ViewVC Help
View File | Revision Log | Show Annotations | View Changeset | Root Listing
root/group/trunk/tengDissertation/Introduction.tex
Revision: 2888
Committed: Mon Jun 26 13:34:46 2006 UTC (18 years ago) by tim
Content type: application/x-tex
File size: 75394 byte(s)
Log Message:
more corrections

File Contents

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