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