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# Line 53 | Line 53 | The equation can be recast as:
53   \end{equation}
54   The equation can be recast as:
55   \begin{equation}
56 < I = (b-a)<f(x)>
56 > I = (b-a)\langle f(x) \rangle
57   \label{eq:MCex2}
58   \end{equation}
59 < Where $<f(x)>$ is the unweighted average over the interval
59 > Where $\langle f(x) \rangle$ is the unweighted average over the interval
60   $[a,b]$. The calculation of the integral could then be solved by
61   randomly choosing points along the interval $[a,b]$ and calculating
62   the value of $f(x)$ at each point. The accumulated average would then
# Line 66 | Line 66 | integrals of the form:
66   However, in Statistical Mechanics, one is typically interested in
67   integrals of the form:
68   \begin{equation}
69 < <A> = \frac{A}{exp^{-\beta}}
69 > \langle A \rangle = \frac{\int d^N \mathbf{r}~A(\mathbf{r}^N)%
70 >        e^{-\beta V(\mathbf{r}^N)}}%
71 >        {\int d^N \mathbf{r}~e^{-\beta V(\mathbf{r}^N)}}
72   \label{eq:mcEnsAvg}
73   \end{equation}
74 < Where $r^N$ stands for the coordinates of all $N$ particles and $A$ is
75 < some observable that is only dependent on position. $<A>$ is the
76 < ensemble average of $A$ as presented in
77 < Sec.~\ref{introSec:statThermo}. Because $A$ is independent of
78 < momentum, the momenta contribution of the integral can be factored
79 < out, leaving the configurational integral. Application of the brute
80 < force method to this system would yield highly inefficient
74 > Where $\mathbf{r}^N$ stands for the coordinates of all $N$ particles
75 > and $A$ is some observable that is only dependent on
76 > position. $\langle A \rangle$ is the ensemble average of $A$ as
77 > presented in Sec.~\ref{introSec:statThermo}. Because $A$ is
78 > independent of momentum, the momenta contribution of the integral can
79 > be factored out, leaving the configurational integral. Application of
80 > the brute force method to this system would yield highly inefficient
81   results. Due to the Boltzman weighting of this integral, most random
82   configurations will have a near zero contribution to the ensemble
83   average. This is where a importance sampling comes into
# Line 85 | Line 87 | Eq.~\ref{eq:MCex1} rewritten to be:
87   which the random configurations are chosen in order to more
88   efficiently calculate the integral.\cite{Frenkel1996} Consider again
89   Eq.~\ref{eq:MCex1} rewritten to be:
90 + \begin{equation}
91 + I = \int^b_a \frac{f(x)}{\rho(x)} \rho(x) dx
92 + \label{introEq:Importance1}
93 + \end{equation}
94 + Where $\rho(x)$ is an arbitrary probability distribution in $x$.  If
95 + one conducts $\tau$ trials selecting a random number, $\zeta_\tau$,
96 + from the distribution $\rho(x)$ on the interval $[a,b]$, then
97 + Eq.~\ref{introEq:Importance1} becomes
98 + \begin{equation}
99 + I= \biggl \langle \frac{f(x)}{\rho(x)} \biggr \rangle_{\text{trials}}
100 + \label{introEq:Importance2}
101 + \end{equation}
102 + Looking at Eq.~\ref{eq:mcEnsAvg}, and realizing
103 + \begin {equation}
104 + \rho_{kT}(\mathbf{r}^N) =
105 +        \frac{e^{-\beta V(\mathbf{r}^N)}}
106 +        {\int d^N \mathbf{r}~e^{-\beta V(\mathbf{r}^N)}}
107 + \label{introEq:MCboltzman}
108 + \end{equation}
109 + Where $\rho_{kT}$ is the boltzman distribution.  The ensemble average
110 + can be rewritten as
111 + \begin{equation}
112 + \langle A \rangle = \int d^N \mathbf{r}~A(\mathbf{r}^N)
113 +        \rho_{kT}(\mathbf{r}^N)
114 + \label{introEq:Importance3}
115 + \end{equation}
116 + Applying Eq.~\ref{introEq:Importance1} one obtains
117 + \begin{equation}
118 + \langle A \rangle = \biggl \langle
119 +        \frac{ A \rho_{kT}(\mathbf{r}^N) }
120 +        {\rho(\mathbf{r}^N)} \biggr \rangle_{\text{trials}}
121 + \label{introEq:Importance4}
122 + \end{equation}
123 + By selecting $\rho(\mathbf{r}^N)$ to be $\rho_{kT}(\mathbf{r}^N)$
124 + Eq.~\ref{introEq:Importance4} becomes
125 + \begin{equation}
126 + \langle A \rangle = \langle A(\mathbf{r}^N) \rangle_{\text{trials}}
127 + \label{introEq:Importance5}
128 + \end{equation}
129 + The difficulty is selecting points $\mathbf{r}^N$ such that they are
130 + sampled from the distribution $\rho_{kT}(\mathbf{r}^N)$.  A solution
131 + was proposed by Metropolis et al.\cite{metropolis:1953} which involved
132 + the use of a Markov chain whose limiting distribution was
133 + $\rho_{kT}(\mathbf{r}^N)$.
134  
135 + \subsubsection{\label{introSec:markovChains}Markov Chains}
136  
137 + A Markov chain is a chain of states satisfying the following
138 + conditions:\cite{leach01:mm}
139 + \begin{enumerate}
140 + \item The outcome of each trial depends only on the outcome of the previous trial.
141 + \item Each trial belongs to a finite set of outcomes called the state space.
142 + \end{enumerate}
143 + If given two configuartions, $\mathbf{r}^N_m$ and $\mathbf{r}^N_n$,
144 + $\rho_m$ and $\rho_n$ are the probablilities of being in state
145 + $\mathbf{r}^N_m$ and $\mathbf{r}^N_n$ respectively.  Further, the two
146 + states are linked by a transition probability, $\pi_{mn}$, which is the
147 + probability of going from state $m$ to state $n$.
148  
149 < \subsection{\label{introSec:md}Molecular Dynamics Simulations}
149 > \newcommand{\accMe}{\operatorname{acc}}
150  
151 < time averages
151 > The transition probability is given by the following:
152 > \begin{equation}
153 > \pi_{mn} = \alpha_{mn} \times \accMe(m \rightarrow n)
154 > \label{introEq:MCpi}
155 > \end{equation}
156 > Where $\alpha_{mn}$ is the probability of attempting the move $m
157 > \rightarrow n$, and $\accMe$ is the probability of accepting the move
158 > $m \rightarrow n$.  Defining a probability vector,
159 > $\boldsymbol{\rho}$, such that
160 > \begin{equation}
161 > \boldsymbol{\rho} = \{\rho_1, \rho_2, \ldots \rho_m, \rho_n,
162 >        \ldots \rho_N \}
163 > \label{introEq:MCrhoVector}
164 > \end{equation}
165 > a transition matrix $\boldsymbol{\Pi}$ can be defined,
166 > whose elements are $\pi_{mn}$, for each given transition.  The
167 > limiting distribution of the Markov chain can then be found by
168 > applying the transition matrix an infinite number of times to the
169 > distribution vector.
170 > \begin{equation}
171 > \boldsymbol{\rho}_{\text{limit}} =
172 >        \lim_{N \rightarrow \infty} \boldsymbol{\rho}_{\text{initial}}
173 >        \boldsymbol{\Pi}^N
174 > \label{introEq:MCmarkovLimit}
175 > \end{equation}
176 > The limiting distribution of the chain is independent of the starting
177 > distribution, and successive applications of the transition matrix
178 > will only yield the limiting distribution again.
179 > \begin{equation}
180 > \boldsymbol{\rho}_{\text{limit}} = \boldsymbol{\rho}_{\text{initial}}
181 >        \boldsymbol{\Pi}
182 > \label{introEq:MCmarkovEquil}
183 > \end{equation}
184  
185 < time integrating schemes
185 > \subsubsection{\label{introSec:metropolisMethod}The Metropolis Method}
186  
187 < time reversible
187 > In the Metropolis method\cite{metropolis:1953}
188 > Eq.~\ref{introEq:MCmarkovEquil} is solved such that
189 > $\boldsymbol{\rho}_{\text{limit}}$ matches the Boltzman distribution
190 > of states.  The method accomplishes this by imposing the strong
191 > condition of microscopic reversibility on the equilibrium
192 > distribution.  Meaning, that at equilibrium the probability of going
193 > from $m$ to $n$ is the same as going from $n$ to $m$.
194 > \begin{equation}
195 > \rho_m\pi_{mn} = \rho_n\pi_{nm}
196 > \label{introEq:MCmicroReverse}
197 > \end{equation}
198 > Further, $\boldsymbol{\alpha}$ is chosen to be a symetric matrix in
199 > the Metropolis method.  Using Eq.~\ref{introEq:MCpi},
200 > Eq.~\ref{introEq:MCmicroReverse} becomes
201 > \begin{equation}
202 > \frac{\accMe(m \rightarrow n)}{\accMe(n \rightarrow m)} =
203 >        \frac{\rho_n}{\rho_m}
204 > \label{introEq:MCmicro2}
205 > \end{equation}
206 > For a Boltxman limiting distribution,
207 > \begin{equation}
208 > \frac{\rho_n}{\rho_m} = e^{-\beta[\mathcal{U}(n) - \mathcal{U}(m)]}
209 >        = e^{-\beta \Delta \mathcal{U}}
210 > \label{introEq:MCmicro3}
211 > \end{equation}
212 > This allows for the following set of acceptance rules be defined:
213 > \begin{equation}
214 > EQ Here
215 > \end{equation}
216  
217 < symplectic methods
217 > Using the acceptance criteria from Eq.~\ref{fix} the Metropolis method
218 > proceeds as follows
219 > \begin{itemize}
220 > \item Generate an initial configuration $fix$ which has some finite probability in $fix$.
221 > \item Modify $fix$, to generate configuratioon $fix$.
222 > \item If configuration $n$ lowers the energy of the system, accept the move with unity ($fix$ becomes $fix$).  Otherwise accept with probability $fix$.
223 > \item Accumulate the average for the configurational observable of intereest.
224 > \item Repeat from step 2 until average converges.
225 > \end{itemize}
226 > One important note is that the average is accumulated whether the move
227 > is accepted or not, this ensures proper weighting of the average.
228 > Using Eq.~\ref{fix} it becomes clear that the accumulated averages are
229 > the ensemble averages, as this method ensures that the limiting
230 > distribution is the Boltzman distribution.
231  
232 < Extended ensembles (NVT NPT)
232 > \subsection{\label{introSec:MD}Molecular Dynamics Simulations}
233  
234 < constrained dynamics
234 > The main simulation tool used in this research is Molecular Dynamics.
235 > Molecular Dynamics is when the equations of motion for a system are
236 > integrated in order to obtain information about both the positions and
237 > momentum of a system, allowing the calculation of not only
238 > configurational observables, but momenta dependent ones as well:
239 > diffusion constants, velocity auto correlations, folding/unfolding
240 > events, etc.  Due to the principle of ergodicity, Eq.~\ref{fix}, the
241 > average of these observables over the time period of the simulation
242 > are taken to be the ensemble averages for the system.
243 >
244 > The choice of when to use molecular dynamics over Monte Carlo
245 > techniques, is normally decided by the observables in which the
246 > researcher is interested.  If the observabvles depend on momenta in
247 > any fashion, then the only choice is molecular dynamics in some form.
248 > However, when the observable is dependent only on the configuration,
249 > then most of the time Monte Carlo techniques will be more efficent.
250 >
251 > The focus of research in the second half of this dissertation is
252 > centered around the dynamic properties of phospholipid bilayers,
253 > making molecular dynamics key in the simulation of those properties.
254 >
255 > \subsubsection{Molecular dynamics Algorithm}
256 >
257 > To illustrate how the molecular dynamics technique is applied, the
258 > following sections will describe the sequence involved in a
259 > simulation.  Sec.~\ref{fix} deals with the initialization of a
260 > simulation.  Sec.~\ref{fix} discusses issues involved with the
261 > calculation of the forces.  Sec.~\ref{fix} concludes the algorithm
262 > discussion with the integration of the equations of motion. \cite{fix}
263 >
264 > \subsubsection{initialization}
265 >
266 > When selecting the initial configuration for the simulation it is
267 > important to consider what dynamics one is hoping to observe.
268 > Ch.~\ref{fix} deals with the formation and equilibrium dynamics of
269 > phospholipid membranes.  Therefore in these simulations initial
270 > positions were selected that in some cases dispersed the lipids in
271 > water, and in other cases structured the lipids into preformed
272 > bilayers.  Important considerations at this stage of the simulation are:
273 > \begin{itemize}
274 > \item There are no major overlaps of molecular or atomic orbitals
275 > \item Velocities are chosen in such a way as to not gie the system a non=zero total momentum or angular momentum.
276 > \item It is also sometimes desireable to select the velocities to correctly sample the target temperature.
277 > \end{itemize}
278  
279 + The first point is important due to the amount of potential energy
280 + generated by having two particles too close together.  If overlap
281 + occurs, the first evaluation of forces will return numbers so large as
282 + to render the numerical integration of teh motion meaningless.  The
283 + second consideration keeps the system from drifting or rotating as a
284 + whole.  This arises from the fact that most simulations are of systems
285 + in equilibrium in the absence of outside forces.  Therefore any net
286 + movement would be unphysical and an artifact of the simulation method
287 + used.  The final point addresses teh selection of the magnitude of the
288 + initial velocities.  For many simulations it is convienient to use
289 + this opportunity to scale the amount of kinetic energy to reflect the
290 + desired thermal distribution of the system.  However, it must be noted
291 + that most systems will require further velocity rescaling after the
292 + first few initial simulation steps due to either loss or gain of
293 + kinetic energy from energy stored in potential degrees of freedom.
294 +
295 + \subsubsection{Force Evaluation}
296 +
297 + The evaluation of forces is the most computationally expensive portion
298 + of a given molecular dynamics simulation.  This is due entirely to the
299 + evaluation of long range forces in a simulation, typically pair-wise.
300 + These forces are most commonly the Van der Waals force, and sometimes
301 + Coulombic forces as well.  For a pair-wise force, there are $fix$
302 + pairs to be evaluated, where $n$ is the number of particles in the
303 + system.  This leads to the calculations scaling as $fix$, making large
304 + simulations prohibitive in the absence of any computation saving
305 + techniques.
306 +
307 + Another consideration one must resolve, is that in a given simulation
308 + a disproportionate number of the particles will feel the effects of
309 + the surface. \cite{fix} For a cubic system of 1000 particles arranged
310 + in a $10x10x10$ cube, 488 particles will be exposed to the surface.
311 + Unless one is simulating an isolated particle group in a vacuum, the
312 + behavior of the system will be far from the desired bulk
313 + charecteristics.  To offset this, simulations employ the use of
314 + periodic boundary images. \cite{fix}
315 +
316 + The technique involves the use of an algorithm that replicates the
317 + simulation box on an infinite lattice in cartesian space.  Any given
318 + particle leaving the simulation box on one side will have an image of
319 + itself enter on the opposite side (see Fig.~\ref{fix}).
320 + \begin{equation}
321 + EQ Here
322 + \end{equation}
323 + In addition, this sets that any given particle pair has an image, real
324 + or periodic, within $fix$ of each other.  A discussion of the method
325 + used to calculate the periodic image can be found in Sec.\ref{fix}.
326 +
327 + Returning to the topic of the computational scale of the force
328 + evaluation, the use of periodic boundary conditions requires that a
329 + cutoff radius be employed.  Using a cutoff radius improves the
330 + efficiency of the force evaluation, as particles farther than a
331 + predetermined distance, $fix$, are not included in the
332 + calculation. \cite{fix} In a simultation with periodic images, $fix$
333 + has a maximum value of $fix$.  Fig.~\ref{fix} illustrates how using an
334 + $fix$ larger than this value, or in the extreme limit of no $fix$ at
335 + all, the corners of the simulation box are unequally weighted due to
336 + the lack of particle images in the $x$, $y$, or $z$ directions past a
337 + disance of $fix$.
338 +
339 + With the use of an $fix$, however, comes a discontinuity in the
340 + potential energy curve (Fig.~\ref{fix}). To fix this discontinuity,
341 + one calculates the potential energy at the $r_{\text{cut}}$, and add
342 + that value to the potential.  This causes the function to go smoothly
343 + to zero at the cutoff radius.  This ensures conservation of energy
344 + when integrating the Newtonian equations of motion.
345 +
346 + The second main simplification used in this research is the Verlet
347 + neighbor list. \cite{allen87:csl} In the Verlet method, one generates
348 + a list of all neighbor atoms, $j$, surrounding atom $i$ within some
349 + cutoff $r_{\text{list}}$, where $r_{\text{list}}>r_{\text{cut}}$.
350 + This list is created the first time forces are evaluated, then on
351 + subsequent force evaluations, pair calculations are only calculated
352 + from the neighbor lists.  The lists are updated if any given particle
353 + in the system moves farther than $r_{\text{list}}-r_{\text{cut}}$,
354 + giving rise to the possibility that a particle has left or joined a
355 + neighbor list.
356 +
357 + \subsection{\label{introSec:MDintegrate} Integration of the equations of motion}
358 +
359 + A starting point for the discussion of molecular dynamics integrators
360 + is the Verlet algorithm. \cite{Frenkel1996} It begins with a Taylor
361 + expansion of position in time:
362 + \begin{equation}
363 + eq here
364 + \label{introEq:verletForward}
365 + \end{equation}
366 + As well as,
367 + \begin{equation}
368 + eq here
369 + \label{introEq:verletBack}
370 + \end{equation}
371 + Adding together Eq.~\ref{introEq:verletForward} and
372 + Eq.~\ref{introEq:verletBack} results in,
373 + \begin{equation}
374 + eq here
375 + \label{introEq:verletSum}
376 + \end{equation}
377 + Or equivalently,
378 + \begin{equation}
379 + eq here
380 + \label{introEq:verletFinal}
381 + \end{equation}
382 + Which contains an error in the estimate of the new positions on the
383 + order of $\Delta t^4$.
384 +
385 + In practice, however, the simulations in this research were integrated
386 + with a velocity reformulation of teh Verlet method. \cite{allen87:csl}
387 + \begin{equation}
388 + eq here
389 + \label{introEq:MDvelVerletPos}
390 + \end{equation}
391 + \begin{equation}
392 + eq here
393 + \label{introEq:MDvelVerletVel}
394 + \end{equation}
395 + The original Verlet algorithm can be regained by substituting the
396 + velocity back into Eq.~\ref{introEq:MDvelVerletPos}.  The Verlet
397 + formulations are chosen in this research because the algorithms have
398 + very little long term drift in energy conservation.  Energy
399 + conservation in a molecular dynamics simulation is of extreme
400 + importance, as it is a measure of how closely one is following the
401 + ``true'' trajectory wtih the finite integration scheme.  An exact
402 + solution to the integration will conserve area in phase space, as well
403 + as be reversible in time, that is, the trajectory integrated forward
404 + or backwards will exactly match itself.  Having a finite algorithm
405 + that both conserves area in phase space and is time reversible,
406 + therefore increases, but does not guarantee the ``correctness'' or the
407 + integrated trajectory.
408 +
409 + It can be shown, \cite{Frenkel1996} that although the Verlet algorithm
410 + does not rigorously preserve the actual Hamiltonian, it does preserve
411 + a pseudo-Hamiltonian which shadows the real one in phase space.  This
412 + pseudo-Hamiltonian is proveably area-conserving as well as time
413 + reversible.  The fact that it shadows the true Hamiltonian in phase
414 + space is acceptable in actual simulations as one is interested in the
415 + ensemble average of the observable being measured.  From the ergodic
416 + hypothesis (Sec.~\ref{introSec:StatThermo}), it is known that the time
417 + average will match the ensemble average, therefore two similar
418 + trajectories in phase space should give matching statistical averages.
419 +
420 + \subsection{\label{introSec:MDfurther}Further Considerations}
421 + In the simulations presented in this research, a few additional
422 + parameters are needed to describe the motions.  The simulations
423 + involving water and phospholipids in Chapt.~\ref{chaptLipids} are
424 + required to integrate the equations of motions for dipoles on atoms.
425 + This involves an additional three parameters be specified for each
426 + dipole atom: $\phi$, $\theta$, and $\psi$.  These three angles are
427 + taken to be the Euler angles, where $\phi$ is a rotation about the
428 + $z$-axis, and $\theta$ is a rotation about the new $x$-axis, and
429 + $\psi$ is a final rotation about the new $z$-axis (see
430 + Fig.~\ref{introFig:euleerAngles}).  This sequence of rotations can be
431 + accumulated into a single $3 \times 3$ matrix $\mathbf{A}$
432 + defined as follows:
433 + \begin{equation}
434 + eq here
435 + \label{introEq:EulerRotMat}
436 + \end{equation}
437 +
438 + The equations of motion for Euler angles can be written down as
439 + \cite{allen87:csl}
440 + \begin{equation}
441 + eq here
442 + \label{introEq:MDeuleeerPsi}
443 + \end{equation}
444 + Where $\omega^s_i$ is the angular velocity in the lab space frame
445 + along cartesian coordinate $i$.  However, a difficulty arises when
446 + attempting to integrate Eq.~\ref{introEq:MDeulerPhi} and
447 + Eq.~\ref{introEq:MDeulerPsi}. The $\frac{1}{\sin \theta}$ present in
448 + both equations means there is a non-physical instability present when
449 + $\theta$ is 0 or $\pi$.
450 +
451 + To correct for this, the simulations integrate the rotation matrix,
452 + $\mathbf{A}$, directly, thus avoiding the instability.
453 + This method was proposed by Dullwebber
454 + \emph{et. al.}\cite{Dullwebber:1997}, and is presented in
455 + Sec.~\ref{introSec:MDsymplecticRot}.
456 +
457 + \subsubsection{\label{introSec:MDliouville}Liouville Propagator}
458 +
459 +
460   \section{\label{introSec:chapterLayout}Chapter Layout}
461  
462   \subsection{\label{introSec:RSA}Random Sequential Adsorption}
463  
464   \subsection{\label{introSec:OOPSE}The OOPSE Simulation Package}
465  
466 < \subsection{\label{introSec:bilayers}A Mesoscale Model for Phospholipid Bilayers}
466 > \subsection{\label{introSec:bilayers}A Mesoscale Model for
467 > Phospholipid Bilayers}

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