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1 \chapter{\label{chapt:introduction}INTRODUCTION AND THEORETICAL BACKGROUND}
2
3 \section{\label{introSection:classicalMechanics}Classical
4 Mechanics}
5
6 Closely related to Classical Mechanics, Molecular Dynamics
7 simulations are carried out by integrating the equations of motion
8 for a given system of particles. There are three fundamental ideas
9 behind classical mechanics. Firstly, one can determine the state of
10 a mechanical system at any time of interest; Secondly, all the
11 mechanical properties of the system at that time can be determined
12 by combining the knowledge of the properties of the system with the
13 specification of this state; Finally, the specification of the state
14 when further combine with the laws of mechanics will also be
15 sufficient to predict the future behavior of the system.
16
17 \subsection{\label{introSection:newtonian}Newtonian Mechanics}
18 The discovery of Newton's three laws of mechanics which govern the
19 motion of particles is the foundation of the classical mechanics.
20 Newton's first law defines a class of inertial frames. Inertial
21 frames are reference frames where a particle not interacting with
22 other bodies will move with constant speed in the same direction.
23 With respect to inertial frames, Newton's second law has the form
24 \begin{equation}
25 F = \frac {dp}{dt} = \frac {mdv}{dt}
26 \label{introEquation:newtonSecondLaw}
27 \end{equation}
28 A point mass interacting with other bodies moves with the
29 acceleration along the direction of the force acting on it. Let
30 $F_{ij}$ be the force that particle $i$ exerts on particle $j$, and
31 $F_{ji}$ be the force that particle $j$ exerts on particle $i$.
32 Newton's third law states that
33 \begin{equation}
34 F_{ij} = -F_{ji}
35 \label{introEquation:newtonThirdLaw}
36 \end{equation}
37
38 Conservation laws of Newtonian Mechanics play very important roles
39 in solving mechanics problems. The linear momentum of a particle is
40 conserved if it is free or it experiences no force. The second
41 conservation theorem concerns the angular momentum of a particle.
42 The angular momentum $L$ of a particle with respect to an origin
43 from which $r$ is measured is defined to be
44 \begin{equation}
45 L \equiv r \times p \label{introEquation:angularMomentumDefinition}
46 \end{equation}
47 The torque $\tau$ with respect to the same origin is defined to be
48 \begin{equation}
49 \tau \equiv r \times F \label{introEquation:torqueDefinition}
50 \end{equation}
51 Differentiating Eq.~\ref{introEquation:angularMomentumDefinition},
52 \[
53 \dot L = \frac{d}{{dt}}(r \times p) = (\dot r \times p) + (r \times
54 \dot p)
55 \]
56 since
57 \[
58 \dot r \times p = \dot r \times mv = m\dot r \times \dot r \equiv 0
59 \]
60 thus,
61 \begin{equation}
62 \dot L = r \times \dot p = \tau
63 \end{equation}
64 If there are no external torques acting on a body, the angular
65 momentum of it is conserved. The last conservation theorem state
66 that if all forces are conservative, Energy
67 \begin{equation}E = T + V \label{introEquation:energyConservation}
68 \end{equation}
69 is conserved. All of these conserved quantities are
70 important factors to determine the quality of numerical integration
71 schemes for rigid bodies \cite{Dullweber1997}.
72
73 \subsection{\label{introSection:lagrangian}Lagrangian Mechanics}
74
75 Newtonian Mechanics suffers from two important limitations: motions
76 can only be described in cartesian coordinate systems. Moreover, It
77 become impossible to predict analytically the properties of the
78 system even if we know all of the details of the interaction. In
79 order to overcome some of the practical difficulties which arise in
80 attempts to apply Newton's equation to complex system, approximate
81 numerical procedures may be developed.
82
83 \subsubsection{\label{introSection:halmiltonPrinciple}\textbf{Hamilton's
84 Principle}}
85
86 Hamilton introduced the dynamical principle upon which it is
87 possible to base all of mechanics and most of classical physics.
88 Hamilton's Principle may be stated as follows,
89
90 The actual trajectory, along which a dynamical system may move from
91 one point to another within a specified time, is derived by finding
92 the path which minimizes the time integral of the difference between
93 the kinetic, $K$, and potential energies, $U$.
94 \begin{equation}
95 \delta \int_{t_1 }^{t_2 } {(K - U)dt = 0} ,
96 \label{introEquation:halmitonianPrinciple1}
97 \end{equation}
98
99 For simple mechanical systems, where the forces acting on the
100 different parts are derivable from a potential, the Lagrangian
101 function $L$ can be defined as the difference between the kinetic
102 energy of the system and its potential energy,
103 \begin{equation}
104 L \equiv K - U = L(q_i ,\dot q_i ) ,
105 \label{introEquation:lagrangianDef}
106 \end{equation}
107 then Eq.~\ref{introEquation:halmitonianPrinciple1} becomes
108 \begin{equation}
109 \delta \int_{t_1 }^{t_2 } {L dt = 0} ,
110 \label{introEquation:halmitonianPrinciple2}
111 \end{equation}
112
113 \subsubsection{\label{introSection:equationOfMotionLagrangian}\textbf{The
114 Equations of Motion in Lagrangian Mechanics}}
115
116 For a system of $f$ degrees of freedom, the equations of motion in
117 the Lagrangian form is
118 \begin{equation}
119 \frac{d}{{dt}}\frac{{\partial L}}{{\partial \dot q_i }} -
120 \frac{{\partial L}}{{\partial q_i }} = 0,{\rm{ }}i = 1, \ldots,f
121 \label{introEquation:eqMotionLagrangian}
122 \end{equation}
123 where $q_{i}$ is generalized coordinate and $\dot{q_{i}}$ is
124 generalized velocity.
125
126 \subsection{\label{introSection:hamiltonian}Hamiltonian Mechanics}
127
128 Arising from Lagrangian Mechanics, Hamiltonian Mechanics was
129 introduced by William Rowan Hamilton in 1833 as a re-formulation of
130 classical mechanics. If the potential energy of a system is
131 independent of velocities, the momenta can be defined as
132 \begin{equation}
133 p_i = \frac{\partial L}{\partial \dot q_i}
134 \label{introEquation:generalizedMomenta}
135 \end{equation}
136 The Lagrange equations of motion are then expressed by
137 \begin{equation}
138 p_i = \frac{{\partial L}}{{\partial q_i }}
139 \label{introEquation:generalizedMomentaDot}
140 \end{equation}
141
142 With the help of the generalized momenta, we may now define a new
143 quantity $H$ by the equation
144 \begin{equation}
145 H = \sum\limits_k {p_k \dot q_k } - L ,
146 \label{introEquation:hamiltonianDefByLagrangian}
147 \end{equation}
148 where $ \dot q_1 \ldots \dot q_f $ are generalized velocities and
149 $L$ is the Lagrangian function for the system.
150
151 Differentiating Eq.~\ref{introEquation:hamiltonianDefByLagrangian},
152 one can obtain
153 \begin{equation}
154 dH = \sum\limits_k {\left( {p_k d\dot q_k + \dot q_k dp_k -
155 \frac{{\partial L}}{{\partial q_k }}dq_k - \frac{{\partial
156 L}}{{\partial \dot q_k }}d\dot q_k } \right)} - \frac{{\partial
157 L}}{{\partial t}}dt \label{introEquation:diffHamiltonian1}
158 \end{equation}
159 Making use of Eq.~\ref{introEquation:generalizedMomenta}, the
160 second and fourth terms in the parentheses cancel. Therefore,
161 Eq.~\ref{introEquation:diffHamiltonian1} can be rewritten as
162 \begin{equation}
163 dH = \sum\limits_k {\left( {\dot q_k dp_k - \dot p_k dq_k }
164 \right)} - \frac{{\partial L}}{{\partial t}}dt
165 \label{introEquation:diffHamiltonian2}
166 \end{equation}
167 By identifying the coefficients of $dq_k$, $dp_k$ and dt, we can
168 find
169 \begin{equation}
170 \frac{{\partial H}}{{\partial p_k }} = \dot {q_k}
171 \label{introEquation:motionHamiltonianCoordinate}
172 \end{equation}
173 \begin{equation}
174 \frac{{\partial H}}{{\partial q_k }} = - \dot {p_k}
175 \label{introEquation:motionHamiltonianMomentum}
176 \end{equation}
177 and
178 \begin{equation}
179 \frac{{\partial H}}{{\partial t}} = - \frac{{\partial L}}{{\partial
180 t}}
181 \label{introEquation:motionHamiltonianTime}
182 \end{equation}
183
184 Eq.~\ref{introEquation:motionHamiltonianCoordinate} and
185 Eq.~\ref{introEquation:motionHamiltonianMomentum} are Hamilton's
186 equation of motion. Due to their symmetrical formula, they are also
187 known as the canonical equations of motions \cite{Goldstein2001}.
188
189 An important difference between Lagrangian approach and the
190 Hamiltonian approach is that the Lagrangian is considered to be a
191 function of the generalized velocities $\dot q_i$ and coordinates
192 $q_i$, while the Hamiltonian is considered to be a function of the
193 generalized momenta $p_i$ and the conjugate coordinates $q_i$.
194 Hamiltonian Mechanics is more appropriate for application to
195 statistical mechanics and quantum mechanics, since it treats the
196 coordinate and its time derivative as independent variables and it
197 only works with 1st-order differential equations\cite{Marion1990}.
198
199 In Newtonian Mechanics, a system described by conservative forces
200 conserves the total energy \ref{introEquation:energyConservation}.
201 It follows that Hamilton's equations of motion conserve the total
202 Hamiltonian.
203 \begin{equation}
204 \frac{{dH}}{{dt}} = \sum\limits_i {\left( {\frac{{\partial
205 H}}{{\partial q_i }}\dot q_i + \frac{{\partial H}}{{\partial p_i
206 }}\dot p_i } \right)} = \sum\limits_i {\left( {\frac{{\partial
207 H}}{{\partial q_i }}\frac{{\partial H}}{{\partial p_i }} -
208 \frac{{\partial H}}{{\partial p_i }}\frac{{\partial H}}{{\partial
209 q_i }}} \right) = 0} \label{introEquation:conserveHalmitonian}
210 \end{equation}
211
212 \section{\label{introSection:statisticalMechanics}Statistical
213 Mechanics}
214
215 The thermodynamic behaviors and properties of Molecular Dynamics
216 simulation are governed by the principle of Statistical Mechanics.
217 The following section will give a brief introduction to some of the
218 Statistical Mechanics concepts and theorem presented in this
219 dissertation.
220
221 \subsection{\label{introSection:ensemble}Phase Space and Ensemble}
222
223 Mathematically, phase space is the space which represents all
224 possible states. Each possible state of the system corresponds to
225 one unique point in the phase space. For mechanical systems, the
226 phase space usually consists of all possible values of position and
227 momentum variables. Consider a dynamic system of $f$ particles in a
228 cartesian space, where each of the $6f$ coordinates and momenta is
229 assigned to one of $6f$ mutually orthogonal axes, the phase space of
230 this system is a $6f$ dimensional space. A point, $x = (q_1 , \ldots
231 ,q_f ,p_1 , \ldots ,p_f )$, with a unique set of values of $6f$
232 coordinates and momenta is a phase space vector.
233
234 %%%fix me
235 A microscopic state or microstate of a classical system is
236 specification of the complete phase space vector of a system at any
237 instant in time. An ensemble is defined as a collection of systems
238 sharing one or more macroscopic characteristics but each being in a
239 unique microstate. The complete ensemble is specified by giving all
240 systems or microstates consistent with the common macroscopic
241 characteristics of the ensemble. Although the state of each
242 individual system in the ensemble could be precisely described at
243 any instance in time by a suitable phase space vector, when using
244 ensembles for statistical purposes, there is no need to maintain
245 distinctions between individual systems, since the numbers of
246 systems at any time in the different states which correspond to
247 different regions of the phase space are more interesting. Moreover,
248 in the point of view of statistical mechanics, one would prefer to
249 use ensembles containing a large enough population of separate
250 members so that the numbers of systems in such different states can
251 be regarded as changing continuously as we traverse different
252 regions of the phase space. The condition of an ensemble at any time
253 can be regarded as appropriately specified by the density $\rho$
254 with which representative points are distributed over the phase
255 space. The density distribution for an ensemble with $f$ degrees of
256 freedom is defined as,
257 \begin{equation}
258 \rho = \rho (q_1 , \ldots ,q_f ,p_1 , \ldots ,p_f ,t).
259 \label{introEquation:densityDistribution}
260 \end{equation}
261 Governed by the principles of mechanics, the phase points change
262 their locations which would change the density at any time at phase
263 space. Hence, the density distribution is also to be taken as a
264 function of the time.
265
266 The number of systems $\delta N$ at time $t$ can be determined by,
267 \begin{equation}
268 \delta N = \rho (q,p,t)dq_1 \ldots dq_f dp_1 \ldots dp_f.
269 \label{introEquation:deltaN}
270 \end{equation}
271 Assuming a large enough population of systems, we can sufficiently
272 approximate $\delta N$ without introducing discontinuity when we go
273 from one region in the phase space to another. By integrating over
274 the whole phase space,
275 \begin{equation}
276 N = \int { \ldots \int {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f
277 \label{introEquation:totalNumberSystem}
278 \end{equation}
279 gives us an expression for the total number of the systems. Hence,
280 the probability per unit in the phase space can be obtained by,
281 \begin{equation}
282 \frac{{\rho (q,p,t)}}{N} = \frac{{\rho (q,p,t)}}{{\int { \ldots \int
283 {\rho (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}.
284 \label{introEquation:unitProbability}
285 \end{equation}
286 With the help of Eq.~\ref{introEquation:unitProbability} and the
287 knowledge of the system, it is possible to calculate the average
288 value of any desired quantity which depends on the coordinates and
289 momenta of the system. Even when the dynamics of the real system is
290 complex, or stochastic, or even discontinuous, the average
291 properties of the ensemble of possibilities as a whole remaining
292 well defined. For a classical system in thermal equilibrium with its
293 environment, the ensemble average of a mechanical quantity, $\langle
294 A(q , p) \rangle_t$, takes the form of an integral over the phase
295 space of the system,
296 \begin{equation}
297 \langle A(q , p) \rangle_t = \frac{{\int { \ldots \int {A(q,p)\rho
298 (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}{{\int { \ldots \int {\rho
299 (q,p,t)dq_1 } ...dq_f dp_1 } ...dp_f }}
300 \label{introEquation:ensembelAverage}
301 \end{equation}
302
303 There are several different types of ensembles with different
304 statistical characteristics. As a function of macroscopic
305 parameters, such as temperature \textit{etc}, the partition function
306 can be used to describe the statistical properties of a system in
307 thermodynamic equilibrium.
308
309 As an ensemble of systems, each of which is known to be thermally
310 isolated and conserve energy, the Microcanonical ensemble (NVE) has
311 a partition function like,
312 \begin{equation}
313 \Omega (N,V,E) = e^{\beta TS} \label{introEquation:NVEPartition}.
314 \end{equation}
315 A canonical ensemble (NVT)is an ensemble of systems, each of which
316 can share its energy with a large heat reservoir. The distribution
317 of the total energy amongst the possible dynamical states is given
318 by the partition function,
319 \begin{equation}
320 \Omega (N,V,T) = e^{ - \beta A}
321 \label{introEquation:NVTPartition}
322 \end{equation}
323 Here, $A$ is the Helmholtz free energy which is defined as $ A = U -
324 TS$. Since most experiments are carried out under constant pressure
325 condition, the isothermal-isobaric ensemble (NPT) plays a very
326 important role in molecular simulations. The isothermal-isobaric
327 ensemble allow the system to exchange energy with a heat bath of
328 temperature $T$ and to change the volume as well. Its partition
329 function is given as
330 \begin{equation}
331 \Delta (N,P,T) = - e^{\beta G}.
332 \label{introEquation:NPTPartition}
333 \end{equation}
334 Here, $G = U - TS + PV$, and $G$ is called Gibbs free energy.
335
336 \subsection{\label{introSection:liouville}Liouville's theorem}
337
338 Liouville's theorem is the foundation on which statistical mechanics
339 rests. It describes the time evolution of the phase space
340 distribution function. In order to calculate the rate of change of
341 $\rho$, we begin from Eq.~\ref{introEquation:deltaN}. If we consider
342 the two faces perpendicular to the $q_1$ axis, which are located at
343 $q_1$ and $q_1 + \delta q_1$, the number of phase points leaving the
344 opposite face is given by the expression,
345 \begin{equation}
346 \left( {\rho + \frac{{\partial \rho }}{{\partial q_1 }}\delta q_1 }
347 \right)\left( {\dot q_1 + \frac{{\partial \dot q_1 }}{{\partial q_1
348 }}\delta q_1 } \right)\delta q_2 \ldots \delta q_f \delta p_1
349 \ldots \delta p_f .
350 \end{equation}
351 Summing all over the phase space, we obtain
352 \begin{equation}
353 \frac{{d(\delta N)}}{{dt}} = - \sum\limits_{i = 1}^f {\left[ {\rho
354 \left( {\frac{{\partial \dot q_i }}{{\partial q_i }} +
355 \frac{{\partial \dot p_i }}{{\partial p_i }}} \right) + \left(
356 {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i + \frac{{\partial
357 \rho }}{{\partial p_i }}\dot p_i } \right)} \right]} \delta q_1
358 \ldots \delta q_f \delta p_1 \ldots \delta p_f .
359 \end{equation}
360 Differentiating the equations of motion in Hamiltonian formalism
361 (\ref{introEquation:motionHamiltonianCoordinate},
362 \ref{introEquation:motionHamiltonianMomentum}), we can show,
363 \begin{equation}
364 \sum\limits_i {\left( {\frac{{\partial \dot q_i }}{{\partial q_i }}
365 + \frac{{\partial \dot p_i }}{{\partial p_i }}} \right)} = 0 ,
366 \end{equation}
367 which cancels the first terms of the right hand side. Furthermore,
368 dividing $ \delta q_1 \ldots \delta q_f \delta p_1 \ldots \delta
369 p_f $ in both sides, we can write out Liouville's theorem in a
370 simple form,
371 \begin{equation}
372 \frac{{\partial \rho }}{{\partial t}} + \sum\limits_{i = 1}^f
373 {\left( {\frac{{\partial \rho }}{{\partial q_i }}\dot q_i +
374 \frac{{\partial \rho }}{{\partial p_i }}\dot p_i } \right)} = 0 .
375 \label{introEquation:liouvilleTheorem}
376 \end{equation}
377
378 Liouville's theorem states that the distribution function is
379 constant along any trajectory in phase space. In classical
380 statistical mechanics, since the number of members in an ensemble is
381 huge and constant, we can assume the local density has no reason
382 (other than classical mechanics) to change,
383 \begin{equation}
384 \frac{{\partial \rho }}{{\partial t}} = 0.
385 \label{introEquation:stationary}
386 \end{equation}
387 In such stationary system, the density of distribution $\rho$ can be
388 connected to the Hamiltonian $H$ through Maxwell-Boltzmann
389 distribution,
390 \begin{equation}
391 \rho \propto e^{ - \beta H}
392 \label{introEquation:densityAndHamiltonian}
393 \end{equation}
394
395 \subsubsection{\label{introSection:phaseSpaceConservation}\textbf{Conservation of Phase Space}}
396 Lets consider a region in the phase space,
397 \begin{equation}
398 \delta v = \int { \ldots \int {dq_1 } ...dq_f dp_1 } ..dp_f .
399 \end{equation}
400 If this region is small enough, the density $\rho$ can be regarded
401 as uniform over the whole integral. Thus, the number of phase points
402 inside this region is given by,
403 \begin{equation}
404 \delta N = \rho \delta v = \rho \int { \ldots \int {dq_1 } ...dq_f
405 dp_1 } ..dp_f.
406 \end{equation}
407
408 \begin{equation}
409 \frac{{d(\delta N)}}{{dt}} = \frac{{d\rho }}{{dt}}\delta v + \rho
410 \frac{d}{{dt}}(\delta v) = 0.
411 \end{equation}
412 With the help of stationary assumption
413 (\ref{introEquation:stationary}), we obtain the principle of the
414 \emph{conservation of volume in phase space},
415 \begin{equation}
416 \frac{d}{{dt}}(\delta v) = \frac{d}{{dt}}\int { \ldots \int {dq_1 }
417 ...dq_f dp_1 } ..dp_f = 0.
418 \label{introEquation:volumePreserving}
419 \end{equation}
420
421 \subsubsection{\label{introSection:liouvilleInOtherForms}\textbf{Liouville's Theorem in Other Forms}}
422
423 Liouville's theorem can be expresses in a variety of different forms
424 which are convenient within different contexts. For any two function
425 $F$ and $G$ of the coordinates and momenta of a system, the Poisson
426 bracket ${F, G}$ is defined as
427 \begin{equation}
428 \left\{ {F,G} \right\} = \sum\limits_i {\left( {\frac{{\partial
429 F}}{{\partial q_i }}\frac{{\partial G}}{{\partial p_i }} -
430 \frac{{\partial F}}{{\partial p_i }}\frac{{\partial G}}{{\partial
431 q_i }}} \right)}.
432 \label{introEquation:poissonBracket}
433 \end{equation}
434 Substituting equations of motion in Hamiltonian formalism(
435 Eq.~\ref{introEquation:motionHamiltonianCoordinate} ,
436 Eq.~\ref{introEquation:motionHamiltonianMomentum} ) into
437 (Eq.~\ref{introEquation:liouvilleTheorem}), we can rewrite
438 Liouville's theorem using Poisson bracket notion,
439 \begin{equation}
440 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - \left\{
441 {\rho ,H} \right\}.
442 \label{introEquation:liouvilleTheromInPoissin}
443 \end{equation}
444 Moreover, the Liouville operator is defined as
445 \begin{equation}
446 iL = \sum\limits_{i = 1}^f {\left( {\frac{{\partial H}}{{\partial
447 p_i }}\frac{\partial }{{\partial q_i }} - \frac{{\partial
448 H}}{{\partial q_i }}\frac{\partial }{{\partial p_i }}} \right)}
449 \label{introEquation:liouvilleOperator}
450 \end{equation}
451 In terms of Liouville operator, Liouville's equation can also be
452 expressed as
453 \begin{equation}
454 \left( {\frac{{\partial \rho }}{{\partial t}}} \right) = - iL\rho
455 \label{introEquation:liouvilleTheoremInOperator}
456 \end{equation}
457
458 \subsection{\label{introSection:ergodic}The Ergodic Hypothesis}
459
460 Various thermodynamic properties can be calculated from Molecular
461 Dynamics simulation. By comparing experimental values with the
462 calculated properties, one can determine the accuracy of the
463 simulation and the quality of the underlying model. However, both
464 experiments and computer simulations are usually performed during a
465 certain time interval and the measurements are averaged over a
466 period of them which is different from the average behavior of
467 many-body system in Statistical Mechanics. Fortunately, the Ergodic
468 Hypothesis makes a connection between time average and the ensemble
469 average. It states that the time average and average over the
470 statistical ensemble are identical \cite{Frenkel1996, Leach2001}.
471 \begin{equation}
472 \langle A(q , p) \rangle_t = \mathop {\lim }\limits_{t \to \infty }
473 \frac{1}{t}\int\limits_0^t {A(q(t),p(t))dt = \int\limits_\Gamma
474 {A(q(t),p(t))} } \rho (q(t), p(t)) dqdp
475 \end{equation}
476 where $\langle A(q , p) \rangle_t$ is an equilibrium value of a
477 physical quantity and $\rho (p(t), q(t))$ is the equilibrium
478 distribution function. If an observation is averaged over a
479 sufficiently long time (longer than relaxation time), all accessible
480 microstates in phase space are assumed to be equally probed, giving
481 a properly weighted statistical average. This allows the researcher
482 freedom of choice when deciding how best to measure a given
483 observable. In case an ensemble averaged approach sounds most
484 reasonable, the Monte Carlo techniques\cite{Metropolis1949} can be
485 utilized. Or if the system lends itself to a time averaging
486 approach, the Molecular Dynamics techniques in
487 Sec.~\ref{introSection:molecularDynamics} will be the best
488 choice\cite{Frenkel1996}.
489
490 \section{\label{introSection:geometricIntegratos}Geometric Integrators}
491 A variety of numerical integrators have been proposed to simulate
492 the motions of atoms in MD simulation. They usually begin with
493 initial conditionals and move the objects in the direction governed
494 by the differential equations. However, most of them ignore the
495 hidden physical laws contained within the equations. Since 1990,
496 geometric integrators, which preserve various phase-flow invariants
497 such as symplectic structure, volume and time reversal symmetry, are
498 developed to address this issue\cite{Dullweber1997, McLachlan1998,
499 Leimkuhler1999}. The velocity Verlet method, which happens to be a
500 simple example of symplectic integrator, continues to gain
501 popularity in the molecular dynamics community. This fact can be
502 partly explained by its geometric nature.
503
504 \subsection{\label{introSection:symplecticManifold}Symplectic Manifolds}
505 A \emph{manifold} is an abstract mathematical space. It looks
506 locally like Euclidean space, but when viewed globally, it may have
507 more complicated structure. A good example of manifold is the
508 surface of Earth. It seems to be flat locally, but it is round if
509 viewed as a whole. A \emph{differentiable manifold} (also known as
510 \emph{smooth manifold}) is a manifold on which it is possible to
511 apply calculus on \emph{differentiable manifold}. A \emph{symplectic
512 manifold} is defined as a pair $(M, \omega)$ which consists of a
513 \emph{differentiable manifold} $M$ and a close, non-degenerated,
514 bilinear symplectic form, $\omega$. A symplectic form on a vector
515 space $V$ is a function $\omega(x, y)$ which satisfies
516 $\omega(\lambda_1x_1+\lambda_2x_2, y) = \lambda_1\omega(x_1, y)+
517 \lambda_2\omega(x_2, y)$, $\omega(x, y) = - \omega(y, x)$ and
518 $\omega(x, x) = 0$. The cross product operation in vector field is
519 an example of symplectic form.
520
521 One of the motivations to study \emph{symplectic manifolds} in
522 Hamiltonian Mechanics is that a symplectic manifold can represent
523 all possible configurations of the system and the phase space of the
524 system can be described by it's cotangent bundle. Every symplectic
525 manifold is even dimensional. For instance, in Hamilton equations,
526 coordinate and momentum always appear in pairs.
527
528 \subsection{\label{introSection:ODE}Ordinary Differential Equations}
529
530 For an ordinary differential system defined as
531 \begin{equation}
532 \dot x = f(x)
533 \end{equation}
534 where $x = x(q,p)^T$, this system is a canonical Hamiltonian, if
535 \begin{equation}
536 f(r) = J\nabla _x H(r).
537 \end{equation}
538 $H = H (q, p)$ is Hamiltonian function and $J$ is the skew-symmetric
539 matrix
540 \begin{equation}
541 J = \left( {\begin{array}{*{20}c}
542 0 & I \\
543 { - I} & 0 \\
544 \end{array}} \right)
545 \label{introEquation:canonicalMatrix}
546 \end{equation}
547 where $I$ is an identity matrix. Using this notation, Hamiltonian
548 system can be rewritten as,
549 \begin{equation}
550 \frac{d}{{dt}}x = J\nabla _x H(x)
551 \label{introEquation:compactHamiltonian}
552 \end{equation}In this case, $f$ is
553 called a \emph{Hamiltonian vector field}.
554
555 Another generalization of Hamiltonian dynamics is Poisson
556 Dynamics\cite{Olver1986},
557 \begin{equation}
558 \dot x = J(x)\nabla _x H \label{introEquation:poissonHamiltonian}
559 \end{equation}
560 The most obvious change being that matrix $J$ now depends on $x$.
561
562 \subsection{\label{introSection:exactFlow}Exact Flow}
563
564 Let $x(t)$ be the exact solution of the ODE system,
565 \begin{equation}
566 \frac{{dx}}{{dt}} = f(x) \label{introEquation:ODE}
567 \end{equation}
568 The exact flow(solution) $\varphi_\tau$ is defined by
569 \[
570 x(t+\tau) =\varphi_\tau(x(t))
571 \]
572 where $\tau$ is a fixed time step and $\varphi$ is a map from phase
573 space to itself. The flow has the continuous group property,
574 \begin{equation}
575 \varphi _{\tau _1 } \circ \varphi _{\tau _2 } = \varphi _{\tau _1
576 + \tau _2 } .
577 \end{equation}
578 In particular,
579 \begin{equation}
580 \varphi _\tau \circ \varphi _{ - \tau } = I
581 \end{equation}
582 Therefore, the exact flow is self-adjoint,
583 \begin{equation}
584 \varphi _\tau = \varphi _{ - \tau }^{ - 1}.
585 \end{equation}
586 The exact flow can also be written in terms of the of an operator,
587 \begin{equation}
588 \varphi _\tau (x) = e^{\tau \sum\limits_i {f_i (x)\frac{\partial
589 }{{\partial x_i }}} } (x) \equiv \exp (\tau f)(x).
590 \label{introEquation:exponentialOperator}
591 \end{equation}
592
593 In most cases, it is not easy to find the exact flow $\varphi_\tau$.
594 Instead, we use an approximate map, $\psi_\tau$, which is usually
595 called integrator. The order of an integrator $\psi_\tau$ is $p$, if
596 the Taylor series of $\psi_\tau$ agree to order $p$,
597 \begin{equation}
598 \psi_\tau(x) = x + \tau f(x) + O(\tau^{p+1})
599 \end{equation}
600
601 \subsection{\label{introSection:geometricProperties}Geometric Properties}
602
603 The hidden geometric properties\cite{Budd1999, Marsden1998} of an
604 ODE and its flow play important roles in numerical studies. Many of
605 them can be found in systems which occur naturally in applications.
606
607 Let $\varphi$ be the flow of Hamiltonian vector field, $\varphi$ is
608 a \emph{symplectic} flow if it satisfies,
609 \begin{equation}
610 {\varphi '}^T J \varphi ' = J.
611 \end{equation}
612 According to Liouville's theorem, the symplectic volume is invariant
613 under a Hamiltonian flow, which is the basis for classical
614 statistical mechanics. Furthermore, the flow of a Hamiltonian vector
615 field on a symplectic manifold can be shown to be a
616 symplectomorphism. As to the Poisson system,
617 \begin{equation}
618 {\varphi '}^T J \varphi ' = J \circ \varphi
619 \end{equation}
620 is the property that must be preserved by the integrator.
621
622 It is possible to construct a \emph{volume-preserving} flow for a
623 source free ODE ($ \nabla \cdot f = 0 $), if the flow satisfies $
624 \det d\varphi = 1$. One can show easily that a symplectic flow will
625 be volume-preserving.
626
627 Changing the variables $y = h(x)$ in an ODE
628 (Eq.~\ref{introEquation:ODE}) will result in a new system,
629 \[
630 \dot y = \tilde f(y) = ((dh \cdot f)h^{ - 1} )(y).
631 \]
632 The vector filed $f$ has reversing symmetry $h$ if $f = - \tilde f$.
633 In other words, the flow of this vector field is reversible if and
634 only if $ h \circ \varphi ^{ - 1} = \varphi \circ h $.
635
636 A \emph{first integral}, or conserved quantity of a general
637 differential function is a function $ G:R^{2d} \to R^d $ which is
638 constant for all solutions of the ODE $\frac{{dx}}{{dt}} = f(x)$ ,
639 \[
640 \frac{{dG(x(t))}}{{dt}} = 0.
641 \]
642 Using chain rule, one may obtain,
643 \[
644 \sum\limits_i {\frac{{dG}}{{dx_i }}} f_i (x) = f \bullet \nabla G,
645 \]
646 which is the condition for conserving \emph{first integral}. For a
647 canonical Hamiltonian system, the time evolution of an arbitrary
648 smooth function $G$ is given by,
649
650 \begin{eqnarray}
651 \frac{{dG(x(t))}}{{dt}} & = & [\nabla _x G(x(t))]^T \dot x(t) \\
652 & = & [\nabla _x G(x(t))]^T J\nabla _x H(x(t)). \\
653 \label{introEquation:firstIntegral1}
654 \end{eqnarray}
655
656
657 Using poisson bracket notion, Equation
658 \ref{introEquation:firstIntegral1} can be rewritten as
659 \[
660 \frac{d}{{dt}}G(x(t)) = \left\{ {G,H} \right\}(x(t)).
661 \]
662 Therefore, the sufficient condition for $G$ to be the \emph{first
663 integral} of a Hamiltonian system is
664 \[
665 \left\{ {G,H} \right\} = 0.
666 \]
667 As well known, the Hamiltonian (or energy) H of a Hamiltonian system
668 is a \emph{first integral}, which is due to the fact $\{ H,H\} =
669 0$.
670
671 When designing any numerical methods, one should always try to
672 preserve the structural properties of the original ODE and its flow.
673
674 \subsection{\label{introSection:constructionSymplectic}Construction of Symplectic Methods}
675 A lot of well established and very effective numerical methods have
676 been successful precisely because of their symplecticities even
677 though this fact was not recognized when they were first
678 constructed. The most famous example is the Verlet-leapfrog method
679 in molecular dynamics. In general, symplectic integrators can be
680 constructed using one of four different methods.
681 \begin{enumerate}
682 \item Generating functions
683 \item Variational methods
684 \item Runge-Kutta methods
685 \item Splitting methods
686 \end{enumerate}
687
688 Generating function\cite{Channell1990} tends to lead to methods
689 which are cumbersome and difficult to use. In dissipative systems,
690 variational methods can capture the decay of energy
691 accurately\cite{Kane2000}. Since their geometrically unstable nature
692 against non-Hamiltonian perturbations, ordinary implicit Runge-Kutta
693 methods are not suitable for Hamiltonian system. Recently, various
694 high-order explicit Runge-Kutta methods
695 \cite{Owren1992,Chen2003}have been developed to overcome this
696 instability. However, due to computational penalty involved in
697 implementing the Runge-Kutta methods, they have not attracted much
698 attention from the Molecular Dynamics community. Instead, splitting
699 methods have been widely accepted since they exploit natural
700 decompositions of the system\cite{Tuckerman1992, McLachlan1998}.
701
702 \subsubsection{\label{introSection:splittingMethod}\textbf{Splitting Methods}}
703
704 The main idea behind splitting methods is to decompose the discrete
705 $\varphi_h$ as a composition of simpler flows,
706 \begin{equation}
707 \varphi _h = \varphi _{h_1 } \circ \varphi _{h_2 } \ldots \circ
708 \varphi _{h_n }
709 \label{introEquation:FlowDecomposition}
710 \end{equation}
711 where each of the sub-flow is chosen such that each represent a
712 simpler integration of the system.
713
714 Suppose that a Hamiltonian system takes the form,
715 \[
716 H = H_1 + H_2.
717 \]
718 Here, $H_1$ and $H_2$ may represent different physical processes of
719 the system. For instance, they may relate to kinetic and potential
720 energy respectively, which is a natural decomposition of the
721 problem. If $H_1$ and $H_2$ can be integrated using exact flows
722 $\varphi_1(t)$ and $\varphi_2(t)$, respectively, a simple first
723 order expression is then given by the Lie-Trotter formula
724 \begin{equation}
725 \varphi _h = \varphi _{1,h} \circ \varphi _{2,h},
726 \label{introEquation:firstOrderSplitting}
727 \end{equation}
728 where $\varphi _h$ is the result of applying the corresponding
729 continuous $\varphi _i$ over a time $h$. By definition, as
730 $\varphi_i(t)$ is the exact solution of a Hamiltonian system, it
731 must follow that each operator $\varphi_i(t)$ is a symplectic map.
732 It is easy to show that any composition of symplectic flows yields a
733 symplectic map,
734 \begin{equation}
735 (\varphi '\phi ')^T J\varphi '\phi ' = \phi '^T \varphi '^T J\varphi
736 '\phi ' = \phi '^T J\phi ' = J,
737 \label{introEquation:SymplecticFlowComposition}
738 \end{equation}
739 where $\phi$ and $\psi$ both are symplectic maps. Thus operator
740 splitting in this context automatically generates a symplectic map.
741
742 The Lie-Trotter splitting(\ref{introEquation:firstOrderSplitting})
743 introduces local errors proportional to $h^2$, while Strang
744 splitting gives a second-order decomposition,
745 \begin{equation}
746 \varphi _h = \varphi _{1,h/2} \circ \varphi _{2,h} \circ \varphi
747 _{1,h/2} , \label{introEquation:secondOrderSplitting}
748 \end{equation}
749 which has a local error proportional to $h^3$. The Sprang
750 splitting's popularity in molecular simulation community attribute
751 to its symmetric property,
752 \begin{equation}
753 \varphi _h^{ - 1} = \varphi _{ - h}.
754 \label{introEquation:timeReversible}
755 \end{equation},appendixFig:architecture
756
757 \subsubsection{\label{introSection:exampleSplittingMethod}\textbf{Examples of the Splitting Method}}
758 The classical equation for a system consisting of interacting
759 particles can be written in Hamiltonian form,
760 \[
761 H = T + V
762 \]
763 where $T$ is the kinetic energy and $V$ is the potential energy.
764 Setting $H_1 = T, H_2 = V$ and applying the Strang splitting, one
765 obtains the following:
766 \begin{align}
767 q(\Delta t) &= q(0) + \dot{q}(0)\Delta t +
768 \frac{F[q(0)]}{m}\frac{\Delta t^2}{2}, %
769 \label{introEquation:Lp10a} \\%
770 %
771 \dot{q}(\Delta t) &= \dot{q}(0) + \frac{\Delta t}{2m}
772 \biggl [F[q(0)] + F[q(\Delta t)] \biggr]. %
773 \label{introEquation:Lp10b}
774 \end{align}
775 where $F(t)$ is the force at time $t$. This integration scheme is
776 known as \emph{velocity verlet} which is
777 symplectic(\ref{introEquation:SymplecticFlowComposition}),
778 time-reversible(\ref{introEquation:timeReversible}) and
779 volume-preserving (\ref{introEquation:volumePreserving}). These
780 geometric properties attribute to its long-time stability and its
781 popularity in the community. However, the most commonly used
782 velocity verlet integration scheme is written as below,
783 \begin{align}
784 \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) &=
785 \dot{q}(0) + \frac{\Delta t}{2m}\, F[q(0)], \label{introEquation:Lp9a}\\%
786 %
787 q(\Delta t) &= q(0) + \Delta t\, \dot{q}\biggl (\frac{\Delta t}{2}\biggr ),%
788 \label{introEquation:Lp9b}\\%
789 %
790 \dot{q}(\Delta t) &= \dot{q}\biggl (\frac{\Delta t}{2}\biggr ) +
791 \frac{\Delta t}{2m}\, F[q(t)]. \label{introEquation:Lp9c}
792 \end{align}
793 From the preceding splitting, one can see that the integration of
794 the equations of motion would follow:
795 \begin{enumerate}
796 \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
797
798 \item Use the half step velocities to move positions one whole step, $\Delta t$.
799
800 \item Evaluate the forces at the new positions, $\mathbf{q}(\Delta t)$, and use the new forces to complete the velocity move.
801
802 \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
803 \end{enumerate}
804
805 By simply switching the order of the propagators in the splitting
806 and composing a new integrator, the \emph{position verlet}
807 integrator, can be generated,
808 \begin{align}
809 \dot q(\Delta t) &= \dot q(0) + \Delta tF(q(0))\left[ {q(0) +
810 \frac{{\Delta t}}{{2m}}\dot q(0)} \right], %
811 \label{introEquation:positionVerlet1} \\%
812 %
813 q(\Delta t) &= q(0) + \frac{{\Delta t}}{2}\left[ {\dot q(0) + \dot
814 q(\Delta t)} \right]. %
815 \label{introEquation:positionVerlet2}
816 \end{align}
817
818 \subsubsection{\label{introSection:errorAnalysis}\textbf{Error Analysis and Higher Order Methods}}
819
820 The Baker-Campbell-Hausdorff formula can be used to determine the
821 local error of splitting method in terms of the commutator of the
822 operators(\ref{introEquation:exponentialOperator}) associated with
823 the sub-flow. For operators $hX$ and $hY$ which are associated with
824 $\varphi_1(t)$ and $\varphi_2(t)$ respectively , we have
825 \begin{equation}
826 \exp (hX + hY) = \exp (hZ)
827 \end{equation}
828 where
829 \begin{equation}
830 hZ = hX + hY + \frac{{h^2 }}{2}[X,Y] + \frac{{h^3 }}{2}\left(
831 {[X,[X,Y]] + [Y,[Y,X]]} \right) + \ldots .
832 \end{equation}
833 Here, $[X,Y]$ is the commutators of operator $X$ and $Y$ given by
834 \[
835 [X,Y] = XY - YX .
836 \]
837 Applying the Baker-Campbell-Hausdorff formula\cite{Varadarajan1974}
838 to the Sprang splitting, we can obtain
839 \begin{eqnarray*}
840 \exp (h X/2)\exp (h Y)\exp (h X/2) & = & \exp (h X + h Y + h^2 [X,Y]/4 + h^2 [Y,X]/4 \\
841 & & \mbox{} + h^2 [X,X]/8 + h^2 [Y,Y]/8 \\
842 & & \mbox{} + h^3 [Y,[Y,X]]/12 - h^3[X,[X,Y]]/24 + \ldots )
843 \end{eqnarray*}
844 Since \[ [X,Y] + [Y,X] = 0\] and \[ [X,X] = 0,\] the dominant local
845 error of Spring splitting is proportional to $h^3$. The same
846 procedure can be applied to a general splitting, of the form
847 \begin{equation}
848 \varphi _{b_m h}^2 \circ \varphi _{a_m h}^1 \circ \varphi _{b_{m -
849 1} h}^2 \circ \ldots \circ \varphi _{a_1 h}^1 .
850 \end{equation}
851 A careful choice of coefficient $a_1 \ldots b_m$ will lead to higher
852 order methods. Yoshida proposed an elegant way to compose higher
853 order methods based on symmetric splitting\cite{Yoshida1990}. Given
854 a symmetric second order base method $ \varphi _h^{(2)} $, a
855 fourth-order symmetric method can be constructed by composing,
856 \[
857 \varphi _h^{(4)} = \varphi _{\alpha h}^{(2)} \circ \varphi _{\beta
858 h}^{(2)} \circ \varphi _{\alpha h}^{(2)}
859 \]
860 where $ \alpha = - \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$ and $ \beta
861 = \frac{{2^{1/3} }}{{2 - 2^{1/3} }}$. Moreover, a symmetric
862 integrator $ \varphi _h^{(2n + 2)}$ can be composed by
863 \begin{equation}
864 \varphi _h^{(2n + 2)} = \varphi _{\alpha h}^{(2n)} \circ \varphi
865 _{\beta h}^{(2n)} \circ \varphi _{\alpha h}^{(2n)},
866 \end{equation}
867 if the weights are chosen as
868 \[
869 \alpha = - \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }},\beta =
870 \frac{{2^{1/(2n + 1)} }}{{2 - 2^{1/(2n + 1)} }} .
871 \]
872
873 \section{\label{introSection:molecularDynamics}Molecular Dynamics}
874
875 As one of the principal tools of molecular modeling, Molecular
876 dynamics has proven to be a powerful tool for studying the functions
877 of biological systems, providing structural, thermodynamic and
878 dynamical information. The basic idea of molecular dynamics is that
879 macroscopic properties are related to microscopic behavior and
880 microscopic behavior can be calculated from the trajectories in
881 simulations. For instance, instantaneous temperature of an
882 Hamiltonian system of $N$ particle can be measured by
883 \[
884 T = \sum\limits_{i = 1}^N {\frac{{m_i v_i^2 }}{{fk_B }}}
885 \]
886 where $m_i$ and $v_i$ are the mass and velocity of $i$th particle
887 respectively, $f$ is the number of degrees of freedom, and $k_B$ is
888 the boltzman constant.
889
890 A typical molecular dynamics run consists of three essential steps:
891 \begin{enumerate}
892 \item Initialization
893 \begin{enumerate}
894 \item Preliminary preparation
895 \item Minimization
896 \item Heating
897 \item Equilibration
898 \end{enumerate}
899 \item Production
900 \item Analysis
901 \end{enumerate}
902 These three individual steps will be covered in the following
903 sections. Sec.~\ref{introSec:initialSystemSettings} deals with the
904 initialization of a simulation. Sec.~\ref{introSection:production}
905 will discusse issues in production run.
906 Sec.~\ref{introSection:Analysis} provides the theoretical tools for
907 trajectory analysis.
908
909 \subsection{\label{introSec:initialSystemSettings}Initialization}
910
911 \subsubsection{\textbf{Preliminary preparation}}
912
913 When selecting the starting structure of a molecule for molecular
914 simulation, one may retrieve its Cartesian coordinates from public
915 databases, such as RCSB Protein Data Bank \textit{etc}. Although
916 thousands of crystal structures of molecules are discovered every
917 year, many more remain unknown due to the difficulties of
918 purification and crystallization. Even for molecules with known
919 structure, some important information is missing. For example, a
920 missing hydrogen atom which acts as donor in hydrogen bonding must
921 be added. Moreover, in order to include electrostatic interaction,
922 one may need to specify the partial charges for individual atoms.
923 Under some circumstances, we may even need to prepare the system in
924 a special configuration. For instance, when studying transport
925 phenomenon in membrane systems, we may prepare the lipids in a
926 bilayer structure instead of placing lipids randomly in solvent,
927 since we are not interested in the slow self-aggregation process.
928
929 \subsubsection{\textbf{Minimization}}
930
931 It is quite possible that some of molecules in the system from
932 preliminary preparation may be overlapping with each other. This
933 close proximity leads to high initial potential energy which
934 consequently jeopardizes any molecular dynamics simulations. To
935 remove these steric overlaps, one typically performs energy
936 minimization to find a more reasonable conformation. Several energy
937 minimization methods have been developed to exploit the energy
938 surface and to locate the local minimum. While converging slowly
939 near the minimum, steepest descent method is extremely robust when
940 systems are strongly anharmonic. Thus, it is often used to refine
941 structure from crystallographic data. Relied on the gradient or
942 hessian, advanced methods like Newton-Raphson converge rapidly to a
943 local minimum, but become unstable if the energy surface is far from
944 quadratic. Another factor that must be taken into account, when
945 choosing energy minimization method, is the size of the system.
946 Steepest descent and conjugate gradient can deal with models of any
947 size. Because of the limits on computer memory to store the hessian
948 matrix and the computing power needed to diagonalized these
949 matrices, most Newton-Raphson methods can not be used with very
950 large systems.
951
952 \subsubsection{\textbf{Heating}}
953
954 Typically, Heating is performed by assigning random velocities
955 according to a Maxwell-Boltzman distribution for a desired
956 temperature. Beginning at a lower temperature and gradually
957 increasing the temperature by assigning larger random velocities, we
958 end up with setting the temperature of the system to a final
959 temperature at which the simulation will be conducted. In heating
960 phase, we should also keep the system from drifting or rotating as a
961 whole. To do this, the net linear momentum and angular momentum of
962 the system is shifted to zero after each resampling from the Maxwell
963 -Boltzman distribution.
964
965 \subsubsection{\textbf{Equilibration}}
966
967 The purpose of equilibration is to allow the system to evolve
968 spontaneously for a period of time and reach equilibrium. The
969 procedure is continued until various statistical properties, such as
970 temperature, pressure, energy, volume and other structural
971 properties \textit{etc}, become independent of time. Strictly
972 speaking, minimization and heating are not necessary, provided the
973 equilibration process is long enough. However, these steps can serve
974 as a means to arrive at an equilibrated structure in an effective
975 way.
976
977 \subsection{\label{introSection:production}Production}
978
979 The production run is the most important step of the simulation, in
980 which the equilibrated structure is used as a starting point and the
981 motions of the molecules are collected for later analysis. In order
982 to capture the macroscopic properties of the system, the molecular
983 dynamics simulation must be performed by sampling correctly and
984 efficiently from the relevant thermodynamic ensemble.
985
986 The most expensive part of a molecular dynamics simulation is the
987 calculation of non-bonded forces, such as van der Waals force and
988 Coulombic forces \textit{etc}. For a system of $N$ particles, the
989 complexity of the algorithm for pair-wise interactions is $O(N^2 )$,
990 which making large simulations prohibitive in the absence of any
991 algorithmic tricks.
992
993 A natural approach to avoid system size issues is to represent the
994 bulk behavior by a finite number of the particles. However, this
995 approach will suffer from the surface effect at the edges of the
996 simulation. To offset this, \textit{Periodic boundary conditions}
997 (see Fig.~\ref{introFig:pbc}) is developed to simulate bulk
998 properties with a relatively small number of particles. In this
999 method, the simulation box is replicated throughout space to form an
1000 infinite lattice. During the simulation, when a particle moves in
1001 the primary cell, its image in other cells move in exactly the same
1002 direction with exactly the same orientation. Thus, as a particle
1003 leaves the primary cell, one of its images will enter through the
1004 opposite face.
1005 \begin{figure}
1006 \centering
1007 \includegraphics[width=\linewidth]{pbc.eps}
1008 \caption[An illustration of periodic boundary conditions]{A 2-D
1009 illustration of periodic boundary conditions. As one particle leaves
1010 the left of the simulation box, an image of it enters the right.}
1011 \label{introFig:pbc}
1012 \end{figure}
1013
1014 %cutoff and minimum image convention
1015 Another important technique to improve the efficiency of force
1016 evaluation is to apply spherical cutoff where particles farther than
1017 a predetermined distance are not included in the calculation
1018 \cite{Frenkel1996}. The use of a cutoff radius will cause a
1019 discontinuity in the potential energy curve. Fortunately, one can
1020 shift simple radial potential to ensure the potential curve go
1021 smoothly to zero at the cutoff radius. The cutoff strategy works
1022 well for Lennard-Jones interaction because of its short range
1023 nature. However, simply truncating the electrostatic interaction
1024 with the use of cutoffs has been shown to lead to severe artifacts
1025 in simulations. The Ewald summation, in which the slowly decaying
1026 Coulomb potential is transformed into direct and reciprocal sums
1027 with rapid and absolute convergence, has proved to minimize the
1028 periodicity artifacts in liquid simulations. Taking the advantages
1029 of the fast Fourier transform (FFT) for calculating discrete Fourier
1030 transforms, the particle mesh-based
1031 methods\cite{Hockney1981,Shimada1993, Luty1994} are accelerated from
1032 $O(N^{3/2})$ to $O(N logN)$. An alternative approach is the
1033 \emph{fast multipole method}\cite{Greengard1987, Greengard1994},
1034 which treats Coulombic interactions exactly at short range, and
1035 approximate the potential at long range through multipolar
1036 expansion. In spite of their wide acceptance at the molecular
1037 simulation community, these two methods are difficult to implement
1038 correctly and efficiently. Instead, we use a damped and
1039 charge-neutralized Coulomb potential method developed by Wolf and
1040 his coworkers\cite{Wolf1999}. The shifted Coulomb potential for
1041 particle $i$ and particle $j$ at distance $r_{rj}$ is given by:
1042 \begin{equation}
1043 V(r_{ij})= \frac{q_i q_j \textrm{erfc}(\alpha
1044 r_{ij})}{r_{ij}}-\lim_{r_{ij}\rightarrow
1045 R_\textrm{c}}\left\{\frac{q_iq_j \textrm{erfc}(\alpha
1046 r_{ij})}{r_{ij}}\right\}. \label{introEquation:shiftedCoulomb}
1047 \end{equation}
1048 where $\alpha$ is the convergence parameter. Due to the lack of
1049 inherent periodicity and rapid convergence,this method is extremely
1050 efficient and easy to implement.
1051 \begin{figure}
1052 \centering
1053 \includegraphics[width=\linewidth]{shifted_coulomb.eps}
1054 \caption[An illustration of shifted Coulomb potential]{An
1055 illustration of shifted Coulomb potential.}
1056 \label{introFigure:shiftedCoulomb}
1057 \end{figure}
1058
1059 %multiple time step
1060
1061 \subsection{\label{introSection:Analysis} Analysis}
1062
1063 Recently, advanced visualization technique have become applied to
1064 monitor the motions of molecules. Although the dynamics of the
1065 system can be described qualitatively from animation, quantitative
1066 trajectory analysis are more useful. According to the principles of
1067 Statistical Mechanics, Sec.~\ref{introSection:statisticalMechanics},
1068 one can compute thermodynamic properties, analyze fluctuations of
1069 structural parameters, and investigate time-dependent processes of
1070 the molecule from the trajectories.
1071
1072 \subsubsection{\label{introSection:thermodynamicsProperties}\textbf{Thermodynamic Properties}}
1073
1074 Thermodynamic properties, which can be expressed in terms of some
1075 function of the coordinates and momenta of all particles in the
1076 system, can be directly computed from molecular dynamics. The usual
1077 way to measure the pressure is based on virial theorem of Clausius
1078 which states that the virial is equal to $-3Nk_BT$. For a system
1079 with forces between particles, the total virial, $W$, contains the
1080 contribution from external pressure and interaction between the
1081 particles:
1082 \[
1083 W = - 3PV + \left\langle {\sum\limits_{i < j} {r{}_{ij} \cdot
1084 f_{ij} } } \right\rangle
1085 \]
1086 where $f_{ij}$ is the force between particle $i$ and $j$ at a
1087 distance $r_{ij}$. Thus, the expression for the pressure is given
1088 by:
1089 \begin{equation}
1090 P = \frac{{Nk_B T}}{V} - \frac{1}{{3V}}\left\langle {\sum\limits_{i
1091 < j} {r{}_{ij} \cdot f_{ij} } } \right\rangle
1092 \end{equation}
1093
1094 \subsubsection{\label{introSection:structuralProperties}\textbf{Structural Properties}}
1095
1096 Structural Properties of a simple fluid can be described by a set of
1097 distribution functions. Among these functions,the \emph{pair
1098 distribution function}, also known as \emph{radial distribution
1099 function}, is of most fundamental importance to liquid theory.
1100 Experimentally, pair distribution function can be gathered by
1101 Fourier transforming raw data from a series of neutron diffraction
1102 experiments and integrating over the surface factor
1103 \cite{Powles1973}. The experimental results can serve as a criterion
1104 to justify the correctness of a liquid model. Moreover, various
1105 equilibrium thermodynamic and structural properties can also be
1106 expressed in terms of radial distribution function \cite{Allen1987}.
1107
1108 The pair distribution functions $g(r)$ gives the probability that a
1109 particle $i$ will be located at a distance $r$ from a another
1110 particle $j$ in the system
1111 \[
1112 g(r) = \frac{V}{{N^2 }}\left\langle {\sum\limits_i {\sum\limits_{j
1113 \ne i} {\delta (r - r_{ij} )} } } \right\rangle = \fract{\rho
1114 (r)}{\rho}.
1115 \]
1116 Note that the delta function can be replaced by a histogram in
1117 computer simulation. Figure
1118 \ref{introFigure:pairDistributionFunction} shows a typical pair
1119 distribution function for the liquid argon system. The occurrence of
1120 several peaks in the plot of $g(r)$ suggests that it is more likely
1121 to find particles at certain radial values than at others. This is a
1122 result of the attractive interaction at such distances. Because of
1123 the strong repulsive forces at short distance, the probability of
1124 locating particles at distances less than about 3.7{\AA} from each
1125 other is essentially zero.
1126
1127 %\begin{figure}
1128 %\centering
1129 %\includegraphics[width=\linewidth]{pdf.eps}
1130 %\caption[Pair distribution function for the liquid argon
1131 %]{Pair distribution function for the liquid argon}
1132 %\label{introFigure:pairDistributionFunction}
1133 %\end{figure}
1134
1135 \subsubsection{\label{introSection:timeDependentProperties}\textbf{Time-dependent
1136 Properties}}
1137
1138 Time-dependent properties are usually calculated using \emph{time
1139 correlation functions}, which correlate random variables $A$ and $B$
1140 at two different times,
1141 \begin{equation}
1142 C_{AB} (t) = \left\langle {A(t)B(0)} \right\rangle.
1143 \label{introEquation:timeCorrelationFunction}
1144 \end{equation}
1145 If $A$ and $B$ refer to same variable, this kind of correlation
1146 function is called an \emph{autocorrelation function}. One example
1147 of an auto correlation function is the velocity auto-correlation
1148 function which is directly related to transport properties of
1149 molecular liquids:
1150 \[
1151 D = \frac{1}{3}\int\limits_0^\infty {\left\langle {v(t) \cdot v(0)}
1152 \right\rangle } dt
1153 \]
1154 where $D$ is diffusion constant. Unlike the velocity autocorrelation
1155 function, which is averaging over time origins and over all the
1156 atoms, the dipole autocorrelation functions are calculated for the
1157 entire system. The dipole autocorrelation function is given by:
1158 \[
1159 c_{dipole} = \left\langle {u_{tot} (t) \cdot u_{tot} (t)}
1160 \right\rangle
1161 \]
1162 Here $u_{tot}$ is the net dipole of the entire system and is given
1163 by
1164 \[
1165 u_{tot} (t) = \sum\limits_i {u_i (t)}
1166 \]
1167 In principle, many time correlation functions can be related with
1168 Fourier transforms of the infrared, Raman, and inelastic neutron
1169 scattering spectra of molecular liquids. In practice, one can
1170 extract the IR spectrum from the intensity of dipole fluctuation at
1171 each frequency using the following relationship:
1172 \[
1173 \hat c_{dipole} (v) = \int_{ - \infty }^\infty {c_{dipole} (t)e^{ -
1174 i2\pi vt} dt}
1175 \]
1176
1177 \section{\label{introSection:rigidBody}Dynamics of Rigid Bodies}
1178
1179 Rigid bodies are frequently involved in the modeling of different
1180 areas, from engineering, physics, to chemistry. For example,
1181 missiles and vehicle are usually modeled by rigid bodies. The
1182 movement of the objects in 3D gaming engine or other physics
1183 simulator is governed by rigid body dynamics. In molecular
1184 simulations, rigid bodies are used to simplify protein-protein
1185 docking studies\cite{Gray2003}.
1186
1187 It is very important to develop stable and efficient methods to
1188 integrate the equations of motion for orientational degrees of
1189 freedom. Euler angles are the natural choice to describe the
1190 rotational degrees of freedom. However, due to $\frac {1}{sin
1191 \theta}$ singularities, the numerical integration of corresponding
1192 equations of motion is very inefficient and inaccurate. Although an
1193 alternative integrator using multiple sets of Euler angles can
1194 overcome this difficulty\cite{Barojas1973}, the computational
1195 penalty and the loss of angular momentum conservation still remain.
1196 A singularity-free representation utilizing quaternions was
1197 developed by Evans in 1977\cite{Evans1977}. Unfortunately, this
1198 approach uses a nonseparable Hamiltonian resulting from the
1199 quaternion representation, which prevents the symplectic algorithm
1200 to be utilized. Another different approach is to apply holonomic
1201 constraints to the atoms belonging to the rigid body. Each atom
1202 moves independently under the normal forces deriving from potential
1203 energy and constraint forces which are used to guarantee the
1204 rigidness. However, due to their iterative nature, the SHAKE and
1205 Rattle algorithms also converge very slowly when the number of
1206 constraints increases\cite{Ryckaert1977, Andersen1983}.
1207
1208 A break-through in geometric literature suggests that, in order to
1209 develop a long-term integration scheme, one should preserve the
1210 symplectic structure of the flow. By introducing a conjugate
1211 momentum to the rotation matrix $Q$ and re-formulating Hamiltonian's
1212 equation, a symplectic integrator, RSHAKE\cite{Kol1997}, was
1213 proposed to evolve the Hamiltonian system in a constraint manifold
1214 by iteratively satisfying the orthogonality constraint $Q^T Q = 1$.
1215 An alternative method using the quaternion representation was
1216 developed by Omelyan\cite{Omelyan1998}. However, both of these
1217 methods are iterative and inefficient. In this section, we descibe a
1218 symplectic Lie-Poisson integrator for rigid body developed by
1219 Dullweber and his coworkers\cite{Dullweber1997} in depth.
1220
1221 \subsection{\label{introSection:constrainedHamiltonianRB}Constrained Hamiltonian for Rigid Bodies}
1222 The motion of a rigid body is Hamiltonian with the Hamiltonian
1223 function
1224 \begin{equation}
1225 H = \frac{1}{2}(p^T m^{ - 1} p) + \frac{1}{2}tr(PJ^{ - 1} P) +
1226 V(q,Q) + \frac{1}{2}tr[(QQ^T - 1)\Lambda ].
1227 \label{introEquation:RBHamiltonian}
1228 \end{equation}
1229 Here, $q$ and $Q$ are the position and rotation matrix for the
1230 rigid-body, $p$ and $P$ are conjugate momenta to $q$ and $Q$ , and
1231 $J$, a diagonal matrix, is defined by
1232 \[
1233 I_{ii}^{ - 1} = \frac{1}{2}\sum\limits_{i \ne j} {J_{jj}^{ - 1} }
1234 \]
1235 where $I_{ii}$ is the diagonal element of the inertia tensor. This
1236 constrained Hamiltonian equation is subjected to a holonomic
1237 constraint,
1238 \begin{equation}
1239 Q^T Q = 1, \label{introEquation:orthogonalConstraint}
1240 \end{equation}
1241 which is used to ensure rotation matrix's unitarity. Differentiating
1242 \ref{introEquation:orthogonalConstraint} and using Equation
1243 \ref{introEquation:RBMotionMomentum}, one may obtain,
1244 \begin{equation}
1245 Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0 . \\
1246 \label{introEquation:RBFirstOrderConstraint}
1247 \end{equation}
1248
1249 Using Equation (\ref{introEquation:motionHamiltonianCoordinate},
1250 \ref{introEquation:motionHamiltonianMomentum}), one can write down
1251 the equations of motion,
1252
1253 \begin{eqnarray}
1254 \frac{{dq}}{{dt}} & = & \frac{p}{m} \label{introEquation:RBMotionPosition}\\
1255 \frac{{dp}}{{dt}} & = & - \nabla _q V(q,Q) \label{introEquation:RBMotionMomentum}\\
1256 \frac{{dQ}}{{dt}} & = & PJ^{ - 1} \label{introEquation:RBMotionRotation}\\
1257 \frac{{dP}}{{dt}} & = & - \nabla _Q V(q,Q) - 2Q\Lambda . \label{introEquation:RBMotionP}
1258 \end{eqnarray}
1259
1260 In general, there are two ways to satisfy the holonomic constraints.
1261 We can use a constraint force provided by a Lagrange multiplier on
1262 the normal manifold to keep the motion on constraint space. Or we
1263 can simply evolve the system on the constraint manifold. These two
1264 methods have been proved to be equivalent. The holonomic constraint
1265 and equations of motions define a constraint manifold for rigid
1266 bodies
1267 \[
1268 M = \left\{ {(Q,P):Q^T Q = 1,Q^T PJ^{ - 1} + J^{ - 1} P^T Q = 0}
1269 \right\}.
1270 \]
1271
1272 Unfortunately, this constraint manifold is not the cotangent bundle
1273 $T_{\star}SO(3)$. However, it turns out that under symplectic
1274 transformation, the cotangent space and the phase space are
1275 diffeomorphic. By introducing
1276 \[
1277 \tilde Q = Q,\tilde P = \frac{1}{2}\left( {P - QP^T Q} \right),
1278 \]
1279 the mechanical system subject to a holonomic constraint manifold $M$
1280 can be re-formulated as a Hamiltonian system on the cotangent space
1281 \[
1282 T^* SO(3) = \left\{ {(\tilde Q,\tilde P):\tilde Q^T \tilde Q =
1283 1,\tilde Q^T \tilde PJ^{ - 1} + J^{ - 1} P^T \tilde Q = 0} \right\}
1284 \]
1285
1286 For a body fixed vector $X_i$ with respect to the center of mass of
1287 the rigid body, its corresponding lab fixed vector $X_0^{lab}$ is
1288 given as
1289 \begin{equation}
1290 X_i^{lab} = Q X_i + q.
1291 \end{equation}
1292 Therefore, potential energy $V(q,Q)$ is defined by
1293 \[
1294 V(q,Q) = V(Q X_0 + q).
1295 \]
1296 Hence, the force and torque are given by
1297 \[
1298 \nabla _q V(q,Q) = F(q,Q) = \sum\limits_i {F_i (q,Q)},
1299 \]
1300 and
1301 \[
1302 \nabla _Q V(q,Q) = F(q,Q)X_i^t
1303 \]
1304 respectively.
1305
1306 As a common choice to describe the rotation dynamics of the rigid
1307 body, the angular momentum on the body fixed frame $\Pi = Q^t P$ is
1308 introduced to rewrite the equations of motion,
1309 \begin{equation}
1310 \begin{array}{l}
1311 \mathop \Pi \limits^ \bullet = J^{ - 1} \Pi ^T \Pi + Q^T \sum\limits_i {F_i (q,Q)X_i^T } - \Lambda \\
1312 \mathop Q\limits^{{\rm{ }} \bullet } = Q\Pi {\rm{ }}J^{ - 1} \\
1313 \end{array}
1314 \label{introEqaution:RBMotionPI}
1315 \end{equation}
1316 , as well as holonomic constraints,
1317 \[
1318 \begin{array}{l}
1319 \Pi J^{ - 1} + J^{ - 1} \Pi ^t = 0 \\
1320 Q^T Q = 1 \\
1321 \end{array}
1322 \]
1323
1324 For a vector $v(v_1 ,v_2 ,v_3 ) \in R^3$ and a matrix $\hat v \in
1325 so(3)^ \star$, the hat-map isomorphism,
1326 \begin{equation}
1327 v(v_1 ,v_2 ,v_3 ) \Leftrightarrow \hat v = \left(
1328 {\begin{array}{*{20}c}
1329 0 & { - v_3 } & {v_2 } \\
1330 {v_3 } & 0 & { - v_1 } \\
1331 { - v_2 } & {v_1 } & 0 \\
1332 \end{array}} \right),
1333 \label{introEquation:hatmapIsomorphism}
1334 \end{equation}
1335 will let us associate the matrix products with traditional vector
1336 operations
1337 \[
1338 \hat vu = v \times u
1339 \]
1340 Using \ref{introEqaution:RBMotionPI}, one can construct a skew
1341 matrix,
1342 \begin{equation}
1343 (\mathop \Pi \limits^ \bullet - \mathop \Pi \limits^ {\bullet ^T}
1344 ){\rm{ }} = {\rm{ }}(\Pi - \Pi ^T ){\rm{ }}(J^{ - 1} \Pi + \Pi J^{
1345 - 1} ) + \sum\limits_i {[Q^T F_i (r,Q)X_i^T - X_i F_i (r,Q)^T Q]} -
1346 (\Lambda - \Lambda ^T ) . \label{introEquation:skewMatrixPI}
1347 \end{equation}
1348 Since $\Lambda$ is symmetric, the last term of Equation
1349 \ref{introEquation:skewMatrixPI} is zero, which implies the Lagrange
1350 multiplier $\Lambda$ is absent from the equations of motion. This
1351 unique property eliminates the requirement of iterations which can
1352 not be avoided in other methods\cite{Kol1997, Omelyan1998}.
1353
1354 Applying the hat-map isomorphism, we obtain the equation of motion
1355 for angular momentum on body frame
1356 \begin{equation}
1357 \dot \pi = \pi \times I^{ - 1} \pi + \sum\limits_i {\left( {Q^T
1358 F_i (r,Q)} \right) \times X_i }.
1359 \label{introEquation:bodyAngularMotion}
1360 \end{equation}
1361 In the same manner, the equation of motion for rotation matrix is
1362 given by
1363 \[
1364 \dot Q = Qskew(I^{ - 1} \pi )
1365 \]
1366
1367 \subsection{\label{introSection:SymplecticFreeRB}Symplectic
1368 Lie-Poisson Integrator for Free Rigid Body}
1369
1370 If there are no external forces exerted on the rigid body, the only
1371 contribution to the rotational motion is from the kinetic energy
1372 (the first term of \ref{introEquation:bodyAngularMotion}). The free
1373 rigid body is an example of a Lie-Poisson system with Hamiltonian
1374 function
1375 \begin{equation}
1376 T^r (\pi ) = T_1 ^r (\pi _1 ) + T_2^r (\pi _2 ) + T_3^r (\pi _3 )
1377 \label{introEquation:rotationalKineticRB}
1378 \end{equation}
1379 where $T_i^r (\pi _i ) = \frac{{\pi _i ^2 }}{{2I_i }}$ and
1380 Lie-Poisson structure matrix,
1381 \begin{equation}
1382 J(\pi ) = \left( {\begin{array}{*{20}c}
1383 0 & {\pi _3 } & { - \pi _2 } \\
1384 { - \pi _3 } & 0 & {\pi _1 } \\
1385 {\pi _2 } & { - \pi _1 } & 0 \\
1386 \end{array}} \right)
1387 \end{equation}
1388 Thus, the dynamics of free rigid body is governed by
1389 \begin{equation}
1390 \frac{d}{{dt}}\pi = J(\pi )\nabla _\pi T^r (\pi )
1391 \end{equation}
1392
1393 One may notice that each $T_i^r$ in Equation
1394 \ref{introEquation:rotationalKineticRB} can be solved exactly. For
1395 instance, the equations of motion due to $T_1^r$ are given by
1396 \begin{equation}
1397 \frac{d}{{dt}}\pi = R_1 \pi ,\frac{d}{{dt}}Q = QR_1
1398 \label{introEqaution:RBMotionSingleTerm}
1399 \end{equation}
1400 where
1401 \[ R_1 = \left( {\begin{array}{*{20}c}
1402 0 & 0 & 0 \\
1403 0 & 0 & {\pi _1 } \\
1404 0 & { - \pi _1 } & 0 \\
1405 \end{array}} \right).
1406 \]
1407 The solutions of Equation \ref{introEqaution:RBMotionSingleTerm} is
1408 \[
1409 \pi (\Delta t) = e^{\Delta tR_1 } \pi (0),Q(\Delta t) =
1410 Q(0)e^{\Delta tR_1 }
1411 \]
1412 with
1413 \[
1414 e^{\Delta tR_1 } = \left( {\begin{array}{*{20}c}
1415 0 & 0 & 0 \\
1416 0 & {\cos \theta _1 } & {\sin \theta _1 } \\
1417 0 & { - \sin \theta _1 } & {\cos \theta _1 } \\
1418 \end{array}} \right),\theta _1 = \frac{{\pi _1 }}{{I_1 }}\Delta t.
1419 \]
1420 To reduce the cost of computing expensive functions in $e^{\Delta
1421 tR_1 }$, we can use Cayley transformation to obtain a single-aixs
1422 propagator,
1423 \[
1424 e^{\Delta tR_1 } \approx (1 - \Delta tR_1 )^{ - 1} (1 + \Delta tR_1
1425 )
1426 \]
1427 The flow maps for $T_2^r$ and $T_3^r$ can be found in the same
1428 manner. In order to construct a second-order symplectic method, we
1429 split the angular kinetic Hamiltonian function can into five terms
1430 \[
1431 T^r (\pi ) = \frac{1}{2}T_1 ^r (\pi _1 ) + \frac{1}{2}T_2^r (\pi _2
1432 ) + T_3^r (\pi _3 ) + \frac{1}{2}T_2^r (\pi _2 ) + \frac{1}{2}T_1 ^r
1433 (\pi _1 ).
1434 \]
1435 By concatenating the propagators corresponding to these five terms,
1436 we can obtain an symplectic integrator,
1437 \[
1438 \varphi _{\Delta t,T^r } = \varphi _{\Delta t/2,\pi _1 } \circ
1439 \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t,\pi _3 }
1440 \circ \varphi _{\Delta t/2,\pi _2 } \circ \varphi _{\Delta t/2,\pi
1441 _1 }.
1442 \]
1443
1444 The non-canonical Lie-Poisson bracket ${F, G}$ of two function
1445 $F(\pi )$ and $G(\pi )$ is defined by
1446 \[
1447 \{ F,G\} (\pi ) = [\nabla _\pi F(\pi )]^T J(\pi )\nabla _\pi G(\pi
1448 )
1449 \]
1450 If the Poisson bracket of a function $F$ with an arbitrary smooth
1451 function $G$ is zero, $F$ is a \emph{Casimir}, which is the
1452 conserved quantity in Poisson system. We can easily verify that the
1453 norm of the angular momentum, $\parallel \pi
1454 \parallel$, is a \emph{Casimir}. Let$ F(\pi ) = S(\frac{{\parallel
1455 \pi \parallel ^2 }}{2})$ for an arbitrary function $ S:R \to R$ ,
1456 then by the chain rule
1457 \[
1458 \nabla _\pi F(\pi ) = S'(\frac{{\parallel \pi \parallel ^2
1459 }}{2})\pi
1460 \]
1461 Thus $ [\nabla _\pi F(\pi )]^T J(\pi ) = - S'(\frac{{\parallel \pi
1462 \parallel ^2 }}{2})\pi \times \pi = 0 $. This explicit
1463 Lie-Poisson integrator is found to be both extremely efficient and
1464 stable. These properties can be explained by the fact the small
1465 angle approximation is used and the norm of the angular momentum is
1466 conserved.
1467
1468 \subsection{\label{introSection:RBHamiltonianSplitting} Hamiltonian
1469 Splitting for Rigid Body}
1470
1471 The Hamiltonian of rigid body can be separated in terms of kinetic
1472 energy and potential energy,
1473 \[
1474 H = T(p,\pi ) + V(q,Q)
1475 \]
1476 The equations of motion corresponding to potential energy and
1477 kinetic energy are listed in the below table,
1478 \begin{table}
1479 \caption{Equations of motion due to Potential and Kinetic Energies}
1480 \begin{center}
1481 \begin{tabular}{|l|l|}
1482 \hline
1483 % after \\: \hline or \cline{col1-col2} \cline{col3-col4} ...
1484 Potential & Kinetic \\
1485 $\frac{{dq}}{{dt}} = \frac{p}{m}$ & $\frac{d}{{dt}}q = p$ \\
1486 $\frac{d}{{dt}}p = - \frac{{\partial V}}{{\partial q}}$ & $ \frac{d}{{dt}}p = 0$ \\
1487 $\frac{d}{{dt}}Q = 0$ & $ \frac{d}{{dt}}Q = Qskew(I^{ - 1} j)$ \\
1488 $ \frac{d}{{dt}}\pi = \sum\limits_i {\left( {Q^T F_i (r,Q)} \right) \times X_i }$ & $\frac{d}{{dt}}\pi = \pi \times I^{ - 1} \pi$\\
1489 \hline
1490 \end{tabular}
1491 \end{center}
1492 \end{table}
1493 A second-order symplectic method is now obtained by the composition
1494 of the position and velocity propagators,
1495 \[
1496 \varphi _{\Delta t} = \varphi _{\Delta t/2,V} \circ \varphi
1497 _{\Delta t,T} \circ \varphi _{\Delta t/2,V}.
1498 \]
1499 Moreover, $\varphi _{\Delta t/2,V}$ can be divided into two
1500 sub-propagators which corresponding to force and torque
1501 respectively,
1502 \[
1503 \varphi _{\Delta t/2,V} = \varphi _{\Delta t/2,F} \circ \varphi
1504 _{\Delta t/2,\tau }.
1505 \]
1506 Since the associated operators of $\varphi _{\Delta t/2,F} $ and
1507 $\circ \varphi _{\Delta t/2,\tau }$ commute, the composition order
1508 inside $\varphi _{\Delta t/2,V}$ does not matter. Furthermore, the
1509 kinetic energy can be separated to translational kinetic term, $T^t
1510 (p)$, and rotational kinetic term, $T^r (\pi )$,
1511 \begin{equation}
1512 T(p,\pi ) =T^t (p) + T^r (\pi ).
1513 \end{equation}
1514 where $ T^t (p) = \frac{1}{2}p^T m^{ - 1} p $ and $T^r (\pi )$ is
1515 defined by \ref{introEquation:rotationalKineticRB}. Therefore, the
1516 corresponding propagators are given by
1517 \[
1518 \varphi _{\Delta t,T} = \varphi _{\Delta t,T^t } \circ \varphi
1519 _{\Delta t,T^r }.
1520 \]
1521 Finally, we obtain the overall symplectic propagators for freely
1522 moving rigid bodies
1523 \begin{equation}
1524 \begin{array}{c}
1525 \varphi _{\Delta t} = \varphi _{\Delta t/2,F} \circ \varphi _{\Delta t/2,\tau } \\
1526 \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 } \\
1527 \circ \varphi _{\Delta t/2,\tau } \circ \varphi _{\Delta t/2,F} .\\
1528 \end{array}
1529 \label{introEquation:overallRBFlowMaps}
1530 \end{equation}
1531
1532 \section{\label{introSection:langevinDynamics}Langevin Dynamics}
1533 As an alternative to newtonian dynamics, Langevin dynamics, which
1534 mimics a simple heat bath with stochastic and dissipative forces,
1535 has been applied in a variety of studies. This section will review
1536 the theory of Langevin dynamics. A brief derivation of generalized
1537 Langevin equation will be given first. Following that, we will
1538 discuss the physical meaning of the terms appearing in the equation
1539 as well as the calculation of friction tensor from hydrodynamics
1540 theory.
1541
1542 \subsection{\label{introSection:generalizedLangevinDynamics}Derivation of Generalized Langevin Equation}
1543
1544 A harmonic bath model, in which an effective set of harmonic
1545 oscillators are used to mimic the effect of a linearly responding
1546 environment, has been widely used in quantum chemistry and
1547 statistical mechanics. One of the successful applications of
1548 Harmonic bath model is the derivation of the Generalized Langevin
1549 Dynamics (GLE). Lets consider a system, in which the degree of
1550 freedom $x$ is assumed to couple to the bath linearly, giving a
1551 Hamiltonian of the form
1552 \begin{equation}
1553 H = \frac{{p^2 }}{{2m}} + U(x) + H_B + \Delta U(x,x_1 , \ldots x_N)
1554 \label{introEquation:bathGLE}.
1555 \end{equation}
1556 Here $p$ is a momentum conjugate to $x$, $m$ is the mass associated
1557 with this degree of freedom, $H_B$ is a harmonic bath Hamiltonian,
1558 \[
1559 H_B = \sum\limits_{\alpha = 1}^N {\left\{ {\frac{{p_\alpha ^2
1560 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha \omega _\alpha ^2 }
1561 \right\}}
1562 \]
1563 where the index $\alpha$ runs over all the bath degrees of freedom,
1564 $\omega _\alpha$ are the harmonic bath frequencies, $m_\alpha$ are
1565 the harmonic bath masses, and $\Delta U$ is a bilinear system-bath
1566 coupling,
1567 \[
1568 \Delta U = - \sum\limits_{\alpha = 1}^N {g_\alpha x_\alpha x}
1569 \]
1570 where $g_\alpha$ are the coupling constants between the bath
1571 coordinates ($x_ \apha$) and the system coordinate ($x$).
1572 Introducing
1573 \[
1574 W(x) = U(x) - \sum\limits_{\alpha = 1}^N {\frac{{g_\alpha ^2
1575 }}{{2m_\alpha w_\alpha ^2 }}} x^2
1576 \] and combining the last two terms in Equation
1577 \ref{introEquation:bathGLE}, we may rewrite the Harmonic bath
1578 Hamiltonian as
1579 \[
1580 H = \frac{{p^2 }}{{2m}} + W(x) + \sum\limits_{\alpha = 1}^N
1581 {\left\{ {\frac{{p_\alpha ^2 }}{{2m_\alpha }} + \frac{1}{2}m_\alpha
1582 w_\alpha ^2 \left( {x_\alpha - \frac{{g_\alpha }}{{m_\alpha
1583 w_\alpha ^2 }}x} \right)^2 } \right\}}
1584 \]
1585 Since the first two terms of the new Hamiltonian depend only on the
1586 system coordinates, we can get the equations of motion for
1587 Generalized Langevin Dynamics by Hamilton's equations,
1588 \begin{equation}
1589 m\ddot x = - \frac{{\partial W(x)}}{{\partial x}} -
1590 \sum\limits_{\alpha = 1}^N {g_\alpha \left( {x_\alpha -
1591 \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right)},
1592 \label{introEquation:coorMotionGLE}
1593 \end{equation}
1594 and
1595 \begin{equation}
1596 m\ddot x_\alpha = - m_\alpha w_\alpha ^2 \left( {x_\alpha -
1597 \frac{{g_\alpha }}{{m_\alpha w_\alpha ^2 }}x} \right).
1598 \label{introEquation:bathMotionGLE}
1599 \end{equation}
1600
1601 In order to derive an equation for $x$, the dynamics of the bath
1602 variables $x_\alpha$ must be solved exactly first. As an integral
1603 transform which is particularly useful in solving linear ordinary
1604 differential equations,the Laplace transform is the appropriate tool
1605 to solve this problem. The basic idea is to transform the difficult
1606 differential equations into simple algebra problems which can be
1607 solved easily. Then, by applying the inverse Laplace transform, also
1608 known as the Bromwich integral, we can retrieve the solutions of the
1609 original problems.
1610
1611 Let $f(t)$ be a function defined on $ [0,\infty ) $. The Laplace
1612 transform of f(t) is a new function defined as
1613 \[
1614 L(f(t)) \equiv F(p) = \int_0^\infty {f(t)e^{ - pt} dt}
1615 \]
1616 where $p$ is real and $L$ is called the Laplace Transform
1617 Operator. Below are some important properties of Laplace transform
1618
1619 \begin{eqnarray*}
1620 L(x + y) & = & L(x) + L(y) \\
1621 L(ax) & = & aL(x) \\
1622 L(\dot x) & = & pL(x) - px(0) \\
1623 L(\ddot x)& = & p^2 L(x) - px(0) - \dot x(0) \\
1624 L\left( {\int_0^t {g(t - \tau )h(\tau )d\tau } } \right)& = & G(p)H(p) \\
1625 \end{eqnarray*}
1626
1627
1628 Applying the Laplace transform to the bath coordinates, we obtain
1629 \begin{eqnarray*}
1630 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) \\
1631 L(x_\alpha ) & = & \frac{{\frac{{g_\alpha }}{{\omega _\alpha }}L(x) + px_\alpha (0) + \dot x_\alpha (0)}}{{p^2 + \omega _\alpha ^2 }} \\
1632 \end{eqnarray*}
1633
1634 By the same way, the system coordinates become
1635 \begin{eqnarray*}
1636 mL(\ddot x) & = & - \frac{1}{p}\frac{{\partial W(x)}}{{\partial x}} \\
1637 & & \mbox{} - \sum\limits_{\alpha = 1}^N {\left\{ { - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}\frac{p}{{p^2 + \omega _\alpha ^2 }}pL(x) - \frac{p}{{p^2 + \omega _\alpha ^2 }}g_\alpha x_\alpha (0) - \frac{1}{{p^2 + \omega _\alpha ^2 }}g_\alpha \dot x_\alpha (0)} \right\}} \\
1638 \end{eqnarray*}
1639
1640 With the help of some relatively important inverse Laplace
1641 transformations:
1642 \[
1643 \begin{array}{c}
1644 L(\cos at) = \frac{p}{{p^2 + a^2 }} \\
1645 L(\sin at) = \frac{a}{{p^2 + a^2 }} \\
1646 L(1) = \frac{1}{p} \\
1647 \end{array}
1648 \]
1649 , we obtain
1650 \begin{eqnarray*}
1651 m\ddot x & = & - \frac{{\partial W(x)}}{{\partial x}} -
1652 \sum\limits_{\alpha = 1}^N {\left\{ {\left( { - \frac{{g_\alpha ^2
1653 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\int_0^t {\cos (\omega
1654 _\alpha t)\dot x(t - \tau )d\tau } } \right\}} \\
1655 & & + \sum\limits_{\alpha = 1}^N {\left\{ {\left[ {g_\alpha
1656 x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha }}}
1657 \right]\cos (\omega _\alpha t) + \frac{{g_\alpha \dot x_\alpha
1658 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t)} \right\}}
1659 \end{eqnarray*}
1660 \begin{eqnarray*}
1661 m\ddot x & = & - \frac{{\partial W(x)}}{{\partial x}} - \int_0^t
1662 {\sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1663 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha
1664 t)\dot x(t - \tau )d} \tau } \\
1665 & & + \sum\limits_{\alpha = 1}^N {\left\{ {\left[ {g_\alpha
1666 x_\alpha (0) - \frac{{g_\alpha }}{{m_\alpha \omega _\alpha }}}
1667 \right]\cos (\omega _\alpha t) + \frac{{g_\alpha \dot x_\alpha
1668 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t)} \right\}}
1669 \end{eqnarray*}
1670 Introducing a \emph{dynamic friction kernel}
1671 \begin{equation}
1672 \xi (t) = \sum\limits_{\alpha = 1}^N {\left( { - \frac{{g_\alpha ^2
1673 }}{{m_\alpha \omega _\alpha ^2 }}} \right)\cos (\omega _\alpha t)}
1674 \label{introEquation:dynamicFrictionKernelDefinition}
1675 \end{equation}
1676 and \emph{a random force}
1677 \begin{equation}
1678 R(t) = \sum\limits_{\alpha = 1}^N {\left( {g_\alpha x_\alpha (0)
1679 - \frac{{g_\alpha ^2 }}{{m_\alpha \omega _\alpha ^2 }}x(0)}
1680 \right)\cos (\omega _\alpha t)} + \frac{{\dot x_\alpha
1681 (0)}}{{\omega _\alpha }}\sin (\omega _\alpha t),
1682 \label{introEquation:randomForceDefinition}
1683 \end{equation}
1684 the equation of motion can be rewritten as
1685 \begin{equation}
1686 m\ddot x = - \frac{{\partial W}}{{\partial x}} - \int_0^t {\xi
1687 (t)\dot x(t - \tau )d\tau } + R(t)
1688 \label{introEuqation:GeneralizedLangevinDynamics}
1689 \end{equation}
1690 which is known as the \emph{generalized Langevin equation}.
1691
1692 \subsubsection{\label{introSection:randomForceDynamicFrictionKernel}\textbf{Random Force and Dynamic Friction Kernel}}
1693
1694 One may notice that $R(t)$ depends only on initial conditions, which
1695 implies it is completely deterministic within the context of a
1696 harmonic bath. However, it is easy to verify that $R(t)$ is totally
1697 uncorrelated to $x$ and $\dot x$,
1698 \[
1699 \begin{array}{l}
1700 \left\langle {x(t)R(t)} \right\rangle = 0, \\
1701 \left\langle {\dot x(t)R(t)} \right\rangle = 0. \\
1702 \end{array}
1703 \]
1704 This property is what we expect from a truly random process. As long
1705 as the model chosen for $R(t)$ was a gaussian distribution in
1706 general, the stochastic nature of the GLE still remains.
1707
1708 %dynamic friction kernel
1709 The convolution integral
1710 \[
1711 \int_0^t {\xi (t)\dot x(t - \tau )d\tau }
1712 \]
1713 depends on the entire history of the evolution of $x$, which implies
1714 that the bath retains memory of previous motions. In other words,
1715 the bath requires a finite time to respond to change in the motion
1716 of the system. For a sluggish bath which responds slowly to changes
1717 in the system coordinate, we may regard $\xi(t)$ as a constant
1718 $\xi(t) = \Xi_0$. Hence, the convolution integral becomes
1719 \[
1720 \int_0^t {\xi (t)\dot x(t - \tau )d\tau } = \xi _0 (x(t) - x(0))
1721 \]
1722 and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1723 \[
1724 m\ddot x = - \frac{\partial }{{\partial x}}\left( {W(x) +
1725 \frac{1}{2}\xi _0 (x - x_0 )^2 } \right) + R(t),
1726 \]
1727 which can be used to describe the effect of dynamic caging in
1728 viscous solvents. The other extreme is the bath that responds
1729 infinitely quickly to motions in the system. Thus, $\xi (t)$ can be
1730 taken as a $delta$ function in time:
1731 \[
1732 \xi (t) = 2\xi _0 \delta (t)
1733 \]
1734 Hence, the convolution integral becomes
1735 \[
1736 \int_0^t {\xi (t)\dot x(t - \tau )d\tau } = 2\xi _0 \int_0^t
1737 {\delta (t)\dot x(t - \tau )d\tau } = \xi _0 \dot x(t),
1738 \]
1739 and Equation \ref{introEuqation:GeneralizedLangevinDynamics} becomes
1740 \begin{equation}
1741 m\ddot x = - \frac{{\partial W(x)}}{{\partial x}} - \xi _0 \dot
1742 x(t) + R(t) \label{introEquation:LangevinEquation}
1743 \end{equation}
1744 which is known as the Langevin equation. The static friction
1745 coefficient $\xi _0$ can either be calculated from spectral density
1746 or be determined by Stokes' law for regular shaped particles. A
1747 briefly review on calculating friction tensor for arbitrary shaped
1748 particles is given in Sec.~\ref{introSection:frictionTensor}.
1749
1750 \subsubsection{\label{introSection:secondFluctuationDissipation}\textbf{The Second Fluctuation Dissipation Theorem}}
1751
1752 Defining a new set of coordinates,
1753 \[
1754 q_\alpha (t) = x_\alpha (t) - \frac{1}{{m_\alpha \omega _\alpha
1755 ^2 }}x(0)
1756 \],
1757 we can rewrite $R(T)$ as
1758 \[
1759 R(t) = \sum\limits_{\alpha = 1}^N {g_\alpha q_\alpha (t)}.
1760 \]
1761 And since the $q$ coordinates are harmonic oscillators,
1762
1763 \begin{eqnarray*}
1764 \left\langle {q_\alpha ^2 } \right\rangle & = & \frac{{kT}}{{m_\alpha \omega _\alpha ^2 }} \\
1765 \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle & = & \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t) \\
1766 \left\langle {q_\alpha (t)q_\beta (0)} \right\rangle & = &\delta _{\alpha \beta } \left\langle {q_\alpha (t)q_\alpha (0)} \right\rangle \\
1767 \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 } } \\
1768 & = &\sum\limits_\alpha {g_\alpha ^2 \left\langle {q_\alpha ^2 (0)} \right\rangle \cos (\omega _\alpha t)} \\
1769 & = &kT\xi (t) \\
1770 \end{eqnarray*}
1771
1772 Thus, we recover the \emph{second fluctuation dissipation theorem}
1773 \begin{equation}
1774 \xi (t) = \left\langle {R(t)R(0)} \right\rangle
1775 \label{introEquation:secondFluctuationDissipation}.
1776 \end{equation}
1777 In effect, it acts as a constraint on the possible ways in which one
1778 can model the random force and friction kernel.