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1 xsun 3336 \chapter{\label{chap:intro}INTRODUCTION AND BACKGROUND}
2 xsun 3347
3     \section{Background on the Problem\label{In:sec:pro}}
4 xsun 3365 Phospholipid molecules are the primary topic of this dissertation
5     because of their critical role as the foundation of biological
6     membranes. Lipids, when dispersed in water, self assemble into bilayer
7     structures. The phase behavior of lipid bilayers have been explored
8     experimentally~\cite{Cevc87}, however, a complete understanding of the
9     mechanism for self-assembly has not been achieved.
10 xsun 3347
11     \subsection{Ripple Phase\label{In:ssec:ripple}}
12 xsun 3365 The $P_{\beta'}$ {\it ripple phase} of lipid bilayers, named from the
13 xsun 3347 periodic buckling of the membrane, is an intermediate phase which is
14     developed either from heating the gel phase $L_{\beta'}$ or cooling
15 xsun 3365 the fluid phase $L_\alpha$. Although the ripple phase has been
16     observed in several
17 xsun 3347 experiments~\cite{Sun96,Katsaras00,Copeland80,Meyer96,Kaasgaard03},
18 xsun 3365 the physical mechanism for the formation of the ripple phase has never been
19 xsun 3347 explained and the microscopic structure of the ripple phase has never
20     been elucidated by experiments. Computational simulation is a perfect
21 xsun 3365 tool to study the microscopic properties for a system. However, the
22     large length scale the ripple structure and the long time scale
23 xsun 3347 of the formation of the ripples are crucial obstacles to performing
24 xsun 3365 the actual work. The principal ideas explored in this dissertation are
25     attempts to break the computational task up by
26 xsun 3347 \begin{itemize}
27 xsun 3365 \item Simplifying the lipid model.
28     \item Improving algorithm for integrating the equations of motion.
29 xsun 3347 \end{itemize}
30 xsun 3365 In chapters~\ref{chap:mc} and~\ref{chap:md}, we use a simple point
31     dipole model and a coarse-grained model to perform the Monte Carlo and
32     Molecular Dynamics simulations respectively, and in
33     chapter~\ref{chap:ld}, we develop a Langevin Dynamics algorithm which
34     excludes the explicit solvent to improve the efficiency of the
35     simulations.
36 xsun 3347
37     \subsection{Lattice Model\label{In:ssec:model}}
38 xsun 3365 The gel-like characteristic of the ripple phase makes it feasible to
39     apply a lattice model to study the system. It is claimed that the
40     packing of the lipid molecules in ripple phase is
41 xsun 3347 hexagonal~\cite{Cevc87}. The popular $2$ dimensional lattice models,
42 xsun 3365 {\it i.e.}, the Ising, $X-Y$, and Heisenberg models, show {\it
43     frustration} on triangular lattices. The Hamiltonian of the systems
44     are given by
45     \begin{equation}
46     H =
47     \begin{cases}
48     -J \sum_n \sum_{n'} s_n s_n' & \text{Ising}, \\
49     -J \sum_n \sum_{n'} \vec s_n \cdot \vec s_{n'} & \text{$X-Y$ and
50     Heisenberg},
51     \end{cases}
52     \end{equation}
53     where $J$ has non zero value only when spins $s_n$ ($\vec s_n$) and
54     $s_{n'}$ ($\vec s_{n'}$) are the nearest neighbours.
55 xsun 3347 \begin{figure}
56     \centering
57 xsun 3354 \includegraphics[width=\linewidth]{./figures/inFrustration.pdf}
58 xsun 3365 \caption{Frustration on a triangular lattice, the spins are
59     represented by arrows. No matter which direction the spin on the top
60     of triangle points to, the Hamiltonain of the system goes up.}
61 xsun 3354 \label{Infig:frustration}
62 xsun 3347 \end{figure}
63 xsun 3365 Figure~\ref{Infig:frustration} shows an illustration of the
64     frustration on a triangular lattice. When $J < 0$, the spins want to
65     be anti-aligned, The direction of the spin on top of the triangle will
66     make the energy go up no matter which direction it picks, therefore
67     infinite possibilities for the packing of spins induce what is known
68     as ``complete regular frustration'' which leads to disordered low
69     temperature phases.
70 xsun 3347
71     The lack of translational degree of freedom in lattice models prevents
72 xsun 3365 their utilization in models for surface buckling which would
73     correspond to ripple formation. In chapter~\ref{chap:mc}, a modified
74     lattice model is introduced to tackle this specific situation.
75 xsun 3347
76     \section{Overview of Classical Statistical Mechanics\label{In:sec:SM}}
77     Statistical mechanics provides a way to calculate the macroscopic
78     properties of a system from the molecular interactions used in
79     computational simulations. This section serves as a brief introduction
80     to key concepts of classical statistical mechanics that we used in
81     this dissertation. Tolman gives an excellent introduction to the
82     principles of statistical mechanics~\cite{Tolman1979}. A large part of
83     section~\ref{In:sec:SM} will follow Tolman's notation.
84    
85     \subsection{Ensembles\label{In:ssec:ensemble}}
86     In classical mechanics, the state of the system is completely
87     described by the positions and momenta of all particles. If we have an
88     $N$ particle system, there are $6N$ coordinates ($3N$ position $(q_1,
89     q_2, \ldots, q_{3N})$ and $3N$ momenta $(p_1, p_2, \ldots, p_{3N})$)
90     to define the instantaneous state of the system. Each single set of
91     the $6N$ coordinates can be considered as a unique point in a $6N$
92     dimensional space where each perpendicular axis is one of
93     $q_{i\alpha}$ or $p_{i\alpha}$ ($i$ is the particle and $\alpha$ is
94     the spatial axis). This $6N$ dimensional space is known as phase
95     space. The instantaneous state of the system is a single point in
96     phase space. A trajectory is a connected path of points in phase
97     space. An ensemble is a collection of systems described by the same
98     macroscopic observables but which have microscopic state
99     distributions. In phase space an ensemble is a collection of a set of
100     representive points. A density distribution $\rho(q^N, p^N)$ of the
101     representive points in phase space describes the condition of an
102     ensemble of identical systems. Since this density may change with
103     time, it is also a function of time. $\rho(q^N, p^N, t)$ describes the
104     ensemble at a time $t$, and $\rho(q^N, p^N, t')$ describes the
105     ensemble at a later time $t'$. For convenience, we will use $\rho$
106     instead of $\rho(q^N, p^N, t)$ in the following disccusion. If we
107     normalize $\rho$ to unity,
108     \begin{equation}
109     1 = \int d \vec q~^N \int d \vec p~^N \rho,
110 xsun 3354 \label{Ineq:normalized}
111 xsun 3347 \end{equation}
112     then the value of $\rho$ gives the probability of finding the system
113     in a unit volume in the phase space.
114    
115     Liouville's theorem describes the change in density $\rho$ with
116     time. The number of representive points at a given volume in the phase
117     space at any instant can be written as:
118     \begin{equation}
119 xsun 3354 \label{Ineq:deltaN}
120 xsun 3347 \delta N = \rho~\delta q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N.
121     \end{equation}
122     To calculate the change in the number of representive points in this
123     volume, let us consider a simple condition: the change in the number
124     of representive points in $q_1$ axis. The rate of the number of the
125     representive points entering the volume at $q_1$ per unit time is:
126     \begin{equation}
127 xsun 3354 \label{Ineq:deltaNatq1}
128 xsun 3347 \rho~\dot q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N,
129     \end{equation}
130     and the rate of the number of representive points leaving the volume
131     at another position $q_1 + \delta q_1$ is:
132     \begin{equation}
133 xsun 3354 \label{Ineq:deltaNatq1plusdeltaq1}
134 xsun 3347 \left( \rho + \frac{\partial \rho}{\partial q_1} \delta q_1 \right)\left(\dot q_1 +
135     \frac{\partial \dot q_1}{\partial q_1} \delta q_1 \right)\delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N.
136     \end{equation}
137     Here the higher order differentials are neglected. So the change of
138     the number of the representive points is the difference of
139 xsun 3354 eq.~\ref{Ineq:deltaNatq1} and eq.~\ref{Ineq:deltaNatq1plusdeltaq1}, which
140 xsun 3347 gives us:
141     \begin{equation}
142 xsun 3354 \label{Ineq:deltaNatq1axis}
143 xsun 3347 -\left(\rho \frac{\partial {\dot q_1}}{\partial q_1} + \frac{\partial {\rho}}{\partial q_1} \dot q_1 \right)\delta q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N,
144     \end{equation}
145     where, higher order differetials are neglected. If we sum over all the
146     axes in the phase space, we can get the change of the number of
147     representive points in a given volume with time:
148     \begin{equation}
149 xsun 3354 \label{Ineq:deltaNatGivenVolume}
150 xsun 3347 \frac{d(\delta N)}{dt} = -\sum_{i=1}^N \left[\rho \left(\frac{\partial
151     {\dot q_i}}{\partial q_i} + \frac{\partial
152     {\dot p_i}}{\partial p_i}\right) + \left( \frac{\partial {\rho}}{\partial
153     q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i\right)\right]\delta q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N.
154     \end{equation}
155     From Hamilton's equation of motion,
156     \begin{equation}
157     \frac{\partial {\dot q_i}}{\partial q_i} = - \frac{\partial
158     {\dot p_i}}{\partial p_i},
159 xsun 3354 \label{Ineq:canonicalFormOfEquationOfMotion}
160 xsun 3347 \end{equation}
161     this cancels out the first term on the right side of
162 xsun 3354 eq.~\ref{Ineq:deltaNatGivenVolume}. If both sides of
163     eq.~\ref{Ineq:deltaNatGivenVolume} are divided by $\delta q_1 \delta q_2
164 xsun 3347 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N$, then we
165     can derive Liouville's theorem:
166     \begin{equation}
167     \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = -\sum_{i} \left(
168     \frac{\partial {\rho}}{\partial
169     q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right).
170 xsun 3354 \label{Ineq:simpleFormofLiouville}
171 xsun 3347 \end{equation}
172     This is the basis of statistical mechanics. If we move the right
173 xsun 3354 side of equation~\ref{Ineq:simpleFormofLiouville} to the left, we
174 xsun 3347 will obtain
175     \begin{equation}
176     \left( \frac{\partial \rho}{\partial t} \right)_{q, p} + \sum_{i} \left(
177     \frac{\partial {\rho}}{\partial
178     q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right)
179     = 0.
180 xsun 3354 \label{Ineq:anotherFormofLiouville}
181 xsun 3347 \end{equation}
182     It is easy to note that the left side of
183 xsun 3354 equation~\ref{Ineq:anotherFormofLiouville} is the total derivative of
184 xsun 3347 $\rho$ with respect of $t$, which means
185     \begin{equation}
186     \frac{d \rho}{dt} = 0,
187 xsun 3354 \label{Ineq:conservationofRho}
188 xsun 3347 \end{equation}
189     and the rate of density change is zero in the neighborhood of any
190     selected moving representive points in the phase space.
191    
192     The condition of the ensemble is determined by the density
193     distribution. If we consider the density distribution as only a
194     function of $q$ and $p$, which means the rate of change of the phase
195     space density in the neighborhood of all representive points in the
196     phase space is zero,
197     \begin{equation}
198     \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = 0.
199 xsun 3354 \label{Ineq:statEquilibrium}
200 xsun 3347 \end{equation}
201     We may conclude the ensemble is in {\it statistical equilibrium}. An
202     ensemble in statistical equilibrium often means the system is also in
203     macroscopic equilibrium. If $\left( \frac{\partial \rho}{\partial t}
204     \right)_{q, p} = 0$, then
205     \begin{equation}
206     \sum_{i} \left(
207     \frac{\partial {\rho}}{\partial
208     q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right)
209     = 0.
210 xsun 3354 \label{Ineq:constantofMotion}
211 xsun 3347 \end{equation}
212     If $\rho$ is a function only of some constant of the motion, $\rho$ is
213     independent of time. For a conservative system, the energy of the
214     system is one of the constants of the motion. Here are several
215     examples: when the density distribution is constant everywhere in the
216     phase space,
217     \begin{equation}
218     \rho = \mathrm{const.}
219 xsun 3354 \label{Ineq:uniformEnsemble}
220 xsun 3347 \end{equation}
221     the ensemble is called {\it uniform ensemble}. Another useful
222     ensemble is called {\it microcanonical ensemble}, for which:
223     \begin{equation}
224     \rho = \delta \left( H(q^N, p^N) - E \right) \frac{1}{\Sigma (N, V, E)}
225 xsun 3354 \label{Ineq:microcanonicalEnsemble}
226 xsun 3347 \end{equation}
227     where $\Sigma(N, V, E)$ is a normalization constant parameterized by
228     $N$, the total number of particles, $V$, the total physical volume and
229     $E$, the total energy. The physical meaning of $\Sigma(N, V, E)$ is
230     the phase space volume accessible to a microcanonical system with
231     energy $E$ evolving under Hamilton's equations. $H(q^N, p^N)$ is the
232     Hamiltonian of the system. The Gibbs entropy is defined as
233     \begin{equation}
234     S = - k_B \int d \vec q~^N \int d \vec p~^N \rho \ln [C^N \rho],
235 xsun 3354 \label{Ineq:gibbsEntropy}
236 xsun 3347 \end{equation}
237     where $k_B$ is the Boltzmann constant and $C^N$ is a number which
238     makes the argument of $\ln$ dimensionless, in this case, it is the
239     total phase space volume of one state. The entropy in microcanonical
240     ensemble is given by
241     \begin{equation}
242     S = k_B \ln \left(\frac{\Sigma(N, V, E)}{C^N}\right).
243 xsun 3354 \label{Ineq:entropy}
244 xsun 3347 \end{equation}
245     If the density distribution $\rho$ is given by
246     \begin{equation}
247     \rho = \frac{1}{Z_N}e^{-H(q^N, p^N) / k_B T},
248 xsun 3354 \label{Ineq:canonicalEnsemble}
249 xsun 3347 \end{equation}
250     the ensemble is known as the {\it canonical ensemble}. Here,
251     \begin{equation}
252     Z_N = \int d \vec q~^N \int_\Gamma d \vec p~^N e^{-H(q^N, p^N) / k_B T},
253 xsun 3354 \label{Ineq:partitionFunction}
254 xsun 3347 \end{equation}
255     which is also known as {\it partition function}. $\Gamma$ indicates
256     that the integral is over all the phase space. In the canonical
257     ensemble, $N$, the total number of particles, $V$, total volume, and
258     $T$, the temperature are constants. The systems with the lowest
259     energies hold the largest population. According to maximum principle,
260     the thermodynamics maximizes the entropy $S$,
261     \begin{equation}
262     \begin{array}{ccc}
263     \delta S = 0 & \mathrm{and} & \delta^2 S < 0.
264     \end{array}
265 xsun 3354 \label{Ineq:maximumPrinciple}
266 xsun 3347 \end{equation}
267 xsun 3354 From Eq.~\ref{Ineq:maximumPrinciple} and two constrains of the canonical
268 xsun 3347 ensemble, {\it i.e.}, total probability and average energy conserved,
269     the partition function is calculated as
270     \begin{equation}
271     Z_N = e^{-A/k_B T},
272 xsun 3354 \label{Ineq:partitionFunctionWithFreeEnergy}
273 xsun 3347 \end{equation}
274     where $A$ is the Helmholtz free energy. The significance of
275 xsun 3354 Eq.~\ref{Ineq:entropy} and~\ref{Ineq:partitionFunctionWithFreeEnergy} is
276 xsun 3347 that they serve as a connection between macroscopic properties of the
277     system and the distribution of the microscopic states.
278    
279     There is an implicit assumption that our arguments are based on so
280     far. A representive point in the phase space is equally to be found in
281     any same extent of the regions. In other words, all energetically
282     accessible states are represented equally, the probabilities to find
283     the system in any of the accessible states is equal. This is called
284     equal a {\it priori} probabilities.
285    
286     \subsection{Statistical Average\label{In:ssec:average}}
287     Given the density distribution $\rho$ in the phase space, the average
288     of any quantity ($F(q^N, p^N$)) which depends on the coordinates
289     ($q^N$) and the momenta ($p^N$) for all the systems in the ensemble
290     can be calculated based on the definition shown by
291 xsun 3354 Eq.~\ref{Ineq:statAverage1}
292 xsun 3347 \begin{equation}
293     \langle F(q^N, p^N, t) \rangle = \frac{\int d \vec q~^N \int d \vec p~^N
294     F(q^N, p^N, t) \rho}{\int d \vec q~^N \int d \vec p~^N \rho}.
295 xsun 3354 \label{Ineq:statAverage1}
296 xsun 3347 \end{equation}
297     Since the density distribution $\rho$ is normalized to unity, the mean
298     value of $F(q^N, p^N)$ is simplified to
299     \begin{equation}
300     \langle F(q^N, p^N, t) \rangle = \int d \vec q~^N \int d \vec p~^N F(q^N,
301     p^N, t) \rho,
302 xsun 3354 \label{Ineq:statAverage2}
303 xsun 3347 \end{equation}
304     called {\it ensemble average}. However, the quantity is often averaged
305     for a finite time in real experiments,
306     \begin{equation}
307     \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty}
308     \frac{1}{T} \int_{t_0}^{t_0+T} F(q^N, p^N, t) dt.
309 xsun 3354 \label{Ineq:timeAverage1}
310 xsun 3347 \end{equation}
311     Usually this time average is independent of $t_0$ in statistical
312 xsun 3354 mechanics, so Eq.~\ref{Ineq:timeAverage1} becomes
313 xsun 3347 \begin{equation}
314     \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty}
315     \frac{1}{T} \int_{0}^{T} F(q^N, p^N, t) dt
316 xsun 3354 \label{Ineq:timeAverage2}
317 xsun 3347 \end{equation}
318     for an infinite time interval.
319    
320     {\it ergodic hypothesis}, an important hypothesis from the statistical
321     mechanics point of view, states that the system will eventually pass
322     arbitrarily close to any point that is energetically accessible in
323     phase space. Mathematically, this leads to
324     \begin{equation}
325     \langle F(q^N, p^N, t) \rangle = \langle F(q^N, p^N) \rangle_t.
326 xsun 3354 \label{Ineq:ergodicity}
327 xsun 3347 \end{equation}
328 xsun 3354 Eq.~\ref{Ineq:ergodicity} validates the Monte Carlo method which we will
329 xsun 3347 discuss in section~\ref{In:ssec:mc}. An ensemble average of a quantity
330     can be related to the time average measured in the experiments.
331    
332     \subsection{Correlation Function\label{In:ssec:corr}}
333     Thermodynamic properties can be computed by equillibrium statistical
334     mechanics. On the other hand, {\it Time correlation function} is a
335     powerful method to understand the evolution of a dynamic system in
336     non-equillibrium statistical mechanics. Imagine a property $A(q^N,
337     p^N, t)$ as a function of coordinates $q^N$ and momenta $p^N$ has an
338     intial value at $t_0$, at a later time $t_0 + \tau$ this value is
339     changed. If $\tau$ is very small, the change of the value is minor,
340     and the later value of $A(q^N, p^N, t_0 +
341     \tau)$ is correlated to its initial value. Howere, when $\tau$ is large,
342     this correlation is lost. The correlation function is a measurement of
343     this relationship and is defined by~\cite{Berne90}
344     \begin{equation}
345     C(t) = \langle A(0)A(\tau) \rangle = \lim_{T \rightarrow \infty}
346     \frac{1}{T} \int_{0}^{T} dt A(t) A(t + \tau).
347 xsun 3354 \label{Ineq:autocorrelationFunction}
348 xsun 3347 \end{equation}
349 xsun 3354 Eq.~\ref{Ineq:autocorrelationFunction} is the correlation function of a
350 xsun 3347 single variable, called {\it autocorrelation function}. The defination
351     of the correlation function for two different variables is similar to
352     that of autocorrelation function, which is
353     \begin{equation}
354     C(t) = \langle A(0)B(\tau) \rangle = \lim_{T \rightarrow \infty}
355     \frac{1}{T} \int_{0}^{T} dt A(t) B(t + \tau),
356 xsun 3354 \label{Ineq:crosscorrelationFunction}
357 xsun 3347 \end{equation}
358     and called {\it cross correlation function}.
359    
360 xsun 3354 In section~\ref{In:ssec:average} we know from Eq.~\ref{Ineq:ergodicity}
361 xsun 3347 the relationship between time average and ensemble average. We can put
362     the correlation function in a classical mechanics form,
363     \begin{equation}
364     C(t) = \langle A(0)A(\tau) \rangle = \int d \vec q~^N \int d \vec p~^N A(t) A(t + \tau) \rho(q, p)
365 xsun 3354 \label{Ineq:autocorrelationFunctionCM}
366 xsun 3347 \end{equation}
367     and
368     \begin{equation}
369     C(t) = \langle A(0)B(\tau) \rangle = \int d \vec q~^N \int d \vec p~^N A(t) B(t + \tau)
370     \rho(q, p)
371 xsun 3354 \label{Ineq:crosscorrelationFunctionCM}
372 xsun 3347 \end{equation}
373     as autocorrelation function and cross correlation function
374     respectively. $\rho(q, p)$ is the density distribution at equillibrium
375     in phase space. In many cases, the correlation function decay is a
376     single exponential
377     \begin{equation}
378     C(t) \sim e^{-t / \tau_r},
379 xsun 3354 \label{Ineq:relaxation}
380 xsun 3347 \end{equation}
381     where $\tau_r$ is known as relaxation time which discribes the rate of
382     the decay.
383    
384     \section{Methodolody\label{In:sec:method}}
385     The simulations performed in this dissertation are branched into two
386     main catalog, Monte Carlo and Molecular Dynamics. There are two main
387     difference between Monte Carlo and Molecular Dynamics simulations. One
388     is that the Monte Carlo simulation is time independent, and Molecular
389     Dynamics simulation is time involved. Another dissimilar is that the
390     Monte Carlo is a stochastic process, the configuration of the system
391     is not determinated by its past, however, using Moleuclar Dynamics,
392     the system is propagated by Newton's equation of motion, the
393     trajectory of the system evolved in the phase space is determined. A
394     brief introduction of the two algorithms are given in
395     section~\ref{In:ssec:mc} and~\ref{In:ssec:md}. An extension of the
396     Molecular Dynamics, Langevin Dynamics, is introduced by
397     section~\ref{In:ssec:ld}.
398    
399     \subsection{Monte Carlo\label{In:ssec:mc}}
400     Monte Carlo algorithm was first introduced by Metropolis {\it et
401     al.}.~\cite{Metropolis53} Basic Monte Carlo algorithm is usually
402     applied to the canonical ensemble, a Boltzmann-weighted ensemble, in
403     which the $N$, the total number of particles, $V$, total volume, $T$,
404     temperature are constants. The average energy is given by substituding
405 xsun 3354 Eq.~\ref{Ineq:canonicalEnsemble} into Eq.~\ref{Ineq:statAverage2},
406 xsun 3347 \begin{equation}
407     \langle E \rangle = \frac{1}{Z_N} \int d \vec q~^N \int d \vec p~^N E e^{-H(q^N, p^N) / k_B T}.
408 xsun 3354 \label{Ineq:energyofCanonicalEnsemble}
409 xsun 3347 \end{equation}
410     So are the other properties of the system. The Hamiltonian is the
411     summation of Kinetic energy $K(p^N)$ as a function of momenta and
412     Potential energy $U(q^N)$ as a function of positions,
413     \begin{equation}
414     H(q^N, p^N) = K(p^N) + U(q^N).
415 xsun 3354 \label{Ineq:hamiltonian}
416 xsun 3347 \end{equation}
417     If the property $A$ is only a function of position ($ A = A(q^N)$),
418     the mean value of $A$ is reduced to
419     \begin{equation}
420     \langle A \rangle = \frac{\int d \vec q~^N \int d \vec p~^N A e^{-U(q^N) / k_B T}}{\int d \vec q~^N \int d \vec p~^N e^{-U(q^N) / k_B T}},
421 xsun 3354 \label{Ineq:configurationIntegral}
422 xsun 3347 \end{equation}
423     The kinetic energy $K(p^N)$ is factored out in
424 xsun 3354 Eq.~\ref{Ineq:configurationIntegral}. $\langle A
425 xsun 3347 \rangle$ is a configuration integral now, and the
426 xsun 3354 Eq.~\ref{Ineq:configurationIntegral} is equivalent to
427 xsun 3347 \begin{equation}
428     \langle A \rangle = \int d \vec q~^N A \rho(q^N).
429 xsun 3354 \label{Ineq:configurationAve}
430 xsun 3347 \end{equation}
431    
432     In a Monte Carlo simulation of canonical ensemble, the probability of
433     the system being in a state $s$ is $\rho_s$, the change of this
434     probability with time is given by
435     \begin{equation}
436     \frac{d \rho_s}{dt} = \sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ],
437 xsun 3354 \label{Ineq:timeChangeofProb}
438 xsun 3347 \end{equation}
439     where $w_{ss'}$ is the tansition probability of going from state $s$
440     to state $s'$. Since $\rho_s$ is independent of time at equilibrium,
441     \begin{equation}
442     \frac{d \rho_{s}^{equilibrium}}{dt} = 0,
443 xsun 3354 \label{Ineq:equiProb}
444 xsun 3347 \end{equation}
445     which means $\sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ]$ is $0$
446     for all $s'$. So
447     \begin{equation}
448     \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = \frac{w_{s's}}{w_{ss'}}.
449 xsun 3354 \label{Ineq:relationshipofRhoandW}
450 xsun 3347 \end{equation}
451     If
452     \begin{equation}
453     \frac{w_{s's}}{w_{ss'}} = e^{-(U_s - U_{s'}) / k_B T},
454 xsun 3354 \label{Ineq:conditionforBoltzmannStatistics}
455 xsun 3347 \end{equation}
456     then
457     \begin{equation}
458     \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = e^{-(U_s - U_{s'}) / k_B T}.
459 xsun 3354 \label{Ineq:satisfyofBoltzmannStatistics}
460 xsun 3347 \end{equation}
461 xsun 3354 Eq.~\ref{Ineq:satisfyofBoltzmannStatistics} implies that
462 xsun 3347 $\rho^{equilibrium}$ satisfies Boltzmann statistics. An algorithm,
463     shows how Monte Carlo simulation generates a transition probability
464 xsun 3354 governed by \ref{Ineq:conditionforBoltzmannStatistics}, is schemed as
465 xsun 3347 \begin{enumerate}
466 xsun 3354 \item\label{Initm:oldEnergy} Choose an particle randomly, calculate the energy.
467     \item\label{Initm:newEnergy} Make a random displacement for particle,
468 xsun 3347 calculate the new energy.
469     \begin{itemize}
470 xsun 3354 \item Keep the new configuration and return to step~\ref{Initm:oldEnergy} if energy
471 xsun 3347 goes down.
472     \item Pick a random number between $[0,1]$ if energy goes up.
473     \begin{itemize}
474     \item Keep the new configuration and return to
475 xsun 3354 step~\ref{Initm:oldEnergy} if the random number smaller than
476 xsun 3347 $e^{-(U_{new} - U_{old})} / k_B T$.
477     \item Keep the old configuration and return to
478 xsun 3354 step~\ref{Initm:oldEnergy} if the random number larger than
479 xsun 3347 $e^{-(U_{new} - U_{old})} / k_B T$.
480     \end{itemize}
481     \end{itemize}
482 xsun 3354 \item\label{Initm:accumulateAvg} Accumulate the average after it converges.
483 xsun 3347 \end{enumerate}
484     It is important to notice that the old configuration has to be sampled
485     again if it is kept.
486    
487     \subsection{Molecular Dynamics\label{In:ssec:md}}
488     Although some of properites of the system can be calculated from the
489     ensemble average in Monte Carlo simulations, due to the nature of
490     lacking in the time dependence, it is impossible to gain information
491     of those dynamic properties from Monte Carlo simulations. Molecular
492     Dynamics is a measurement of the evolution of the positions and
493     momenta of the particles in the system. The evolution of the system
494     obeys laws of classical mechanics, in most situations, there is no
495     need for the count of the quantum effects. For a real experiment, the
496     instantaneous positions and momenta of the particles in the system are
497     neither important nor measurable, the observable quantities are
498     usually a average value for a finite time interval. These quantities
499     are expressed as a function of positions and momenta in Melecular
500     Dynamics simulations. Like the thermal temperature of the system is
501     defined by
502     \begin{equation}
503     \frac{1}{2} k_B T = \langle \frac{1}{2} m v_\alpha \rangle,
504 xsun 3354 \label{Ineq:temperature}
505 xsun 3347 \end{equation}
506     here $m$ is the mass of the particle and $v_\alpha$ is the $\alpha$
507     component of the velocity of the particle. The right side of
508 xsun 3354 Eq.~\ref{Ineq:temperature} is the average kinetic energy of the
509 xsun 3347 system. A simple Molecular Dynamics simulation scheme
510     is:~\cite{Frenkel1996}
511     \begin{enumerate}
512 xsun 3354 \item\label{Initm:initialize} Assign the initial positions and momenta
513 xsun 3347 for the particles in the system.
514 xsun 3354 \item\label{Initm:calcForce} Calculate the forces.
515     \item\label{Initm:equationofMotion} Integrate the equation of motion.
516 xsun 3347 \begin{itemize}
517 xsun 3354 \item Return to step~\ref{Initm:calcForce} if the equillibrium is
518 xsun 3347 not achieved.
519 xsun 3354 \item Go to step~\ref{Initm:calcAvg} if the equillibrium is
520 xsun 3347 achieved.
521     \end{itemize}
522 xsun 3354 \item\label{Initm:calcAvg} Compute the quantities we are interested in.
523 xsun 3347 \end{enumerate}
524     The initial positions of the particles are chosen as that there is no
525     overlap for the particles. The initial velocities at first are
526     distributed randomly to the particles, and then shifted to make the
527     momentum of the system $0$, at last scaled to the desired temperature
528 xsun 3354 of the simulation according Eq.~\ref{Ineq:temperature}.
529 xsun 3347
530 xsun 3354 The core of Molecular Dynamics simulations is step~\ref{Initm:calcForce}
531     and~\ref{Initm:equationofMotion}. The calculation of the forces are
532 xsun 3347 often involved numerous effort, this is the most time consuming step
533     in the Molecular Dynamics scheme. The evaluation of the forces is
534     followed by
535     \begin{equation}
536     f(q) = - \frac{\partial U(q)}{\partial q},
537 xsun 3354 \label{Ineq:force}
538 xsun 3347 \end{equation}
539     $U(q)$ is the potential of the system. Once the forces computed, are
540     the positions and velocities updated by integrating Newton's equation
541     of motion,
542     \begin{equation}
543     f(q) = \frac{dp}{dt} = \frac{m dv}{dt}.
544 xsun 3354 \label{Ineq:newton}
545 xsun 3347 \end{equation}
546     Here is an example of integrating algorithms, Verlet algorithm, which
547     is one of the best algorithms to integrate Newton's equation of
548     motion. The Taylor expension of the position at time $t$ is
549     \begin{equation}
550     q(t+\Delta t)= q(t) + v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 +
551     \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} +
552     \mathcal{O}(\Delta t^4)
553 xsun 3354 \label{Ineq:verletFuture}
554 xsun 3347 \end{equation}
555     for a later time $t+\Delta t$, and
556     \begin{equation}
557     q(t-\Delta t)= q(t) - v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 -
558     \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} +
559     \mathcal{O}(\Delta t^4) ,
560 xsun 3354 \label{Ineq:verletPrevious}
561 xsun 3347 \end{equation}
562     for a previous time $t-\Delta t$. The summation of the
563 xsun 3354 Eq.~\ref{Ineq:verletFuture} and~\ref{Ineq:verletPrevious} gives
564 xsun 3347 \begin{equation}
565     q(t+\Delta t)+q(t-\Delta t) =
566     2q(t) + \frac{f(t)}{m}\Delta t^2 + \mathcal{O}(\Delta t^4),
567 xsun 3354 \label{Ineq:verletSum}
568 xsun 3347 \end{equation}
569     so, the new position can be expressed as
570     \begin{equation}
571     q(t+\Delta t) \approx
572     2q(t) - q(t-\Delta t) + \frac{f(t)}{m}\Delta t^2.
573 xsun 3354 \label{Ineq:newPosition}
574 xsun 3347 \end{equation}
575     The higher order of the $\Delta t$ is omitted.
576    
577     Numerous technics and tricks are applied to Molecular Dynamics
578     simulation to gain more efficiency or more accuracy. The simulation
579     engine used in this dissertation for the Molecular Dynamics
580     simulations is {\sc oopse}, more details of the algorithms and
581     technics can be found in~\cite{Meineke2005}.
582    
583     \subsection{Langevin Dynamics\label{In:ssec:ld}}
584     In many cases, the properites of the solvent in a system, like the
585     lipid-water system studied in this dissertation, are less important to
586     the researchers. However, the major computational expense is spent on
587     the solvent in the Molecular Dynamics simulations because of the large
588     number of the solvent molecules compared to that of solute molecules,
589     the ratio of the number of lipid molecules to the number of water
590     molecules is $1:25$ in our lipid-water system. The efficiency of the
591     Molecular Dynamics simulations is greatly reduced.
592    
593     As an extension of the Molecular Dynamics simulations, the Langevin
594     Dynamics seeks a way to avoid integrating equation of motion for
595     solvent particles without losing the Brownian properites of solute
596     particles. A common approximation is that the coupling of the solute
597     and solvent is expressed as a set of harmonic oscillators. So the
598     Hamiltonian of such a system is written as
599     \begin{equation}
600     H = \frac{p^2}{2m} + U(q) + H_B + \Delta U(q),
601 xsun 3354 \label{Ineq:hamiltonianofCoupling}
602 xsun 3347 \end{equation}
603     where $H_B$ is the Hamiltonian of the bath which equals to
604     \begin{equation}
605     H_B = \sum_{\alpha = 1}^{N} \left\{ \frac{p_\alpha^2}{2m_\alpha} +
606     \frac{1}{2} m_\alpha \omega_\alpha^2 q_\alpha^2\right\},
607 xsun 3354 \label{Ineq:hamiltonianofBath}
608 xsun 3347 \end{equation}
609     $\alpha$ is all the degree of freedoms of the bath, $\omega$ is the
610     bath frequency, and $\Delta U(q)$ is the bilinear coupling given by
611     \begin{equation}
612     \Delta U = -\sum_{\alpha = 1}^{N} g_\alpha q_\alpha q,
613 xsun 3354 \label{Ineq:systemBathCoupling}
614 xsun 3347 \end{equation}
615     where $g$ is the coupling constant. By solving the Hamilton's equation
616     of motion, the {\it Generalized Langevin Equation} for this system is
617     derived to
618     \begin{equation}
619     m \ddot q = -\frac{\partial W(q)}{\partial q} - \int_0^t \xi(t) \dot q(t-t')dt' + R(t),
620 xsun 3354 \label{Ineq:gle}
621 xsun 3347 \end{equation}
622     with mean force,
623     \begin{equation}
624     W(q) = U(q) - \sum_{\alpha = 1}^N \frac{g_\alpha^2}{2m_\alpha
625     \omega_\alpha^2}q^2,
626 xsun 3354 \label{Ineq:meanForce}
627 xsun 3347 \end{equation}
628     being only a dependence of coordinates of the solute particles, {\it
629     friction kernel},
630     \begin{equation}
631     \xi(t) = \sum_{\alpha = 1}^N \frac{-g_\alpha}{m_\alpha
632     \omega_\alpha} \cos(\omega_\alpha t),
633 xsun 3354 \label{Ineq:xiforGLE}
634 xsun 3347 \end{equation}
635     and the random force,
636     \begin{equation}
637     R(t) = \sum_{\alpha = 1}^N \left( g_\alpha q_\alpha(0)-\frac{g_\alpha}{m_\alpha
638     \omega_\alpha^2}q(0)\right) \cos(\omega_\alpha t) + \frac{\dot
639     q_\alpha(0)}{\omega_\alpha} \sin(\omega_\alpha t),
640 xsun 3354 \label{Ineq:randomForceforGLE}
641 xsun 3347 \end{equation}
642     as only a dependence of the initial conditions. The relationship of
643     friction kernel $\xi(t)$ and random force $R(t)$ is given by
644     \begin{equation}
645     \xi(t) = \frac{1}{k_B T} \langle R(t)R(0) \rangle
646 xsun 3354 \label{Ineq:relationshipofXiandR}
647 xsun 3347 \end{equation}
648     from their definitions. In Langevin limit, the friction is treated
649     static, which means
650     \begin{equation}
651     \xi(t) = 2 \xi_0 \delta(t).
652 xsun 3354 \label{Ineq:xiofStaticFriction}
653 xsun 3347 \end{equation}
654 xsun 3354 After substitude $\xi(t)$ into Eq.~\ref{Ineq:gle} with
655     Eq.~\ref{Ineq:xiofStaticFriction}, {\it Langevin Equation} is extracted
656 xsun 3347 to
657     \begin{equation}
658     m \ddot q = -\frac{\partial U(q)}{\partial q} - \xi \dot q(t) + R(t).
659 xsun 3354 \label{Ineq:langevinEquation}
660 xsun 3347 \end{equation}
661     The applying of Langevin Equation to dynamic simulations is discussed
662     in Ch.~\ref{chap:ld}.