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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 the solution of the
201 < problem.
200 > named, because it heavily uses random numbers in its
201 > solution.\cite{allen87:csl} The Monte Carlo method allows for the
202 > solution of integrals through the stochastic sampling of the values
203 > within the integral. In the simplest case, the evaluation of an
204 > integral would follow a brute force method of
205 > sampling.\cite{Frenkel1996} Consider the following single dimensional
206 > integral:
207 > \begin{equation}
208 > I = f(x)dx
209 > \label{eq:MCex1}
210 > \end{equation}
211 > The equation can be recast as:
212 > \begin{equation}
213 > I = (b-a)\langle f(x) \rangle
214 > \label{eq:MCex2}
215 > \end{equation}
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
220 > approach $I$ in the limit where the number of trials is infintely
221 > large.
222  
223 + However, in Statistical Mechanics, one is typically interested in
224 + integrals of the form:
225 + \begin{equation}
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 $\mathbf{r}^N$ 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 importance sampling comes into
241 + play.\cite{allen87:csl}
242  
243 < \subsection{\label{introSec:md}Molecular Dynamics Simulations}
243 > Importance Sampling is a method where one selects a distribution from
244 > which the random configurations are chosen in order to more
245 > efficiently calculate the integral.\cite{Frenkel1996} Consider again
246 > Eq.~\ref{eq:MCex1} rewritten to be:
247 > \begin{equation}
248 > I = \int^b_a \frac{f(x)}{\rho(x)} \rho(x) dx
249 > \label{introEq:Importance1}
250 > \end{equation}
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 > I= \biggl \langle \frac{f(x)}{\rho(x)} \biggr \rangle_{\text{trials}}
257 > \label{introEq:Importance2}
258 > \end{equation}
259 > Looking at Eq.~\ref{eq:mcEnsAvg}, and realizing
260 > \begin {equation}
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 > Where $\rho_{kT}$ is the boltzman distribution.  The ensemble average
267 > can be rewritten as
268 > \begin{equation}
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 > Applying Eq.~\ref{introEq:Importance1} one obtains
274 > \begin{equation}
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 $\rho(\mathbf{r}^N)$ to be $\rho_{kT}(\mathbf{r}^N)$
281 > Eq.~\ref{introEq:Importance4} becomes
282 > \begin{equation}
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 $\mathbf{r}^N$ 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 < time averages
292 > \subsection{\label{introSec:markovChains}Markov Chains}
293  
294 < time integrating schemes
294 > A Markov chain is a chain of states satisfying the following
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{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 < time reversible
306 > \newcommand{\accMe}{\operatorname{acc}}
307  
308 < symplectic methods
308 > The transition probability is given by the following:
309 > \begin{equation}
310 > \pi_{mn} = \alpha_{mn} \times \accMe(m \rightarrow n)
311 > \label{introEq:MCpi}
312 > \end{equation}
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 > \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 $\boldsymbol{\Pi}$ 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 > \boldsymbol{\rho}_{\text{limit}} =
329 >        \lim_{N \rightarrow \infty} \boldsymbol{\rho}_{\text{initial}}
330 >        \boldsymbol{\Pi}^N
331 > \label{introEq:MCmarkovLimit}
332 > \end{equation}
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 > \boldsymbol{\rho}_{\text{limit}} = \boldsymbol{\rho}_{\text{initial}}
338 >        \boldsymbol{\Pi}
339 > \label{introEq:MCmarkovEquil}
340 > \end{equation}
341  
342 < Extended ensembles (NVT NPT)
342 > \subsection{\label{introSec:metropolisMethod}The Metropolis Method}
343  
344 < constrained dynamics
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 > \rho_m\pi_{mn} = \rho_n\pi_{nm}
353 > \label{introEq:MCmicroReverse}
354 > \end{equation}
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 > \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,
364 > \begin{equation}
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 > \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 < \section{\label{introSec:chapterLayout}Chapter Layout}
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 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{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:RSA}Random Sequential Adsorption}
394 > \section{\label{introSec:MD}Molecular Dynamics Simulations}
395  
396 < \subsection{\label{introSec:OOPSE}The OOPSE Simulation Package}
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
398 > integrated in order to obtain information about both the positions and
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,
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 < \subsection{\label{introSec:bilayers}A Mesoscale Model for Phospholipid Bilayers}
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 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.
413 >
414 > The focus of research in the second half of this dissertation is
415 > centered around the dynamic properties of phospholipid bilayers,
416 > making molecular dynamics key in the simulation of those properties.
417 >
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{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{\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{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
436 > bilayers.  Important considerations at this stage of the simulation are:
437 > \begin{itemize}
438 > \item There are no major overlaps of molecular or atomic orbitals
439 > \item Velocities are chosen in such a way as to not gie the system a non=zero total momentum or angular momentum.
440 > \item It is also sometimes desireable to select the velocities to correctly sample the target temperature.
441 > \end{itemize}
442 >
443 > The first point is important due to the amount of potential energy
444 > generated by having two particles too close together.  If overlap
445 > occurs, the first evaluation of forces will return numbers so large as
446 > to render the numerical integration of teh motion meaningless.  The
447 > second consideration keeps the system from drifting or rotating as a
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 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
455 > that most systems will require further velocity rescaling after the
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{\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 $N(N-1)/ 2$
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{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{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, $r_{\text{cut}}$, 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 > \begin{figure}
510 > \centering
511 > \includegraphics[width=\linewidth]{rCutMaxFig.eps}
512 > \caption[An explanation of $r_{\text{cut}}$]{The yellow atom has all other images wrapped to itself as the center. If $r_{\text{cut}}=\text{box}/2$, then the distribution is uniform (blue atoms). However, when $r_{\text{cut}}>\text{box}/2$ the corners are disproportionately weighted (green atoms) vs the axial directions (shaded regions).}
513 > \label{introFig:rMax}
514 > \end{figure}
515 >
516 > With the use of an $r_{\text{cut}}$, however, comes a discontinuity in
517 > the potential energy curve (Fig.~\ref{introFig:shiftPot}). To fix this
518 > discontinuity, one calculates the potential energy at the
519 > $r_{\text{cut}}$, and adds that value to the potential, causing
520 > the function to go smoothly to zero at the cutoff radius.  This
521 > shifted potential ensures conservation of energy when integrating the
522 > Newtonian equations of motion.
523 >
524 > \begin{figure}
525 > \centering
526 > \includegraphics[width=\linewidth]{shiftedPot.eps}
527 > \caption[Shifting the Lennard-Jones Potential]{The Lennard-Jones potential is shifted to remove the discontiuity at $r_{\text{cut}}$.}
528 > \label{introFig:shiftPot}
529 > \end{figure}
530 >
531 > The second main simplification used in this research is the Verlet
532 > neighbor list. \cite{allen87:csl} In the Verlet method, one generates
533 > a list of all neighbor atoms, $j$, surrounding atom $i$ within some
534 > cutoff $r_{\text{list}}$, where $r_{\text{list}}>r_{\text{cut}}$.
535 > This list is created the first time forces are evaluated, then on
536 > subsequent force evaluations, pair calculations are only calculated
537 > from the neighbor lists.  The lists are updated if any given particle
538 > in the system moves farther than $r_{\text{list}}-r_{\text{cut}}$,
539 > giving rise to the possibility that a particle has left or joined a
540 > neighbor list.
541 >
542 > \subsection{\label{introSec:mdIntegrate} Integration of the equations of motion}
543 >
544 > A starting point for the discussion of molecular dynamics integrators
545 > is the Verlet algorithm. \cite{Frenkel1996} It begins with a Taylor
546 > expansion of position in time:
547 > \begin{equation}
548 > eq here
549 > \label{introEq:verletForward}
550 > \end{equation}
551 > As well as,
552 > \begin{equation}
553 > eq here
554 > \label{introEq:verletBack}
555 > \end{equation}
556 > Adding together Eq.~\ref{introEq:verletForward} and
557 > Eq.~\ref{introEq:verletBack} results in,
558 > \begin{equation}
559 > eq here
560 > \label{introEq:verletSum}
561 > \end{equation}
562 > Or equivalently,
563 > \begin{equation}
564 > eq here
565 > \label{introEq:verletFinal}
566 > \end{equation}
567 > Which contains an error in the estimate of the new positions on the
568 > order of $\Delta t^4$.
569 >
570 > In practice, however, the simulations in this research were integrated
571 > with a velocity reformulation of teh Verlet method.\cite{allen87:csl}
572 > \begin{equation}
573 > eq here
574 > \label{introEq:MDvelVerletPos}
575 > \end{equation}
576 > \begin{equation}
577 > eq here
578 > \label{introEq:MDvelVerletVel}
579 > \end{equation}
580 > The original Verlet algorithm can be regained by substituting the
581 > velocity back into Eq.~\ref{introEq:MDvelVerletPos}.  The Verlet
582 > formulations are chosen in this research because the algorithms have
583 > very little long term drift in energy conservation.  Energy
584 > conservation in a molecular dynamics simulation is of extreme
585 > importance, as it is a measure of how closely one is following the
586 > ``true'' trajectory wtih the finite integration scheme.  An exact
587 > solution to the integration will conserve area in phase space, as well
588 > as be reversible in time, that is, the trajectory integrated forward
589 > or backwards will exactly match itself.  Having a finite algorithm
590 > that both conserves area in phase space and is time reversible,
591 > therefore increases, but does not guarantee the ``correctness'' or the
592 > integrated trajectory.
593 >
594 > It can be shown,\cite{Frenkel1996} that although the Verlet algorithm
595 > does not rigorously preserve the actual Hamiltonian, it does preserve
596 > a pseudo-Hamiltonian which shadows the real one in phase space.  This
597 > pseudo-Hamiltonian is proveably area-conserving as well as time
598 > reversible.  The fact that it shadows the true Hamiltonian in phase
599 > space is acceptable in actual simulations as one is interested in the
600 > ensemble average of the observable being measured.  From the ergodic
601 > hypothesis (Sec.~\ref{introSec:StatThermo}), it is known that the time
602 > average will match the ensemble average, therefore two similar
603 > trajectories in phase space should give matching statistical averages.
604 >
605 > \subsection{\label{introSec:MDfurther}Further Considerations}
606 > In the simulations presented in this research, a few additional
607 > parameters are needed to describe the motions.  The simulations
608 > involving water and phospholipids in Chapt.~\ref{chaptLipids} are
609 > required to integrate the equations of motions for dipoles on atoms.
610 > This involves an additional three parameters be specified for each
611 > dipole atom: $\phi$, $\theta$, and $\psi$.  These three angles are
612 > taken to be the Euler angles, where $\phi$ is a rotation about the
613 > $z$-axis, and $\theta$ is a rotation about the new $x$-axis, and
614 > $\psi$ is a final rotation about the new $z$-axis (see
615 > Fig.~\ref{introFig:euleerAngles}).  This sequence of rotations can be
616 > accumulated into a single $3 \times 3$ matrix $\mathbf{A}$
617 > defined as follows:
618 > \begin{equation}
619 > eq here
620 > \label{introEq:EulerRotMat}
621 > \end{equation}
622 >
623 > The equations of motion for Euler angles can be written down as
624 > \cite{allen87:csl}
625 > \begin{equation}
626 > eq here
627 > \label{introEq:MDeuleeerPsi}
628 > \end{equation}
629 > Where $\omega^s_i$ is the angular velocity in the lab space frame
630 > along cartesian coordinate $i$.  However, a difficulty arises when
631 > attempting to integrate Eq.~\ref{introEq:MDeulerPhi} and
632 > Eq.~\ref{introEq:MDeulerPsi}. The $\frac{1}{\sin \theta}$ present in
633 > both equations means there is a non-physical instability present when
634 > $\theta$ is 0 or $\pi$.
635 >
636 > To correct for this, the simulations integrate the rotation matrix,
637 > $\mathbf{A}$, directly, thus avoiding the instability.
638 > This method was proposed by Dullwebber
639 > \emph{et. al.}\cite{Dullwebber:1997}, and is presented in
640 > Sec.~\ref{introSec:MDsymplecticRot}.
641 >
642 > \subsubsection{\label{introSec:MDliouville}Liouville Propagator}
643 >
644 > Before discussing the integration of the rotation matrix, it is
645 > necessary to understand the construction of a ``good'' integration
646 > scheme.  It has been previously
647 > discussed(Sec.~\ref{introSec:MDintegrate}) how it is desirable for an
648 > integrator to be symplectic, or time reversible.  The following is an
649 > outline of the Trotter factorization of the Liouville Propagator as a
650 > scheme for generating symplectic integrators. \cite{Tuckerman:1992}
651 >
652 > For a system with $f$ degrees of freedom the Liouville operator can be
653 > defined as,
654 > \begin{equation}
655 > eq here
656 > \label{introEq:LiouvilleOperator}
657 > \end{equation}
658 > Here, $r_j$ and $p_j$ are the position and conjugate momenta of a
659 > degree of freedom, and $f_j$ is the force on that degree of freedom.
660 > $\Gamma$ is defined as the set of all positions nad conjugate momenta,
661 > $\{r_j,p_j\}$, and the propagator, $U(t)$, is defined
662 > \begin {equation}
663 > eq here
664 > \label{introEq:Lpropagator}
665 > \end{equation}
666 > This allows the specification of $\Gamma$ at any time $t$ as
667 > \begin{equation}
668 > eq here
669 > \label{introEq:Lp2}
670 > \end{equation}
671 > It is important to note, $U(t)$ is a unitary operator meaning
672 > \begin{equation}
673 > U(-t)=U^{-1}(t)
674 > \label{introEq:Lp3}
675 > \end{equation}
676 >
677 > Decomposing $L$ into two parts, $iL_1$ and $iL_2$, one can use the
678 > Trotter theorem to yield
679 > \begin{equation}
680 > eq here
681 > \label{introEq:Lp4}
682 > \end{equation}
683 > Where $\Delta t = \frac{t}{P}$.
684 > With this, a discrete time operator $G(\Delta t)$ can be defined:
685 > \begin{equation}
686 > eq here
687 > \label{introEq:Lp5}
688 > \end{equation}
689 > Because $U_1(t)$ and $U_2(t)$ are unitary, $G|\Delta t)$ is also
690 > unitary.  Meaning an integrator based on this factorization will be
691 > reversible in time.
692 >
693 > As an example, consider the following decomposition of $L$:
694 > \begin{equation}
695 > eq here
696 > \label{introEq:Lp6}
697 > \end{equation}
698 > Operating $G(\Delta t)$ on $\Gamma)0)$, and utilizing the operator property
699 > \begin{equation}
700 > eq here
701 > \label{introEq:Lp8}
702 > \end{equation}
703 > Where $c$ is independent of $q$.  One obtains the following:  
704 > \begin{equation}
705 > eq here
706 > \label{introEq:Lp8}
707 > \end{equation}
708 > Or written another way,
709 > \begin{equation}
710 > eq here
711 > \label{intorEq:Lp9}
712 > \end{equation}
713 > This is the velocity Verlet formulation presented in
714 > Sec.~\ref{introSec:MDintegrate}.  Because this integration scheme is
715 > comprised of unitary propagators, it is symplectic, and therefore area
716 > preserving in phase space.  From the preceeding fatorization, one can
717 > see that the integration of the equations of motion would follow:
718 > \begin{enumerate}
719 > \item calculate the velocities at the half step, $\frac{\Delta t}{2}$, from the forces calculated at the initial position.
720 >
721 > \item Use the half step velocities to move positions one whole step, $\Delta t$.
722 >
723 > \item Evaluate the forces at the new positions, $\mathbf{r}(\Delta t)$, and use the new forces to complete the velocity move.
724 >
725 > \item Repeat from step 1 with the new position, velocities, and forces assuming the roles of the initial values.
726 > \end{enumerate}
727 >
728 > \subsubsection{\label{introSec:MDsymplecticRot} Symplectic Propagation of the Rotation Matrix}
729 >
730 > Based on the factorization from the previous section,
731 > Dullweber\emph{et al.}\cite{Dullweber:1997}~ proposed a scheme for the
732 > symplectic propagation of the rotation matrix, $\mathbf{A}$, as an
733 > alternative method for the integration of orientational degrees of
734 > freedom. The method starts with a straightforward splitting of the
735 > Liouville operator:
736 > \begin{equation}
737 > eq here
738 > \label{introEq:SR1}
739 > \end{equation}
740 > Where $\boldsymbol{\tau}(\mathbf{A})$ are the tourques of the system
741 > due to the configuration, and $\boldsymbol{/pi}$ are the conjugate
742 > angular momenta of the system. The propagator, $G(\Delta t)$, becomes
743 > \begin{equation}
744 > eq here
745 > \label{introEq:SR2}
746 > \end{equation}
747 > Propagation fo the linear and angular momenta follows as in the Verlet
748 > scheme.  The propagation of positions also follows the verlet scheme
749 > with the addition of a further symplectic splitting of the rotation
750 > matrix propagation, $\mathcal{G}_{\text{rot}}(\Delta t)$.
751 > \begin{equation}
752 > eq here
753 > \label{introEq:SR3}
754 > \end{equation}
755 > Where $\mathcal{G}_j$ is a unitary rotation of $\mathbf{A}$ and
756 > $\boldsymbol{\pi}$ about each axis $j$.  As all propagations are now
757 > unitary and symplectic, the entire integration scheme is also
758 > symplectic and time reversible.
759 >
760 > \section{\label{introSec:layout}Dissertation Layout}
761 >
762 > This dissertation is divided as follows:Chapt.~\ref{chapt:RSA}
763 > presents the random sequential adsorption simulations of related
764 > pthalocyanines on a gold (111) surface. Chapt.~\ref{chapt:OOPSE}
765 > is about the writing of the molecular dynamics simulation package
766 > {\sc oopse}, Chapt.~\ref{chapt:lipid} regards the simulations of
767 > phospholipid bilayers using a mesoscale model, and lastly,
768 > Chapt.~\ref{chapt:conclusion} concludes this dissertation with a
769 > summary of all results. The chapters are arranged in chronological
770 > order, and reflect the progression of techniques I employed during my
771 > research.  
772 >
773 > The chapter concerning random sequential adsorption
774 > simulations is a study in applying the principles of theoretical
775 > research in order to obtain a simple model capaable of explaining the
776 > results.  My advisor, Dr. Gezelter, and I were approached by a
777 > colleague, Dr. Lieberman, about possible explanations for partial
778 > coverge of a gold surface by a particular compound of hers. We
779 > suggested it might be due to the statistical packing fraction of disks
780 > on a plane, and set about to simulate this system.  As the events in
781 > our model were not dynamic in nature, a Monte Carlo method was
782 > emplyed.  Here, if a molecule landed on the surface without
783 > overlapping another, then its landing was accepted.  However, if there
784 > was overlap, the landing we rejected and a new random landing location
785 > was chosen.  This defined our acceptance rules and allowed us to
786 > construct a Markov chain whose limiting distribution was the surface
787 > coverage in which we were interested.
788 >
789 > The following chapter, about the simulation package {\sc oopse},
790 > describes in detail the large body of scientific code that had to be
791 > written in order to study phospholipid bilayer.  Although there are
792 > pre-existing molecular dynamic simulation packages available, none
793 > were capable of implementing the models we were developing.{\sc oopse}
794 > is a unique package capable of not only integrating the equations of
795 > motion in cartesian space, but is also able to integrate the
796 > rotational motion of rigid bodies and dipoles.  Add to this the
797 > ability to perform calculations across parallel processors and a
798 > flexible script syntax for creating systems, and {\sc oopse} becomes a
799 > very powerful scientific instrument for the exploration of our model.
800 >
801 > Bringing us to Chapt.~\ref{chapt:lipid}. Using {\sc oopse}, I have been
802 > able to parametrize a mesoscale model for phospholipid simulations.
803 > This model retains information about solvent ordering about the
804 > bilayer, as well as information regarding the interaction of the
805 > phospholipid head groups' dipole with each other and the surrounding
806 > solvent.  These simulations give us insight into the dynamic events
807 > that lead to the formation of phospholipid bilayers, as well as
808 > provide the foundation for future exploration of bilayer phase
809 > behavior with this model.  
810 >
811 > Which leads into the last chapter, where I discuss future directions
812 > for both{\sc oopse} and this mesoscale model.  Additionally, I will
813 > give a summary of results for this dissertation.
814 >
815 >

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