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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 xsun 3371 $s_{n'}$ ($\vec s_{n'}$) are the nearest neighbours. When $J > 0$, the
55     spins prefer aligned with each other, and if $J < 0$, the spins want
56     to be anti-aligned.
57    
58 xsun 3347 \begin{figure}
59     \centering
60 xsun 3371 \includegraphics[width=3in]{./figures/inFrustration.pdf}
61     \caption{Frustration on triangular lattice, the spins and dipoles are
62     represented by arrows. The multiple local minima of energy states
63     induce the frustration for spins and dipoles picking the directions.}
64 xsun 3354 \label{Infig:frustration}
65 xsun 3347 \end{figure}
66 xsun 3371 The spins in figure~\ref{Infig:frustration} shows an illustration of
67     the frustration for $J < 0$ on a triangular lattice. There are
68     multiple local minima energy states which are independent of the
69     direction of the spin on top of the triangle, therefore infinite
70     possibilities for the packing of spins induce what is known as
71     ``complete regular frustration'' which leads to disordered low
72     temperature phases. The similarity goes to the dipoles on a hexagonal
73     lattice, which are shown by the dipoles in
74     figure~\ref{Infig:frustration}. In this circumstance, the dipoles want
75     to be aligned, however, due to the long wave fluctuation, at low
76     temperature, the aligned state becomes unstable, vortex is formed and
77     results in multiple local minima of energy states. The dipole on the
78     center of the hexagonal lattice is frustrated.
79 xsun 3347
80     The lack of translational degree of freedom in lattice models prevents
81 xsun 3365 their utilization in models for surface buckling which would
82     correspond to ripple formation. In chapter~\ref{chap:mc}, a modified
83     lattice model is introduced to tackle this specific situation.
84 xsun 3347
85     \section{Overview of Classical Statistical Mechanics\label{In:sec:SM}}
86     Statistical mechanics provides a way to calculate the macroscopic
87     properties of a system from the molecular interactions used in
88     computational simulations. This section serves as a brief introduction
89     to key concepts of classical statistical mechanics that we used in
90     this dissertation. Tolman gives an excellent introduction to the
91     principles of statistical mechanics~\cite{Tolman1979}. A large part of
92     section~\ref{In:sec:SM} will follow Tolman's notation.
93    
94     \subsection{Ensembles\label{In:ssec:ensemble}}
95     In classical mechanics, the state of the system is completely
96     described by the positions and momenta of all particles. If we have an
97     $N$ particle system, there are $6N$ coordinates ($3N$ position $(q_1,
98     q_2, \ldots, q_{3N})$ and $3N$ momenta $(p_1, p_2, \ldots, p_{3N})$)
99     to define the instantaneous state of the system. Each single set of
100     the $6N$ coordinates can be considered as a unique point in a $6N$
101     dimensional space where each perpendicular axis is one of
102     $q_{i\alpha}$ or $p_{i\alpha}$ ($i$ is the particle and $\alpha$ is
103     the spatial axis). This $6N$ dimensional space is known as phase
104     space. The instantaneous state of the system is a single point in
105     phase space. A trajectory is a connected path of points in phase
106     space. An ensemble is a collection of systems described by the same
107     macroscopic observables but which have microscopic state
108     distributions. In phase space an ensemble is a collection of a set of
109     representive points. A density distribution $\rho(q^N, p^N)$ of the
110     representive points in phase space describes the condition of an
111     ensemble of identical systems. Since this density may change with
112     time, it is also a function of time. $\rho(q^N, p^N, t)$ describes the
113     ensemble at a time $t$, and $\rho(q^N, p^N, t')$ describes the
114     ensemble at a later time $t'$. For convenience, we will use $\rho$
115     instead of $\rho(q^N, p^N, t)$ in the following disccusion. If we
116     normalize $\rho$ to unity,
117     \begin{equation}
118     1 = \int d \vec q~^N \int d \vec p~^N \rho,
119 xsun 3354 \label{Ineq:normalized}
120 xsun 3347 \end{equation}
121     then the value of $\rho$ gives the probability of finding the system
122     in a unit volume in the phase space.
123    
124     Liouville's theorem describes the change in density $\rho$ with
125     time. The number of representive points at a given volume in the phase
126     space at any instant can be written as:
127     \begin{equation}
128 xsun 3354 \label{Ineq:deltaN}
129 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.
130     \end{equation}
131     To calculate the change in the number of representive points in this
132     volume, let us consider a simple condition: the change in the number
133     of representive points in $q_1$ axis. The rate of the number of the
134     representive points entering the volume at $q_1$ per unit time is:
135     \begin{equation}
136 xsun 3354 \label{Ineq:deltaNatq1}
137 xsun 3347 \rho~\dot q_1 \delta q_2 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N,
138     \end{equation}
139     and the rate of the number of representive points leaving the volume
140     at another position $q_1 + \delta q_1$ is:
141     \begin{equation}
142 xsun 3354 \label{Ineq:deltaNatq1plusdeltaq1}
143 xsun 3347 \left( \rho + \frac{\partial \rho}{\partial q_1} \delta q_1 \right)\left(\dot q_1 +
144     \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.
145     \end{equation}
146     Here the higher order differentials are neglected. So the change of
147     the number of the representive points is the difference of
148 xsun 3354 eq.~\ref{Ineq:deltaNatq1} and eq.~\ref{Ineq:deltaNatq1plusdeltaq1}, which
149 xsun 3347 gives us:
150     \begin{equation}
151 xsun 3354 \label{Ineq:deltaNatq1axis}
152 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,
153     \end{equation}
154     where, higher order differetials are neglected. If we sum over all the
155     axes in the phase space, we can get the change of the number of
156     representive points in a given volume with time:
157     \begin{equation}
158 xsun 3354 \label{Ineq:deltaNatGivenVolume}
159 xsun 3347 \frac{d(\delta N)}{dt} = -\sum_{i=1}^N \left[\rho \left(\frac{\partial
160     {\dot q_i}}{\partial q_i} + \frac{\partial
161     {\dot p_i}}{\partial p_i}\right) + \left( \frac{\partial {\rho}}{\partial
162     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.
163     \end{equation}
164     From Hamilton's equation of motion,
165     \begin{equation}
166     \frac{\partial {\dot q_i}}{\partial q_i} = - \frac{\partial
167     {\dot p_i}}{\partial p_i},
168 xsun 3354 \label{Ineq:canonicalFormOfEquationOfMotion}
169 xsun 3347 \end{equation}
170     this cancels out the first term on the right side of
171 xsun 3354 eq.~\ref{Ineq:deltaNatGivenVolume}. If both sides of
172     eq.~\ref{Ineq:deltaNatGivenVolume} are divided by $\delta q_1 \delta q_2
173 xsun 3347 \ldots \delta q_N \delta p_1 \delta p_2 \ldots \delta p_N$, then we
174     can derive Liouville's theorem:
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 xsun 3354 \label{Ineq:simpleFormofLiouville}
180 xsun 3347 \end{equation}
181     This is the basis of statistical mechanics. If we move the right
182 xsun 3354 side of equation~\ref{Ineq:simpleFormofLiouville} to the left, we
183 xsun 3347 will obtain
184     \begin{equation}
185     \left( \frac{\partial \rho}{\partial t} \right)_{q, p} + \sum_{i} \left(
186     \frac{\partial {\rho}}{\partial
187     q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right)
188     = 0.
189 xsun 3354 \label{Ineq:anotherFormofLiouville}
190 xsun 3347 \end{equation}
191     It is easy to note that the left side of
192 xsun 3354 equation~\ref{Ineq:anotherFormofLiouville} is the total derivative of
193 xsun 3347 $\rho$ with respect of $t$, which means
194     \begin{equation}
195     \frac{d \rho}{dt} = 0,
196 xsun 3354 \label{Ineq:conservationofRho}
197 xsun 3347 \end{equation}
198     and the rate of density change is zero in the neighborhood of any
199     selected moving representive points in the phase space.
200    
201     The condition of the ensemble is determined by the density
202     distribution. If we consider the density distribution as only a
203     function of $q$ and $p$, which means the rate of change of the phase
204     space density in the neighborhood of all representive points in the
205     phase space is zero,
206     \begin{equation}
207     \left( \frac{\partial \rho}{\partial t} \right)_{q, p} = 0.
208 xsun 3354 \label{Ineq:statEquilibrium}
209 xsun 3347 \end{equation}
210     We may conclude the ensemble is in {\it statistical equilibrium}. An
211     ensemble in statistical equilibrium often means the system is also in
212     macroscopic equilibrium. If $\left( \frac{\partial \rho}{\partial t}
213     \right)_{q, p} = 0$, then
214     \begin{equation}
215     \sum_{i} \left(
216     \frac{\partial {\rho}}{\partial
217     q_i} \dot q_i + \frac{\partial {\rho}}{\partial p_i} \dot p_i \right)
218     = 0.
219 xsun 3354 \label{Ineq:constantofMotion}
220 xsun 3347 \end{equation}
221     If $\rho$ is a function only of some constant of the motion, $\rho$ is
222     independent of time. For a conservative system, the energy of the
223     system is one of the constants of the motion. Here are several
224     examples: when the density distribution is constant everywhere in the
225     phase space,
226     \begin{equation}
227     \rho = \mathrm{const.}
228 xsun 3354 \label{Ineq:uniformEnsemble}
229 xsun 3347 \end{equation}
230     the ensemble is called {\it uniform ensemble}. Another useful
231     ensemble is called {\it microcanonical ensemble}, for which:
232     \begin{equation}
233     \rho = \delta \left( H(q^N, p^N) - E \right) \frac{1}{\Sigma (N, V, E)}
234 xsun 3354 \label{Ineq:microcanonicalEnsemble}
235 xsun 3347 \end{equation}
236     where $\Sigma(N, V, E)$ is a normalization constant parameterized by
237     $N$, the total number of particles, $V$, the total physical volume and
238     $E$, the total energy. The physical meaning of $\Sigma(N, V, E)$ is
239     the phase space volume accessible to a microcanonical system with
240     energy $E$ evolving under Hamilton's equations. $H(q^N, p^N)$ is the
241     Hamiltonian of the system. The Gibbs entropy is defined as
242     \begin{equation}
243     S = - k_B \int d \vec q~^N \int d \vec p~^N \rho \ln [C^N \rho],
244 xsun 3354 \label{Ineq:gibbsEntropy}
245 xsun 3347 \end{equation}
246     where $k_B$ is the Boltzmann constant and $C^N$ is a number which
247     makes the argument of $\ln$ dimensionless, in this case, it is the
248     total phase space volume of one state. The entropy in microcanonical
249     ensemble is given by
250     \begin{equation}
251     S = k_B \ln \left(\frac{\Sigma(N, V, E)}{C^N}\right).
252 xsun 3354 \label{Ineq:entropy}
253 xsun 3347 \end{equation}
254     If the density distribution $\rho$ is given by
255     \begin{equation}
256     \rho = \frac{1}{Z_N}e^{-H(q^N, p^N) / k_B T},
257 xsun 3354 \label{Ineq:canonicalEnsemble}
258 xsun 3347 \end{equation}
259     the ensemble is known as the {\it canonical ensemble}. Here,
260     \begin{equation}
261     Z_N = \int d \vec q~^N \int_\Gamma d \vec p~^N e^{-H(q^N, p^N) / k_B T},
262 xsun 3354 \label{Ineq:partitionFunction}
263 xsun 3347 \end{equation}
264     which is also known as {\it partition function}. $\Gamma$ indicates
265     that the integral is over all the phase space. In the canonical
266     ensemble, $N$, the total number of particles, $V$, total volume, and
267     $T$, the temperature are constants. The systems with the lowest
268     energies hold the largest population. According to maximum principle,
269     the thermodynamics maximizes the entropy $S$,
270     \begin{equation}
271     \begin{array}{ccc}
272     \delta S = 0 & \mathrm{and} & \delta^2 S < 0.
273     \end{array}
274 xsun 3354 \label{Ineq:maximumPrinciple}
275 xsun 3347 \end{equation}
276 xsun 3354 From Eq.~\ref{Ineq:maximumPrinciple} and two constrains of the canonical
277 xsun 3347 ensemble, {\it i.e.}, total probability and average energy conserved,
278     the partition function is calculated as
279     \begin{equation}
280     Z_N = e^{-A/k_B T},
281 xsun 3354 \label{Ineq:partitionFunctionWithFreeEnergy}
282 xsun 3347 \end{equation}
283     where $A$ is the Helmholtz free energy. The significance of
284 xsun 3354 Eq.~\ref{Ineq:entropy} and~\ref{Ineq:partitionFunctionWithFreeEnergy} is
285 xsun 3347 that they serve as a connection between macroscopic properties of the
286     system and the distribution of the microscopic states.
287    
288     There is an implicit assumption that our arguments are based on so
289     far. A representive point in the phase space is equally to be found in
290     any same extent of the regions. In other words, all energetically
291     accessible states are represented equally, the probabilities to find
292     the system in any of the accessible states is equal. This is called
293     equal a {\it priori} probabilities.
294    
295     \subsection{Statistical Average\label{In:ssec:average}}
296     Given the density distribution $\rho$ in the phase space, the average
297     of any quantity ($F(q^N, p^N$)) which depends on the coordinates
298     ($q^N$) and the momenta ($p^N$) for all the systems in the ensemble
299     can be calculated based on the definition shown by
300 xsun 3354 Eq.~\ref{Ineq:statAverage1}
301 xsun 3347 \begin{equation}
302     \langle F(q^N, p^N, t) \rangle = \frac{\int d \vec q~^N \int d \vec p~^N
303     F(q^N, p^N, t) \rho}{\int d \vec q~^N \int d \vec p~^N \rho}.
304 xsun 3354 \label{Ineq:statAverage1}
305 xsun 3347 \end{equation}
306     Since the density distribution $\rho$ is normalized to unity, the mean
307     value of $F(q^N, p^N)$ is simplified to
308     \begin{equation}
309     \langle F(q^N, p^N, t) \rangle = \int d \vec q~^N \int d \vec p~^N F(q^N,
310     p^N, t) \rho,
311 xsun 3354 \label{Ineq:statAverage2}
312 xsun 3347 \end{equation}
313     called {\it ensemble average}. However, the quantity is often averaged
314     for a finite time in real experiments,
315     \begin{equation}
316     \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty}
317     \frac{1}{T} \int_{t_0}^{t_0+T} F(q^N, p^N, t) dt.
318 xsun 3354 \label{Ineq:timeAverage1}
319 xsun 3347 \end{equation}
320     Usually this time average is independent of $t_0$ in statistical
321 xsun 3354 mechanics, so Eq.~\ref{Ineq:timeAverage1} becomes
322 xsun 3347 \begin{equation}
323     \langle F(q^N, p^N) \rangle_t = \lim_{T \rightarrow \infty}
324     \frac{1}{T} \int_{0}^{T} F(q^N, p^N, t) dt
325 xsun 3354 \label{Ineq:timeAverage2}
326 xsun 3347 \end{equation}
327     for an infinite time interval.
328    
329     {\it ergodic hypothesis}, an important hypothesis from the statistical
330     mechanics point of view, states that the system will eventually pass
331     arbitrarily close to any point that is energetically accessible in
332     phase space. Mathematically, this leads to
333     \begin{equation}
334     \langle F(q^N, p^N, t) \rangle = \langle F(q^N, p^N) \rangle_t.
335 xsun 3354 \label{Ineq:ergodicity}
336 xsun 3347 \end{equation}
337 xsun 3354 Eq.~\ref{Ineq:ergodicity} validates the Monte Carlo method which we will
338 xsun 3347 discuss in section~\ref{In:ssec:mc}. An ensemble average of a quantity
339     can be related to the time average measured in the experiments.
340    
341     \subsection{Correlation Function\label{In:ssec:corr}}
342     Thermodynamic properties can be computed by equillibrium statistical
343     mechanics. On the other hand, {\it Time correlation function} is a
344     powerful method to understand the evolution of a dynamic system in
345     non-equillibrium statistical mechanics. Imagine a property $A(q^N,
346     p^N, t)$ as a function of coordinates $q^N$ and momenta $p^N$ has an
347     intial value at $t_0$, at a later time $t_0 + \tau$ this value is
348     changed. If $\tau$ is very small, the change of the value is minor,
349     and the later value of $A(q^N, p^N, t_0 +
350     \tau)$ is correlated to its initial value. Howere, when $\tau$ is large,
351     this correlation is lost. The correlation function is a measurement of
352     this relationship and is defined by~\cite{Berne90}
353     \begin{equation}
354     C(t) = \langle A(0)A(\tau) \rangle = \lim_{T \rightarrow \infty}
355     \frac{1}{T} \int_{0}^{T} dt A(t) A(t + \tau).
356 xsun 3354 \label{Ineq:autocorrelationFunction}
357 xsun 3347 \end{equation}
358 xsun 3354 Eq.~\ref{Ineq:autocorrelationFunction} is the correlation function of a
359 xsun 3347 single variable, called {\it autocorrelation function}. The defination
360     of the correlation function for two different variables is similar to
361     that of autocorrelation function, which is
362     \begin{equation}
363     C(t) = \langle A(0)B(\tau) \rangle = \lim_{T \rightarrow \infty}
364     \frac{1}{T} \int_{0}^{T} dt A(t) B(t + \tau),
365 xsun 3354 \label{Ineq:crosscorrelationFunction}
366 xsun 3347 \end{equation}
367     and called {\it cross correlation function}.
368    
369 xsun 3354 In section~\ref{In:ssec:average} we know from Eq.~\ref{Ineq:ergodicity}
370 xsun 3347 the relationship between time average and ensemble average. We can put
371     the correlation function in a classical mechanics form,
372     \begin{equation}
373     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)
374 xsun 3354 \label{Ineq:autocorrelationFunctionCM}
375 xsun 3347 \end{equation}
376     and
377     \begin{equation}
378     C(t) = \langle A(0)B(\tau) \rangle = \int d \vec q~^N \int d \vec p~^N A(t) B(t + \tau)
379     \rho(q, p)
380 xsun 3354 \label{Ineq:crosscorrelationFunctionCM}
381 xsun 3347 \end{equation}
382     as autocorrelation function and cross correlation function
383     respectively. $\rho(q, p)$ is the density distribution at equillibrium
384     in phase space. In many cases, the correlation function decay is a
385     single exponential
386     \begin{equation}
387     C(t) \sim e^{-t / \tau_r},
388 xsun 3354 \label{Ineq:relaxation}
389 xsun 3347 \end{equation}
390     where $\tau_r$ is known as relaxation time which discribes the rate of
391     the decay.
392    
393     \section{Methodolody\label{In:sec:method}}
394     The simulations performed in this dissertation are branched into two
395     main catalog, Monte Carlo and Molecular Dynamics. There are two main
396     difference between Monte Carlo and Molecular Dynamics simulations. One
397     is that the Monte Carlo simulation is time independent, and Molecular
398     Dynamics simulation is time involved. Another dissimilar is that the
399     Monte Carlo is a stochastic process, the configuration of the system
400     is not determinated by its past, however, using Moleuclar Dynamics,
401     the system is propagated by Newton's equation of motion, the
402     trajectory of the system evolved in the phase space is determined. A
403     brief introduction of the two algorithms are given in
404     section~\ref{In:ssec:mc} and~\ref{In:ssec:md}. An extension of the
405     Molecular Dynamics, Langevin Dynamics, is introduced by
406     section~\ref{In:ssec:ld}.
407    
408     \subsection{Monte Carlo\label{In:ssec:mc}}
409     Monte Carlo algorithm was first introduced by Metropolis {\it et
410     al.}.~\cite{Metropolis53} Basic Monte Carlo algorithm is usually
411     applied to the canonical ensemble, a Boltzmann-weighted ensemble, in
412     which the $N$, the total number of particles, $V$, total volume, $T$,
413     temperature are constants. The average energy is given by substituding
414 xsun 3354 Eq.~\ref{Ineq:canonicalEnsemble} into Eq.~\ref{Ineq:statAverage2},
415 xsun 3347 \begin{equation}
416     \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}.
417 xsun 3354 \label{Ineq:energyofCanonicalEnsemble}
418 xsun 3347 \end{equation}
419     So are the other properties of the system. The Hamiltonian is the
420     summation of Kinetic energy $K(p^N)$ as a function of momenta and
421     Potential energy $U(q^N)$ as a function of positions,
422     \begin{equation}
423     H(q^N, p^N) = K(p^N) + U(q^N).
424 xsun 3354 \label{Ineq:hamiltonian}
425 xsun 3347 \end{equation}
426     If the property $A$ is only a function of position ($ A = A(q^N)$),
427     the mean value of $A$ is reduced to
428     \begin{equation}
429     \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}},
430 xsun 3354 \label{Ineq:configurationIntegral}
431 xsun 3347 \end{equation}
432     The kinetic energy $K(p^N)$ is factored out in
433 xsun 3354 Eq.~\ref{Ineq:configurationIntegral}. $\langle A
434 xsun 3347 \rangle$ is a configuration integral now, and the
435 xsun 3354 Eq.~\ref{Ineq:configurationIntegral} is equivalent to
436 xsun 3347 \begin{equation}
437     \langle A \rangle = \int d \vec q~^N A \rho(q^N).
438 xsun 3354 \label{Ineq:configurationAve}
439 xsun 3347 \end{equation}
440    
441     In a Monte Carlo simulation of canonical ensemble, the probability of
442     the system being in a state $s$ is $\rho_s$, the change of this
443     probability with time is given by
444     \begin{equation}
445     \frac{d \rho_s}{dt} = \sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ],
446 xsun 3354 \label{Ineq:timeChangeofProb}
447 xsun 3347 \end{equation}
448     where $w_{ss'}$ is the tansition probability of going from state $s$
449     to state $s'$. Since $\rho_s$ is independent of time at equilibrium,
450     \begin{equation}
451     \frac{d \rho_{s}^{equilibrium}}{dt} = 0,
452 xsun 3354 \label{Ineq:equiProb}
453 xsun 3347 \end{equation}
454     which means $\sum_{s'} [ -w_{ss'}\rho_s + w_{s's}\rho_{s'} ]$ is $0$
455     for all $s'$. So
456     \begin{equation}
457     \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = \frac{w_{s's}}{w_{ss'}}.
458 xsun 3354 \label{Ineq:relationshipofRhoandW}
459 xsun 3347 \end{equation}
460     If
461     \begin{equation}
462     \frac{w_{s's}}{w_{ss'}} = e^{-(U_s - U_{s'}) / k_B T},
463 xsun 3354 \label{Ineq:conditionforBoltzmannStatistics}
464 xsun 3347 \end{equation}
465     then
466     \begin{equation}
467     \frac{\rho_s^{equilibrium}}{\rho_{s'}^{equilibrium}} = e^{-(U_s - U_{s'}) / k_B T}.
468 xsun 3354 \label{Ineq:satisfyofBoltzmannStatistics}
469 xsun 3347 \end{equation}
470 xsun 3354 Eq.~\ref{Ineq:satisfyofBoltzmannStatistics} implies that
471 xsun 3347 $\rho^{equilibrium}$ satisfies Boltzmann statistics. An algorithm,
472     shows how Monte Carlo simulation generates a transition probability
473 xsun 3354 governed by \ref{Ineq:conditionforBoltzmannStatistics}, is schemed as
474 xsun 3347 \begin{enumerate}
475 xsun 3354 \item\label{Initm:oldEnergy} Choose an particle randomly, calculate the energy.
476     \item\label{Initm:newEnergy} Make a random displacement for particle,
477 xsun 3347 calculate the new energy.
478     \begin{itemize}
479 xsun 3354 \item Keep the new configuration and return to step~\ref{Initm:oldEnergy} if energy
480 xsun 3347 goes down.
481     \item Pick a random number between $[0,1]$ if energy goes up.
482     \begin{itemize}
483     \item Keep the new configuration and return to
484 xsun 3354 step~\ref{Initm:oldEnergy} if the random number smaller than
485 xsun 3347 $e^{-(U_{new} - U_{old})} / k_B T$.
486     \item Keep the old configuration and return to
487 xsun 3354 step~\ref{Initm:oldEnergy} if the random number larger than
488 xsun 3347 $e^{-(U_{new} - U_{old})} / k_B T$.
489     \end{itemize}
490     \end{itemize}
491 xsun 3354 \item\label{Initm:accumulateAvg} Accumulate the average after it converges.
492 xsun 3347 \end{enumerate}
493     It is important to notice that the old configuration has to be sampled
494     again if it is kept.
495    
496     \subsection{Molecular Dynamics\label{In:ssec:md}}
497     Although some of properites of the system can be calculated from the
498     ensemble average in Monte Carlo simulations, due to the nature of
499     lacking in the time dependence, it is impossible to gain information
500     of those dynamic properties from Monte Carlo simulations. Molecular
501     Dynamics is a measurement of the evolution of the positions and
502     momenta of the particles in the system. The evolution of the system
503     obeys laws of classical mechanics, in most situations, there is no
504     need for the count of the quantum effects. For a real experiment, the
505     instantaneous positions and momenta of the particles in the system are
506     neither important nor measurable, the observable quantities are
507     usually a average value for a finite time interval. These quantities
508     are expressed as a function of positions and momenta in Melecular
509     Dynamics simulations. Like the thermal temperature of the system is
510     defined by
511     \begin{equation}
512     \frac{1}{2} k_B T = \langle \frac{1}{2} m v_\alpha \rangle,
513 xsun 3354 \label{Ineq:temperature}
514 xsun 3347 \end{equation}
515     here $m$ is the mass of the particle and $v_\alpha$ is the $\alpha$
516     component of the velocity of the particle. The right side of
517 xsun 3354 Eq.~\ref{Ineq:temperature} is the average kinetic energy of the
518 xsun 3347 system. A simple Molecular Dynamics simulation scheme
519     is:~\cite{Frenkel1996}
520     \begin{enumerate}
521 xsun 3354 \item\label{Initm:initialize} Assign the initial positions and momenta
522 xsun 3347 for the particles in the system.
523 xsun 3354 \item\label{Initm:calcForce} Calculate the forces.
524     \item\label{Initm:equationofMotion} Integrate the equation of motion.
525 xsun 3347 \begin{itemize}
526 xsun 3354 \item Return to step~\ref{Initm:calcForce} if the equillibrium is
527 xsun 3347 not achieved.
528 xsun 3354 \item Go to step~\ref{Initm:calcAvg} if the equillibrium is
529 xsun 3347 achieved.
530     \end{itemize}
531 xsun 3354 \item\label{Initm:calcAvg} Compute the quantities we are interested in.
532 xsun 3347 \end{enumerate}
533     The initial positions of the particles are chosen as that there is no
534     overlap for the particles. The initial velocities at first are
535     distributed randomly to the particles, and then shifted to make the
536     momentum of the system $0$, at last scaled to the desired temperature
537 xsun 3354 of the simulation according Eq.~\ref{Ineq:temperature}.
538 xsun 3347
539 xsun 3354 The core of Molecular Dynamics simulations is step~\ref{Initm:calcForce}
540     and~\ref{Initm:equationofMotion}. The calculation of the forces are
541 xsun 3347 often involved numerous effort, this is the most time consuming step
542     in the Molecular Dynamics scheme. The evaluation of the forces is
543     followed by
544     \begin{equation}
545     f(q) = - \frac{\partial U(q)}{\partial q},
546 xsun 3354 \label{Ineq:force}
547 xsun 3347 \end{equation}
548     $U(q)$ is the potential of the system. Once the forces computed, are
549     the positions and velocities updated by integrating Newton's equation
550     of motion,
551     \begin{equation}
552     f(q) = \frac{dp}{dt} = \frac{m dv}{dt}.
553 xsun 3354 \label{Ineq:newton}
554 xsun 3347 \end{equation}
555     Here is an example of integrating algorithms, Verlet algorithm, which
556     is one of the best algorithms to integrate Newton's equation of
557     motion. The Taylor expension of the position at time $t$ is
558     \begin{equation}
559     q(t+\Delta t)= q(t) + v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 +
560     \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} +
561     \mathcal{O}(\Delta t^4)
562 xsun 3354 \label{Ineq:verletFuture}
563 xsun 3347 \end{equation}
564     for a later time $t+\Delta t$, and
565     \begin{equation}
566     q(t-\Delta t)= q(t) - v(t) \Delta t + \frac{f(t)}{2m}\Delta t^2 -
567     \frac{\Delta t^3}{3!}\frac{\partial^3 q(t)}{\partial t^3} +
568     \mathcal{O}(\Delta t^4) ,
569 xsun 3354 \label{Ineq:verletPrevious}
570 xsun 3347 \end{equation}
571     for a previous time $t-\Delta t$. The summation of the
572 xsun 3354 Eq.~\ref{Ineq:verletFuture} and~\ref{Ineq:verletPrevious} gives
573 xsun 3347 \begin{equation}
574     q(t+\Delta t)+q(t-\Delta t) =
575     2q(t) + \frac{f(t)}{m}\Delta t^2 + \mathcal{O}(\Delta t^4),
576 xsun 3354 \label{Ineq:verletSum}
577 xsun 3347 \end{equation}
578     so, the new position can be expressed as
579     \begin{equation}
580     q(t+\Delta t) \approx
581     2q(t) - q(t-\Delta t) + \frac{f(t)}{m}\Delta t^2.
582 xsun 3354 \label{Ineq:newPosition}
583 xsun 3347 \end{equation}
584     The higher order of the $\Delta t$ is omitted.
585    
586     Numerous technics and tricks are applied to Molecular Dynamics
587     simulation to gain more efficiency or more accuracy. The simulation
588     engine used in this dissertation for the Molecular Dynamics
589     simulations is {\sc oopse}, more details of the algorithms and
590     technics can be found in~\cite{Meineke2005}.
591    
592     \subsection{Langevin Dynamics\label{In:ssec:ld}}
593     In many cases, the properites of the solvent in a system, like the
594     lipid-water system studied in this dissertation, are less important to
595     the researchers. However, the major computational expense is spent on
596     the solvent in the Molecular Dynamics simulations because of the large
597     number of the solvent molecules compared to that of solute molecules,
598     the ratio of the number of lipid molecules to the number of water
599     molecules is $1:25$ in our lipid-water system. The efficiency of the
600     Molecular Dynamics simulations is greatly reduced.
601    
602     As an extension of the Molecular Dynamics simulations, the Langevin
603     Dynamics seeks a way to avoid integrating equation of motion for
604     solvent particles without losing the Brownian properites of solute
605     particles. A common approximation is that the coupling of the solute
606     and solvent is expressed as a set of harmonic oscillators. So the
607     Hamiltonian of such a system is written as
608     \begin{equation}
609     H = \frac{p^2}{2m} + U(q) + H_B + \Delta U(q),
610 xsun 3354 \label{Ineq:hamiltonianofCoupling}
611 xsun 3347 \end{equation}
612     where $H_B$ is the Hamiltonian of the bath which equals to
613     \begin{equation}
614     H_B = \sum_{\alpha = 1}^{N} \left\{ \frac{p_\alpha^2}{2m_\alpha} +
615     \frac{1}{2} m_\alpha \omega_\alpha^2 q_\alpha^2\right\},
616 xsun 3354 \label{Ineq:hamiltonianofBath}
617 xsun 3347 \end{equation}
618     $\alpha$ is all the degree of freedoms of the bath, $\omega$ is the
619     bath frequency, and $\Delta U(q)$ is the bilinear coupling given by
620     \begin{equation}
621     \Delta U = -\sum_{\alpha = 1}^{N} g_\alpha q_\alpha q,
622 xsun 3354 \label{Ineq:systemBathCoupling}
623 xsun 3347 \end{equation}
624     where $g$ is the coupling constant. By solving the Hamilton's equation
625     of motion, the {\it Generalized Langevin Equation} for this system is
626     derived to
627     \begin{equation}
628     m \ddot q = -\frac{\partial W(q)}{\partial q} - \int_0^t \xi(t) \dot q(t-t')dt' + R(t),
629 xsun 3354 \label{Ineq:gle}
630 xsun 3347 \end{equation}
631     with mean force,
632     \begin{equation}
633     W(q) = U(q) - \sum_{\alpha = 1}^N \frac{g_\alpha^2}{2m_\alpha
634     \omega_\alpha^2}q^2,
635 xsun 3354 \label{Ineq:meanForce}
636 xsun 3347 \end{equation}
637     being only a dependence of coordinates of the solute particles, {\it
638     friction kernel},
639     \begin{equation}
640     \xi(t) = \sum_{\alpha = 1}^N \frac{-g_\alpha}{m_\alpha
641     \omega_\alpha} \cos(\omega_\alpha t),
642 xsun 3354 \label{Ineq:xiforGLE}
643 xsun 3347 \end{equation}
644     and the random force,
645     \begin{equation}
646     R(t) = \sum_{\alpha = 1}^N \left( g_\alpha q_\alpha(0)-\frac{g_\alpha}{m_\alpha
647     \omega_\alpha^2}q(0)\right) \cos(\omega_\alpha t) + \frac{\dot
648     q_\alpha(0)}{\omega_\alpha} \sin(\omega_\alpha t),
649 xsun 3354 \label{Ineq:randomForceforGLE}
650 xsun 3347 \end{equation}
651     as only a dependence of the initial conditions. The relationship of
652     friction kernel $\xi(t)$ and random force $R(t)$ is given by
653     \begin{equation}
654     \xi(t) = \frac{1}{k_B T} \langle R(t)R(0) \rangle
655 xsun 3354 \label{Ineq:relationshipofXiandR}
656 xsun 3347 \end{equation}
657     from their definitions. In Langevin limit, the friction is treated
658     static, which means
659     \begin{equation}
660     \xi(t) = 2 \xi_0 \delta(t).
661 xsun 3354 \label{Ineq:xiofStaticFriction}
662 xsun 3347 \end{equation}
663 xsun 3354 After substitude $\xi(t)$ into Eq.~\ref{Ineq:gle} with
664     Eq.~\ref{Ineq:xiofStaticFriction}, {\it Langevin Equation} is extracted
665 xsun 3347 to
666     \begin{equation}
667     m \ddot q = -\frac{\partial U(q)}{\partial q} - \xi \dot q(t) + R(t).
668 xsun 3354 \label{Ineq:langevinEquation}
669 xsun 3347 \end{equation}
670     The applying of Langevin Equation to dynamic simulations is discussed
671     in Ch.~\ref{chap:ld}.