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# Line 3 | Line 3
3   \chapter{\label{chapt:intro}Introduction and Theoretical Background}
4  
5  
6
7 \section{\label{introSec:theory}Theoretical Background}
8
6   The techniques used in the course of this research fall under the two
7   main classes of molecular simulation: Molecular Dynamics and Monte
8   Carlo. Molecular Dynamic simulations integrate the equations of motion
# Line 30 | Line 27 | which method best suits that objective.
27   thermodynamic properties of the system are being probed, then chose
28   which method best suits that objective.
29  
30 < \subsection{\label{introSec:statThermo}Statistical Thermodynamics}
30 > \section{\label{introSec:statThermo}Statistical Mechanics}
31  
32 < ergodic hypothesis
32 > The following section serves as a brief introduction to some of the
33 > Statistical Mechanics concepts present in this dissertation.  What
34 > follows is a brief derivation of Blotzman weighted statistics, and an
35 > explanation of how one can use the information to calculate an
36 > observable for a system.  This section then concludes with a brief
37 > discussion of the ergodic hypothesis and its relevance to this
38 > research.
39  
40 < enesemble averages
40 > \subsection{\label{introSec:boltzman}Boltzman weighted statistics}
41  
42 < \subsection{\label{introSec:monteCarlo}Monte Carlo Simulations}
42 > Consider a system, $\gamma$, with some total energy,, $E_{\gamma}$.
43 > Let $\Omega(E_{\gamma})$ represent the number of degenerate ways
44 > $\boldsymbol{\Gamma}$, the collection of positions and conjugate
45 > momenta of system $\gamma$, can be configured to give
46 > $E_{\gamma}$. Further, if $\gamma$ is in contact with a bath system
47 > where energy is exchanged between the two systems, $\Omega(E)$, where
48 > $E$ is the total energy of both systems, can be represented as
49 > \begin{equation}
50 > \Omega(E) = \Omega(E_{\gamma}) \times \Omega(E - E_{\gamma})
51 > \label{introEq:SM1}
52 > \end{equation}
53 > Or additively as
54 > \begin{equation}
55 > \ln \Omega(E) = \ln \Omega(E_{\gamma}) + \ln \Omega(E - E_{\gamma})
56 > \label{introEq:SM2}
57 > \end{equation}
58  
59 + The solution to Eq.~\ref{introEq:SM2} maximizes the number of
60 + degenerative configurations in $E$. \cite{Frenkel1996}
61 + This gives
62 + \begin{equation}
63 + \frac{\partial \ln \Omega(E)}{\partial E_{\gamma}} = 0 =
64 +        \frac{\partial \ln \Omega(E_{\gamma})}{\partial E_{\gamma}}
65 +         +
66 +        \frac{\partial \ln \Omega(E_{\text{bath}})}{\partial E_{\text{bath}}}
67 +        \frac{\partial E_{\text{bath}}}{\partial E_{\gamma}}
68 + \label{introEq:SM3}
69 + \end{equation}
70 + Where $E_{\text{bath}}$ is $E-E_{\gamma}$, and
71 + $\frac{\partial E_{\text{bath}}}{\partial E_{\gamma}}$ is
72 + $-1$. Eq.~\ref{introEq:SM3} becomes
73 + \begin{equation}
74 + \frac{\partial \ln \Omega(E_{\gamma})}{\partial E_{\gamma}} =
75 + \frac{\partial \ln \Omega(E_{\text{bath}})}{\partial E_{\text{bath}}}
76 + \label{introEq:SM4}
77 + \end{equation}
78 +
79 + At this point, one can draw a relationship between the maximization of
80 + degeneracy in Eq.~\ref{introEq:SM3} and the second law of
81 + thermodynamics.  Namely, that for a closed system, entropy will
82 + increase for an irreversible process.\cite{chandler:1987} Here the
83 + process is the partitioning of energy among the two systems.  This
84 + allows the following definition of entropy:
85 + \begin{equation}
86 + S = k_B \ln \Omega(E)
87 + \label{introEq:SM5}
88 + \end{equation}
89 + Where $k_B$ is the Boltzman constant.  Having defined entropy, one can
90 + also define the temperature of the system using the relation
91 + \begin{equation}
92 + \frac{1}{T} = \biggl ( \frac{\partial S}{\partial E} \biggr )_{N,V}
93 + \label{introEq:SM6}
94 + \end{equation}
95 + The temperature in the system $\gamma$ is then
96 + \begin{equation}
97 + \beta( E_{\gamma} ) = \frac{1}{k_B T} =
98 +        \frac{\partial \ln \Omega(E_{\gamma})}{\partial E_{\gamma}}
99 + \label{introEq:SM7}
100 + \end{equation}
101 + Applying this to Eq.~\ref{introEq:SM4} gives the following
102 + \begin{equation}
103 + \beta( E_{\gamma} ) = \beta( E_{\text{bath}} )
104 + \label{introEq:SM8}
105 + \end{equation}
106 + Showing that the partitioning of energy between the two systems is
107 + actually a process of thermal equilibration.\cite{Frenkel1996}
108 +
109 + An application of these results is to formulate the form of an
110 + expectation value of an observable, $A$, in the canonical ensemble. In
111 + the canonical ensemble, the number of particles, $N$, the volume, $V$,
112 + and the temperature, $T$, are all held constant while the energy, $E$,
113 + is allowed to fluctuate. Returning to the previous example, the bath
114 + system is now an infinitly large thermal bath, whose exchange of
115 + energy with the system $\gamma$ holds the temperature constant.  The
116 + partitioning of energy in the bath system is then related to the total
117 + energy of both systems and the fluctuations in $E_{\gamma}$:
118 + \begin{equation}
119 + \Omega( E_{\gamma} ) = \Omega( E - E_{\gamma} )
120 + \label{introEq:SM9}
121 + \end{equation}
122 + As for the expectation value, it can be defined
123 + \begin{equation}
124 + \langle A \rangle =
125 +        \int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma}
126 +        P_{\gamma} A(\boldsymbol{\Gamma})
127 + \label{introEq:SM10}
128 + \end{equation}
129 + Where $\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma}$ denotes
130 + an integration over all accessable phase space, $P_{\gamma}$ is the
131 + probability of being in a given phase state and
132 + $A(\boldsymbol{\Gamma})$ is some observable that is a function of the
133 + phase state.
134 +
135 + Because entropy seeks to maximize the number of degenerate states at a
136 + given energy, the probability of being in a particular state in
137 + $\gamma$ will be directly proportional to the number of allowable
138 + states the coupled system is able to assume. Namely,
139 + \begin{equation}
140 + P_{\gamma} \propto \Omega( E_{\text{bath}} ) =
141 +        e^{\ln \Omega( E - E_{\gamma})}
142 + \label{introEq:SM11}
143 + \end{equation}
144 + With $E_{\gamma} \ll E$, $\ln \Omega$ can be expanded in a Taylor series:
145 + \begin{equation}
146 + \ln \Omega ( E - E_{\gamma}) =
147 +        \ln \Omega (E) -
148 +        E_{\gamma}  \frac{\partial \ln \Omega }{\partial E}
149 +        + \ldots
150 + \label{introEq:SM12}
151 + \end{equation}
152 + Higher order terms are omitted as $E$ is an infinite thermal
153 + bath. Further, using Eq.~\ref{introEq:SM7}, Eq.~\ref{introEq:SM11} can
154 + be rewritten:
155 + \begin{equation}
156 + P_{\gamma} \propto e^{-\beta E_{\gamma}}
157 + \label{introEq:SM13}
158 + \end{equation}
159 + Where $\ln \Omega(E)$ has been factored out of the porpotionality as a
160 + constant.  Normalizing the probability ($\int\limits_{\boldsymbol{\Gamma}}
161 + d\boldsymbol{\Gamma} P_{\gamma} = 1$) gives
162 + \begin{equation}
163 + P_{\gamma} = \frac{e^{-\beta E_{\gamma}}}
164 + {\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma} e^{-\beta E_{\gamma}}}
165 + \label{introEq:SM14}
166 + \end{equation}
167 + This result is the standard Boltzman statistical distribution.
168 + Applying it to Eq.~\ref{introEq:SM10} one can obtain the following relation for ensemble averages:
169 + \begin{equation}
170 + \langle A \rangle =
171 + \frac{\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma}
172 +        A( \boldsymbol{\Gamma} ) e^{-\beta E_{\gamma}}}
173 + {\int\limits_{\boldsymbol{\Gamma}} d\boldsymbol{\Gamma} e^{-\beta E_{\gamma}}}
174 + \label{introEq:SM15}
175 + \end{equation}
176 +
177 + \subsection{\label{introSec:ergodic}The Ergodic Hypothesis}
178 +
179 + One last important consideration is that of ergodicity. Ergodicity is
180 + the assumption that given an infinite amount of time, a system will
181 + visit every available point in phase space.\cite{Frenkel1996} For most
182 + systems, this is a valid assumption, except in cases where the system
183 + may be trapped in a local feature (\emph{e.g.}~glasses). When valid,
184 + ergodicity allows the unification of a time averaged observation and
185 + an ensemble averged one. If an observation is averaged over a
186 + sufficiently long time, the system is assumed to visit all
187 + appropriately available points in phase space, giving a properly
188 + weighted statistical average. This allows the researcher freedom of
189 + choice when deciding how best to measure a given observable.  When an
190 + ensemble averaged approach seems most logical, the Monte Carlo
191 + techniques described in Sec.~\ref{introSec:monteCarlo} can be utilized.
192 + Conversely, if a problem lends itself to a time averaging approach,
193 + the Molecular Dynamics techniques in Sec.~\ref{introSec:MD} can be
194 + employed.
195 +
196 + \section{\label{introSec:monteCarlo}Monte Carlo Simulations}
197 +
198   The Monte Carlo method was developed by Metropolis and Ulam for their
199   work in fissionable material.\cite{metropolis:1949} The method is so
200   named, because it heavily uses random numbers in its
# Line 53 | Line 210 | The equation can be recast as:
210   \end{equation}
211   The equation can be recast as:
212   \begin{equation}
213 < I = (b-a)<f(x)>
213 > I = (b-a)\langle f(x) \rangle
214   \label{eq:MCex2}
215   \end{equation}
216 < Where $<f(x)>$ is the unweighted average over the interval
216 > Where $\langle f(x) \rangle$ is the unweighted average over the interval
217   $[a,b]$. The calculation of the integral could then be solved by
218   randomly choosing points along the interval $[a,b]$ and calculating
219   the value of $f(x)$ at each point. The accumulated average would then
# Line 66 | Line 223 | integrals of the form:
223   However, in Statistical Mechanics, one is typically interested in
224   integrals of the form:
225   \begin{equation}
226 < <A> = \frac{A}{exp^{-\beta}}
226 > \langle A \rangle = \frac{\int d^N \mathbf{r}~A(\mathbf{r}^N)%
227 >        e^{-\beta V(\mathbf{r}^N)}}%
228 >        {\int d^N \mathbf{r}~e^{-\beta V(\mathbf{r}^N)}}
229   \label{eq:mcEnsAvg}
230   \end{equation}
231 < Where $r^N$ stands for the coordinates of all $N$ particles and $A$ is
232 < some observable that is only dependent on position. $<A>$ is the
233 < ensemble average of $A$ as presented in
234 < Sec.~\ref{introSec:statThermo}. Because $A$ is independent of
235 < momentum, the momenta contribution of the integral can be factored
236 < out, leaving the configurational integral. Application of the brute
237 < force method to this system would yield highly inefficient
231 > Where $\mathbf{r}^N$ stands for the coordinates of all $N$ particles
232 > and $A$ is some observable that is only dependent on position. This is
233 > the ensemble average of $A$ as presented in
234 > Sec.~\ref{introSec:statThermo}, except here $A$ is independent of
235 > momentum. Therefore the momenta contribution of the integral can be
236 > factored out, leaving the configurational integral. Application of the
237 > brute force method to this system would yield highly inefficient
238   results. Due to the Boltzman weighting of this integral, most random
239   configurations will have a near zero contribution to the ensemble
240 < average. This is where a importance sampling comes into
240 > average. This is where importance sampling comes into
241   play.\cite{allen87:csl}
242  
243   Importance Sampling is a method where one selects a distribution from
# Line 86 | Line 245 | Eq.~\ref{eq:MCex1} rewritten to be:
245   efficiently calculate the integral.\cite{Frenkel1996} Consider again
246   Eq.~\ref{eq:MCex1} rewritten to be:
247   \begin{equation}
248 < EQ Here
248 > I = \int^b_a \frac{f(x)}{\rho(x)} \rho(x) dx
249 > \label{introEq:Importance1}
250   \end{equation}
251 < Where $fix$ is an arbitrary probability distribution in $x$.  If one
252 < conducts $fix$ trials selecting a random number, $fix$, from the
253 < distribution $fix$ on the interval $[a,b]$, then Eq.~\ref{fix} becomes
251 > Where $\rho(x)$ is an arbitrary probability distribution in $x$.  If
252 > one conducts $\tau$ trials selecting a random number, $\zeta_\tau$,
253 > from the distribution $\rho(x)$ on the interval $[a,b]$, then
254 > Eq.~\ref{introEq:Importance1} becomes
255   \begin{equation}
256 < EQ Here
256 > I= \biggl \langle \frac{f(x)}{\rho(x)} \biggr \rangle_{\text{trials}}
257 > \label{introEq:Importance2}
258   \end{equation}
259 < Looking at Eq.~ref{fix}, and realizing
259 > Looking at Eq.~\ref{eq:mcEnsAvg}, and realizing
260   \begin {equation}
261 < EQ Here
261 > \rho_{kT}(\mathbf{r}^N) =
262 >        \frac{e^{-\beta V(\mathbf{r}^N)}}
263 >        {\int d^N \mathbf{r}~e^{-\beta V(\mathbf{r}^N)}}
264 > \label{introEq:MCboltzman}
265   \end{equation}
266 < The ensemble average can be rewritten as
266 > Where $\rho_{kT}$ is the boltzman distribution.  The ensemble average
267 > can be rewritten as
268   \begin{equation}
269 < EQ Here
269 > \langle A \rangle = \int d^N \mathbf{r}~A(\mathbf{r}^N)
270 >        \rho_{kT}(\mathbf{r}^N)
271 > \label{introEq:Importance3}
272   \end{equation}
273 < Appllying Eq.~ref{fix} one obtains
273 > Applying Eq.~\ref{introEq:Importance1} one obtains
274   \begin{equation}
275 < EQ Here
275 > \langle A \rangle = \biggl \langle
276 >        \frac{ A \rho_{kT}(\mathbf{r}^N) }
277 >        {\rho(\mathbf{r}^N)} \biggr \rangle_{\text{trials}}
278 > \label{introEq:Importance4}
279   \end{equation}
280 < By selecting $fix$ to be $fix$ Eq.~ref{fix} becomes
280 > By selecting $\rho(\mathbf{r}^N)$ to be $\rho_{kT}(\mathbf{r}^N)$
281 > Eq.~\ref{introEq:Importance4} becomes
282   \begin{equation}
283 < EQ Here
283 > \langle A \rangle = \langle A(\mathbf{r}^N) \rangle_{\text{trials}}
284 > \label{introEq:Importance5}
285   \end{equation}
286 < The difficulty is selecting points $fix$ such that they are sampled
287 < from the distribution $fix$.  A solution was proposed by Metropolis et
288 < al.\cite{fix} which involved the use of a Markov chain whose limiting
289 < distribution was $fix$.
286 > The difficulty is selecting points $\mathbf{r}^N$ such that they are
287 > sampled from the distribution $\rho_{kT}(\mathbf{r}^N)$.  A solution
288 > was proposed by Metropolis et al.\cite{metropolis:1953} which involved
289 > the use of a Markov chain whose limiting distribution was
290 > $\rho_{kT}(\mathbf{r}^N)$.
291  
292 < \subsection{Markov Chains}
292 > \subsection{\label{introSec:markovChains}Markov Chains}
293  
294   A Markov chain is a chain of states satisfying the following
295 < conditions:\cite{fix}
296 < \begin{itemize}
295 > conditions:\cite{leach01:mm}
296 > \begin{enumerate}
297   \item The outcome of each trial depends only on the outcome of the previous trial.
298   \item Each trial belongs to a finite set of outcomes called the state space.
299 < \end{itemize}
300 < If given two configuartions, $fix$ and $fix$, $fix$ and $fix$ are the
301 < probablilities of being in state $fix$ and $fix$ respectively.
302 < Further, the two states are linked by a transition probability, $fix$,
303 < which is the probability of going from state $m$ to state $n$.
299 > \end{enumerate}
300 > If given two configuartions, $\mathbf{r}^N_m$ and $\mathbf{r}^N_n$,
301 > $\rho_m$ and $\rho_n$ are the probablilities of being in state
302 > $\mathbf{r}^N_m$ and $\mathbf{r}^N_n$ respectively.  Further, the two
303 > states are linked by a transition probability, $\pi_{mn}$, which is the
304 > probability of going from state $m$ to state $n$.
305  
306 + \newcommand{\accMe}{\operatorname{acc}}
307 +
308   The transition probability is given by the following:
309   \begin{equation}
310 < EQ Here
310 > \pi_{mn} = \alpha_{mn} \times \accMe(m \rightarrow n)
311 > \label{introEq:MCpi}
312   \end{equation}
313 < Where $fix$ is the probability of attempting the move $fix$, and $fix$
314 < is the probability of accepting the move $fix$.  Defining a
315 < probability vector, $fix$, such that
313 > Where $\alpha_{mn}$ is the probability of attempting the move $m
314 > \rightarrow n$, and $\accMe$ is the probability of accepting the move
315 > $m \rightarrow n$.  Defining a probability vector,
316 > $\boldsymbol{\rho}$, such that
317   \begin{equation}
318 < EQ Here
318 > \boldsymbol{\rho} = \{\rho_1, \rho_2, \ldots \rho_m, \rho_n,
319 >        \ldots \rho_N \}
320 > \label{introEq:MCrhoVector}
321   \end{equation}
322 < a transition matrix $fix$ can be defined, whose elements are $fix$,
323 < for each given transition.  The limiting distribution of the Markov
324 < chain can then be found by applying the transition matrix an infinite
325 < number of times to the distribution vector.
322 > a transition matrix $\boldsymbol{\Pi}$ can be defined,
323 > whose elements are $\pi_{mn}$, for each given transition.  The
324 > limiting distribution of the Markov chain can then be found by
325 > applying the transition matrix an infinite number of times to the
326 > distribution vector.
327   \begin{equation}
328 < EQ Here
328 > \boldsymbol{\rho}_{\text{limit}} =
329 >        \lim_{N \rightarrow \infty} \boldsymbol{\rho}_{\text{initial}}
330 >        \boldsymbol{\Pi}^N
331 > \label{introEq:MCmarkovLimit}
332   \end{equation}
148
333   The limiting distribution of the chain is independent of the starting
334   distribution, and successive applications of the transition matrix
335   will only yield the limiting distribution again.
336   \begin{equation}
337 < EQ Here
337 > \boldsymbol{\rho}_{\text{limit}} = \boldsymbol{\rho}_{\text{initial}}
338 >        \boldsymbol{\Pi}
339 > \label{introEq:MCmarkovEquil}
340   \end{equation}
341  
342 < \subsection{fix}
342 > \subsection{\label{introSec:metropolisMethod}The Metropolis Method}
343  
344 < In the Metropolis method \cite{fix} Eq.~ref{fix} is solved such that
345 < $fix$ matches the Boltzman distribution of states.  The method
346 < accomplishes this by imposing the strong condition of microscopic
347 < reversibility on the equilibrium distribution.  Meaning, that at
348 < equilibrium the probability of going from $m$ to $n$ is the same as
349 < going from $n$ to $m$.
344 > In the Metropolis method\cite{metropolis:1953}
345 > Eq.~\ref{introEq:MCmarkovEquil} is solved such that
346 > $\boldsymbol{\rho}_{\text{limit}}$ matches the Boltzman distribution
347 > of states.  The method accomplishes this by imposing the strong
348 > condition of microscopic reversibility on the equilibrium
349 > distribution.  Meaning, that at equilibrium the probability of going
350 > from $m$ to $n$ is the same as going from $n$ to $m$.
351   \begin{equation}
352 < EQ Here
352 > \rho_m\pi_{mn} = \rho_n\pi_{nm}
353 > \label{introEq:MCmicroReverse}
354   \end{equation}
355 < Further, $fix$ is chosen to be a symetric matrix in the Metropolis
356 < method.  Using Eq.~\ref{fix}, Eq.~\ref{fix} becomes
355 > Further, $\boldsymbol{\alpha}$ is chosen to be a symetric matrix in
356 > the Metropolis method.  Using Eq.~\ref{introEq:MCpi},
357 > Eq.~\ref{introEq:MCmicroReverse} becomes
358   \begin{equation}
359 < EQ Here
359 > \frac{\accMe(m \rightarrow n)}{\accMe(n \rightarrow m)} =
360 >        \frac{\rho_n}{\rho_m}
361 > \label{introEq:MCmicro2}
362   \end{equation}
363 < For a Boltxman limiting distribution
363 > For a Boltxman limiting distribution,
364   \begin{equation}
365 < EQ Here
365 > \frac{\rho_n}{\rho_m} = e^{-\beta[\mathcal{U}(n) - \mathcal{U}(m)]}
366 >        = e^{-\beta \Delta \mathcal{U}}
367 > \label{introEq:MCmicro3}
368   \end{equation}
369   This allows for the following set of acceptance rules be defined:
370   \begin{equation}
371 < EQ Here
371 > \accMe( m \rightarrow n ) =
372 >        \begin{cases}
373 >        1& \text{if $\Delta \mathcal{U} \leq 0$,} \\
374 >        e^{-\beta \Delta \mathcal{U}}& \text{if $\Delta \mathcal{U} > 0$.}
375 >        \end{cases}
376 > \label{introEq:accRules}
377   \end{equation}
378  
379 < Using the acceptance criteria from Eq.~\ref{fix} the Metropolis method
380 < proceeds as follows
381 < \begin{itemize}
382 < \item Generate an initial configuration $fix$ which has some finite probability in $fix$.
383 < \item Modify $fix$, to generate configuratioon $fix$.
384 < \item If configuration $n$ lowers the energy of the system, accept the move with unity ($fix$ becomes $fix$).  Otherwise accept with probability $fix$.
379 > Using the acceptance criteria from Eq.~\ref{introEq:accRules} the
380 > Metropolis method proceeds as follows
381 > \begin{enumerate}
382 > \item Generate an initial configuration $\mathbf{r}^N$ which has some finite probability in $\rho_{kT}$.
383 > \item Modify $\mathbf{r}^N$, to generate configuratioon $\mathbf{r^{\prime}}^N$.
384 > \item If the new configuration lowers the energy of the system, accept the move with unity ($\mathbf{r}^N$ becomes $\mathbf{r^{\prime}}^N$).  Otherwise accept with probability $e^{-\beta \Delta \mathcal{U}}$.
385   \item Accumulate the average for the configurational observable of intereest.
386 < \item Repeat from step 2 until average converges.
387 < \end{itemize}
386 > \item Repeat from step 2 until the average converges.
387 > \end{enumerate}
388   One important note is that the average is accumulated whether the move
389   is accepted or not, this ensures proper weighting of the average.
390 < Using Eq.~\ref{fix} it becomes clear that the accumulated averages are
391 < the ensemble averages, as this method ensures that the limiting
392 < distribution is the Boltzman distribution.
390 > Using Eq.~\ref{introEq:Importance4} it becomes clear that the
391 > accumulated averages are the ensemble averages, as this method ensures
392 > that the limiting distribution is the Boltzman distribution.
393  
394 < \subsection{\label{introSec:md}Molecular Dynamics Simulations}
394 > \section{\label{introSec:MD}Molecular Dynamics Simulations}
395  
396   The main simulation tool used in this research is Molecular Dynamics.
397   Molecular Dynamics is when the equations of motion for a system are
# Line 201 | Line 399 | diffusion constants, velocity auto correlations, foldi
399   momentum of a system, allowing the calculation of not only
400   configurational observables, but momenta dependent ones as well:
401   diffusion constants, velocity auto correlations, folding/unfolding
402 < events, etc.  Due to the principle of ergodicity, Eq.~\ref{fix}, the
403 < average of these observables over the time period of the simulation
404 < are taken to be the ensemble averages for the system.
402 > events, etc.  Due to the principle of ergodicity,
403 > Sec.~\ref{introSec:ergodic}, the average of these observables over the
404 > time period of the simulation are taken to be the ensemble averages
405 > for the system.
406  
407   The choice of when to use molecular dynamics over Monte Carlo
408   techniques, is normally decided by the observables in which the
409 < researcher is interested.  If the observabvles depend on momenta in
409 > researcher is interested.  If the observables depend on momenta in
410   any fashion, then the only choice is molecular dynamics in some form.
411   However, when the observable is dependent only on the configuration,
412   then most of the time Monte Carlo techniques will be more efficent.
# Line 216 | Line 415 | making molecular dynamics key in the simulation of tho
415   centered around the dynamic properties of phospholipid bilayers,
416   making molecular dynamics key in the simulation of those properties.
417  
418 < \subsection{Molecular dynamics Algorithm}
418 > \subsection{\label{introSec:mdAlgorithm}The Molecular Dynamics Algorithm}
419  
420   To illustrate how the molecular dynamics technique is applied, the
421   following sections will describe the sequence involved in a
422 < simulation.  Sec.~\ref{fix} deals with the initialization of a
423 < simulation.  Sec.~\ref{fix} discusses issues involved with the
424 < calculation of the forces.  Sec.~\ref{fix} concludes the algorithm
425 < discussion with the integration of the equations of motion. \cite{fix}
422 > simulation.  Sec.~\ref{introSec:mdInit} deals with the initialization
423 > of a simulation.  Sec.~\ref{introSec:mdForce} discusses issues
424 > involved with the calculation of the forces.
425 > Sec.~\ref{introSec:mdIntegrate} concludes the algorithm discussion
426 > with the integration of the equations of motion.\cite{Frenkel1996}
427  
428 < \subsection{initialization}
428 > \subsection{\label{introSec:mdInit}Initialization}
429  
430   When selecting the initial configuration for the simulation it is
431   important to consider what dynamics one is hoping to observe.
432 < Ch.~\ref{fix} deals with the formation and equilibrium dynamics of
432 > Ch.~\ref{chapt:lipid} deals with the formation and equilibrium dynamics of
433   phospholipid membranes.  Therefore in these simulations initial
434   positions were selected that in some cases dispersed the lipids in
435   water, and in other cases structured the lipids into preformed
# Line 248 | Line 448 | movement would be unphysical and an artifact of the si
448   whole.  This arises from the fact that most simulations are of systems
449   in equilibrium in the absence of outside forces.  Therefore any net
450   movement would be unphysical and an artifact of the simulation method
451 < used.  The final point addresses teh selection of the magnitude of the
451 > used.  The final point addresses the selection of the magnitude of the
452   initial velocities.  For many simulations it is convienient to use
453   this opportunity to scale the amount of kinetic energy to reflect the
454   desired thermal distribution of the system.  However, it must be noted
# Line 256 | Line 456 | kinetic energy from energy stored in potential degrees
456   first few initial simulation steps due to either loss or gain of
457   kinetic energy from energy stored in potential degrees of freedom.
458  
459 < \subsection{Force Evaluation}
459 > \subsection{\label{introSec:mdForce}Force Evaluation}
460  
461   The evaluation of forces is the most computationally expensive portion
462   of a given molecular dynamics simulation.  This is due entirely to the
463   evaluation of long range forces in a simulation, typically pair-wise.
464   These forces are most commonly the Van der Waals force, and sometimes
465 < Coulombic forces as well.  For a pair-wise force, there are $fix$
466 < pairs to be evaluated, where $n$ is the number of particles in the
467 < system.  This leads to the calculations scaling as $fix$, making large
465 > Coulombic forces as well.  For a pair-wise force, there are $N(N-1)/ 2$
466 > pairs to be evaluated, where $N$ is the number of particles in the
467 > system.  This leads to the calculations scaling as $N^2$, making large
468   simulations prohibitive in the absence of any computation saving
469   techniques.
470  
471   Another consideration one must resolve, is that in a given simulation
472   a disproportionate number of the particles will feel the effects of
473 < the surface. \cite{fix} For a cubic system of 1000 particles arranged
474 < in a $10x10x10$ cube, 488 particles will be exposed to the surface.
475 < Unless one is simulating an isolated particle group in a vacuum, the
476 < behavior of the system will be far from the desired bulk
477 < charecteristics.  To offset this, simulations employ the use of
478 < periodic boundary images. \cite{fix}
473 > the surface.\cite{allen87:csl} For a cubic system of 1000 particles
474 > arranged in a $10 \times 10 \times 10$ cube, 488 particles will be
475 > exposed to the surface.  Unless one is simulating an isolated particle
476 > group in a vacuum, the behavior of the system will be far from the
477 > desired bulk charecteristics.  To offset this, simulations employ the
478 > use of periodic boundary images.\cite{born:1912}
479  
480   The technique involves the use of an algorithm that replicates the
481   simulation box on an infinite lattice in cartesian space.  Any given
482   particle leaving the simulation box on one side will have an image of
483 < itself enter on the opposite side (see Fig.~\ref{fix}).
484 < \begin{equation}
485 < EQ Here
486 < \end{equation}
487 < In addition, this sets that any given particle pair has an image, real
288 < or periodic, within $fix$ of each other.  A discussion of the method
289 < used to calculate the periodic image can be found in Sec.\ref{fix}.
483 > itself enter on the opposite side (see Fig.~\ref{introFig:pbc}).  In
484 > addition, this sets that any given particle pair has an image, real or
485 > periodic, within $fix$ of each other.  A discussion of the method used
486 > to calculate the periodic image can be found in
487 > Sec.\ref{oopseSec:pbc}.
488  
489 + \begin{figure}
490 + \centering
491 + \includegraphics[width=\linewidth]{pbcFig.eps}
492 + \caption[An illustration of periodic boundry conditions]{A 2-D illustration of periodic boundry conditions. As one particle leaves the right of the simulation box, an image of it enters the left.}
493 + \label{introFig:pbc}
494 + \end{figure}
495 +
496   Returning to the topic of the computational scale of the force
497   evaluation, the use of periodic boundary conditions requires that a
498   cutoff radius be employed.  Using a cutoff radius improves the
499   efficiency of the force evaluation, as particles farther than a
500 < predetermined distance, $fix$, are not included in the
501 < calculation. \cite{fix} In a simultation with periodic images, $fix$
502 < has a maximum value of $fix$.  Fig.~\ref{fix} illustrates how using an
503 < $fix$ larger than this value, or in the extreme limit of no $fix$ at
504 < all, the corners of the simulation box are unequally weighted due to
505 < the lack of particle images in the $x$, $y$, or $z$ directions past a
506 < disance of $fix$.
500 > predetermined distance, $r_{\text{cut}}$, are not included in the
501 > calculation.\cite{Frenkel1996} In a simultation with periodic images,
502 > $r_{\text{cut}}$ has a maximum value of $\text{box}/2$.
503 > Fig.~\ref{introFig:rMax} illustrates how when using an
504 > $r_{\text{cut}}$ larger than this value, or in the extreme limit of no
505 > $r_{\text{cut}}$ at all, the corners of the simulation box are
506 > unequally weighted due to the lack of particle images in the $x$, $y$,
507 > or $z$ directions past a disance of $\text{box} / 2$.
508  
509 < With the use of an $fix$, however, comes a discontinuity in the potential energy curve (Fig.~\ref{fix}).
509 > \begin{figure}
510 > \centering
511 > \includegraphics[width=\linewidth]{rCutMaxFig.eps}
512 > \caption
513 > \label{introFig:rMax}
514 > \end{figure}
515  
516 + With the use of an $fix$, however, comes a discontinuity in the
517 + potential energy curve (Fig.~\ref{fix}). To fix this discontinuity,
518 + one calculates the potential energy at the $r_{\text{cut}}$, and add
519 + that value to the potential.  This causes the function to go smoothly
520 + to zero at the cutoff radius.  This ensures conservation of energy
521 + when integrating the Newtonian equations of motion.
522  
523 < \section{\label{introSec:chapterLayout}Chapter Layout}
523 > The second main simplification used in this research is the Verlet
524 > neighbor list. \cite{allen87:csl} In the Verlet method, one generates
525 > a list of all neighbor atoms, $j$, surrounding atom $i$ within some
526 > cutoff $r_{\text{list}}$, where $r_{\text{list}}>r_{\text{cut}}$.
527 > This list is created the first time forces are evaluated, then on
528 > subsequent force evaluations, pair calculations are only calculated
529 > from the neighbor lists.  The lists are updated if any given particle
530 > in the system moves farther than $r_{\text{list}}-r_{\text{cut}}$,
531 > giving rise to the possibility that a particle has left or joined a
532 > neighbor list.
533  
534 < \subsection{\label{introSec:RSA}Random Sequential Adsorption}
534 > \subsection{\label{introSec:mdIntegrate} Integration of the equations of motion}
535  
536 < \subsection{\label{introSec:OOPSE}The OOPSE Simulation Package}
536 > A starting point for the discussion of molecular dynamics integrators
537 > is the Verlet algorithm. \cite{Frenkel1996} It begins with a Taylor
538 > expansion of position in time:
539 > \begin{equation}
540 > eq here
541 > \label{introEq:verletForward}
542 > \end{equation}
543 > As well as,
544 > \begin{equation}
545 > eq here
546 > \label{introEq:verletBack}
547 > \end{equation}
548 > Adding together Eq.~\ref{introEq:verletForward} and
549 > Eq.~\ref{introEq:verletBack} results in,
550 > \begin{equation}
551 > eq here
552 > \label{introEq:verletSum}
553 > \end{equation}
554 > Or equivalently,
555 > \begin{equation}
556 > eq here
557 > \label{introEq:verletFinal}
558 > \end{equation}
559 > Which contains an error in the estimate of the new positions on the
560 > order of $\Delta t^4$.
561  
562 < \subsection{\label{introSec:bilayers}A Mesoscale Model for Phospholipid Bilayers}
562 > In practice, however, the simulations in this research were integrated
563 > with a velocity reformulation of teh Verlet method.\cite{allen87:csl}
564 > \begin{equation}
565 > eq here
566 > \label{introEq:MDvelVerletPos}
567 > \end{equation}
568 > \begin{equation}
569 > eq here
570 > \label{introEq:MDvelVerletVel}
571 > \end{equation}
572 > The original Verlet algorithm can be regained by substituting the
573 > velocity back into Eq.~\ref{introEq:MDvelVerletPos}.  The Verlet
574 > formulations are chosen in this research because the algorithms have
575 > very little long term drift in energy conservation.  Energy
576 > conservation in a molecular dynamics simulation is of extreme
577 > importance, as it is a measure of how closely one is following the
578 > ``true'' trajectory wtih the finite integration scheme.  An exact
579 > solution to the integration will conserve area in phase space, as well
580 > as be reversible in time, that is, the trajectory integrated forward
581 > or backwards will exactly match itself.  Having a finite algorithm
582 > that both conserves area in phase space and is time reversible,
583 > therefore increases, but does not guarantee the ``correctness'' or the
584 > integrated trajectory.
585 >
586 > It can be shown,\cite{Frenkel1996} that although the Verlet algorithm
587 > does not rigorously preserve the actual Hamiltonian, it does preserve
588 > a pseudo-Hamiltonian which shadows the real one in phase space.  This
589 > pseudo-Hamiltonian is proveably area-conserving as well as time
590 > reversible.  The fact that it shadows the true Hamiltonian in phase
591 > space is acceptable in actual simulations as one is interested in the
592 > ensemble average of the observable being measured.  From the ergodic
593 > hypothesis (Sec.~\ref{introSec:StatThermo}), it is known that the time
594 > average will match the ensemble average, therefore two similar
595 > trajectories in phase space should give matching statistical averages.
596 >
597 > \subsection{\label{introSec:MDfurther}Further Considerations}
598 > In the simulations presented in this research, a few additional
599 > parameters are needed to describe the motions.  The simulations
600 > involving water and phospholipids in Chapt.~\ref{chaptLipids} are
601 > required to integrate the equations of motions for dipoles on atoms.
602 > This involves an additional three parameters be specified for each
603 > dipole atom: $\phi$, $\theta$, and $\psi$.  These three angles are
604 > taken to be the Euler angles, where $\phi$ is a rotation about the
605 > $z$-axis, and $\theta$ is a rotation about the new $x$-axis, and
606 > $\psi$ is a final rotation about the new $z$-axis (see
607 > Fig.~\ref{introFig:euleerAngles}).  This sequence of rotations can be
608 > accumulated into a single $3 \times 3$ matrix $\mathbf{A}$
609 > defined as follows:
610 > \begin{equation}
611 > eq here
612 > \label{introEq:EulerRotMat}
613 > \end{equation}
614 >
615 > The equations of motion for Euler angles can be written down as
616 > \cite{allen87:csl}
617 > \begin{equation}
618 > eq here
619 > \label{introEq:MDeuleeerPsi}
620 > \end{equation}
621 > Where $\omega^s_i$ is the angular velocity in the lab space frame
622 > along cartesian coordinate $i$.  However, a difficulty arises when
623 > attempting to integrate Eq.~\ref{introEq:MDeulerPhi} and
624 > Eq.~\ref{introEq:MDeulerPsi}. The $\frac{1}{\sin \theta}$ present in
625 > both equations means there is a non-physical instability present when
626 > $\theta$ is 0 or $\pi$.
627 >
628 > To correct for this, the simulations integrate the rotation matrix,
629 > $\mathbf{A}$, directly, thus avoiding the instability.
630 > This method was proposed by Dullwebber
631 > \emph{et. al.}\cite{Dullwebber:1997}, and is presented in
632 > Sec.~\ref{introSec:MDsymplecticRot}.
633 >
634 > \subsubsection{\label{introSec:MDliouville}Liouville Propagator}
635 >
636 > Before discussing the integration of the rotation matrix, it is
637 > necessary to understand the construction of a ``good'' integration
638 > scheme.  It has been previously
639 > discussed(Sec.~\ref{introSec:MDintegrate}) how it is desirable for an
640 > integrator to be symplectic, or time reversible.  The following is an
641 > outline of the Trotter factorization of the Liouville Propagator as a
642 > scheme for generating symplectic integrators. \cite{Tuckerman:1992}
643 >
644 > For a system with $f$ degrees of freedom the Liouville operator can be
645 > defined as,
646 > \begin{equation}
647 > eq here
648 > \label{introEq:LiouvilleOperator}
649 > \end{equation}
650 > Here, $r_j$ and $p_j$ are the position and conjugate momenta of a
651 > degree of freedom, and $f_j$ is the force on that degree of freedom.
652 > $\Gamma$ is defined as the set of all positions nad conjugate momenta,
653 > $\{r_j,p_j\}$, and the propagator, $U(t)$, is defined
654 > \begin {equation}
655 > eq here
656 > \label{introEq:Lpropagator}
657 > \end{equation}
658 > This allows the specification of $\Gamma$ at any time $t$ as
659 > \begin{equation}
660 > eq here
661 > \label{introEq:Lp2}
662 > \end{equation}
663 > It is important to note, $U(t)$ is a unitary operator meaning
664 > \begin{equation}
665 > U(-t)=U^{-1}(t)
666 > \label{introEq:Lp3}
667 > \end{equation}
668 >
669 > Decomposing $L$ into two parts, $iL_1$ and $iL_2$, one can use the
670 > Trotter theorem to yield
671 > \begin{equation}
672 > eq here
673 > \label{introEq:Lp4}
674 > \end{equation}
675 > Where $\Delta t = \frac{t}{P}$.
676 > With this, a discrete time operator $G(\Delta t)$ can be defined:
677 > \begin{equation}
678 > eq here
679 > \label{introEq:Lp5}
680 > \end{equation}
681 > Because $U_1(t)$ and $U_2(t)$ are unitary, $G|\Delta t)$ is also
682 > unitary.  Meaning an integrator based on this factorization will be
683 > reversible in time.
684 >
685 > As an example, consider the following decomposition of $L$:
686 > \begin{equation}
687 > eq here
688 > \label{introEq:Lp6}
689 > \end{equation}
690 > Operating $G(\Delta t)$ on $\Gamma)0)$, and utilizing the operator property
691 > \begin{equation}
692 > eq here
693 > \label{introEq:Lp8}
694 > \end{equation}
695 > Where $c$ is independent of $q$.  One obtains the following:  
696 > \begin{equation}
697 > eq here
698 > \label{introEq:Lp8}
699 > \end{equation}
700 > Or written another way,
701 > \begin{equation}
702 > eq here
703 > \label{intorEq:Lp9}
704 > \end{equation}
705 > This is the velocity Verlet formulation presented in
706 > Sec.~\ref{introSec:MDintegrate}.  Because this integration scheme is
707 > comprised of unitary propagators, it is symplectic, and therefore area
708 > preserving in phase space.  From the preceeding fatorization, one can
709 > see that the integration of the equations of motion would follow:
710 > \begin{enumerate}
711 > \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
712 >
713 > \item Use the half step velocities to move positions one whole step, $\Delta t$.
714 >
715 > \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
716 >
717 > \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
718 > \end{enumerate}
719 >
720 > \subsubsection{\label{introSec:MDsymplecticRot} Symplectic Propagation of the Rotation Matrix}
721 >
722 > Based on the factorization from the previous section,
723 > Dullweber\emph{et al.}\cite{Dullweber:1997}~ proposed a scheme for the
724 > symplectic propagation of the rotation matrix, $\mathbf{A}$, as an
725 > alternative method for the integration of orientational degrees of
726 > freedom. The method starts with a straightforward splitting of the
727 > Liouville operator:
728 > \begin{equation}
729 > eq here
730 > \label{introEq:SR1}
731 > \end{equation}
732 > Where $\boldsymbol{\tau}(\mathbf{A})$ are the tourques of the system
733 > due to the configuration, and $\boldsymbol{/pi}$ are the conjugate
734 > angular momenta of the system. The propagator, $G(\Delta t)$, becomes
735 > \begin{equation}
736 > eq here
737 > \label{introEq:SR2}
738 > \end{equation}
739 > Propagation fo the linear and angular momenta follows as in the Verlet
740 > scheme.  The propagation of positions also follows the verlet scheme
741 > with the addition of a further symplectic splitting of the rotation
742 > matrix propagation, $\mathcal{G}_{\text{rot}}(\Delta t)$.
743 > \begin{equation}
744 > eq here
745 > \label{introEq:SR3}
746 > \end{equation}
747 > Where $\mathcal{G}_j$ is a unitary rotation of $\mathbf{A}$ and
748 > $\boldsymbol{\pi}$ about each axis $j$.  As all propagations are now
749 > unitary and symplectic, the entire integration scheme is also
750 > symplectic and time reversible.
751 >
752 > \section{\label{introSec:layout}Dissertation Layout}
753 >
754 > This dissertation is divided as follows:Chapt.~\ref{chapt:RSA}
755 > presents the random sequential adsorption simulations of related
756 > pthalocyanines on a gold (111) surface. Chapt.~\ref{chapt:OOPSE}
757 > is about the writing of the molecular dynamics simulation package
758 > {\sc oopse}, Chapt.~\ref{chapt:lipid} regards the simulations of
759 > phospholipid bilayers using a mesoscale model, and lastly,
760 > Chapt.~\ref{chapt:conclusion} concludes this dissertation with a
761 > summary of all results. The chapters are arranged in chronological
762 > order, and reflect the progression of techniques I employed during my
763 > research.  
764 >
765 > The chapter concerning random sequential adsorption
766 > simulations is a study in applying the principles of theoretical
767 > research in order to obtain a simple model capaable of explaining the
768 > results.  My advisor, Dr. Gezelter, and I were approached by a
769 > colleague, Dr. Lieberman, about possible explanations for partial
770 > coverge of a gold surface by a particular compound of hers. We
771 > suggested it might be due to the statistical packing fraction of disks
772 > on a plane, and set about to simulate this system.  As the events in
773 > our model were not dynamic in nature, a Monte Carlo method was
774 > emplyed.  Here, if a molecule landed on the surface without
775 > overlapping another, then its landing was accepted.  However, if there
776 > was overlap, the landing we rejected and a new random landing location
777 > was chosen.  This defined our acceptance rules and allowed us to
778 > construct a Markov chain whose limiting distribution was the surface
779 > coverage in which we were interested.
780 >
781 > The following chapter, about the simulation package {\sc oopse},
782 > describes in detail the large body of scientific code that had to be
783 > written in order to study phospholipid bilayer.  Although there are
784 > pre-existing molecular dynamic simulation packages available, none
785 > were capable of implementing the models we were developing.{\sc oopse}
786 > is a unique package capable of not only integrating the equations of
787 > motion in cartesian space, but is also able to integrate the
788 > rotational motion of rigid bodies and dipoles.  Add to this the
789 > ability to perform calculations across parallel processors and a
790 > flexible script syntax for creating systems, and {\sc oopse} becomes a
791 > very powerful scientific instrument for the exploration of our model.
792 >
793 > Bringing us to Chapt.~\ref{chapt:lipid}. Using {\sc oopse}, I have been
794 > able to parametrize a mesoscale model for phospholipid simulations.
795 > This model retains information about solvent ordering about the
796 > bilayer, as well as information regarding the interaction of the
797 > phospholipid head groups' dipole with each other and the surrounding
798 > solvent.  These simulations give us insight into the dynamic events
799 > that lead to the formation of phospholipid bilayers, as well as
800 > provide the foundation for future exploration of bilayer phase
801 > behavior with this model.  
802 >
803 > Which leads into the last chapter, where I discuss future directions
804 > for both{\sc oopse} and this mesoscale model.  Additionally, I will
805 > give a summary of results for this dissertation.
806 >
807 >

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