
528 system can be described by it's cotangent bundle. Every symplectic
529 manifold is even dimensional. For instance, in Hamilton equations,
530 coordinate and momentum always appear in pairs.
531
532 Let $(M,\omega)$ and $(N, \eta)$ be symplectic manifolds. A map
533 \[
534 f : M \rightarrow N
535 \]
536 is a \emph{symplectomorphism} if it is a \emph{diffeomorphims} and
537 the \emph{pullback} of $\eta$ under f is equal to $\omega$.
538 Canonical transformation is an example of symplectomorphism in
539 classical mechanics.
540
541 \subsection{\label{introSection:ODE}Ordinary Differential Equations}
542
543 For a ordinary differential system defined as
544 \begin{equation}
545 \dot x = f(x)
546 \end{equation}
547 where $x = x(q,p)^T$, this system is canonical Hamiltonian, if
548 \begin{equation}
549 f(r) = J\nabla _x H(r).
550 \end{equation}
551 $H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
552 matrix
553 \begin{equation}
554 J = \left( {\begin{array}{*{20}c}
555 0 & I \\
556 { - I} & 0 \\
557 \end{array}} \right)
558 \label{introEquation:canonicalMatrix}
559 \end{equation}
560 where $I$ is an identity matrix. Using this notation, Hamiltonian
561 system can be rewritten as,
562 \begin{equation}
563 \frac{d}{{dt}}x = J\nabla _x H(x)
564 \label{introEquation:compactHamiltonian}
565 \end{equation}In this case, $f$ is
566 called a \emph{Hamiltonian vector field}.
567
568 Another generalization of Hamiltonian dynamics is Poisson Dynamics,
569 \begin{equation}
570 \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
571 \end{equation}
572 The most obvious change being that matrix $J$ now depends on $x$.
573
574 \subsection{\label{introSection:exactFlow}Exact Flow}
575
576 Let $x(t)$ be the exact solution of the ODE system,
577 \begin{equation}
578 \frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
579 \end{equation}
580 The exact flow(solution) $\varphi_\tau$ is defined by
581 \[
582 x(t+\tau) =\varphi_\tau(x(t))
583 \]
584 where $\tau$ is a fixed time step and $\varphi$ is a map from phase
585 space to itself. The flow has the continuous group property,
586 \begin{equation}
587 \varphi _{\tau _1 } \circ \varphi _{\tau _2 } = \varphi _{\tau _1
588 + \tau _2 } .
589 \end{equation}
590 In particular,
591 \begin{equation}
592 \varphi _\tau \circ \varphi _{ - \tau } = I
593 \end{equation}
594 Therefore, the exact flow is self-adjoint,
595 \begin{equation}
596 \varphi _\tau = \varphi _{ - \tau }^{ - 1}.
597 \end{equation}
598 The exact flow can also be written in terms of the of an operator,
599 \begin{equation}
600 \varphi _\tau (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
601 }{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
602 \label{introEquation:exponentialOperator}
603 \end{equation}
604
605 In most cases, it is not easy to find the exact flow $\varphi_\tau$.
606 Instead, we use a approximate map, $\psi_\tau$, which is usually
607 called integrator. The order of an integrator $\psi_\tau$ is $p$, if
608 the Taylor series of $\psi_\tau$ agree to order $p$,
609 \begin{equation}
610 \psi_tau(x) = x + \tau f(x) + O(\tau^{p+1})
611 \end{equation}
612
613 \subsection{\label{introSection:geometricProperties}Geometric Properties}
614
615 The hidden geometric properties of ODE and its flow play important
616 roles in numerical studies. Many of them can be found in systems
617 which occur naturally in applications.
618
619 Let $\varphi$ be the flow of Hamiltonian vector field, $\varphi$ is
620 a \emph{symplectic} flow if it satisfies,
621 \begin{equation}
622 {\varphi '}^T J \varphi ' = J.
623 \end{equation}
624 According to Liouville's theorem, the symplectic volume is invariant
625 under a Hamiltonian flow, which is the basis for classical
626 statistical mechanics. Furthermore, the flow of a Hamiltonian vector
627 field on a symplectic manifold can be shown to be a
628 symplectomorphism. As to the Poisson system,
629 \begin{equation}
630 {\varphi '}^T J \varphi ' = J \circ \varphi
631 \end{equation}
632 is the property must be preserved by the integrator.
633
634 It is possible to construct a \emph{volume-preserving} flow for a
635 source free($ \nabla \cdot f = 0 $) ODE, if the flow satisfies $
636 \det d\varphi = 1$. One can show easily that a symplectic flow will
637 be volume-preserving.
638
639 Changing the variables $y = h(x)$ in a ODE\ref{introEquation:ODE}
640 will result in a new system,
641 \[
642 \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
643 \]
644 The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
645 In other words, the flow of this vector field is reversible if and
646 only if $ h \circ \varphi ^{ - 1} = \varphi \circ h $.
647
648 A \emph{first integral}, or conserved quantity of a general
649 differential function is a function $ G:R^{2d} \to R^d $ which is
650 constant for all solutions of the ODE $\frac{{dx}}{{dt}} = f(x)$ ,
651 \[
652 \frac{{dG(x(t))}}{{dt}} = 0.
653 \]
654 Using chain rule, one may obtain,
655 \[
656 \sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \bullet \nabla G,
657 \]
658 which is the condition for conserving \emph{first integral}. For a
659 canonical Hamiltonian system, the time evolution of an arbitrary
660 smooth function $G$ is given by,
661 \begin{equation}
662 \begin{array}{c}
663 \frac{{dG(x(t))}}{{dt}} = [\nabla _x G(x(t))]^T \dot x(t) \\
664 = [\nabla _x G(x(t))]^T J\nabla _x H(x(t)). \\
665 \end{array}
666 \label{introEquation:firstIntegral1}
667 \end{equation}
668 Using poisson bracket notion, Equation
669 \ref{introEquation:firstIntegral1} can be rewritten as
670 \[
671 \frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
672 \]
673 Therefore, the sufficient condition for $G$ to be the \emph{first
674 integral} of a Hamiltonian system is
675 \[
676 \left\{ {G,H} \right\} = 0.
677 \]
678 As well known, the Hamiltonian (or energy) H of a Hamiltonian system
679 is a \emph{first integral}, which is due to the fact $\{ H,H\} =
680 0$.
681
682
683 When designing any numerical methods, one should always try to
684 preserve the structural properties of the original ODE and its flow.
685
686 \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
687 A lot of well established and very effective numerical methods have
688 been successful precisely because of their symplecticities even
689 though this fact was not recognized when they were first
690 constructed. The most famous example is leapfrog methods in
691 molecular dynamics. In general, symplectic integrators can be
692 constructed using one of four different methods.
693 \begin{enumerate}
694 \item Generating functions
695 \item Variational methods
696 \item Runge-Kutta methods
697 \item Splitting methods
698 \end{enumerate}
699
700 Generating function tends to lead to methods which are cumbersome
701 and difficult to use. In dissipative systems, variational methods
702 can capture the decay of energy accurately. Since their
703 geometrically unstable nature against non-Hamiltonian perturbations,
704 ordinary implicit Runge-Kutta methods are not suitable for
705 Hamiltonian system. Recently, various high-order explicit
706 Runge--Kutta methods have been developed to overcome this
707 instability. However, due to computational penalty involved in
708 implementing the Runge-Kutta methods, they do not attract too much
709 attention from Molecular Dynamics community. Instead, splitting have
710 been widely accepted since they exploit natural decompositions of
711 the system\cite{Tuckerman92}.
712
713 \subsubsection{\label{introSection:splittingMethod}Splitting Method}
714
715 The main idea behind splitting methods is to decompose the discrete
716 $\varphi_h$ as a composition of simpler flows,
717 \begin{equation}
718 \varphi _h = \varphi _{h_1 } \circ \varphi _{h_2 } \ldots \circ
719 \varphi _{h_n }
720 \label{introEquation:FlowDecomposition}
721 \end{equation}
722 where each of the sub-flow is chosen such that each represent a
723 simpler integration of the system.
724
725 Suppose that a Hamiltonian system takes the form,
726 \[
727 H = H_1 + H_2.
728 \]
729 Here, $H_1$ and $H_2$ may represent different physical processes of
730 the system. For instance, they may relate to kinetic and potential
731 energy respectively, which is a natural decomposition of the
732 problem. If $H_1$ and $H_2$ can be integrated using exact flows
733 $\varphi_1(t)$ and $\varphi_2(t)$, respectively, a simple first
734 order is then given by the Lie-Trotter formula
735 \begin{equation}
736 \varphi _h = \varphi _{1,h} \circ \varphi _{2,h},
737 \label{introEquation:firstOrderSplitting}
738 \end{equation}
739 where $\varphi _h$ is the result of applying the corresponding
740 continuous $\varphi _i$ over a time $h$. By definition, as
741 $\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
742 must follow that each operator $\varphi_i(t)$ is a symplectic map.
743 It is easy to show that any composition of symplectic flows yields a
744 symplectic map,
745 \begin{equation}
746 (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
747 '\phi ' = \phi '^T J\phi ' = J,
748 \label{introEquation:SymplecticFlowComposition}
749 \end{equation}
750 where $\phi$ and $\psi$ both are symplectic maps. Thus operator
751 splitting in this context automatically generates a symplectic map.
752
753 The Lie-Trotter splitting(\ref{introEquation:firstOrderSplitting})
754 introduces local errors proportional to $h^2$, while Strang
755 splitting gives a second-order decomposition,
756 \begin{equation}
757 \varphi _h = \varphi _{1,h/2} \circ \varphi _{2,h} \circ \varphi
758 _{1,h/2} , \label{introEquation:secondOrderSplitting}
759 \end{equation}
760 which has a local error proportional to $h^3$. Sprang splitting's
761 popularity in molecular simulation community attribute to its
762 symmetric property,
763 \begin{equation}
764 \varphi _h^{ - 1} = \varphi _{ - h}.
765 \label{introEquation:timeReversible}
766 \end{equation}
767
768 \subsubsection{\label{introSection:exampleSplittingMethod}Example of Splitting Method}
769 The classical equation for a system consisting of interacting
770 particles can be written in Hamiltonian form,
771 \[
772 H = T + V
773 \]
774 where $T$ is the kinetic energy and $V$ is the potential energy.
775 Setting $H_1 = T, H_2 = V$ and applying Strang splitting, one
776 obtains the following:
777 \begin{align}
778 q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
779 \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
780 \label{introEquation:Lp10a} \\%
781 %
782 \dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
783 \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
784 \label{introEquation:Lp10b}
785 \end{align}
786 where $F(t)$ is the force at time $t$. This integration scheme is
787 known as \emph{velocity verlet} which is
788 symplectic(\ref{introEquation:SymplecticFlowComposition}),
789 time-reversible(\ref{introEquation:timeReversible}) and
790 volume-preserving (\ref{introEquation:volumePreserving}). These
791 geometric properties attribute to its long-time stability and its
792 popularity in the community. However, the most commonly used
793 velocity verlet integration scheme is written as below,
794 \begin{align}
795 \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
796 \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
797 %
798 q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
799 \label{introEquation:Lp9b}\\%
800 %
801 \dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
802 \frac{\Delta t}{2m}\, F[q(0)]. \label{introEquation:Lp9c}
803 \end{align}
804 From the preceding splitting, one can see that the integration of
805 the equations of motion would follow:
806 \begin{enumerate}
807 \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
808
809 \item Use the half step velocities to move positions one whole step, $\Delta t$.
810
811 \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
812
813 \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
814 \end{enumerate}
815
816 Simply switching the order of splitting and composing, a new
817 integrator, the \emph{position verlet} integrator, can be generated,
818 \begin{align}
819 \dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
820 \frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
821 \label{introEquation:positionVerlet1} \\%
822 %
823 q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
824 q(\Delta t)} \right]. %
825 \label{introEquation:positionVerlet2}
826 \end{align}
827
828 \subsubsection{\label{introSection:errorAnalysis}Error Analysis and Higher Order Methods}
829
830 Baker-Campbell-Hausdorff formula can be used to determine the local
831 error of splitting method in terms of commutator of the
832 operators(\ref{introEquation:exponentialOperator}) associated with
833 the sub-flow. For operators $hX$ and $hY$ which are associate to
834 $\varphi_1(t)$ and $\varphi_2(t$ respectively , we have
835 \begin{equation}
836 \exp (hX + hY) = \exp (hZ)
837 \end{equation}
838 where
839 \begin{equation}
840 hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
841 {[X,[X,Y]] + [Y,[Y,X]]} \right) + \ldots .
842 \end{equation}
843 Here, $[X,Y]$ is the commutators of operator $X$ and $Y$ given by
844 \[
845 [X,Y] = XY - YX .
846 \]
847 Applying Baker-Campbell-Hausdorff formula to Sprang splitting, we
848 can obtain
849 \begin{eqnarray*}
850 \exp (h X/2)\exp (h Y)\exp (h X/2) & = & \exp (h X + h Y + h^2
851 [X,Y]/4 + h^2 [Y,X]/4 \\ & & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
852 & & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3 [X,[X,Y]]/24 & & \mbox{} +
853 \ldots )
854 \end{eqnarray*}
855 Since \[ [X,Y] + [Y,X] = 0\] and \[ [X,X] = 0\], the dominant local
856 error of Spring splitting is proportional to $h^3$. The same
857 procedure can be applied to general splitting, of the form
858 \begin{equation}
859 \varphi _{b_m h}^2 \circ \varphi _{a_m h}^1 \circ \varphi _{b_{m -
860 1} h}^2 \circ \ldots \circ \varphi _{a_1 h}^1 .
861 \end{equation}
862 Careful choice of coefficient $a_1 ,\ldot , b_m$ will lead to higher
863 order method. Yoshida proposed an elegant way to compose higher
864 order methods based on symmetric splitting. Given a symmetric second
865 order base method $ \varphi _h^{(2)} $, a fourth-order symmetric
866 method can be constructed by composing,
867 \[
868 \varphi _h^{(4)} = \varphi _{\alpha h}^{(2)} \circ \varphi _{\beta
869 h}^{(2)} \circ \varphi _{\alpha h}^{(2)}
870 \]
871 where $ \alpha = - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
872 = \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
873 integrator $ \varphi _h^{(2n + 2)}$ can be composed by
874 \begin{equation}
875 \varphi _h^{(2n + 2)} = \varphi _{\alpha h}^{(2n)} \circ \varphi
876 _{\beta h}^{(2n)} \circ \varphi _{\alpha h}^{(2n)}
877 \end{equation}
878 , if the weights are chosen as
879 \[
880 \alpha = - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
881 \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
882 \]
883
884 \section{\label{introSection:molecularDynamics}Molecular Dynamics}
885
886 As one of the principal tools of molecular modeling, Molecular
887 dynamics has proven to be a powerful tool for studying the functions
888 of biological systems, providing structural, thermodynamic and
889 dynamical information. The basic idea of molecular dynamics is that
890 macroscopic properties are related to microscopic behavior and
891 microscopic behavior can be calculated from the trajectories in
892 simulations. For instance, instantaneous temperature of an
893 Hamiltonian system of $N$ particle can be measured by
894 \[
895 T(t) = \sum\limits_{i = 1}^N {\frac{{m_i v_i^2 }}{{fk_B }}}
896 \]
897 where $m_i$ and $v_i$ are the mass and velocity of $i$th particle
898 respectively, $f$ is the number of degrees of freedom, and $k_B$ is
899 the boltzman constant.
900
901 A typical molecular dynamics run consists of three essential steps:
902 \begin{enumerate}
903 \item Initialization
904 \begin{enumerate}
905 \item Preliminary preparation
906 \item Minimization
907 \item Heating
908 \item Equilibration
909 \end{enumerate}
910 \item Production
911 \item Analysis
912 \end{enumerate}
913 These three individual steps will be covered in the following
914 sections. Sec.~\ref{introSec:initialSystemSettings} deals with the
915 initialization of a simulation. Sec.~\ref{introSec:production} will
916 discusses issues in production run, including the force evaluation
917 and the numerical integration schemes of the equations of motion .
918 Sec.~\ref{introSection:Analysis} provides the theoretical tools for
919 trajectory analysis.
920
921 \subsection{\label{introSec:initialSystemSettings}Initialization}
922
923 \subsubsection{Preliminary preparation}
924
925 When selecting the starting structure of a molecule for molecular
926 simulation, one may retrieve its Cartesian coordinates from public
927 databases, such as RCSB Protein Data Bank \textit{etc}. Although
928 thousands of crystal structures of molecules are discovered every
929 year, many more remain unknown due to the difficulties of
930 purification and crystallization. Even for the molecule with known
931 structure, some important information is missing. For example, the
932 missing hydrogen atom which acts as donor in hydrogen bonding must
933 be added. Moreover, in order to include electrostatic interaction,
934 one may need to specify the partial charges for individual atoms.
935 Under some circumstances, we may even need to prepare the system in
936 a special setup. For instance, when studying transport phenomenon in
937 membrane system, we may prepare the lipids in bilayer structure
938 instead of placing lipids randomly in solvent, since we are not
939 interested in self-aggregation and it takes a long time to happen.
940
941 \subsubsection{Minimization}
942
943 It is quite possible that some of molecules in the system from
944 preliminary preparation may be overlapped with each other. This
945 close proximity leads to high potential energy which consequently
946 jeopardizes any molecular dynamics simulations. To remove these
947 steric overlaps, one typically performs energy minimization to find
948 a more reasonable conformation. Several energy minimization methods
949 have been developed to exploit the energy surface and to locate the
950 local minimum. While converging slowly near the minimum, steepest
951 descent method is extremely robust when systems are far from
952 harmonic. Thus, it is often used to refine structure from
953 crystallographic data. Relied on the gradient or hessian, advanced
954 methods like conjugate gradient and Newton-Raphson converge rapidly
955 to a local minimum, while become unstable if the energy surface is
956 far from quadratic. Another factor must be taken into account, when
957 choosing energy minimization method, is the size of the system.
958 Steepest descent and conjugate gradient can deal with models of any
959 size. Because of the limit of computation power to calculate hessian
960 matrix and insufficient storage capacity to store them, most
961 Newton-Raphson methods can not be used with very large models.
962
963 \subsubsection{Heating}
964
965 Typically, Heating is performed by assigning random velocities
966 according to a Gaussian distribution for a temperature. Beginning at
967 a lower temperature and gradually increasing the temperature by
968 assigning greater random velocities, we end up with setting the
969 temperature of the system to a final temperature at which the
970 simulation will be conducted. In heating phase, we should also keep
971 the system from drifting or rotating as a whole. Equivalently, the
972 net linear momentum and angular momentum of the system should be
973 shifted to zero.
974
975 \subsubsection{Equilibration}
976
977 The purpose of equilibration is to allow the system to evolve
978 spontaneously for a period of time and reach equilibrium. The
979 procedure is continued until various statistical properties, such as
980 temperature, pressure, energy, volume and other structural
981 properties \textit{etc}, become independent of time. Strictly
982 speaking, minimization and heating are not necessary, provided the
983 equilibration process is long enough. However, these steps can serve
984 as a means to arrive at an equilibrated structure in an effective
985 way.
986
987 \subsection{\label{introSection:production}Production}
988
989 \subsubsection{\label{introSec:forceCalculation}The Force Calculation}
990
991 \subsubsection{\label{introSection:integrationSchemes} Integration
992 Schemes}
993
994 \subsection{\label{introSection:Analysis} Analysis}
995
996 \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
997
998 Rigid bodies are frequently involved in the modeling of different
999 areas, from engineering, physics, to chemistry. For example,
1000 missiles and vehicle are usually modeled by rigid bodies. The
1001 movement of the objects in 3D gaming engine or other physics
1002 simulator is governed by the rigid body dynamics. In molecular
1003 simulation, rigid body is used to simplify the model in
1004 protein-protein docking study{\cite{Gray03}}.
1005
1006 It is very important to develop stable and efficient methods to
1007 integrate the equations of motion of orientational degrees of
1008 freedom. Euler angles are the nature choice to describe the
1009 rotational degrees of freedom. However, due to its singularity, the
1010 numerical integration of corresponding equations of motion is very
1011 inefficient and inaccurate. Although an alternative integrator using
1012 different sets of Euler angles can overcome this difficulty\cite{},
1013 the computational penalty and the lost of angular momentum
1014 conservation still remain. A singularity free representation
1015 utilizing quaternions was developed by Evans in 1977. Unfortunately,
1016 this approach suffer from the nonseparable Hamiltonian resulted from
1017 quaternion representation, which prevents the symplectic algorithm
1018 to be utilized. Another different approach is to apply holonomic
1019 constraints to the atoms belonging to the rigid body. Each atom
1020 moves independently under the normal forces deriving from potential
1021 energy and constraint forces which are used to guarantee the
1022 rigidness. However, due to their iterative nature, SHAKE and Rattle
1023 algorithm converge very slowly when the number of constraint
1024 increases.
1025
1026 The break through in geometric literature suggests that, in order to
1027 develop a long-term integration scheme, one should preserve the
1028 symplectic structure of the flow. Introducing conjugate momentum to
1029 rotation matrix $Q$ and re-formulating Hamiltonian's equation, a
1030 symplectic integrator, RSHAKE, was proposed to evolve the
1031 Hamiltonian system in a constraint manifold by iteratively
1032 satisfying the orthogonality constraint $Q_T Q = 1$. An alternative
1033 method using quaternion representation was developed by Omelyan.
1034 However, both of these methods are iterative and inefficient. In
1035 this section, we will present a symplectic Lie-Poisson integrator
1036 for rigid body developed by Dullweber and his
1037 coworkers\cite{Dullweber1997} in depth.
1038
1039 \subsection{\label{introSection:constrainedHamiltonianRB}Constrained Hamiltonian for Rigid Body}
1040 The motion of the rigid body is Hamiltonian with the Hamiltonian
1041 function
1042 \begin{equation}
1043 H = \frac{1}{2}(p^T m^{ - 1} p) + \frac{1}{2}tr(PJ^{ - 1} P) +
1044 V(q,Q) + \frac{1}{2}tr[(QQ^T - 1)\Lambda ].
1045 \label{introEquation:RBHamiltonian}
1046 \end{equation}
1047 Here, $q$ and $Q$ are the position and rotation matrix for the
1048 rigid-body, $p$ and $P$ are conjugate momenta to $q$ and $Q$ , and
1049 $J$, a diagonal matrix, is defined by
1050 \[
1051 I_{ii}^{ - 1} = \frac{1}{2}\sum\limits_{i \ne j} {J_{jj}^{ - 1} }
1052 \]
1053 where $I_{ii}$ is the diagonal element of the inertia tensor. This
1054 constrained Hamiltonian equation subjects to a holonomic constraint,
1055 \begin{equation}
1056 Q^T Q = 1$, \label{introEquation:orthogonalConstraint}
1057 \end{equation}
1058 which is used to ensure rotation matrix's orthogonality.
1059 Differentiating \ref{introEquation:orthogonalConstraint} and using
1060 Equation \ref{introEquation:RBMotionMomentum}, one may obtain,
1061 \begin{equation}
1062 Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0 . \\
1063 \label{introEquation:RBFirstOrderConstraint}
1064 \end{equation}
1065
1066 Using Equation (\ref{introEquation:motionHamiltonianCoordinate},
1067 \ref{introEquation:motionHamiltonianMomentum}), one can write down
1068 the equations of motion,
1069 \[
1070 \begin{array}{c}
1071 \frac{{dq}}{{dt}} = \frac{p}{m} \label{introEquation:RBMotionPosition}\\
1072 \frac{{dp}}{{dt}} = - \nabla _q V(q,Q) \label{introEquation:RBMotionMomentum}\\
1073 \frac{{dQ}}{{dt}} = PJ^{ - 1} \label{introEquation:RBMotionRotation}\\
1074 \frac{{dP}}{{dt}} = - \nabla _Q V(q,Q) - 2Q\Lambda . \label{introEquation:RBMotionP}\\
1075 \end{array}
1076 \]
1077
1078 In general, there are two ways to satisfy the holonomic constraints.
1079 We can use constraint force provided by lagrange multiplier on the
1080 normal manifold to keep the motion on constraint space. Or we can
1081 simply evolve the system in constraint manifold. The two method are
1082 proved to be equivalent. The holonomic constraint and equations of
1083 motions define a constraint manifold for rigid body
1084 \[
1085 M = \left\{ {(Q,P):Q^T Q = 1,Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0}
1086 \right\}.
1087 \]
1088
1089 Unfortunately, this constraint manifold is not the cotangent bundle
1090 $T_{\star}SO(3)$. However, it turns out that under symplectic
1091 transformation, the cotangent space and the phase space are
1092 diffeomorphic. Introducing
1093 \[
1094 \tilde Q = Q,\tilde P = \frac{1}{2}\left( {P - QP^T Q} \right),
1095 \]
1096 the mechanical system subject to a holonomic constraint manifold $M$
1097 can be re-formulated as a Hamiltonian system on the cotangent space
1098 \[
1099 T^* SO(3) = \left\{ {(\tilde Q,\tilde P):\tilde Q^T \tilde Q =
1100 1,\tilde Q^T \tilde PJ^{ - 1} + J^{ - 1} P^T \tilde Q = 0} \right\}
1101 \]
1102
1103 For a body fixed vector $X_i$ with respect to the center of mass of
1104 the rigid body, its corresponding lab fixed vector $X_0^{lab}$ is
1105 given as
1106 \begin{equation}
1107 X_i^{lab} = Q X_i + q.
1108 \end{equation}
1109 Therefore, potential energy $V(q,Q)$ is defined by
1110 \[
1111 V(q,Q) = V(Q X_0 + q).
1112 \]
1113 Hence, the force and torque are given by
1114 \[
1115 \nabla _q V(q,Q) = F(q,Q) = \sum\limits_i {F_i (q,Q)},
1116 \]
1117 and
1118 \[
1119 \nabla _Q V(q,Q) = F(q,Q)X_i^t
1120 \]
1121 respectively.
1122
1123 As a common choice to describe the rotation dynamics of the rigid
1124 body, angular momentum on body frame $\Pi = Q^t P$ is introduced to
1125 rewrite the equations of motion,
1126 \begin{equation}
1127 \begin{array}{l}
1128 \mathop \Pi \limits^ \bullet = J^{ - 1} \Pi ^T \Pi + Q^T \sum\limits_i {F_i (q,Q)X_i^T } - \Lambda \\
1129 \mathop Q\limits^{{\rm{ }} \bullet } = Q\Pi {\rm{ }}J^{ - 1} \\
1130 \end{array}
1131 \label{introEqaution:RBMotionPI}
1132 \end{equation}
1133 , as well as holonomic constraints,
1134 \[
1135 \begin{array}{l}
1136 \Pi J^{ - 1} + J^{ - 1} \Pi ^t = 0 \\
1137 Q^T Q = 1 \\
1138 \end{array}
1139 \]
1140
1141 For a vector $v(v_1 ,v_2 ,v_3 ) \in R^3$ and a matrix $\hat v \in
1142 so(3)^ \star$, the hat-map isomorphism,
1143 \begin{equation}
1144 v(v_1 ,v_2 ,v_3 ) \Leftrightarrow \hat v = \left(
1145 {\begin{array}{*{20}c}
1146 0 & { - v_3 } & {v_2 } \\
1147 {v_3 } & 0 & { - v_1 } \\
1148 { - v_2 } & {v_1 } & 0 \\
1149 \end{array}} \right),
1150 \label{introEquation:hatmapIsomorphism}
1151 \end{equation}
1152 will let us associate the matrix products with traditional vector
1153 operations
1154 \[
1155 \hat vu = v \times u
1156 \]
1157
1158 Using \ref{introEqaution:RBMotionPI}, one can construct a skew
1159 matrix,
1160 \begin{equation}
1161 (\mathop \Pi \limits^ \bullet - \mathop \Pi \limits^ \bullet ^T
1162 ){\rm{ }} = {\rm{ }}(\Pi - \Pi ^T ){\rm{ }}(J^{ - 1} \Pi + \Pi J^{
1163 - 1} ) + \sum\limits_i {[Q^T F_i (r,Q)X_i^T - X_i F_i (r,Q)^T Q]} -
1164 (\Lambda - \Lambda ^T ) . \label{introEquation:skewMatrixPI}
1165 \end{equation}
1166 Since $\Lambda$ is symmetric, the last term of Equation
1167 \ref{introEquation:skewMatrixPI} is zero, which implies the Lagrange
1168 multiplier $\Lambda$ is absent from the equations of motion. This
1169 unique property eliminate the requirement of iterations which can
1170 not be avoided in other methods\cite{}.
1171
1172 Applying hat-map isomorphism, we obtain the equation of motion for
1173 angular momentum on body frame
1174 \begin{equation}
1175 \dot \pi = \pi \times I^{ - 1} \pi + \sum\limits_i {\left( {Q^T
1176 F_i (r,Q)} \right) \times X_i }.
1177 \label{introEquation:bodyAngularMotion}
1178 \end{equation}
1179 In the same manner, the equation of motion for rotation matrix is
1180 given by
1181 \[
1182 \dot Q = Qskew(I^{ - 1} \pi )
1183 \]
1184
1185 \subsection{\label{introSection:SymplecticFreeRB}Symplectic
1186 Lie-Poisson Integrator for Free Rigid Body}
1187
1188 If there is not external forces exerted on the rigid body, the only
1189 contribution to the rotational is from the kinetic potential (the
1190 first term of \ref{ introEquation:bodyAngularMotion}). The free
1191 rigid body is an example of Lie-Poisson system with Hamiltonian
1192 function
1193 \begin{equation}
1194 T^r (\pi ) = T_1 ^r (\pi _1 ) + T_2^r (\pi _2 ) + T_3^r (\pi _3 )
1195 \label{introEquation:rotationalKineticRB}
1196 \end{equation}
1197 where $T_i^r (\pi _i ) = \frac{{\pi _i ^2 }}{{2I_i }}$ and
1198 Lie-Poisson structure matrix,
1199 \begin{equation}
1200 J(\pi ) = \left( {\begin{array}{*{20}c}
1201 0 & {\pi _3 } & { - \pi _2 } \\
1202 { - \pi _3 } & 0 & {\pi _1 } \\
1203 {\pi _2 } & { - \pi _1 } & 0 \\
1204 \end{array}} \right)
1205 \end{equation}
1206 Thus, the dynamics of free rigid body is governed by
1207 \begin{equation}
1208 \frac{d}{{dt}}\pi = J(\pi )\nabla _\pi T^r (\pi )
1209 \end{equation}
1210
1211 One may notice that each $T_i^r$ in Equation
1212 \ref{introEquation:rotationalKineticRB} can be solved exactly. For
1213 instance, the equations of motion due to $T_1^r$ are given by
1214 \begin{equation}
1215 \frac{d}{{dt}}\pi = R_1 \pi ,\frac{d}{{dt}}Q = QR_1
1216 \label{introEqaution:RBMotionSingleTerm}
1217 \end{equation}
1218 where
1219 \[ R_1 = \left( {\begin{array}{*{20}c}
1220 0 & 0 & 0 \\
1221 0 & 0 & {\pi _1 } \\
1222 0 & { - \pi _1 } & 0 \\
1223 \end{array}} \right).
1224 \]
1225 The solutions of Equation \ref{introEqaution:RBMotionSingleTerm} is
1226 \[
1227 \pi (\Delta t) = e^{\Delta tR_1 } \pi (0),Q(\Delta t) =
1228 Q(0)e^{\Delta tR_1 }
1229 \]
1230 with
1231 \[
1232 e^{\Delta tR_1 } = \left( {\begin{array}{*{20}c}
1233 0 & 0 & 0 \\
1234 0 & {\cos \theta _1 } & {\sin \theta _1 } \\
1235 0 & { - \sin \theta _1 } & {\cos \theta _1 } \\
1236 \end{array}} \right),\theta _1 = \frac{{\pi _1 }}{{I_1 }}\Delta t.
1237 \]
1238 To reduce the cost of computing expensive functions in $e^{\Delta
1239 tR_1 }$, we can use Cayley transformation,
1240 \[
1241 e^{\Delta tR_1 } \approx (1 - \Delta tR_1 )^{ - 1} (1 + \Delta tR_1
1242 )
1243 \]
1244 The flow maps for $T_2^r$ and $T_3^r$ can be found in the same
1245 manner.
1246
1247 In order to construct a second-order symplectic method, we split the
1248 angular kinetic Hamiltonian function can into five terms
1249 \[
1250 T^r (\pi ) = \frac{1}{2}T_1 ^r (\pi _1 ) + \frac{1}{2}T_2^r (\pi _2
1251 ) + T_3^r (\pi _3 ) + \frac{1}{2}T_2^r (\pi _2 ) + \frac{1}{2}T_1 ^r
1252 (\pi _1 )
1253 \].
1254 Concatenating flows corresponding to these five terms, we can obtain
1255 an symplectic integrator,
1256 \[
1257 \varphi _{\Delta t,T^r } = \varphi _{\Delta t/2,\pi _1 } \circ
1258 \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t,\pi _3 }
1259 \circ \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t/2,\pi
1260 _1 }.
1261 \]
1262
1263 The non-canonical Lie-Poisson bracket ${F, G}$ of two function
1264 $F(\pi )$ and $G(\pi )$ is defined by
1265 \[
1266 \{ F,G\} (\pi ) = [\nabla _\pi F(\pi )]^T J(\pi )\nabla _\pi G(\pi
1267 )
1268 \]
1269 If the Poisson bracket of a function $F$ with an arbitrary smooth
1270 function $G$ is zero, $F$ is a \emph{Casimir}, which is the
1271 conserved quantity in Poisson system. We can easily verify that the
1272 norm of the angular momentum, $\parallel \pi
1273 \parallel$, is a \emph{Casimir}. Let$ F(\pi ) = S(\frac{{\parallel
1274 \pi \parallel ^2 }}{2})$ for an arbitrary function $ S:R \to R$ ,
1275 then by the chain rule
1276 \[
1277 \nabla _\pi F(\pi ) = S'(\frac{{\parallel \pi \parallel ^2
1278 }}{2})\pi
1279 \]
1280 Thus $ [\nabla _\pi F(\pi )]^T J(\pi ) = - S'(\frac{{\parallel \pi
1281 \parallel ^2 }}{2})\pi \times \pi = 0 $. This explicit
1282 Lie-Poisson integrator is found to be extremely efficient and stable
1283 which can be explained by the fact the small angle approximation is
1284 used and the norm of the angular momentum is conserved.
1285
1286 \subsection{\label{introSection:RBHamiltonianSplitting} Hamiltonian
1287 Splitting for Rigid Body}
1288
1289 The Hamiltonian of rigid body can be separated in terms of kinetic
1290 energy and potential energy,
1291 \[
1292 H = T(p,\pi ) + V(q,Q)
1293 \]
1294 The equations of motion corresponding to potential energy and
1295 kinetic energy are listed in the below table,
1296 \begin{center}
1297 \begin{tabular}{|l|l|}
1298 \hline
1299 % after \\: \hline or \cline{col1-col2} \cline{col3-col4} ...
1300 Potential & Kinetic \\
1301 $\frac{{dq}}{{dt}} = \frac{p}{m}$ & $\frac{d}{{dt}}q = p$ \\
1302 $\frac{d}{{dt}}p = - \frac{{\partial V}}{{\partial q}}$ & $ \frac{d}{{dt}}p = 0$ \\
1303 $\frac{d}{{dt}}Q = 0$ & $ \frac{d}{{dt}}Q = Qskew(I^{ - 1} j)$ \\
1304 $ \frac{d}{{dt}}\pi = \sum\limits_i {\left( {Q^T F_i (r,Q)} \right) \times X_i }$ & $\frac{d}{{dt}}\pi = \pi \times I^{ - 1} \pi$\\
1305 \hline
1306 \end{tabular}
1307 \end{center}
1308 A second-order symplectic method is now obtained by the composition
1309 of the flow maps,
1310 \[
1311 \varphi _{\Delta t} = \varphi _{\Delta t/2,V} \circ \varphi
1312 _{\Delta t,T} \circ \varphi _{\Delta t/2,V}.
1313 \]
1314 Moreover, $\varphi _{\Delta t/2,V}$ can be divided into two
1315 sub-flows which corresponding to force and torque respectively,
1316 \[
1317 \varphi _{\Delta t/2,V} = \varphi _{\Delta t/2,F} \circ \varphi
1318 _{\Delta t/2,\tau }.
1319 \]
1320 Since the associated operators of $\varphi _{\Delta t/2,F} $ and
1321 $\circ \varphi _{\Delta t/2,\tau }$ are commuted, the composition
1322 order inside $\varphi _{\Delta t/2,V}$ does not matter.
1323
1324 Furthermore, kinetic potential can be separated to translational
1325 kinetic term, $T^t (p)$, and rotational kinetic term, $T^r (\pi )$,
1326 \begin{equation}
1327 T(p,\pi ) =T^t (p) + T^r (\pi ).
1328 \end{equation}
1329 where $ T^t (p) = \frac{1}{2}p^T m^{ - 1} p $ and $T^r (\pi )$ is
1330 defined by \ref{introEquation:rotationalKineticRB}. Therefore, the
1331 corresponding flow maps are given by
1332 \[
1333 \varphi _{\Delta t,T} = \varphi _{\Delta t,T^t } \circ \varphi
1334 _{\Delta t,T^r }.
1335 \]
1336 Finally, we obtain the overall symplectic flow maps for free moving
1337 rigid body
1338 \begin{equation}
1339 \begin{array}{c}
1340 \varphi _{\Delta t} = \varphi _{\Delta t/2,F} \circ \varphi _{\Delta t/2,\tau } \\
1341 \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 } \\
1342 \circ \varphi _{\Delta t/2,\tau } \circ \varphi _{\Delta t/2,F} .\\
1343 \end{array}
1344 \label{introEquation:overallRBFlowMaps}
1345 \end{equation}
1346
1347 \section{\label{introSection:langevinDynamics}Langevin Dynamics}
1348 As an alternative to newtonian dynamics, Langevin dynamics, which
1349 mimics a simple heat bath with stochastic and dissipative forces,
1350 has been applied in a variety of studies. This section will review
1351 the theory of Langevin dynamics simulation. A brief derivation of
1352 generalized Langevin equation will be given first. Follow that, we
1353 will discuss the physical meaning of the terms appearing in the
1354 equation as well as the calculation of friction tensor from
1355 hydrodynamics theory.
1356
1357 \subsection{\label{introSection:generalizedLangevinDynamics}Derivation of Generalized Langevin Equation}
1358
1359 Harmonic bath model, in which an effective set of harmonic
1360 oscillators are used to mimic the effect of a linearly responding
1361 environment, has been widely used in quantum chemistry and
1362 statistical mechanics. One of the successful applications of
1363 Harmonic bath model is the derivation of Deriving Generalized
1364 Langevin Dynamics. Lets consider a system, in which the degree of
1365 freedom $x$ is assumed to couple to the bath linearly, giving a
1366 Hamiltonian of the form
1367 \begin{equation}
1368 H = \frac{{p^2 }}{{2m}} + U(x) + H_B + \Delta U(x,x_1 , \ldots x_N)
1369 \label{introEquation:bathGLE}.
1370 \end{equation}
1371 Here $p$ is a momentum conjugate to $q$, $m$ is the mass associated
1372 with this degree of freedom, $H_B$ is harmonic bath Hamiltonian,
1373 \[
1374 H_B = \sum\limits_{\alpha = 1}^N {\left\{ {\frac{{p_\alpha ^2
1375 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha \omega _\alpha ^2 }
1376 \right\}}
1377 \]
1378 where the index $\alpha$ runs over all the bath degrees of freedom,
1379 $\omega _\alpha$ are the harmonic bath frequencies, $m_\alpha$ are
1380 the harmonic bath masses, and $\Delta U$ is bilinear system-bath
1381 coupling,
1382 \[
1383 \Delta U = - \sum\limits_{\alpha = 1}^N {g_\alpha x_\alpha x}
1384 \]
1385 where $g_\alpha$ are the coupling constants between the bath and the
1386 coordinate $x$. Introducing
1387 \[
1388 W(x) = U(x) - \sum\limits_{\alpha = 1}^N {\frac{{g_\alpha ^2
1389 }}{{2m_\alpha w_\alpha ^2 }}} x^2
1390 \] and combining the last two terms in Equation
1391 \ref{introEquation:bathGLE}, we may rewrite the Harmonic bath
1392 Hamiltonian as
1393 \[
1394 H = \frac{{p^2 }}{{2m}} + W(x) + \sum\limits_{\alpha = 1}^N
1395 {\left\{ {\frac{{p_\alpha ^2 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha
1396 w_\alpha ^2 \left( {x_\alpha - \frac{{g_\alpha }}{{m_\alpha
1397 w_\alpha ^2 }}x} \right)^2 } \right\}}
1398 \]
1399 Since the first two terms of the new Hamiltonian depend only on the
1400 system coordinates, we can get the equations of motion for
1401 Generalized Langevin Dynamics by Hamilton's equations
1402 \ref{introEquation:motionHamiltonianCoordinate,
1403 introEquation:motionHamiltonianMomentum},
1404 \begin{equation}
1405 m\ddot x = - \frac{{\partial W(x)}}{{\partial x}} -
1406 \sum\limits_{\alpha = 1}^N {g_\alpha \left( {x_\alpha -
1407 \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right)},
1408 \label{introEquation:coorMotionGLE}
1409 \end{equation}
1410 and
1411 \begin{equation}
1412 m\ddot x_\alpha = - m_\alpha w_\alpha ^2 \left( {x_\alpha -
1413 \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right).
1414 \label{introEquation:bathMotionGLE}
1415 \end{equation}
1416
1417 In order to derive an equation for $x$, the dynamics of the bath
1418 variables $x_\alpha$ must be solved exactly first. As an integral
1419 transform which is particularly useful in solving linear ordinary
1420 differential equations, Laplace transform is the appropriate tool to
1421 solve this problem. The basic idea is to transform the difficult
1422 differential equations into simple algebra problems which can be
1423 solved easily. Then applying inverse Laplace transform, also known
1424 as the Bromwich integral, we can retrieve the solutions of the
1425 original problems.
1426
1427 Let $f(t)$ be a function defined on $ [0,\infty ) $. The Laplace
1428 transform of f(t) is a new function defined as
1429 \[
1430 L(f(t)) \equiv F(p) = \int_0^\infty {f(t)e^{ - pt} dt}
1431 \]
1432 where $p$ is real and $L$ is called the Laplace Transform
1433 Operator. Below are some important properties of Laplace transform
1434 \begin{equation}
1435 \begin{array}{c}
1436 L(x + y) = L(x) + L(y) \\
1437 L(ax) = aL(x) \\
1438 L(\dot x) = pL(x) - px(0) \\
1439 L(\ddot x) = p^2 L(x) - px(0) - \dot x(0) \\
1440 L\left( {\int_0^t {g(t - \tau )h(\tau )d\tau } } \right) = G(p)H(p) \\
1441 \end{array}
1442 \end{equation}
1443
1444 Applying Laplace transform to the bath coordinates, we obtain
1445 \[
1446 \begin{array}{c}
1447 p^2 L(x_\alpha ) - px_\alpha (0) - \dot x_\alpha (0) = - \omega _\alpha ^2 L(x_\alpha ) + \frac{{g_\alpha }}{{\omega _\alpha }}L(x) \\
1448 L(x_\alpha ) = \frac{{\frac{{g_\alpha }}{{\omega _\alpha }}L(x) + px_\alpha (0) + \dot x_\alpha (0)}}{{p^2 + \omega _\alpha ^2 }} \\
1449 \end{array}
1450 \]
1451 By the same way, the system coordinates become
1452 \[
1453 \begin{array}{c}
1454 mL(\ddot x) = - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}} \\
1455 - \sum\limits_{\alpha = 1}^N {\left\{ { - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}\frac{p}{{p^2 + \omega _\alpha ^2 }}pL(x) - \frac{p}{{p^2 + \omega _\alpha ^2 }}g_\alpha x_\alpha (0) - \frac{1}{{p^2 + \omega _\alpha ^2 }}g_\alpha \dot x_\alpha (0)} \right\}} \\
1456 \end{array}
1457 \]
1458
1459 With the help of some relatively important inverse Laplace
1460 transformations:
1461 \[
1462 \begin{array}{c}
1463 L(\cos at) = \frac{p}{{p^2 + a^2 }} \\
1464 L(\sin at) = \frac{a}{{p^2 + a^2 }} \\
1465 L(1) = \frac{1}{p} \\
1466 \end{array}
1467 \]
1468 , we obtain
1469 \begin{align}
1470 m\ddot x &= - \frac{{\partial W(x)}}{{\partial x}} -
1471 \sum\limits_{\alpha = 1}^N {\left\{ {\left( { - \frac{{g_\alpha ^2
1472 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\int_0^t {\cos (\omega
1473 _\alpha t)\dot x(t - \tau )d\tau - \left[ {g_\alpha x_\alpha (0)
1474 - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha }}} \right]\cos
1475 (\omega _\alpha t) - \frac{{g_\alpha \dot x_\alpha (0)}}{{\omega
1476 _\alpha }}\sin (\omega _\alpha t)} } \right\}}
1477 %
1478 &= - \frac{{\partial W(x)}}{{\partial x}} - \int_0^t
1479 {\sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1480 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha
1481 t)\dot x(t - \tau )d} \tau } + \sum\limits_{\alpha = 1}^N {\left\{
1482 {\left[ {g_\alpha x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha
1483 \omega _\alpha }}} \right]\cos (\omega _\alpha t) +
1484 \frac{{g_\alpha \dot x_\alpha (0)}}{{\omega _\alpha }}\sin
1485 (\omega _\alpha t)} \right\}}
1486 \end{align}
1487
1488 Introducing a \emph{dynamic friction kernel}
1489 \begin{equation}
1490 \xi (t) = \sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1491 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha t)}
1492 \label{introEquation:dynamicFrictionKernelDefinition}
1493 \end{equation}
1494 and \emph{a random force}
1495 \begin{equation}
1496 R(t) = \sum\limits_{\alpha = 1}^N {\left( {g_\alpha x_\alpha (0)
1497 - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}x(0)}
1498 \right)\cos (\omega _\alpha t)} + \frac{{\dot x_\alpha
1499 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t),
1500 \label{introEquation:randomForceDefinition}
1501 \end{equation}
1502 the equation of motion can be rewritten as
1503 \begin{equation}
1504 m\ddot x = - \frac{{\partial W}}{{\partial x}} - \int_0^t {\xi
1505 (t)\dot x(t - \tau )d\tau } + R(t)
1506 \label{introEuqation:GeneralizedLangevinDynamics}
1507 \end{equation}
1508 which is known as the \emph{generalized Langevin equation}.
1509
1510 \subsubsection{\label{introSection:randomForceDynamicFrictionKernel}Random Force and Dynamic Friction Kernel}
1511
1512 One may notice that $R(t)$ depends only on initial conditions, which
1513 implies it is completely deterministic within the context of a
1514 harmonic bath. However, it is easy to verify that $R(t)$ is totally
1515 uncorrelated to $x$ and $\dot x$,
1516 \[
1517 \begin{array}{l}
1518 \left\langle {x(t)R(t)} \right\rangle = 0, \\
1519 \left\langle {\dot x(t)R(t)} \right\rangle = 0. \\
1520 \end{array}
1521 \]
1522 This property is what we expect from a truly random process. As long
1523 as the model, which is gaussian distribution in general, chosen for
1524 $R(t)$ is a truly random process, the stochastic nature of the GLE
1525 still remains.
1526
1527 %dynamic friction kernel
1528 The convolution integral
1529 \[
1530 \int_0^t {\xi (t)\dot x(t - \tau )d\tau }
1531 \]
1532 depends on the entire history of the evolution of $x$, which implies
1533 that the bath retains memory of previous motions. In other words,
1534 the bath requires a finite time to respond to change in the motion
1535 of the system. For a sluggish bath which responds slowly to changes
1536 in the system coordinate, we may regard $\xi(t)$ as a constant
1537 $\xi(t) = \Xi_0$. Hence, the convolution integral becomes
1538 \[
1539 \int_0^t {\xi (t)\dot x(t - \tau )d\tau } = \xi _0 (x(t) - x(0))
1540 \]
1541 and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1542 \[
1543 m\ddot x = - \frac{\partial }{{\partial x}}\left( {W(x) +
1544 \frac{1}{2}\xi _0 (x - x_0 )^2 } \right) + R(t),
1545 \]
1546 which can be used to describe dynamic caging effect. The other
1547 extreme is the bath that responds infinitely quickly to motions in
1548 the system. Thus, $\xi (t)$ can be taken as a $delta$ function in
1549 time:
1550 \[
1551 \xi (t) = 2\xi _0 \delta (t)
1552 \]
1553 Hence, the convolution integral becomes
1554 \[
1555 \int_0^t {\xi (t)\dot x(t - \tau )d\tau } = 2\xi _0 \int_0^t
1556 {\delta (t)\dot x(t - \tau )d\tau } = \xi _0 \dot x(t),
1557 \]
1558 and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1559 \begin{equation}
1560 m\ddot x = - \frac{{\partial W(x)}}{{\partial x}} - \xi _0 \dot
1561 x(t) + R(t) \label{introEquation:LangevinEquation}
1562 \end{equation}
1563 which is known as the Langevin equation. The static friction
1564 coefficient $\xi _0$ can either be calculated from spectral density
1565 or be determined by Stokes' law for regular shaped particles.A
1566 briefly review on calculating friction tensor for arbitrary shaped
1567 particles is given in Sec.~\ref{introSection:frictionTensor}.
1568
1569 \subsubsection{\label{introSection:secondFluctuationDissipation}The Second Fluctuation Dissipation Theorem}
1570
1571 Defining a new set of coordinates,
1572 \[
1573 q_\alpha (t) = x_\alpha (t) - \frac{1}{{m_\alpha \omega _\alpha
1574 ^2 }}x(0)
1575 \],
1576 we can rewrite $R(T)$ as
1577 \[
1578 R(t) = \sum\limits_{\alpha = 1}^N {g_\alpha q_\alpha (t)}.
1579 \]
1580 And since the $q$ coordinates are harmonic oscillators,
1581 \[
1582 \begin{array}{c}
1583 \left\langle {q_\alpha ^2 } \right\rangle = \frac{{kT}}{{m_\alpha \omega _\alpha ^2 }} \\
1584 \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle = \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t) \\
1585 \left\langle {q_\alpha (t)q_\beta (0)} \right\rangle = \delta _{\alpha \beta } \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle \\
1586 \left\langle {R(t)R(0)} \right\rangle = \sum\limits_\alpha {\sum\limits_\beta {g_\alpha g_\beta \left\langle {q_\alpha (t)q_\beta (0)} \right\rangle } } \\
1587 = \sum\limits_\alpha {g_\alpha ^2 \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t)} \\
1588 = kT\xi (t) \\
1589 \end{array}
1590 \]
1591 Thus, we recover the \emph{second fluctuation dissipation theorem}
1592 \begin{equation}
1593 \xi (t) = \left\langle {R(t)R(0)} \right\rangle
1594 \label{introEquation:secondFluctuationDissipation}.
1595 \end{equation}
1596 In effect, it acts as a constraint on the possible ways in which one
1597 can model the random force and friction kernel.
1598
1599 \subsection{\label{introSection:frictionTensor} Friction Tensor}
1600 Theoretically, the friction kernel can be determined using velocity
1601 autocorrelation function. However, this approach become impractical
1602 when the system become more and more complicate. Instead, various
1603 approaches based on hydrodynamics have been developed to calculate
1604 the friction coefficients. The friction effect is isotropic in
1605 Equation, \zeta can be taken as a scalar. In general, friction
1606 tensor \Xi is a $6\times 6$ matrix given by
1607 \[
1608 \Xi = \left( {\begin{array}{*{20}c}
1609 {\Xi _{}^{tt} } & {\Xi _{}^{rt} } \\
1610 {\Xi _{}^{tr} } & {\Xi _{}^{rr} } \\
1611 \end{array}} \right).
1612 \]
1613 Here, $ {\Xi^{tt} }$ and $ {\Xi^{rr} }$ are translational friction
1614 tensor and rotational resistance (friction) tensor respectively,
1615 while ${\Xi^{tr} }$ is translation-rotation coupling tensor and $
1616 {\Xi^{rt} }$ is rotation-translation coupling tensor. When a
1617 particle moves in a fluid, it may experience friction force or
1618 torque along the opposite direction of the velocity or angular
1619 velocity,
1620 \[
1621 \left( \begin{array}{l}
1622 F_R \\
1623 \tau _R \\
1624 \end{array} \right) = - \left( {\begin{array}{*{20}c}
1625 {\Xi ^{tt} } & {\Xi ^{rt} } \\
1626 {\Xi ^{tr} } & {\Xi ^{rr} } \\
1627 \end{array}} \right)\left( \begin{array}{l}
1628 v \\
1629 w \\
1630 \end{array} \right)
1631 \]
1632 where $F_r$ is the friction force and $\tau _R$ is the friction
1633 toque.
1634
1635 \subsubsection{\label{introSection:resistanceTensorRegular}The Resistance Tensor for Regular Shape}
1636
1637 For a spherical particle, the translational and rotational friction
1638 constant can be calculated from Stoke's law,
1639 \[
1640 \Xi ^{tt} = \left( {\begin{array}{*{20}c}
1641 {6\pi \eta R} & 0 & 0 \\
1642 0 & {6\pi \eta R} & 0 \\
1643 0 & 0 & {6\pi \eta R} \\
1644 \end{array}} \right)
1645 \]
1646 and
1647 \[
1648 \Xi ^{rr} = \left( {\begin{array}{*{20}c}
1649 {8\pi \eta R^3 } & 0 & 0 \\
1650 0 & {8\pi \eta R^3 } & 0 \\
1651 0 & 0 & {8\pi \eta R^3 } \\
1652 \end{array}} \right)
1653 \]
1654 where $\eta$ is the viscosity of the solvent and $R$ is the
1655 hydrodynamics radius.
1656
1657 Other non-spherical shape, such as cylinder and ellipsoid
1658 \textit{etc}, are widely used as reference for developing new
1659 hydrodynamics theory, because their properties can be calculated
1660 exactly. In 1936, Perrin extended Stokes's law to general ellipsoid,
1661 also called a triaxial ellipsoid, which is given in Cartesian
1662 coordinates by
1663 \[
1664 \frac{{x^2 }}{{a^2 }} + \frac{{y^2 }}{{b^2 }} + \frac{{z^2 }}{{c^2
1665 }} = 1
1666 \]
1667 where the semi-axes are of lengths $a$, $b$, and $c$. Unfortunately,
1668 due to the complexity of the elliptic integral, only the ellipsoid
1669 with the restriction of two axes having to be equal, \textit{i.e.}
1670 prolate($ a \ge b = c$) and oblate ($ a < b = c $), can be solved
1671 exactly. Introducing an elliptic integral parameter $S$ for prolate,
1672 \[
1673 S = \frac{2}{{\sqrt {a^2 - b^2 } }}\ln \frac{{a + \sqrt {a^2 - b^2
1674 } }}{b},
1675 \]
1676 and oblate,
1677 \[
1678 S = \frac{2}{{\sqrt {b^2 - a^2 } }}arctg\frac{{\sqrt {b^2 - a^2 }
1679 }}{a}
1680 \],
1681 one can write down the translational and rotational resistance
1682 tensors
1683 \[
1684 \begin{array}{l}
1685 \Xi _a^{tt} = 16\pi \eta \frac{{a^2 - b^2 }}{{(2a^2 - b^2 )S - 2a}} \\
1686 \Xi _b^{tt} = \Xi _c^{tt} = 32\pi \eta \frac{{a^2 - b^2 }}{{(2a^2 - 3b^2 )S + 2a}} \\
1687 \end{array},
1688 \]
1689 and
1690 \[
1691 \begin{array}{l}
1692 \Xi _a^{rr} = \frac{{32\pi }}{3}\eta \frac{{(a^2 - b^2 )b^2 }}{{2a - b^2 S}} \\
1693 \Xi _b^{rr} = \Xi _c^{rr} = \frac{{32\pi }}{3}\eta \frac{{(a^4 - b^4 )}}{{(2a^2 - b^2 )S - 2a}} \\
1694 \end{array}.
1695 \]
1696
1697 \subsubsection{\label{introSection:resistanceTensorRegularArbitrary}The Resistance Tensor for Arbitrary Shape}
1698
1699 Unlike spherical and other regular shaped molecules, there is not
1700 analytical solution for friction tensor of any arbitrary shaped
1701 rigid molecules. The ellipsoid of revolution model and general
1702 triaxial ellipsoid model have been used to approximate the
1703 hydrodynamic properties of rigid bodies. However, since the mapping
1704 from all possible ellipsoidal space, $r$-space, to all possible
1705 combination of rotational diffusion coefficients, $D$-space is not
1706 unique\cite{Wegener79} as well as the intrinsic coupling between
1707 translational and rotational motion of rigid body\cite{}, general
1708 ellipsoid is not always suitable for modeling arbitrarily shaped
1709 rigid molecule. A number of studies have been devoted to determine
1710 the friction tensor for irregularly shaped rigid bodies using more
1711 advanced method\cite{} where the molecule of interest was modeled by
1712 combinations of spheres(beads)\cite{} and the hydrodynamics
1713 properties of the molecule can be calculated using the hydrodynamic
1714 interaction tensor. Let us consider a rigid assembly of $N$ beads
1715 immersed in a continuous medium. Due to hydrodynamics interaction,
1716 the ``net'' velocity of $i$th bead, $v'_i$ is different than its
1717 unperturbed velocity $v_i$,
1718 \[
1719 v'_i = v_i - \sum\limits_{j \ne i} {T_{ij} F_j }
1720 \]
1721 where $F_i$ is the frictional force, and $T_{ij}$ is the
1722 hydrodynamic interaction tensor. The friction force of $i$th bead is
1723 proportional to its ``net'' velocity
1724 \begin{equation}
1725 F_i = \zeta _i v_i - \zeta _i \sum\limits_{j \ne i} {T_{ij} F_j }.
1726 \label{introEquation:tensorExpression}
1727 \end{equation}
1728 This equation is the basis for deriving the hydrodynamic tensor. In
1729 1930, Oseen and Burgers gave a simple solution to Equation
1730 \ref{introEquation:tensorExpression}
1731 \begin{equation}
1732 T_{ij} = \frac{1}{{8\pi \eta r_{ij} }}\left( {I + \frac{{R_{ij}
1733 R_{ij}^T }}{{R_{ij}^2 }}} \right).
1734 \label{introEquation:oseenTensor}
1735 \end{equation}
1736 Here $R_{ij}$ is the distance vector between bead $i$ and bead $j$.
1737 A second order expression for element of different size was
1738 introduced by Rotne and Prager\cite{} and improved by Garc\'{i}a de
1739 la Torre and Bloomfield,
1740 \begin{equation}
1741 T_{ij} = \frac{1}{{8\pi \eta R_{ij} }}\left[ {\left( {I +
1742 \frac{{R_{ij} R_{ij}^T }}{{R_{ij}^2 }}} \right) + R\frac{{\sigma
1743 _i^2 + \sigma _j^2 }}{{r_{ij}^2 }}\left( {\frac{I}{3} -
1744 \frac{{R_{ij} R_{ij}^T }}{{R_{ij}^2 }}} \right)} \right].
1745 \label{introEquation:RPTensorNonOverlapped}
1746 \end{equation}
1747 Both of the Equation \ref{introEquation:oseenTensor} and Equation
1748 \ref{introEquation:RPTensorNonOverlapped} have an assumption $R_{ij}
1749 \ge \sigma _i + \sigma _j$. An alternative expression for
1750 overlapping beads with the same radius, $\sigma$, is given by
1751 \begin{equation}
1752 T_{ij} = \frac{1}{{6\pi \eta R_{ij} }}\left[ {\left( {1 -
1753 \frac{2}{{32}}\frac{{R_{ij} }}{\sigma }} \right)I +
1754 \frac{2}{{32}}\frac{{R_{ij} R_{ij}^T }}{{R_{ij} \sigma }}} \right]
1755 \label{introEquation:RPTensorOverlapped}
1756 \end{equation}
1757
1758 To calculate the resistance tensor at an arbitrary origin $O$, we
1759 construct a $3N \times 3N$ matrix consisting of $N \times N$
1760 $B_{ij}$ blocks
1761 \begin{equation}
1762 B = \left( {\begin{array}{*{20}c}
1763 {B_{11} } & \ldots & {B_{1N} } \\
1764 \vdots & \ddots & \vdots \\
1765 {B_{N1} } & \cdots & {B_{NN} } \\
1766 \end{array}} \right),
1767 \end{equation}
1768 where $B_{ij}$ is given by
1769 \[
1770 B_{ij} = \delta _{ij} \frac{I}{{6\pi \eta R}} + (1 - \delta _{ij}
1771 )T_{ij}
1772 \]
1773 where $\delta _{ij}$ is Kronecker delta function. Inverting matrix
1774 $B$, we obtain
1775
1776 \[
1777 C = B^{ - 1} = \left( {\begin{array}{*{20}c}
1778 {C_{11} } & \ldots & {C_{1N} } \\
1779 \vdots & \ddots & \vdots \\
1780 {C_{N1} } & \cdots & {C_{NN} } \\
1781 \end{array}} \right)
1782 \]
1783 , which can be partitioned into $N \times N$ $3 \times 3$ block
1784 $C_{ij}$. With the help of $C_{ij}$ and skew matrix $U_i$
1785 \[
1786 U_i = \left( {\begin{array}{*{20}c}
1787 0 & { - z_i } & {y_i } \\
1788 {z_i } & 0 & { - x_i } \\
1789 { - y_i } & {x_i } & 0 \\
1790 \end{array}} \right)
1791 \]
1792 where $x_i$, $y_i$, $z_i$ are the components of the vector joining
1793 bead $i$ and origin $O$. Hence, the elements of resistance tensor at
1794 arbitrary origin $O$ can be written as
1795 \begin{equation}
1796 \begin{array}{l}
1797 \Xi _{}^{tt} = \sum\limits_i {\sum\limits_j {C_{ij} } } , \\
1798 \Xi _{}^{tr} = \Xi _{}^{rt} = \sum\limits_i {\sum\limits_j {U_i C_{ij} } } , \\
1799 \Xi _{}^{rr} = - \sum\limits_i {\sum\limits_j {U_i C_{ij} } } U_j \\
1800 \end{array}
1801 \label{introEquation:ResistanceTensorArbitraryOrigin}
1802 \end{equation}
1803
1804 The resistance tensor depends on the origin to which they refer. The
1805 proper location for applying friction force is the center of
1806 resistance (reaction), at which the trace of rotational resistance
1807 tensor, $ \Xi ^{rr}$ reaches minimum. Mathematically, the center of
1808 resistance is defined as an unique point of the rigid body at which
1809 the translation-rotation coupling tensor are symmetric,
1810 \begin{equation}
1811 \Xi^{tr} = \left( {\Xi^{tr} } \right)^T
1812 \label{introEquation:definitionCR}
1813 \end{equation}
1814 Form Equation \ref{introEquation:ResistanceTensorArbitraryOrigin},
1815 we can easily find out that the translational resistance tensor is
1816 origin independent, while the rotational resistance tensor and
1817 translation-rotation coupling resistance tensor depend on the
1818 origin. Given resistance tensor at an arbitrary origin $O$, and a
1819 vector ,$r_{OP}(x_{OP}, y_{OP}, z_{OP})$, from $O$ to $P$, we can
1820 obtain the resistance tensor at $P$ by
1821 \begin{equation}
1822 \begin{array}{l}
1823 \Xi _P^{tt} = \Xi _O^{tt} \\
1824 \Xi _P^{tr} = \Xi _P^{rt} = \Xi _O^{tr} - U_{OP} \Xi _O^{tt} \\
1825 \Xi _P^{rr} = \Xi _O^{rr} - U_{OP} \Xi _O^{tt} U_{OP} + \Xi _O^{tr} U_{OP} - U_{OP} \Xi _O^{tr} ^{^T } \\
1826 \end{array}
1827 \label{introEquation:resistanceTensorTransformation}
1828 \end{equation}
1829 where
1830 \[
1831 U_{OP} = \left( {\begin{array}{*{20}c}
1832 0 & { - z_{OP} } & {y_{OP} } \\
1833 {z_i } & 0 & { - x_{OP} } \\
1834 { - y_{OP} } & {x_{OP} } & 0 \\
1835 \end{array}} \right)
1836 \]
1837 Using Equations \ref{introEquation:definitionCR} and
1838 \ref{introEquation:resistanceTensorTransformation}, one can locate
1839 the position of center of resistance,
1840 \[
1841 \left( \begin{array}{l}
1842 x_{OR} \\
1843 y_{OR} \\
1844 z_{OR} \\
1845 \end{array} \right) = \left( {\begin{array}{*{20}c}
1846 {(\Xi _O^{rr} )_{yy} + (\Xi _O^{rr} )_{zz} } & { - (\Xi _O^{rr} )_{xy} } & { - (\Xi _O^{rr} )_{xz} } \\
1847 { - (\Xi _O^{rr} )_{xy} } & {(\Xi _O^{rr} )_{zz} + (\Xi _O^{rr} )_{xx} } & { - (\Xi _O^{rr} )_{yz} } \\
1848 { - (\Xi _O^{rr} )_{xz} } & { - (\Xi _O^{rr} )_{yz} } & {(\Xi _O^{rr} )_{xx} + (\Xi _O^{rr} )_{yy} } \\
1849 \end{array}} \right)^{ - 1} \left( \begin{array}{l}
1850 (\Xi _O^{tr} )_{yz} - (\Xi _O^{tr} )_{zy} \\
1851 (\Xi _O^{tr} )_{zx} - (\Xi _O^{tr} )_{xz} \\
1852 (\Xi _O^{tr} )_{xy} - (\Xi _O^{tr} )_{yx} \\
1853 \end{array} \right).
1854 \]
1855 where $x_OR$, $y_OR$, $z_OR$ are the components of the vector
1856 joining center of resistance $R$ and origin $O$.
1857
1858 %\section{\label{introSection:correlationFunctions}Correlation Functions}